[MATH-294] RandomDataImpl.nextPoisson fails for means in range 6.0 - 19.99

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 1.2, 2.0
• Fix Version/s: 2.1

Environment

Java 1.6 on mac osX

• Assignee: Unassigned
• Reporter: Jason McFall
• Created: 11/Sep/09 17:34
• Updated: 14/Apr/10 00:20
• Resolved: 12/Oct/09 02:08

Description

math.random.RandomDataImpl.nextPoisson(double mean) fails frequently (but not always) for values of mean between 6.0 and 19.99 inclusive. For values below 6.0 (where I see there is a branch in the logic) and above 20.0 it seems to be okay (though I've only randomly sampled the space and run a million trials for the values I've tried)

When it fails, the exception is as follows (this for a mean of 6.0)

org.apache.commons.math.MathRuntimeException$4: must have n >= 0 for n!, got n = -2
at org.apache.commons.math.MathRuntimeException.createIllegalArgumentException(MathRuntimeException.java:282)
at org.apache.commons.math.util.MathUtils.factorialLog(MathUtils.java:561)
at org.apache.commons.math.random.RandomDataImpl.nextPoisson(RandomDataImpl.java:434)

ie MathUtils.factorialLog is being called with a negative input

To reproduce:

JDKRandomGenerator random = new JDKRandomGenerator();
random.setSeed(123456);
RandomData randomData = new RandomDataImpl(random);

for (int i=0; i< 1000000; i++)

{ randomData.nextPoisson(6.0); }