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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2013/04/07 11:23:16 UTC
[jira] [Closed] (MATH-957) Use analytical function for
UniformRealDistribution.inverseCumulativeProbability
[ https://issues.apache.org/jira/browse/MATH-957?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe closed MATH-957.
------------------------------
Closing issue as version 3.2 has been released on 2013-04-06.
> 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
> Fix For: 3.2
>
> 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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