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[Octave-bug-tracker] [bug #39309] [octave forge] (statistics) poisscdf f
From: |
Nicholas Jankowski |
Subject: |
[Octave-bug-tracker] [bug #39309] [octave forge] (statistics) poisscdf fails for large arguments due to the algorithm in D9LGIT |
Date: |
Tue, 26 Jul 2022 14:35:26 -0400 (EDT) |
Update of bug #39309 (project octave):
Status: Confirmed => Fixed
Open/Closed: Open => Closed
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Follow-up Comment #5:
looking at the current Statistics 1.4.3 with Octave 7.1.0-
poisscdf is largely just a call to gammainc, which is in core octave, and has
undergone at least a few revisions in the last decade.
the comment #0, comment #1, comment #2 codes no longer produce fortran
errors:
comment #0:
>> poisscdf (604,604)
ans = 0.510819531737768
>> poisscdf (605,605)
ans = 0.510810590057861
>> poisscdf (4241,4241)
ans = 0.504083866960345
>> poisscdf (4242,4242)
ans = 0.504083385599947
comment #1:
>> poisscdf (100000,100000)
ans = 0.500841043099343
>> poisscdf (100001,100001)
ans = 0.500841038894170
>> poisscdf (1e10,1e10+1e5)
ans = 0.158657673645873
comment #2
>> poisscdf (10,10)
ans = 0.583039750192986
>> poisscdf (100,100)
ans = 0.526562198529999
>> poisscdf (1000,1000)
ans = 0.508409367168506
>> poisscdf (100000,100000)
ans = 0.500841043099343
>> poisscdf (100000000,100000000)
ans = 0.500026596152138
>> poisscdf (100000000000,100000000000)
ans = 0.500000841049293
>> poisscdf (100000000000000,100000000000000)
ans = 0.500000026770566
>> poisscdf (100000000000000000,100000000000000000)
ans = 84167.84956743612
soooo.... it seems that the original issue has largely been fixed.
the last test did go way too fast, so I assume it did hit some internal
convergence error, although there were no fortran errors/warnings. that part
is a bit concerning, as I would have hoped some non-convergence warning might
have been issued. but again, that would seem to be an issue with gammainc and
not poisscdf. so I'm going to close this old bug report.
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