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  1. Commons Math
  2. MATH-1039

Logarithmic probability and density calculations for the distributions

    Details

    • Type: New Feature
    • Status: Resolved
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 4.0
    • Labels:

      Description

      A person working with fairly small probabilities and densities often employs their logarithms to increase precision and decrease the chance of an underflow. However, just taking a log of the probability() or density() return value doesn't necessarily solve the problem, as these methods themselves could have lost precision or underflowed. This patch introduces new logProbability() and logDensity() methods overriden for many relevant distribution. The patch also introduces tests of these new methods.

        Attachments

        1. LOGDENSITY.patch
          37 kB
          Aleksei Dievskii

          Activity

            People

            • Assignee:
              psteitz Phil Steitz
              Reporter:
              dievsky Aleksei Dievskii
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              Dates

              • Created:
                Updated:
                Resolved: