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From "Christian Winter (Commented) (JIRA)" <>
Subject [jira] [Commented] (MATH-699) inverseCumulativeDistribution fails with cumulative distribution having a plateau
Date Sat, 05 Nov 2011 17:46:51 GMT


Christian Winter commented on MATH-699:

I also agree that the mentioned code lines use the wrong property. But I'm not sure whether
the bracketing step is necessary and efficient at all. Maybe it's better to pass lowerBound
and upperBound directly to the solving step because the solver will shrink the interval efficiently.
The bracketing algorithm, however, is very inefficient in expanding the interval around the
initial point to a bracket (At least the current implementation is inefficient as it makes
linear steps. Geometrical steps would be better for distribution functions, but valid brackets
might be missed for non-monotonic functions.). The only problem I see for the solver is if
lowerBound or upperBound is infinite. The JavaDoc of getDomainLowerBound() and getDomainUpperBound()
just could mention that an implementation must return a finite value.

I'm fine with protected access to the solver.
> inverseCumulativeDistribution fails with cumulative distribution having a plateau
> ---------------------------------------------------------------------------------
>                 Key: MATH-699
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: S├ębastien Brisard
>            Assignee: S├ębastien Brisard
>            Priority: Minor
>         Attachments:
> This bug report follows MATH-692. The attached unit test fails. As required by the definition
in MATH-692, the lower-bound of the interval on which the cdf is constant should be returned.
This is not so at the moment.

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