The function double gsl_cdf_fdist_Pinv (double P, double nu1, double
nu2) is in GSL ver1.8 but hasn't been included in earlier versions. It
returns the inverse of the cumulative distribution function for the
F-distribution. The arguments nu1 and nu2 are the degrees of freedom
(1,..., Inf). When nu1 =1, and nu2 greater than ~ 250 the functions
fails. I have verified this for both windows and unix versions.
For example,
for (int y = 1; y<500; y+=20)
cout<<y<<"
\t"<<gsl_cdf_fdist_Pinv(0.95,1.0,y)<<endl;
fails for y > 240 on windows XP.
Any suggestions?
Daniel Falster
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