Re: binocdf accuracy

[Pascal Dupuis]

Hello Alex,

I started working on a multi-precision toolbox for Octave, based upon
mptoolbox_1.2 that you can find on Matlab Central repository: the
author kindly provided me a copy of his own.

It is useable, but no ready for wide distribution. What are the
primitives used in your function ? If they are already inside the
multi-precision implementation, I can check and send you values with
much more numerical accuracy than actually available in Octave.

Regards

Pascal



2013/7/6 Dr. Alexander Klein <address@hidden>:
> Dear list,
>
> the other day I was writing up some statistical functions in Erlang, and kept 
> cross-checking the results with what Octave produced.
>
> One of my experiments included binocdf (0:50,50,1-1e-3 )', and while I admit 
> that the example is somewhat extreme, I suspect that almost all values 
> returned by Octave are inaccurate, while binopdf (0:50,50,1-1e-3 )' produces 
> results nearly identical to my implementation in Erlang, see attachments.
>
> I think this would be easy to patch if only binocdf was afflicted, but 
> binocdf uses the incomplete beta function, and so maybe other functions might 
> have problems, too.
>
> Since I'll need the incomplete beta function for my Erlang-library anyway, I 
> might as well try to come up with an improved version for Octave, but I'd 
> like to be sure that at least my reference values for binocdf are accurate.
>
> Is anyone on the list perhaps able to check my results against a reliable 
> implementation of binocdf?
>
> Thanks,
>
>         Alex
>
> --
> Dr. Alexander Klein, Diplom-Mathematiker
> TransMIT-Projektbereich für Mathematische Analysen und Feld-Simulationen
> Kerkrader Straße 3
> D-35394 Gießen
>
> http://www.transmit.de/zentren/tz.cfm?N=165