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Opened 4 years ago

Closed 4 years ago

#8314 closed Bugs (fixed)

ibeta error for fisher f distribution

Reported by: nyberg72@… Owned by: johnmaddock
Milestone: To Be Determined Component: math
Version: Boost 1.52.0 Severity: Problem
Keywords: beta function,, root finding, fisher f distributiond Cc:

Description

The following call sequence

#include <boost/math/distributions/fisher_f.hpp>

int main () {

double p = 3.0000000000000008e-068; Just an example, other very small values for p give the same error

boost::math::fisher_f_distribution<double> fd(2.0, 9.0);

double F = boost::math::quantile(boost::math::complement(fd, p));

return 0;

}

Will throw

Error: Error in function boost::math:ibeta<long double>(long double, long double, long double): Root finding evaluation exceeded 200 iterations, giving up now.

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Change History (1)

comment:1 Changed 4 years ago by johnmaddock

  • Resolution set to fixed
  • Status changed from new to closed

(In [83512]) Fix edge case in Halley iteration where the derivative is flatlining. Fix edge cases in poisson distribution quantile. Fixes #8314. Fixes #8308. Update and regenerate docs.

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