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Posted to issues@commons.apache.org by "Gustav Ryd (JIRA)" <ji...@apache.org> on 2010/08/31 13:02:55 UTC
[jira] Created: (MATH-414) ConvergenceException in
NormalDistributionImpl.cumulativeProbability()
ConvergenceException in NormalDistributionImpl.cumulativeProbability()
----------------------------------------------------------------------
Key: MATH-414
URL: https://issues.apache.org/jira/browse/MATH-414
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Environment: Jdk 1.6.
Reporter: Gustav Ryd
Priority: Minor
I get a ConvergenceException in NormalDistributionImpl.cumulativeProbability() for very large/small parameters including Infinity, -Infinity.
For instance in the following code:
@Test
public void testCumulative() {
final NormalDistribution nd = new NormalDistributionImpl();
for (int i = 0; i < 500; i++) {
final double val = Math.exp(i);
try {
System.out.println("val = " + val + " cumulative = " + nd.cumulativeProbability(val));
} catch (MathException e) {
e.printStackTrace();
fail();
}
}
}
In version 2.0, I get no exception.
My suggestion is to change in the implementation of cumulativeProbability(double) to catch all ConvergenceException (and return for very large and very small values), not just MaxIterationsExceededException.
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[jira] Updated: (MATH-414) ConvergenceException in
NormalDistributionImpl.cumulativeProbability()
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-414?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-414:
-----------------------------
Fix Version/s: 2.2
> ConvergenceException in NormalDistributionImpl.cumulativeProbability()
> ----------------------------------------------------------------------
>
> Key: MATH-414
> URL: https://issues.apache.org/jira/browse/MATH-414
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1
> Environment: Jdk 1.6.
> Reporter: Gustav Ryd
> Priority: Minor
> Fix For: 2.2
>
> Original Estimate: 2h
> Remaining Estimate: 2h
>
> I get a ConvergenceException in NormalDistributionImpl.cumulativeProbability() for very large/small parameters including Infinity, -Infinity.
> For instance in the following code:
> @Test
> public void testCumulative() {
> final NormalDistribution nd = new NormalDistributionImpl();
> for (int i = 0; i < 500; i++) {
> final double val = Math.exp(i);
> try {
> System.out.println("val = " + val + " cumulative = " + nd.cumulativeProbability(val));
> } catch (MathException e) {
> e.printStackTrace();
> fail();
> }
> }
> }
> In version 2.0, I get no exception.
> My suggestion is to change in the implementation of cumulativeProbability(double) to catch all ConvergenceException (and return for very large and very small values), not just MaxIterationsExceededException.
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