GNU Octave - Bugs: bug #66034, [statistics] finv results when...

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bug #66034: [statistics] finv results when second value of degrees of freedom tends to infinity

Submitter:	José Luis García Pallero <jgpallero>
Submitted:	Sat 27 Jul 2024 09:23:55 PM UTC


Category:	Octave Package	Severity:	3 - Normal
Priority:	5 - Normal	Item Group:	Incorrect Result
Status:	Confirmed	Assigned to:	None
Originator Name:	jgpallero	Open/Closed: *	Open
Release: *	other	Operating System: *	Any
Fixed Release:	None	Planned Release:	None

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Sun 18 Aug 2024 08:45:03 AM UTC, comment #3: I pushed a commit (https://github.com/gnu-octave/statistics/commit/672db5206455b33c5edb0d048f593c18264969b5) to address both issues. For very large DF2 values, I added a rule to limit them to 1e6. The reason for this threshold is that at this value finv returns the same value as when DF2 is Inf. This makes much more sense, since it is expected that the minimum is reached at Inf, rather than what MATLAB returns for DF2 more than 1e6. For DF2 being Inf, used the chi2inv as suggested by José. Thanks for the bug report. Please, keep in mind that it is much more convenient to report bugs related to the statistics package directly at GitHub (https://github.com/gnu-octave/statistics/issues), where the development repository for statistics is being hosted. Unless further discussion is required, this bug report can be closed.	Andreas Bertsatos <pr0m1th3as>
Sun 28 Jul 2024 12:57:17 AM UTC, comment #2: It is from "statistics" And, yes, I can reproduce all those results with statistics-1.6.7 Dmitri. --	Dmitri A. Sergatskov <dasergatskov>
Sun 28 Jul 2024 12:51:10 AM UTC, comment #1: Is this a problem in core Octave or a package? I tried which finv and I get no result.	Rik <rik5>
Sat 27 Jul 2024 09:23:55 PM UTC, original submission: Function X = finv (P, DF1, DF2) returns erratic values when DF2 adopts very big values: >> finv(0.025,10,100000000000) ans = 0.3908 >> finv(0.025,10,1000000000000) ans = 0.3926 >> finv(0.025,10,10000000000000) ans = 0.3697 >> finv(0.025,10,100000000000000) ans = 0.1110 >> finv(0.025,10,1000000000000000) ans = 1.4655 >> finv(0.025,10,10000000000000000) ans = 0.2220 >> finv(0.025,10,100000000000000000) ans = 1.4901e+07 >> finv(0.025,10,1000000000000000000) ans = 1.4901e+08 >> finv(0.025,10,10000000000000000000) ans = 1.4901e+09 >> finv(0.025,10,inf) ans = NaN If DF2 is assigned explicitly to infinity, the result is NaN But in Matlab this problem is solved: >> finv(0.025,10,100000000000) ans = 0.3223 >> finv(0.025,10,1000000000000) ans = 0.3223 >> finv(0.025,10,10000000000000) ans = 0.3223 >> finv(0.025,10,100000000000000) ans = 0.3223 >> finv(0.025,10,1000000000000000) ans = 0.3223 >> finv(0.025,10,10000000000000000) ans = 0.3223 >> finv(0.025,10,100000000000000000) ans = 0.3223 >> finv(0.025,10,1000000000000000000) ans = 0.3223 >> finv(0.025,10,10000000000000000000) ans = 0.3223 >> finv(0.025,10,inf) ans = 0.3247 The F-Snedecor with infinity degrees of freedom in the denominator tends to chi-square with DF1 divided by DF1: >> chi2inv(0.025,10)/10 ans = 0.3247 I don't know the algorithm used in Octave, but at least it would be nice if infinity is used as DF2, it would be detected and internally use chi2inv (P,DF1)/DF1	José Luis García Pallero <jgpallero>

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Date	Changed by	Updated Field	Previous Value	Replaced by
2024-07-28	rik5	Carbon-Copy	Removed 72865	-
2024-07-28	rik5	Status	Need Info	Confirmed
2024-07-28	rik5	Category	Octave Function	Octave Package
		Summary	finv results when second value of degrees of freedom tends to infinity	[statistics] finv results when second value of degrees of freedom tends to infinity
2024-07-28	rik5	Status	None	Need Info

GNU Octave - Bugs: bug #66034, [statistics] finv results when...

bug #66034: [statistics] finv results when second value of degrees of freedom tends to infinity

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