Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-957

Use analytical function for UniformRealDistribution.inverseCumulativeProbability

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
    • Major
    • Resolution: Fixed
    • 3.2
    • 3.2
    • None
    • 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.

      Attachments

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

          People

            Unassigned Unassigned
            evanward1 Evan Ward
            Votes:
            0 Vote for this issue
            Watchers:
            3 Start watching this issue

            Dates

              Created:
              Updated:
              Resolved:

              Slack

                Issue deployment