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From David Erickson <halcyon1...@gmail.com>
Subject Re: [math] Help understanding lower/upper/initialDomain in AbstractContinuousDistribution
Date Tue, 03 Jan 2012 09:33:21 GMT
2012/1/2 Sébastien Brisard <sebastien.brisard@m4x.org>:
> Hi David,
> 2012/1/2 David Erickson <halcyon1981@gmail.com>:
>> Hi all-
>> I'm new to using the Math package but it looks great.  I need a couple
>> distributions that aren't currently included, one as an example is the
>> Generalized Extreme Value distribution
>> (http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution).
>>  I've created a new class GeneralizedExtremeValueDistributionImpl that
>> extends AbstractContinuousDistribution and implements
>> cumulativeProbability:
>>
>>    @Override
>>    public double cumulativeProbability(double x) throws MathException {
>>        if (xi != 0) {
>>            return -FastMath.pow(FastMath.E, FastMath.pow(1d+xi*((x -
>> mu)/sigma), -1/xi));
>>        } else {
>>            return -FastMath.pow(FastMath.E, FastMath.pow(FastMath.E,
>> -(x-mu)/sigma));
>>        }
>>    }
>>
>> According to the API I also need to implement getInitialDomain,
>> getDomainLowerBound, getDomainUpperBound, I looked at the existing
>> docs and other implementations but I'm still unclear on how these are
>> used, and what I should be returning, particularly since the existing
>> implementations primarily check if p is < or > .5 and return a
>> (frequently) static value.  If anyone could help me shed some light on
>> this I would be very appreciative.  Primarily I just need to use the
>> distribution to generate RandomVariable values.
>>
> the methods you are referring to are used to provide an initial
> bracket to the solver for the computation of the inverse cumulative
> probability. It can be a very crude initial guess, provided that it
> indeed brackets the root (the solver will do the rest): hence the
> static values you are referring to.
>
> Please note that these methods have recently been removed in the
> latest version (3.0-SNAPSHOT). The implementation of new distributions
> should now be much more straightforward. Are you adverse to using this
> version?
>

Thanks, I was able to get it to work.  I could use 3.0 and in fact was
looking to use it but didn't see a 3.0 snapshot in Maven, is there a
Maven repo available receiving these snapshots?

-David

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