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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2013/04/25 08:40:22 UTC

[jira] [Comment Edited] (MATH-968) Pareto distribution is missing

    [ https://issues.apache.org/jira/browse/MATH-968?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13641496#comment-13641496 ] 

Thomas Neidhart edited comment on MATH-968 at 4/25/13 6:39 AM:
---------------------------------------------------------------

Please find attached a patch that adds support for the Pareto distribution.

The test values have been created with R (cran module VGAM contains a pareto distribution), although there seems to be a small bug in the module as the density for x == scale/k is returned as 0.

Looking at the wikipedia page or wolfram (http://reference.wolfram.com/mathematica/ref/ParetoDistribution.html) you can see that for this case the density should be <> 0. So I adapted the test values for this case.
                
      was (Author: tn):
    Please find attached a patch that add support for the Pareto distribution.

The test values have been created with R (cran modules VGAM contains a pareto distribution), although there seems to be a small bug in the module as the density for x == scale/k is returned as 0.

Looking at the wikipedia page or wolfram (http://reference.wolfram.com/mathematica/ref/ParetoDistribution.html) you can see that for this case the density should be <> 0. So I adapted the test values for this case.
                  
> Pareto distribution is missing
> ------------------------------
>
>                 Key: MATH-968
>                 URL: https://issues.apache.org/jira/browse/MATH-968
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.2
>            Reporter: Alex Gryzlov
>            Priority: Minor
>         Attachments: MATH-968.zip
>
>
> Seems that org.apache.commons.math3.distribution lacks a ParetoDistribution for some reason. This is a real common type of distribution, so providing it would be very nice!

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