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From Thomas Neidhart <thomas.neidh...@gmail.com>
Subject Re: [math] hypergeometric distribution giving incorrect results
Date Tue, 04 Sep 2012 06:21:46 GMT
On 09/04/2012 04:14 AM, Guha, Rajarshi (NIH/NCATS) [C] wrote:
> Hi, I'm using  commons math 2.2 and the values from the hypergeometric distribution do
not seem to match an alternative implementation (from R 2.15.1). The code I'm using is
> 
>         HypergeometricDistributionImpl d = 
> 		new HypergeometricDistributionImpl(2550, 61, 8);
>         double logp = Math.log(1 - d.cumulativeProbability(7));
> 
> Using JDK 1.6.1, logp comes out to be -30.258290927468533
> 
> However, on R 2.15.1 when doing 
> 
> 	phyper(7, 61, 2489, 8, lower=F, log.p=T)
> 
> I get -30.33188
> 
> This seems to be a pretty big difference and in the project that I'm using commons-math
prevents me from porting some R code to Java.
> 
> Can anybody confirm these results? Is this a bug? Or am I invoking something in the wrong
way?

Hi,

there have been several improvements made to the Hypergeometric
distribution in the latest trunk version of commons math (3.1, to be
released soon).

I tried your example and get the following result:

logp = -30.333226371742285

Best regards,

Thomas

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