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Bug in "gsl_cdf_beta_Pinv"


From: Mehdi Taghizadeh
Subject: Bug in "gsl_cdf_beta_Pinv"
Date: Sun, 31 May 2020 18:41:52 +0430

Hope you are doing well,

-The version number of GSL: 1.16 and also, 2.4
-Hardware and operating system: Lenovo E531, Windows 10 x64
-The compiler used: Visual studio 2015 enterprise, Release and Debug.
-A description of the bug behavior:
For some values of P, the inverse beta function fails to converge and
return NaN.
Here are the inputs and the corresponding results of the beta inverse
function in MATLAB.
a = 9.15     b = 657.69     P = 0.957   gsl= NaN   MATLAB = 0.0223
a = 0.812   b = 337.12     P = 0.658   gsl= NaN   MATLAB = 0.0025
a = 1.62     b = 1983.37   P = 0.704   gsl= NaN   MATLAB = 0.0010
a = 1.07     b = 242.92     P = 0.884.  gsl= NaN   MATLAB = 0.0093
Also, this issue appeared in the inverse function of Gamma distribution,
So, I think it all goes back to an issue in the Gamma function because it
is used for both distributions.
Please let me know if you have any suggestions to fix this bug. Many
thanks.

Thanks in advance,
Mehdi Tahgizadeh


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