[MATH-1154] Statistical tests in stat.inference package are very slow due to implicit RandomGenerator initialization

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.3
• Fix Version/s: 3.4
• Assignee: Unassigned
• Reporter: Otmar Ertl
• Created: 05/Oct/14 19:34
• Updated: 26/Dec/14 19:50
• Resolved: 15/Dec/14 20:22

Description

Some statistical tests defined in the stat.inference package (e.g. BinomialTest or ChiSquareTest) are unnecessarily very slow (up to a factor 20 slower than necessary). The reason is the implicit slow initialization of a default (Well19937c) random generator instance each time a test is performed. The affected tests create some distribution instance in order to use some methods defined therein. However, they do not use any method for random generation. Nevertheless a random number generator instance is automatically created when creating a distribution instance, which is the reason for the serious slowdown. The problem is related to MATH-1124.

There are following solutions:
1) Fix the affected statistical tests by passing a light-weight RandomGenerator implementation (or even null) to the constructor of the distribution.
2) Or use for all distributions a RandomGenerator implementation that uses lazy initialization to generate the Well19937c instance as late as possible. This would also solve MATH-1124.

I will attach a patch proposal together with a performance test, that will demonstrate the speed up after a fix.

Issue Links

• is related to: MATH-1124 Instances of AbstractRealDistribution require a random generator.