Different Results of Integration in 7219 & 7250 (Gamma Function)

Different Results of Integration in 7219 & 7250 (Gamma Function) - Сообщения

#21 Опубликовано: 12.11.2019 15:38:42
Jean Giraud

Jean Giraud

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Gamma(x), erf(x).PNG
#22 Опубликовано: 13.11.2019 07:59:29
NDTM Amarasekera

NDTM Amarasekera

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Still I get errors in SS 7251.



After I got this error with 7251, again I did a Clean re-installation, and all issues posted later occurred consequent to this.

Furthermore, a similar Clean re-installation of 7251 was done in my second laptop today, but errors continued to occur with same test worksheets except Jean's "Test_Gamma_7251_[6179].sm".

Therefore, I have no alternative but leave it to the developers to decide.
Look within!... The secret is inside you. Best Regards Eng. NDTM Amarasekera - Sri Lanka
#23 Опубликовано: 13.11.2019 10:43:58
Jean Giraud

Jean Giraud

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Therefore, I have no alternative but leave it to the developers to decide.


Wait and see what Grand Doctors have to say.
Frechet PDF is another one that Simpson rejects.
In the attached, rescued in two ways.
When compatible, dn_GearsBDF is hyperfast, known accurate.
Thanks Collab for your contribution, most interesting.
Cheers ... jean

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#24 Опубликовано: 13.11.2019 12:01:37
Jean Giraud

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When compatible, dn_GearsBDF is hyperfast, known accurate.


It carries parameters as well, following a fitting session.

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#25 Опубликовано: 14.11.2019 18:01:53
NDTM Amarasekera

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Observed same problems even after a second Clean re-installation of 7251.
Consequently, I noticed that the Vectorize operator works correctly
when eval() function is used to evaluate alpha and beta of the Gamma function.
Otherwise, it gives incompatible results.
Has anybody experienced this issue?
Thank you Jean for the inspiration and encouragement.
Thank you Alvaro.
Any comments?

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New_Test_Gamma.png
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#26 Опубликовано: 14.11.2019 19:23:02
Alvaro Diaz Falconi

Alvaro Diaz Falconi

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Any comments?



Clipboard01.gif

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Hi Nugegodage. I slightly modify your file, putting eval only where Mean appear. What I see rigth now, with your new file using eval, not before, is that there are not bug, and the "bad results" are because Mean can't be vectorized (or better say, isn't a good idea vectorize them), like any other function that take vectors or matrices as arguments.
#27 Опубликовано: 14.11.2019 21:08:16
Jean Giraud

Jean Giraud

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Otherwise, it gives incompatible results.


Not clear what's incompatible in the yellow/red brace.

alphabeta.PNG
#28 Опубликовано: 12.05.2020 12:55:50
NDTM Amarasekera

NDTM Amarasekera

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Observed same problems even after a second Clean re-installation of 7251.



Gamma CDF function error revisited.
Following issues observed while trying to calculate SPI for a different set of data.

1. Gamma CDF function fails if 0 <'alpha' < 1
2. Even Razonar's method fails in such a situation.
3. According to the literature on calculation of SPI, the Gamma function is valid
for all 'alpha' values > 0.
4. No such issues in Excel or Mathcad.
5. Attached example is only to demonstrate the issue.

For the attention of authorities.

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Gamma_Eror.png
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frapuano 12.05.2020 15:43:00
#29 Опубликовано: 12.05.2020 16:02:58
Jean Giraud

Jean Giraud

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Gamma CDF function fails


Your integration is ill posed ... "x_undefined"
SMath native Gamma(x) 4 decimals and INT acc 50 have no impact.
Try your own alpha/beta.
Cheers ... Jean

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NDTM Amarasekera 13.05.2020 01:12:00
#30 Опубликовано: 13.05.2020 00:40:30
NDTM Amarasekera

NDTM Amarasekera

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Try your own alpha/beta.
Cheers ... Jean



Thank you Jean. Your suggestion to introduce ε=10^{-15} as lower limit of integration
solved my problem. But still the error persists if lower limit is zero.
A beginner may be confused and/or discouraged in a similar situation.

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Gamma_Eror_Solved.png
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frapuano 14.05.2020 13:19:00
#31 Опубликовано: 14.05.2020 08:18:01
Davide Carpi

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I see the issue... when alpha < 1 and t = 0 smath has 1/(0^(1-alpha)) and the numerical integrator fails. I'm not sure about how ccould be fixed.


Looking for improvements in the Gamma function...

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frapuano 14.05.2020 13:20:00, NDTM Amarasekera 14.05.2020 14:13:00
#32 Опубликовано: 14.05.2020 16:22:08
Jean Giraud

Jean Giraud

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Looking for improvements in the Gamma function...


Thanks Davide: sanity check [real/complex] vs Keisan/Casio
#33 Опубликовано: 14.05.2020 17:09:31
Jean Giraud

Jean Giraud

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All that is not as simple as the BigBang theory.
If the first computed 'x' appears in data < 10^-15
the quick plot rejects, no complain ... didn't check X_Y plot.
Thus: zero min value 10^-15.
Just experimented on Bézier/Bernstein project.
Cheers ... Jean
#34 Опубликовано: 19.05.2020 05:49:32
NDTM Amarasekera

NDTM Amarasekera

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Looking for improvements in the Gamma function..



A few more issues please.

Integral_Accuracy.png

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Gamma_CDF_Wrong_Result.png
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#35 Опубликовано: 19.05.2020 08:26:46
Jean Giraud

Jean Giraud

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A few more issues please.


Freak 7251 does not open !
You just have two values: α:=0.7352, β:=245.7456
That's enough to simulate/evaluate CDF.
Cheers ... Jean

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#36 Опубликовано: 20.05.2020 01:41:58
NDTM Amarasekera

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Freak 7251 does not open !



Sorry. PDF attached. Thank you Jean!

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#37 Опубликовано: 20.05.2020 10:46:24
Jean Giraud

Jean Giraud

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Ordinary Simpson is inadequate [too steep PDF, too long X's]
Romberg/Simpson algo style is just perfect.
All done in gray attached.
Cheers mon Ami from so far away !

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Davide Carpi 20.05.2020 15:24:00
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