From e6bbbda78a91d9cf3753e5a6ed3d867e4c8f245d Mon Sep 17 00:00:00 2001
From: Christoph Ruegg <git@cdrnet.ch>
Date: Sun, 19 Jul 2015 11:03:54 +0200
Subject: [PATCH] Distributions: Beta.PDF more robust for large distribution
 parameters #337

---
 src/Numerics/Distributions/Beta.cs | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/src/Numerics/Distributions/Beta.cs b/src/Numerics/Distributions/Beta.cs
index 1bf6f5f9..151df34d 100644
--- a/src/Numerics/Distributions/Beta.cs
+++ b/src/Numerics/Distributions/Beta.cs
@@ -545,6 +545,11 @@ namespace MathNet.Numerics.Distributions
                 return 1.0;
             }
 
+            if (a > 80.0 || b > 80.0)
+            {
+                return Math.Exp(PDFLn(a, b, x));
+            }
+
             var bb = SpecialFunctions.Gamma(a + b)/(SpecialFunctions.Gamma(a)*SpecialFunctions.Gamma(b));
             return bb*Math.Pow(x, a - 1.0)*Math.Pow(1.0 - x, b - 1.0);
         }