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  1. Commons Math
  2. MATH-957

Use analytical function for UniformRealDistribution.inverseCumulativeProbability

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.2
    • Fix Version/s: 3.2
    • Labels:
      None

      Description

      The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.

      I've attached a patch that implements this.

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            • Assignee:
              Unassigned
              Reporter:
              evanward1 Evan Ward
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