You are viewing a plain text version of this content. The canonical link for it is here.
Posted to commits@commons.apache.org by ah...@apache.org on 2022/01/03 22:02:44 UTC
[commons-statistics] branch master updated (c4b0a74 -> e9df302)
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a change to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git.
from c4b0a74 Increase Exponential PDF test tolerance
new aeeb797 Add second reference data for additional moments
new e9df302 Update NOTICE to 2022
The 2 revisions listed above as "new" are entirely new to this
repository and will be described in separate emails. The revisions
listed as "add" were already present in the repository and have only
been added to this reference.
Summary of changes:
NOTICE | 2 +-
commons-statistics-distribution/NOTICE | 2 +-
.../distribution/NakagamiDistribution.java | 2 +-
.../distribution/NakagamiDistributionTest.java | 39 +++++++++++++++++++++-
commons-statistics-examples/NOTICE | 2 +-
.../examples-distribution/NOTICE | 2 +-
commons-statistics-regression/NOTICE | 2 +-
7 files changed, 44 insertions(+), 7 deletions(-)
[commons-statistics] 02/02: Update NOTICE to 2022
Posted by ah...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit e9df302abd42dc429bf31e7ed0419fb5d9f41931
Author: Alex Herbert <ah...@apache.org>
AuthorDate: Mon Jan 3 22:00:11 2022 +0000
Update NOTICE to 2022
---
NOTICE | 2 +-
commons-statistics-distribution/NOTICE | 2 +-
commons-statistics-examples/NOTICE | 2 +-
commons-statistics-examples/examples-distribution/NOTICE | 2 +-
commons-statistics-regression/NOTICE | 2 +-
5 files changed, 5 insertions(+), 5 deletions(-)
diff --git a/NOTICE b/NOTICE
index 49dd9a1..fe7d720 100644
--- a/NOTICE
+++ b/NOTICE
@@ -1,5 +1,5 @@
Apache Commons Statistics
-Copyright 2018-2021 The Apache Software Foundation
+Copyright 2018-2022 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
diff --git a/commons-statistics-distribution/NOTICE b/commons-statistics-distribution/NOTICE
index 49dd9a1..fe7d720 100644
--- a/commons-statistics-distribution/NOTICE
+++ b/commons-statistics-distribution/NOTICE
@@ -1,5 +1,5 @@
Apache Commons Statistics
-Copyright 2018-2021 The Apache Software Foundation
+Copyright 2018-2022 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
diff --git a/commons-statistics-examples/NOTICE b/commons-statistics-examples/NOTICE
index d00085d..5c79569 100644
--- a/commons-statistics-examples/NOTICE
+++ b/commons-statistics-examples/NOTICE
@@ -1,5 +1,5 @@
Apache Commons Statistics
-Copyright 2018-2021 The Apache Software Foundation
+Copyright 2018-2022 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
diff --git a/commons-statistics-examples/examples-distribution/NOTICE b/commons-statistics-examples/examples-distribution/NOTICE
index d00085d..5c79569 100644
--- a/commons-statistics-examples/examples-distribution/NOTICE
+++ b/commons-statistics-examples/examples-distribution/NOTICE
@@ -1,5 +1,5 @@
Apache Commons Statistics
-Copyright 2018-2021 The Apache Software Foundation
+Copyright 2018-2022 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
diff --git a/commons-statistics-regression/NOTICE b/commons-statistics-regression/NOTICE
index d00085d..5c79569 100644
--- a/commons-statistics-regression/NOTICE
+++ b/commons-statistics-regression/NOTICE
@@ -1,5 +1,5 @@
Apache Commons Statistics
-Copyright 2018-2021 The Apache Software Foundation
+Copyright 2018-2022 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
[commons-statistics] 01/02: Add second reference data for additional moments
Posted by ah...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit aeeb797aa62e1b7f198070b3f7ea70456dea14f2
Author: Alex Herbert <ah...@apache.org>
AuthorDate: Mon Jan 3 21:57:33 2022 +0000
Add second reference data for additional moments
Update computation of variance to avoid the use of the mean squared.
This avoids loss of precision in (omega/mu) by not having to square the
sqrt(omega/mu).
---
.../distribution/NakagamiDistribution.java | 2 +-
.../distribution/NakagamiDistributionTest.java | 39 +++++++++++++++++++++-
2 files changed, 39 insertions(+), 2 deletions(-)
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
index 6a11c69..87df97a 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
@@ -70,7 +70,7 @@ public final class NakagamiDistribution extends AbstractContinuousDistribution {
logDensityPrefactor = LN_2 + Math.log(mu) * mu - LogGamma.value(mu) - Math.log(omega) * mu;
final double v = GammaRatio.delta(mu, 0.5);
mean = Math.sqrt(omega / mu) / v;
- variance = omega - mean * mean;
+ variance = omega - (omega / mu) / v / v;
}
/**
diff --git a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
index 0438773..22c1cec 100644
--- a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
+++ b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
@@ -80,13 +80,50 @@ class NakagamiDistributionTest extends BaseContinuousDistributionTest {
void testAdditionalMoments(double mu, double omega, double mean, double variance) {
// Note:
// The relative error of the variance is much greater than the mean.
- // Accuracy of Matlab data requires verification with another source.
+ // variance = omega - mean^2; omega > 0; x > 0; mean > 0
+ // This computation is subject to cancellation due to subtraction of two large
+ // values to approach a result of zero.
// Use a moderate threshold.
final DoubleTolerance tolerance = DoubleTolerances.relative(2e-10);
final NakagamiDistribution dist = NakagamiDistribution.of(mu, omega);
testMoments(dist, mean, variance, tolerance);
}
+ /**
+ * Repeat test of additional moments with alternative source for the expected result.
+ */
+ @ParameterizedTest
+ @CsvSource({
+ // Generated using 128-bit quad precision implementation using Boost C++:
+ // #include <boost/multiprecision/float128.hpp>
+ // #include <boost/math/special_functions/gamma.hpp>
+ // #define quad boost::multiprecision::float128
+ // T v = boost::math::tgamma_delta_ratio(mu, T(0.5));
+ // T mean = sqrt(omega / mu) / v;
+ // T var = omega - (omega / mu) / v / v;
+ "175, 0.75, 0.865407035923572335404337637742305354, 0.00107066217397678136642741884083229635",
+ "175, 1, 0.999285970298141244170512691211913862, 0.0014275495653023751552365584544430618",
+ "175, 1.25, 1.11723567927423980521693795242933784, 0.00178443695662796894404569806805382725",
+ "175, 3.75, 1.93510896053171023839534780723184735, 0.00535331086988390683213709420416109656",
+ "205.25, 0.75, 0.865498143802251959479795150977083271, 0.000912963074856388060643895128688537674",
+ "205.25, 1, 0.999391172614703197622376095323984551, 0.0012172840998085174141918601715848132",
+ "205.25, 1.25, 1.11735329903985129515900415713529348, 0.00152160512476064676773982521448079983",
+ "205.25, 3.75, 1.93531268394172368161190235734322469, 0.00456481537428194030321947564344316985",
+ "305.25, 0.75, 0.865670838787713729127832304174216151, 0.000613998872576147383115881187594898943",
+ "305.25, 1.75, 1.32233404855353739372707758901129787, 0.00143266403601101056060372277105460371",
+ "305.25, 3.75, 1.93569884166858953645398412102636382, 0.00306999436288073691557940593797382064",
+ "305.25, 12.75, 3.56925230533878138370667203279492999, 0.010437980833794505512969980189112608",
+ "305.25, 25.25, 5.02288051864896241877391197174369638, 0.0206712953767302952315679999823609879",
+ })
+ void testAdditionalMoments2(double mu, double omega, double mean, double variance) {
+ // The mean is within 2 ULP.
+ // The variance is closer than the matlab result but the effect of cancellation
+ // prevents high accuracy.
+ final DoubleTolerance tolerance = DoubleTolerances.relative(1e-12);
+ final NakagamiDistribution dist = NakagamiDistribution.of(mu, omega);
+ testMoments(dist, mean, variance, tolerance);
+ }
+
@Test
void testExtremeLogDensity() {
// XXX: Verify with more test data from a reference distribution