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From "Brent Worden (JIRA)" <j...@apache.org>
Subject [jira] Issue Comment Edited: (MATH-311) Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
Date Wed, 28 Oct 2009 17:15:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12770976#action_12770976
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Brent Worden edited comment on MATH-311 at 10/28/09 5:15 PM:
-------------------------------------------------------------

Thanks for the contribution.  This definitely improves the implementation.  If I may be so
bold, I would prefer the utility methods you have created, stirlerr and bd0, be placed in
their own utility class.  That way, those methods and this technique can more easily be leveraged
by other distributions.

What do other think?


      was (Author: brentworden):
    Thanks for the contribution.  This definitely improves the implementation.  If I may be
so bold, I would prefer the utility methods you have created, stirlerr and bd0, be placed
in their own utility class.  That way, those methods and this technique can more easily be
leveraged by other distributions.

What do other committers think?

  
> 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
>         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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