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From "Andrew Waterman (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-460) Levy Distribution
Date Wed, 25 Apr 2012 21:40:17 GMT

    [ https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13262144#comment-13262144
] 

Andrew Waterman commented on MATH-460:
--------------------------------------

Thanks Sébastien, I've taken a look, integrated the code and the previous unit test, but
it looks like there's still more work to be done:

Failed tests:   testQuantiles(org.apache.commons.math3.distribution.LevyDistributionTest):
Incorrect cumulative probability value returned for -2.0 expected:<0.02275013194817921>
but was:<NaN>
  testGetMean(org.apache.commons.math3.distribution.LevyDistributionTest): expected:<2.1>
but was:<0.0>
  testGetStandardDeviation(org.apache.commons.math3.distribution.LevyDistributionTest): expected:<1.4>
but was:<1.0>
  testCumulativeProbabilities(org.apache.commons.math3.distribution.LevyDistributionTest):
expected:<0.0015654023> but was:<0.02298919298507429>
  testConsistency(org.apache.commons.math3.distribution.LevyDistributionTest): Inconsistent
cumulative probabilities for (1.0,1.1) expected:<0.0015654022580025018> but was:<0.02298919298507429>

Tests in error: 
  testInverseCumulativeProbabilities(org.apache.commons.math3.distribution.LevyDistributionTest):
endpoints do not specify an interval: [1, 0.52]
  testSampling(org.apache.commons.math3.distribution.LevyDistributionTest): endpoints do not
specify an interval: [1, 0.789]

Tests run: 3560, Failures: 5, Errors: 2, Skipped: 1

I wonder if the tests ran successfully before? I'm not sure if they were ever executed in
the previous patch, due to the missing @Test annotations.
                
> Levy Distribution
> -----------------
>
>                 Key: MATH-460
>                 URL: https://issues.apache.org/jira/browse/MATH-460
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Pavel Ryzhov
>            Priority: Minor
>             Fix For: 3.1
>
>         Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy alpha-stable) according
to http://en.wikipedia.org/wiki/Lévy_distribution.

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