[jira] [Commented] (MATH-597) Improvement of sampling random exponential variables

["Phil Steitz (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-597?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13051711#comment-13051711 ] 

Phil Steitz commented on MATH-597:
----------------------------------

Looks like a good improvement.

I have just a few comments:

0) Same comment as MATH-585 on freely available reference.  If possible, we should add to javadoc.
1) It does not look like computing the constants takes much, so it might be better to do it on first call and save exact values instead of storing as constants.  I have not reviewed the paper, so am not sure if it makes any practical difference how accurate the stored values are.
2) Thanks for improving the test.  Looks like we have a real zoo in RandomDataTest.  Using testUtils.getQuartiles and chi-square is probably "best of breed."  We might think about something fun like adding other quantile splits or even randomly generating quantiles (subject to bin size constraints).  In any case, this is an improvement.  Thanks!

> Improvement of sampling random exponential variables
> ----------------------------------------------------
>
>                 Key: MATH-597
>                 URL: https://issues.apache.org/jira/browse/MATH-597
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Mikkel Meyer Andersen
>            Assignee: Mikkel Meyer Andersen
>            Priority: Minor
>              Labels: Exponential, Random
>             Fix For: 2.2, 3.0
>
>         Attachments: MATH597-1.patch
>
>   Original Estimate: 4m
>  Remaining Estimate: 4m
>


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