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Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2010/04/03 22:53:27 UTC
[jira] Closed: (MATH-311) Replaced the BinomialDistribution
existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki
page)
[ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz closed MATH-311.
----------------------------
> Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
> -------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-311
> URL: https://issues.apache.org/jira/browse/MATH-311
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Nipun Jawalkar
> Priority: Minor
> Fix For: 2.1
>
> Attachments: BinomialDistributionPatch.txt
>
>
> The existing PDF for Binomial distributions cannot handle n>1029. This implementation of Catherine Loader's algorithm can handle n upto and larger than 1000000. The Commons-Math wiki page has a wishlist entry asking for this, with a link to the paper describing the new algorithm: http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf
> I've updated the probability() function in BInomialDistributionImpl.java, as well as the unit test for this method. The updated unit test has higher precision expected values, which were calculated with Mathematica 6.
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