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From oe...@apache.org
Subject [8/8] [math] [MATH-1276] Improved performance of sampling and inverse cumulative probability calculation for geometric distributions.
Date Sun, 20 Sep 2015 19:06:51 GMT
[MATH-1276] Improved performance of sampling and inverse cumulative
probability calculation for geometric distributions.

Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/df1db29a
Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/df1db29a
Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/df1db29a

Branch: refs/heads/MATH_3_X
Commit: df1db29ab401e5fd867f142f949e8feda12604d4
Parents: 7fe8a8a
Author: Otmar Ertl <otmar.ertl@gmail.com>
Authored: Sun Sep 20 21:01:25 2015 +0200
Committer: Otmar Ertl <otmar.ertl@gmail.com>
Committed: Sun Sep 20 21:01:25 2015 +0200

----------------------------------------------------------------------
 src/changes/changes.xml                            |  4 ++++
 .../math3/distribution/GeometricDistribution.java  | 17 +++++++++++++++++
 2 files changed, 21 insertions(+)
----------------------------------------------------------------------


http://git-wip-us.apache.org/repos/asf/commons-math/blob/df1db29a/src/changes/changes.xml
----------------------------------------------------------------------
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index 61240bc..e7c9ca1 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -51,6 +51,10 @@ If the output is not quite correct, check for invisible trailing spaces!
   </properties>
   <body>
     <release version="3.6" date="XXXX-XX-XX" description="">
+      <action dev="oertl" type="update" issue="MATH-1276">
+        Improved performance of sampling and inverse cumulative probability calculation
+        for geometric distributions.
+      </action>
       <action dev="oertl" type="fix" issue="MATH-1277" due-to="Marc Rosen">
         Fixed incorrect Kendall's tau coefficient calculation due to internal integer overflow.
       </action>

http://git-wip-us.apache.org/repos/asf/commons-math/blob/df1db29a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
----------------------------------------------------------------------
diff --git a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
index 20ff7bc..89ffcb6 100644
--- a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
+++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
@@ -165,4 +165,21 @@ public class GeometricDistribution extends AbstractIntegerDistribution
{
     public boolean isSupportConnected() {
         return true;
     }
+
+    /**
+     * {@inheritDoc}
+     */
+    @Override
+    public int inverseCumulativeProbability(double p) throws OutOfRangeException {
+        if (p < 0 || p > 1) {
+            throw new OutOfRangeException(p, 0, 1);
+        }
+        if (p == 1) {
+            return Integer.MAX_VALUE;
+        }
+        if (p == 0) {
+            return 0;
+        }
+        return Math.max(0, (int) Math.ceil((FastMath.log1p(-p)/log1mProbabilityOfSuccess-1)));
+    }
 }


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