[ 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 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.

This message is automatically generated by JIRA.

You can reply to this email to add a comment to the issue online.