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From "Gustav Ryd (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-414) ConvergenceException in NormalDistributionImpl.cumulativeProbability()
Date Tue, 31 Aug 2010 11:02:55 GMT
ConvergenceException in NormalDistributionImpl.cumulativeProbability()
----------------------------------------------------------------------

                 Key: MATH-414
                 URL: https://issues.apache.org/jira/browse/MATH-414
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 2.1
         Environment: Jdk 1.6.
            Reporter: Gustav Ryd
            Priority: Minor


I get a ConvergenceException in  NormalDistributionImpl.cumulativeProbability() for very large/small
parameters including Infinity, -Infinity.
For instance in the following code:

	@Test
	public void testCumulative() {
		final NormalDistribution nd = new NormalDistributionImpl();
		for (int i = 0; i < 500; i++) {
			final double val = Math.exp(i);
			try {
				System.out.println("val = " + val + " cumulative = " + nd.cumulativeProbability(val));
			} catch (MathException e) {
				e.printStackTrace();
				fail();
			}
		}
	}

In version 2.0, I get no exception. 

My suggestion is to change in the implementation of cumulativeProbability(double) to catch
all ConvergenceException (and return for very large and very small values), not just MaxIterationsExceededException.


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