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[Bug-gsl] gsl_cdf_chisq_Q
From: |
Jorge Zuluaga |
Subject: |
[Bug-gsl] gsl_cdf_chisq_Q |
Date: |
Wed, 28 Jul 2004 10:55:56 -0500 (COT) |
This message is to report a bug in the
cummulative-distribution-function computation of the chi-square
distribution (routine gsl_cdf_chisq_Q).
I am using gsl-1.5 and in several opprtunities when I had tried to use
the library routine 'gsl_cdf_chisq_Q' with moderately large values of
nu (degrees-of-freedom) and chi-square, i.e. nu > 50 and
chi-square>nu, the routine returns 'nan'. In order to test the origin
of the problem I wrote a routine to integrate out through
gsl_integration_qagiu the chisq. pdf function gsl_ran_chisq_pdf and
obtained the same result.
I think that the error arises from the fact that for large nu the
chi-square routine behaves improperly (large numbers exponentiated to
large numbers) and then the integration produces the before mentioned
output.
I wrote a routine where the chi-square pdf is computed first
calculating the logarithm of the function and then exponentiating the
result. With this change, the cdf computed using
gsl_integration_qagiu behaves properly for any value of nu and
chi-square.
========================================
Jorge Zuluaga |
Instituto de Fisica |
Universidad de Antioquia |
Tels. +57-4-2105635/38/30 |
address@hidden |
http://naima.udea.edu.co/jzuluaga |
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- [Bug-gsl] gsl_cdf_chisq_Q,
Jorge Zuluaga <=