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From "Aleksei Dievskii (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1039) Logarithmic probability and density calculations for the distributions
Date Wed, 16 Oct 2013 08:33:43 GMT

    [ https://issues.apache.org/jira/browse/MATH-1039?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13796558#comment-13796558
] 

Aleksei Dievskii commented on MATH-1039:
----------------------------------------

2.14.1, though I don't think that they changed these functions in the next release.

> 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 necessarily 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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