[Maxima] OLS in stats

Mixon, Wilson wmixon at berry.edu
Thu Mar 1 12:50:28 CST 2012


From: Raymond Toy [toy.raymond at gmail.com]
Sent: Thursday, March 01, 2012 11:54 AM
To: Robert Dodier
Cc: Mixon, Wilson; maxima at math.utexas.edu
Subject: Re: [Maxima] OLS in stats

On Thu, Mar 1, 2012 at 7:53 AM, Robert Dodier <robert.dodier at gmail.com<mailto:robert.dodier at gmail.com>> wrote:
On 2/29/12, Mixon, Wilson <wmixon at berry.edu<mailto:wmixon at berry.edu>> wrote:

> It appears that the simple_linear_regression routine in stats works for n <
> 345.
> The following works, but  n > 344 results in this message: gamma: overflow

Looks like the error originates here:

quantile_chi2 (0.975, 343);
 => error

The problem appears to be in IIGAMMA (share/distrib/numdistrib.lisp)
which computes the inverse of the incomplete gamma function.
Probably there is no simple way to resolve the problem; I'm guessing
IIGAMMA will have to apply some different algorithm for large arguments.

Looks like the actual problem is in gamma_incomplete_regularized.  The current method just computes gamma_incomplete and then divides by gamma.  This kind of defeats the point of the regularized function.  We need to come up with a different function that computes gamma_incomplete_regularized without having to call gamma for large arguments.


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