[ https://issues.apache.org/jira/browse/MATH222?page=com.atlassian.jira.plugin.system.issuetabpanels:alltabpanel
]
Luc Maisonobe resolved MATH222.

Resolution: Fixed
second patch added to branch MATH_2_0 as of r693959
> Need way to compute density of distributions
> 
>
> Key: MATH222
> URL: https://issues.apache.org/jira/browse/MATH222
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Ted Dunning
> Attachments: MATH222withbeta.patch, MATH222.patch
>
>
> Currently, there are a number of distributions defined in commons math, but the interface
for Distribution and ContinuousDistribution doesn't provide for the computation of the PDF
at a particular point.
> It is common for it to be necessary to compute the density function, for example in the
Metropolis algorithm.
> It is also pretty common for it to be very difficult to compute a density function or
for the density function to be undefined as certain points. Only the cumulative density is
mathematically assured.
> Thus, I propose to create a new interface HasDensityFunction<T> that requires the
implementation of a double density(T) method. T is the type of the argument for the density
function which would be Double in the case of most univariate statistics, but could, for instance,
be a vector of doubles for a Dirichlet distribution or a vector of integers for a Multinomial.

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