commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] Generate random data using the Inverse CDF Method?
Date Tue, 03 Nov 2009 11:57:07 GMT
Mikkel Meyer Andersen wrote:
> 2009/11/3 Luc Maisonobe <Luc.Maisonobe@free.fr>:
>> There are at least one other regular commiter and three other committers
>> that have been active on the list last year. Phil is clearly one of the
>> most involved maintainers and he has been here since the beginning.
> Okay, thanks for the info. I know how much Phil means and I haven't
> for a second doubted that.

One important thing to understand about how things work here is that
there is no hierarchy among committers and in terms of ideas,
patches, itches-to-scratch, etc. all - including noncomitters - are
on equal footing.  Just because I have been around for a while does
not mean my ideas are any better than yours or anyone else's.

> 
>> There are only two lists: the users list and the developers list (here).
>> Both lists are archived and searchable.
>>
>> I have no preference on this specific topic, sorry. One important thing
>> to me is also to keep backward compatibility (as strange as it might
>> seem after the bunch of changes I introduced last summer).
> I agree with this, at least to the degree where it is practically durable.
>> Would the change imply that the random package would disappear ? In this
>> case I would be against it. Would that change imply that low level "raw"
>> generators would be in random and higher level generators in
>> distribution ? In this case, I don't know what is better.
>>
>> One thing I would like to add at some time in the future would be better
>> and more modern "raw" generators in the same spirit as the Mersenne
>> Twister (typically I would like to add the WELL family of generators).
>>
>> From a user point of view, it is also important to be able to select a
>> different raw generator underlying a high level one. This is used for
>> example in Monte-Carlo analyses when one wants to reproduce a subset of
>> an already generated sequence, or according to what has higher priority,
>> generation speed or generation accuracy with respect to the desired
>> repartition.

This is why I would like to keep the random data generation
machinery in the random package.  As I stated elsewhere, I am +0/1
on the idea of adding generic inversion-based generators that work
with any invertible distribution; but I still do not see attaching
them to the distribution implementations as a good idea.  This is
for three reasons: 0) I see it as poor separation of concerns
(admittedly this is a matter of taste, but I do not see sourcing
random deviates as an essential behavior of a probability
distribution) 1) if the implementation is *only* inversion-based, it
will be naive for some distributions and we do not want users to get
a bad impl by default 2) to fix 1) we have to essentially refactor
our package structure to place random data generation into the
distributions package, causing users to have to instantiate
distributions and also configure generators to get deviates.  I see
it as simpler and more natural to use a RandomData instance.  I am
-1 on dropping the random package for the reasons that Luc states.
Therefore, I am not in favor of attaching this functionality to the
distributions.

Phil


>>
>> Luc
> Cheers, Mikkel.
> 
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
> 


---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org


Mime
View raw message