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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] MATH-692 "sub"-issue?
Date Mon, 31 Oct 2011 20:38:44 GMT
On 10/31/11 12:21 AM, S├ębastien Brisard wrote:
> Hello all,
> as agreed in MATH-692, I've looked into making
> o.a.c.m.distribution.AbstractContinuousDistribution.inverseCumulativeDistribution()
> more robust.
> One of the main issues is the fact that the present implementation
> does not return the expected value when the cumulative distribution
> has a plateau.
> This should be recorded as a bug, but there is nothing wrong with the
> logic of the current implementation of inverseCumulativeDistribution.
> Rather, the bracketing method and the solver can be slightly altered
> to return the expected value. As an example, I did quick and dirty
> modifications, which seem to solve the problem:
> 1. The contract for bracketing is to return [a, b] such as f(a) * f(b)
> <= 0. If we require f(a) * f(b) < 0 (strict equality), we ensure that
> the entire plateau is included.
> 2. In inverseCumulativeDistribution, I replaced the default solver
> (Brent) by Bisection (because it's easier to alter if needed).
> inverseCumulativeDistribution then returns the expected value (ie, the
> lower-end of the plateau).
>
> The above modifications are very dirty, and their description are very
> vague for the moment. I will post diff files, as I think there is
> space for discussion on these points. I would like to open a JIRA
> ticket on this specific issue, in order not to clutter MATH-692 (which
> is more design-oriented) too much. Especially, point 1 might be an
> improvement on the current implementation of the bracketing method,
> because the "plateau issue" is likely to occur elsewhere in CM.

I would say open a separate issue.  The key here is to document
clearly exactly what the API contract is and make sure that the
implementations we provide do exactly that.  

Phil
>
> Looking forward to reading your thoughts,
> S├ębastien
>
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