The following code fails and generate errors following it,
====================Begin of code=====================
#include <stdio.h>
#include <gsl/gsl_cdf.h>
int main( int avgc, char **argv ) {
double nu = 0.01, P = 0.5, v;
v = gsl_cdf_chisq_Pinv(P, nu );
printf( "P(%f) = %f\n", P, v );
return 0;
}
=====================end of code======================
====================Begin of error======================
gsl: gammainv.c:111: ERROR: inverse failed to converge
Default GSL error handler invoked.
Abort trap: 6
=====================end of error======================
The problem is that gsl fails for not too small degree of freedoms. I think
this is reported and fixed before
(http://lists.gnu.org/archive/html/bug-gsl/2008-04/msg00036.html). The GSL
version I was using is 1.15, compiled with Clang 3.0 (Apple) and the `make
check` test passed successfully when installing GSL. It appears that the same
problem remains.
And this time I don't see a simple fix for this problem as in the original
post. Maybe this is a a flow in the algorithm itself rather the implementation
and I would suggest taking a look into R's pgamma implementation, which seems
to be more robust.
Best,
Yan Zhou
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