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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-311) Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
Date Wed, 28 Oct 2009 21:59:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12771135#action_12771135
] 

Luc Maisonobe commented on MATH-311:
------------------------------------

Thanks to Nipun for the contribution and to Brent for the checking.
I have checked in minor editions to fix checkstyle and findbugs errors.

> Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as
per wishlist on the wiki page)
> -------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-311
>                 URL: https://issues.apache.org/jira/browse/MATH-311
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Nipun Jawalkar
>            Priority: Minor
>             Fix For: 2.1
>
>         Attachments: BinomialDistributionPatch.txt
>
>
> The existing PDF for Binomial distributions cannot handle n>1029. This implementation
of Catherine Loader's algorithm can handle n upto and larger than 1000000. The Commons-Math
wiki page has a wishlist entry asking for this, with a link to the paper describing the new
algorithm:  http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf
> I've updated the probability() function in BInomialDistributionImpl.java, as well as
the unit test for this method. The updated unit test has higher precision expected values,
which were calculated with Mathematica 6.

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