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From "Andrew Waterman (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-460) Levy Distribution
Date Wed, 26 Sep 2012 15:33:10 GMT

    [ https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13463903#comment-13463903
] 

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

Hi Giles, I've updated the comment to just point to the code for the test. For some reason,
I had trouble with the monospace indicator for the quoted code. 

I see now that the array, "{{expected { 250, 250, 250, 250}}} refers to the quantiles to be
tested in the ChiSquare test: https://github.com/apache/commons-math/blob/trunk/src/test/java/org/apache/commons/math3/TestUtils.java#L442.

This test fails in my implementation.

I still need to independently confirm my results for the other tests via R. I'm looking to
use the continuous Levy implementation to verify:

http://en.wikibooks.org/wiki/R_Programming/Probability_Distributions#Levy

Although I'm having some issues getting the rmutil package to install on OSX for R 2.15 (64).
Once I have this working, I will also create a Levy distribution testcase for your test package.
By the way, an example testcase for the quantiles of a levy distribution in R would be really
helpful. :)
                
> 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: 3.2
>
>         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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