[jira] [Created] (MATH-1154) Statistical tests in stat.inference package are very slow due to implicit RandomGenerator initialization

["Otmar Ertl (JIRA)" <ji...@apache.org>]

Otmar Ertl created MATH-1154:
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             Summary: Statistical tests in stat.inference package are very slow due to implicit RandomGenerator initialization
                 Key: MATH-1154
                 URL: https://issues.apache.org/jira/browse/MATH-1154
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.3
            Reporter: Otmar Ertl


Some statistical tests defined in the stat.inference package (e.g. BinomialTest or ChiSquareTest) are unnecessarily very slow (up to a factor 20 slower than necessary). The reason is the implicit slow initialization of a default (Well19937c) random generator instance each time a test is performed. The affected tests create some distribution instance in order to use some methods defined therein. However, they do not use any method for random generation. Nevertheless a random number generator instance is automatically created when creating a distribution instance, which is the reason for the serious slowdown. The problem is related to MATH-1124.

There are following solutions:
1) Fix the affected statistical tests by passing a light-weight RandomGenerator implementation (or even null) to the constructor of the distribution.
2) Or use for all distributions a RandomGenerator implementation that uses lazy initialization to generate the Well19937c instance as late as possible. This would also solve MATH-1124.

I will attach a patch proposal together with a performance test, that will demonstrate the speed up after a fix.



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