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Error in chi2inv function when high degrees of freedom are used
From: |
José Luis García Pallero |
Subject: |
Error in chi2inv function when high degrees of freedom are used |
Date: |
Thu, 7 Nov 2013 16:25:37 +0100 |
Hello:
I'm trying to compute the Chi-square value for different values of
confidence but using high values of degrees of freedom. When I try to
use a value for the degrees of freedom higher or equal than 1200, I
obtain this error:
>> chi2inv(0.005,1200)
***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 2
error: gammainc: exception encountered in Fortran subroutine xgammainc_
error: called from:
error: /opt/octave/share/octave/3.6.4/m/statistics/distributions/gamcdf.m
at line 58, column 12
error: /opt/octave/share/octave/3.6.4/m/statistics/distributions/gaminv.m
at line 84, column 13
error: /opt/octave/share/octave/3.6.4/m/statistics/distributions/chi2inv.m
at line 47, column 7
The error is located in the Fortran routine XGAMMAINC.
However, the chi2inv in Matlab works fine regardless the value of the
degrees of freedom.
Should this fact be considered a bug? What library uses Matlab internally?
Best regards
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José Luis García Pallero
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- Error in chi2inv function when high degrees of freedom are used,
José Luis García Pallero <=