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From "Alex D Herbert (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (RNG-96) AhrensDieterMarsagliaTsangGammaSampler incorrectly names parameters
Date Fri, 24 May 2019 12:26:01 GMT

     [ https://issues.apache.org/jira/browse/RNG-96?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Alex D Herbert resolved RNG-96.
-------------------------------
    Resolution: Fixed

In master

> AhrensDieterMarsagliaTsangGammaSampler incorrectly names parameters
> -------------------------------------------------------------------
>
>                 Key: RNG-96
>                 URL: https://issues.apache.org/jira/browse/RNG-96
>             Project: Commons RNG
>          Issue Type: Bug
>          Components: sampling
>    Affects Versions: 1.3
>            Reporter: Alex D Herbert
>            Assignee: Alex D Herbert
>            Priority: Minor
>             Fix For: 1.3
>
>         Attachments: dist_density.gnuplot, dist_density.sh
>
>          Time Spent: 50m
>  Remaining Estimate: 0h
>
> The AhrensDieterMarsagliaTsangGammaSampler has parameters alpha and theta.
> Using the naming conventions on [Wikipedia Gamma distribution|https://en.wikipedia.org/wiki/Gamma_distribution]
the alpha parameter is also known as the shape and the theta parameter is the scale:
> {noformat}
> // Wikipedia
> alpha = shape
> theta = scale
> {noformat}
> However if the sampler is run with the same parameters as the Wikipedia article histograms
of the output sample distribution does not match. They need to be swapped indicating a naming
mismatch.
> Studying the same algorithm in o.a.c.math3.distribution.GammaDistribution it appears
that the theta parameter is being used by Commons RNG as the shape and the alpha parameter
is being used as the scale. So the names are incorrect and have been swapped.
> {noformat}
> // Commons RNG
> alpha = scale (wrong)
> theta = shape (wrong)
> {noformat}
> The unit tests for this sampler does this:
> {code:java}
> // Gamma (theta < 1).
> add(LIST, new org.apache.commons.math3.distribution.GammaDistribution(unusedRng,
>     thetaGammaSmallerThanOne, alphaGamma),
>     new AhrensDieterMarsagliaTsangGammaSampler(
>             RandomSource.create(RandomSource.XOR_SHIFT_1024_S),
>             alphaGamma, thetaGammaSmallerThanOne));
> // Gamma (theta > 1).
> add(LIST, new org.apache.commons.math3.distribution.GammaDistribution(unusedRng, 
>     thetaGammaLargerThanOne, alphaGamma),
>     new AhrensDieterMarsagliaTsangGammaSampler(
>               RandomSource.create(RandomSource.WELL_44497_B),
>                                                
>               alphaGamma, thetaGammaLargerThanOne));
> {code}
> This is a different parameter order for the two samplers.
>  So the tests enforce the fact that the parameters are swapped between Commons Math3
and Commons RNG.
> Changing the actual parameter order would be a change of functionality. So this can be
fixed by updating the Javadoc and parameter names for the sampler.
> {noformat}
> // Commons RNG
> alpha renamed to theta (scale)
> theta renamed to alpha (shape)
> {noformat}



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