#1 noncentral F CDF does not work properly

[LouTheBlueGuru]

The noncentral F CDF method starts giving nonsense answers when the non centrality parameter exceeds a certain limit. This error can be traced to the use of the noncentral beta CDF in the noncentral F CDF. This error can be temporarily fixed by going to the noncentral_beta. cumulative method and commenting out the line that reads:

//a0 = a + x0;

and substituting

a0 = a;

then increase the iteration maximum from 100 to 1000

final double itrmax = 1000;

Without going into detail, it appears that the only purpose of x0 is to speed up the rate of convergence in the iterative part of the method when the non centrality parameter exceeds a certain size(but I'm really not sure). Instead it appears x0 causes the method to converge to a wrong answer or an error. Anyway, my fix seems to work for the limited values I tested it with, but there is no guarantee.

[Dr. Peter N. Steinmetz]

Thanks. This error is now fixed with the changes from Dr. Pierre Gruet which have been incorporated into the git repository. New release soon.