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2002 Oct 25
0
qgamma precision (PR#2214)
Full_Name: Morten Welinder
Version: 1.5.1
OS: Solaris
Submission from: (NULL) (65.213.85.136)
I was having problems with qgamma's precision in the sense that
pgamma(qpgamma(x))
was not as close to the identity function as I would like. I was seeing
relative
errors with random input of about 1e-8. This fits nicely with the code'd EPS2
value of 5e-7.
To solve this I added a newton step at the end. This seems far cheaper than
the
current iterations. Here's t...