Re: [Bug-gsl] Bug in gsl_cdf_chisq_Pinv for very large degrees of freedom

[Brian Gough]

At Wed, 29 Oct 2008 11:14:48 -0600,
John Halley Gotway wrote:
> I've encountered a potential bug in the routine "gsl_cdf_chisq_Pinv"
> defined in the file gsl-1.11/cdf/chisqinv.c.
> 
> When calling this routine with the degrees of freedom > 1263131, I
> get the following error message:
> 
> gsl: gamma_inc.c:99: ERROR: error Default GSL error handler invoked.
> Abort
> 
> For degrees of freedom <= 1263131, it seems to perform fine.
>
> I'm running GSL version 1.11 and calling the routine as follows:
>    v = gsl_cdf_chisq_Pinv(0.05, nu); where nu = the degrees of
> freedom.

Thank you, I am logging this in the bug tracker.  

The routine needs switch to a different approximation for very large
degrees of freedom, which it currently doesn't do.

-- 
Brian Gough

GNU Scientific Library -
http://www.gnu.org/software/gsl/