[MATH-1370] Increase efficiency of EnumeratedDistribution#probability

• Type: Improvement
• Status: Open
• Priority: Minor
• Resolution: Unresolved
• Fix Version/s: 4.X
• Labels: patch performance
• Flags: Patch
• Assignee: Unassigned
• Reporter: Ryan Gaffney
• Created: 30/May/16 17:41
• Updated: 12/Jun/21 22:54

Description

There are lots of other low hanging fruit in the distribution package but unfortunately this is the only one I got to that day.

In the EnumeratedDistribution case, the probability() method is currently O(N) where N denotes number of random variables, even though the random variables are fixed / known. This change makes probability() O(1). The unlikely worst case scenario now consumes slightly more than 2x the memory, but I do not think this would be an issue in the vast majority of cases.

Original PR (incorrectly against master) here.