OLS in stats



On 2/29/12, Mixon, Wilson <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
> in GAMMAFLOAT.

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.

There is gamma_incomplete in maxima/src but not its inverse,
from what I can tell. Maybe the inverse is something we could put in src.
Unfortunately, that's not a topic I know much about, so I probably
wouldn't be the one to do the work.

best

Robert Dodier