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Stabilize F distribution CDF at extreme degrees

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Harrison Booth committed 2026-10-30 20:51:07 -05:00
1 parent fea4c03ca2
commit cca8a58bfa
2 files changed
+4
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crates/functions/src/stat/distributions.rs
+3
View File
@@ -48,6 +48,9 @@ fn f_cdf(x: f64, d1: f64, d2: f64) -> f64 {
if x <= 0.0 {
return 0.0;
}
if d1 >= 1e8 && d2 / d1 <= 1e-8 {
return 1.0 - f_upper(x, d1, d2);
}
reg_inc_beta(d1 * x / (d1 * x + d2), d1 / 2.0, d2 / 2.0)
}
crates/functions/src/stat/tests.rs
+1
View File
@@ -408,6 +408,7 @@ fn t_chi_f() {
fn f_distributions_accept_ten_billion_degrees() {
close_tol(ev("F.DIST", vec![n(0.0), n(10_000_000_000.0), n(1.0), b(false)]), 0.0, 0.0);
close_tol(ev("F.DIST.RT", vec![n(0.0), n(1.0), n(10_000_000_000.0)]), 1.0, 0.0);
close_tol(ev("F.DIST", vec![n(1_000_000.0), n(10_000_000_000.0), n(1.0), b(true)]), 0.999202115, 1e-8);
close_tol(ev("F.INV", vec![n(0.5), n(10_000_000_000.0), n(1.0)]), 2.198110953542527, 2e-6);
close_tol(ev("F.DIST.RT", vec![n(0.0), n(9_999_999_999.0), n(1.0)]), 1.0, 0.0);
is_err(ev("F.DIST.RT", vec![n(0.0), n(10_000_000_001.0), n(1.0)]), CellError::Num);