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[MATH-1039] Added logDensity and logProbability methods to RealDistribution and IntegerDistribution interfaces.

This commit is contained in:
Thomas Neidhart 2015-02-24 23:30:55 +01:00
parent ece7c6fc67
commit 0d3545e5f6
5 changed files with 44 additions and 25 deletions
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5
src/changes/changes.xml
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@ -54,6 +54,11 @@ If the output is not quite correct, check for invisible trailing spaces!
</release>
<release version="4.0" date="XXXX-XX-XX" description="">
<action dev="tn" type="add" issue="MATH-1039" due-to="Aleksei Dievskii">
Added logDensity(double) to RealDistribution and logProbability(int)
to IntegerDistribution interface. The implementations have already been
updated in release 3.3.
</action>
<action dev="tn" type="update" issue="MATH-1155">
WELL type pseudo-random number generators have been refactored:
the cached indirection index tables per instance are now stored

14
src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java
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@ -212,19 +212,9 @@ public abstract class AbstractIntegerDistribution implements IntegerDistribution
}
/**
* For a random variable {@code X} whose values are distributed according to
* this distribution, this method returns {@code log(P(X = x))}, where
* {@code log} is the natural logarithm. In other words, this method
* represents the logarithm of the probability mass function (PMF) for the
* distribution. Note that due to the floating point precision and
* under/overflow issues, this method will for some distributions be more
* precise and faster than computing the logarithm of
* {@link #probability(int)}.
* {@inheritDoc}
* <p>
* The default implementation simply computes the logarithm of {@code probability(x)}.</p>
*
* @param x the point at which the PMF is evaluated
* @return the logarithm of the value of the probability mass function at {@code x}
* The default implementation simply computes the logarithm of {@code probability(x)}.
*/
public double logProbability(int x) {
return FastMath.log(probability(x));

15
src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java
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@ -268,18 +268,9 @@ implements RealDistribution, Serializable {
}
/**
* Returns the natural logarithm of the probability density function (PDF) of this distribution
* evaluated at the specified point {@code x}. In general, the PDF is the derivative of the
* {@link #cumulativeProbability(double) CDF}. If the derivative does not exist at {@code x},
* then an appropriate replacement should be returned, e.g. {@code Double.POSITIVE_INFINITY},
* {@code Double.NaN}, or the limit inferior or limit superior of the difference quotient. Note
* that due to the floating point precision and under/overflow issues, this method will for some
* distributions be more precise and faster than computing the logarithm of
* {@link #density(double)}. The default implementation simply computes the logarithm of
* {@code density(x)}.
*
* @param x the point at which the PDF is evaluated
* @return the logarithm of the value of the probability density function at point {@code x}
* {@inheritDoc}
* <p>
* The default implementation simply computes the logarithm of {@code density(x)}.
*/
public double logDensity(double x) {
return FastMath.log(density(x));

18
src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java
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@ -21,9 +21,25 @@ import org.apache.commons.math4.exception.OutOfRangeException;
/**
* Interface for distributions on the integers.
*
*/
public interface IntegerDistribution {
/**
* For a random variable {@code X} whose values are distributed according to
* this distribution, this method returns {@code log(P(X = x))}, where
* {@code log} is the natural logarithm. In other words, this method
* represents the logarithm of the probability mass function (PMF) for the
* distribution. Note that due to the floating point precision and
* under/overflow issues, this method will for some distributions be more
* precise and faster than computing the logarithm of
* {@link #probability(int)}.
*
* @param x the point at which the PMF is evaluated
* @return the logarithm of the value of the probability mass function at {@code x}
* @since 4.0
*/
double logProbability(int x);
/**
* For a random variable {@code X} whose values are distributed according
* to this distribution, this method returns {@code P(X = x)}. In other

17
src/main/java/org/apache/commons/math4/distribution/RealDistribution.java
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@ -50,6 +50,23 @@ public interface RealDistribution {
*/
double density(double x);
/**
* Returns the natural logarithm of the probability density function
* (PDF) of this distribution evaluated at the specified point {@code x}.
* In general, the PDF is the derivative of the {@link #cumulativeProbability(double) CDF}.
* If the derivative does not exist at {@code x}, then an appropriate replacement
* should be returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code Double.NaN},
* or the limit inferior or limit superior of the difference quotient. Note that
* due to the floating point precision and under/overflow issues, this method will
* for some distributions be more precise and faster than computing the logarithm of
* {@link #density(double)}.
*
* @param x the point at which the PDF is evaluated
* @return the logarithm of the value of the probability density function at point {@code x}
* @since 4.0
*/
double logDensity(double x);
/**
* For a random variable {@code X} whose values are distributed according
* to this distribution, this method returns {@code P(X <= x)}. In other