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[Octave-bug-tracker] [bug #40362] chi2cdf/gamcdf/gammainc bug
From: |
anonymous |
Subject: |
[Octave-bug-tracker] [bug #40362] chi2cdf/gamcdf/gammainc bug |
Date: |
Thu, 24 Oct 2013 13:12:11 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:23.0) Gecko/20100101 Firefox/23.0 |
URL:
<http://savannah.gnu.org/bugs/?40362>
Summary: chi2cdf/gamcdf/gammainc bug
Project: GNU Octave
Submitted by: None
Submitted on: Thu 24 Oct 2013 01:12:11 PM UTC
Category: Octave Function
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Crash
Status: None
Assigned to: None
Originator Name: Michael Leitner
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 3.6.2
Operating System: GNU/Linux
_______________________________________________________
Details:
The octave function chi2cdf crashes if the argument is large and approximately
equal to the number of degrees of freedom:
chi2cdf(1200,1200)
***MESSAGE FROM ROUTINE D9LGIT IN LIBRARY SLATEC.
***FATAL ERROR, PROG ABORTED, TRACEBACK REQUESTED
* NO CONVERGENCE IN 200 TERMS OF CONTINUED FRACTION
* ERROR NUMBER = 3
*
***END OF MESSAGE
***JOB ABORT DUE TO FATAL ERROR.
0 ERROR MESSAGE SUMMARY
LIBRARY SUBROUTINE MESSAGE START NERR LEVEL COUNT
SLATEC D9LGIT NO CONVERGENCE IN 20 3 2 16
SLATEC D9LGIC NO CONVERGENCE IN 30 1 2 8
error: gammainc: exception encountered in Fortran subroutine xgammainc_
error: called from:
error: /usr/share/octave/3.6.2/m/statistics/distributions/gamcdf.m at line
58, column 12
error: /usr/share/octave/3.6.2/m/statistics/distributions/chi2cdf.m at line
47, column 7
1200 is on my system the smallest crashing argument, and incidentally
chi2cdf(1200+eps(1200),1200)
works. For larger degrees of freedom, it also crashes for larger deviations
from the center. Note that this is not an academic example, on the order of
thousand degrees of freedom are not excessive for applications (in fact, at
such high degrees of freedom asymptotic expansions should already converge
rapidly enough to bypass that issue with a bit of work).
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