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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2015/05/01 13:51:06 UTC

[jira] [Resolved] (MATH-1220) More efficient sample() method for ZipfDistribution

     [ https://issues.apache.org/jira/browse/MATH-1220?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Thomas Neidhart resolved MATH-1220.
-----------------------------------
       Resolution: Fixed
    Fix Version/s: 3.6
                   4.0

Committed to 4.0 branch in commit 002276ea313fd880122502e9840b43f996acd537.

Thanks for the report and patch!

> More efficient sample() method for ZipfDistribution
> ---------------------------------------------------
>
>                 Key: MATH-1220
>                 URL: https://issues.apache.org/jira/browse/MATH-1220
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Otmar Ertl
>             Fix For: 4.0, 3.6
>
>         Attachments: patch_v1
>
>
> Currently, sampling from a ZipfDistribution is very inefficient. Random values are generated by inverting the CDF. However, the current implementation uses O(N) power function evaluations to calculate the CDF for some point. (Here N is the number of points of the Zipf distribution.) I propose to use rejection sampling instead, which allows the generation of a single random value in constant time.



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