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From "Aleksei Dievskii (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1039) Logarithmic probability and density calculations for the distributions
Date Fri, 27 Sep 2013 15:34:03 GMT

     [ https://issues.apache.org/jira/browse/MATH-1039?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Aleksei Dievskii updated MATH-1039:
-----------------------------------

    Attachment: LOGDENSITY.patch

The patch introducing logDensity() and logProbability().
                
> Logarithmic probability and density calculations for the distributions
> ----------------------------------------------------------------------
>
>                 Key: MATH-1039
>                 URL: https://issues.apache.org/jira/browse/MATH-1039
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Aleksei Dievskii
>            Priority: Minor
>              Labels: features, patch
>         Attachments: LOGDENSITY.patch
>
>
> A person working with fairly small probabilities and densities often employs their logarithms
to increase precision and decrease the chance of an underflow. However, just taking a log
of the probability() or density() return value doesn't necessary solve the problem, as these
methods themselves could have lost precision or underflowed. This patch introduces new logProbability()
and logDensity() methods overriden for many relevant distribution. The patch also introduces
tests of these new methods.

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