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Posted to commits@commons.apache.org by oe...@apache.org on 2015/09/20 21:06:47 UTC
[4/8] [math] [MATH-1276] Improved performance of sampling and inverse
cumulative probability calculation for geometric distributions.
[MATH-1276] Improved performance of sampling and inverse cumulative
probability calculation for geometric distributions.
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/2fd6c8fa
Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/2fd6c8fa
Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/2fd6c8fa
Branch: refs/heads/master
Commit: 2fd6c8fa1e392f985ee860d8ee154a612ddde569
Parents: 4158323
Author: Otmar Ertl <ot...@gmail.com>
Authored: Sun Sep 20 20:33:41 2015 +0200
Committer: Otmar Ertl <ot...@gmail.com>
Committed: Sun Sep 20 20:33:41 2015 +0200
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src/changes/changes.xml | 4 ++++
.../math4/distribution/GeometricDistribution.java | 17 +++++++++++++++++
2 files changed, 21 insertions(+)
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http://git-wip-us.apache.org/repos/asf/commons-math/blob/2fd6c8fa/src/changes/changes.xml
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diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index b1284e1..90f3ee3 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -54,6 +54,10 @@ If the output is not quite correct, check for invisible trailing spaces!
</release>
<release version="4.0" date="XXXX-XX-XX" description="">
+ <action dev="oertl" type="update" issue="MATH-1276"> <!-- backported to 3.6 -->
+ Improved performance of sampling and inverse cumulative probability calculation
+ for geometric distributions.
+ </action>
<action dev="oertl" type="fix" issue="MATH-1277" due-to="Marc Rosen"> <!-- backported to 3.6 -->
Fixed incorrect Kendall's tau coefficient calculation due to internal integer overflow.
</action>
http://git-wip-us.apache.org/repos/asf/commons-math/blob/2fd6c8fa/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java
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diff --git a/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java b/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java
index 2723fd0..011c21f 100644
--- a/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java
+++ b/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java
@@ -172,4 +172,21 @@ public class GeometricDistribution extends AbstractIntegerDistribution {
public boolean isSupportConnected() {
return true;
}
+
+ /**
+ * {@inheritDoc}
+ */
+ @Override
+ public int inverseCumulativeProbability(double p) throws OutOfRangeException {
+ if (p < 0 || p > 1) {
+ throw new OutOfRangeException(p, 0, 1);
+ }
+ if (p == 1) {
+ return Integer.MAX_VALUE;
+ }
+ if (p == 0) {
+ return 0;
+ }
+ return Math.max(0, (int) Math.ceil((FastMath.log1p(-p)/log1mProbabilityOfSuccess-1)));
+ }
}