[ https://issues.apache.org/jira/browse/MATH222?page=com.atlassian.jira.plugin.system.issuetabpanels:alltabpanel ]
Ted Dunning updated MATH222:

Attachment: MATH222withbeta.patch
This is a patch that implements the proposed density computation and adds an implementation of the beta distribution.
I know that the addition of the beta distribution is a bit out of scope, but I was going to add that in any case and it would have needed a density method so it would have depended on this patch. To avoid dependencies, I merged the changes.
A version of this patch without the beta distribution is also attached to this issue. If the other patch is put into trunk, I will be happy to submit a separate patch for the beta distribution.
> 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 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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