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
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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