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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
Date Mon, 28 Mar 2016 21:59:25 GMT

    [ https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15214968#comment-15214968
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Gilles commented on MATH-1351:
------------------------------

Code available in branch "feature-MATH-1158".

One now failing test has been "Ignore"d due to the (IMO invalid) expectation that the sequence
of "double" being used will always be the same across CM evolutions.
In this unit test case, the failure is due to the transformation of the seed value (which
has changed in the new {{o.a.c.m.rng}} package - cf. MATH-1335), leading to a different sequence
of numbers.

If the unit test is intended to ensure that some sequence is not changed (e.g. by the introduction
of a bug in the code of the class under test), then I'd assume that letting the current code
generate a list of "reference" values, and compare against that, is enough. 

However what the test intended to ensure is that a set of samples is "correct" if it is compatible
with the distribution's parameters (this check being done with another software).  This latter
goal could perhaps be achieved with the same level of confidence (cf. accuracy of the retrieved
parameters) using only CM.


> New sampler API for "MultivariateRealDistribution"
> --------------------------------------------------
>
>                 Key: MATH-1351
>                 URL: https://issues.apache.org/jira/browse/MATH-1351
>             Project: Commons Math
>          Issue Type: Sub-task
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>              Labels: api, deprecation
>             Fix For: 4.0
>
>
> Make changes similar to those {{RealDistribution}} and {{IntegerDistribution}}.



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