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Posted to issues@commons.apache.org by "Dennis Hendriks (JIRA)" <ji...@apache.org> on 2013/03/28 08:03:15 UTC

[jira] [Commented] (MATH-957) Use analytical function for UniformRealDistribution.inverseCumulativeProbability

    [ https://issues.apache.org/jira/browse/MATH-957?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13616109#comment-13616109 ] 

Dennis Hendriks commented on MATH-957:
--------------------------------------

bq. Implementation and test case attached.

At line 63: "new  Well19937c()": there are two spaces after 'new'... Line 79 as well.

                
> Use analytical function for UniformRealDistribution.inverseCumulativeProbability
> --------------------------------------------------------------------------------
>
>                 Key: MATH-957
>                 URL: https://issues.apache.org/jira/browse/MATH-957
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2
>            Reporter: Evan Ward
>         Attachments: uniform.patch
>
>
> The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.
> I've attached a patch that implements this.

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