[jira] [Assigned] (STATISTICS-36) Optimise the default inverse CDF function for continuous distributions

["Alex Herbert (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/STATISTICS-36?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Alex Herbert reassigned STATISTICS-36:
--------------------------------------

    Assignee: Alex Herbert

> Optimise the default inverse CDF function for continuous distributions
> ----------------------------------------------------------------------
>
>                 Key: STATISTICS-36
>                 URL: https://issues.apache.org/jira/browse/STATISTICS-36
>             Project: Apache Commons Statistics
>          Issue Type: Improvement
>          Components: distribution
>    Affects Versions: 1.0
>            Reporter: Alex Herbert
>            Assignee: Alex Herbert
>            Priority: Minor
>
> Many distributions only compute the inverse CDF to 1e-9 relative error. Some fail to compute when the input p value maps to a very small x value (e.g. 1e-50). This is related to the defaults for the brent solver used in the default implementation.
> Investigation of tolerances in the brent solver discovered a bug when evaluating very small objective functions ([NUMBERS-168]).
> The brent solver requires a release to be used with this fix so work can use a local copy until all issues with it have been resolved, and the changes ported back to numbers.
>  



--
This message was sent by Atlassian Jira
(v8.20.1#820001)