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

Use analytical function for UniformRealDistribution.inverseCumulativeProbability

Rank to TopRank to BottomVotersWatch issueWatchersConvert to sub-taskLinkCloneUpdate Comment AuthorReplace String in CommentUpdate Comment VisibilityDelete Comments
    XMLWordPrintableJSON

    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.

        Attachments

          Activity

          $i18n.getText('security.level.explanation', $currentSelection) Viewable by All Users
          Cancel

            People

            • Assignee:
              Unassigned
              Reporter:
              evanward1 Evan Ward

              Dates

              • Created:
                Updated:
                Resolved:

                Issue deployment