Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-167

ConvergenceException in normal CDF

Rank to TopRank to BottomBulk Copy AttachmentsBulk Move AttachmentsVotersWatch issueWatchersConvert to sub-taskLinkCloneUpdate Comment AuthorReplace String in CommentUpdate Comment VisibilityDelete Comments
    XMLWordPrintableJSON

Details

    • Bug
    • Status: Closed
    • Minor
    • Resolution: Fixed
    • None
    • 1.2
    • None
    • None

    Description

      NormalDistributionImpl::cumulativeProbability(double x) throws ConvergenceException
      if x deviates too much from the mean. For example, when x=+/-100, mean=0, sd=1.
      Of course the value of the CDF is hard to evaluate in these cases,
      but effectively it should be either zero or one.

      Attachments

        Activity

          This comment will be Viewable by All Users Viewable by All Users
          Cancel

          People

            Unassigned Unassigned
            uttumuttu Mikko Kauppila
            Votes:
            0 Vote for this issue
            Watchers:
            0 Start watching this issue

            Dates

              Created:
              Updated:
              Resolved:

              Slack

                Issue deployment