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[Bug-gsl] [bug #47646] gsl_ran_beta returns NaN for small arguments
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From: |
Yu Liu |
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Subject: |
[Bug-gsl] [bug #47646] gsl_ran_beta returns NaN for small arguments |
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Date: |
Fri, 15 Jul 2016 06:10:22 +0000 (UTC) |
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User-agent: |
Mozilla/5.0 (X11; CrOS x86_64 8172.60.0) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.103 Safari/537.36 |
Follow-up Comment #1, bug #47646 (project gsl):
The diff file is a straight implementation of the numpy implementation.
* NAG library also uses different algorithms based on different shape
parameters. http://www.nag.co.uk/numeric/fl/nagdoc_fl23/xhtml/G05/g05sbf.xml
* Testing for mean and variance (bernoulli_test.c) shows some small difference
from expectation. Further tests are probably required.
* I am still working on the tests, trying to use the test methods shipped with
GSL. Because cdf seems to diverge at 0 and 1, testCDF errors out due to
integration convergence. I am now trying to use beta_cdf directly in testPDF
routine. Please let me know if there is an appropriate approach.
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