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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-1039) Logarithmic probability and density calculations for the distributions
Date Tue, 24 Feb 2015 22:33:04 GMT

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

Thomas Neidhart resolved MATH-1039.
-----------------------------------
    Resolution: Fixed

Added methods to the respective interfaces in commit 0d3545e5f68d024cd4a05724a15746d8dad986d2.

> 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
>            Assignee: Phil Steitz
>            Priority: Minor
>              Labels: features, patch
>             Fix For: 4.0
>
>         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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