This is a multifile commit, it covers checkstyle errors in javadoc etc.

PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20936
Submitted by:	brent@worden.org


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140936 13f79535-47bb-0310-9956-ffa450edef68

src/java/org/apache/commons/math/ContinuedFraction.java

@@ -54,16 +54,14 @@
 package org.apache.commons.math;
 
 /**
- * <p>
  * Provides a generic means to evaluate continued fractions.  Subclasses simply
  * provided the a and b coefficients to evaluate the continued fraction.
- * </p>
  * 
- * <p>
+ * References:
- * Reference:<br/>
+ * <ul>
- * <a href="http://mathworld.wolfram.com/ContinuedFraction.html">
+ * <li><a href="http://mathworld.wolfram.com/ContinuedFraction.html">
- * Continued Fraction</a>
+ * Continued Fraction</a></li>
- * </p>
+ * </ul>
  * 
  * @author Brent Worden
  */
@@ -126,11 +124,8 @@ public abstract class ContinuedFraction {
     }    
     
     /**
-     * <p>
      * Evaluates the continued fraction at the value x.
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>O. E-gecio-glu, C . K. Koc, J. Rifa i Coma,
@@ -138,7 +133,6 @@ public abstract class ContinuedFraction {
      * Fast Computation of Continued Fractions</a>, Computers Math. Applic.,
      * 21(2--3), 1991, 167--169.</li>
      * </ul>
-     * </p>
      * 
      * @param x the evaluation point.
      * @param epsilon maximum error allowed.
@@ -188,11 +182,11 @@ public abstract class ContinuedFraction {
         f[1][1] = (a[1][0] * an[0][1]) + (a[1][1] * an[1][1]);
         
         // determine if we're close enough
-        if(Math.abs((f[0][0] * f[1][1]) - (f[1][0] * f[0][1])) <
+        if (Math.abs((f[0][0] * f[1][1]) - (f[1][0] * f[0][1])) <
-                Math.abs(epsilon * f[1][0] * f[1][1])){
+                Math.abs(epsilon * f[1][0] * f[1][1])) {
             ret = f[0][0] / f[1][0];
         } else {
-            if(n >= maxIterations){
+            if (n >= maxIterations) {
                 throw new ConvergenceException(
                     "Continued fraction convergents failed to converge.");
             }

src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java

@@ -94,7 +94,7 @@ public abstract class AbstractContinuousDistribution
      * @return x, such that P(X &lt; x) = <code>p</code>
      */
     public double inverseCummulativeProbability(final double p) {
-        if (p < 0.0 || p > 1.0){
+        if (p < 0.0 || p > 1.0) {
             throw new IllegalArgumentException(
                 "p must be between 0.0 and 1.0, inclusive.");
         }

src/java/org/apache/commons/math/distribution/ChiSquaredDistribution.java

@@ -54,21 +54,16 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
+ * The Chi-Squared Distribution.
- * The Chi-Squared Distribution
- * </p>
  * 
- * <p>
  * Instances of ChiSquaredDistribution objects should be created using
- * {@link DistributionFactory#createChiSquareDistribution(double)}
+ * {@link DistributionFactory#createChiSquareDistribution(double)}.
- * </p>
  * 
- * <p>
  * References:
  * <ul>
  * <li><a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">
  * Chi-Squared Distribution</a></li>
- * </p>
+ * </ul>
  * 
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/DistributionFactory.java

@@ -54,7 +54,6 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
  * This factory provids the means to create common statistical distributions.
  * The following distributions are supported:
  * <ul>
@@ -63,16 +62,13 @@ package org.apache.commons.math.stat.distribution;
  * <li>Gamma</li>
  * <li>Student's t</li>
  * </ul>
- * </p>
  * 
- * <p>
  * Common usage:<pre>
  * DistributionFactory factory = DistributionFactory.newInstance();
  * 
  * // create a Chi-Square distribution with 5 degrees of freedom.
  * ChiSquaredDistribution chi = factory.createChiSquareDistribution(5.0);
  * </pre>
- * </p>
  * 
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/ExponentialDistribution.java

@@ -54,21 +54,15 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
+ * The Exponential Distribution.
- * The Exponential Distribution
- * </p>
  * 
- * <p>
  * Instances of ExponentialDistribution objects should be created using
- * {@link DistributionFactory#createExponentialDistribution(double)}
+ * {@link DistributionFactory#createExponentialDistribution(double)}.
- * </p>
  * 
- * <p>
  * References:
  * <ul>
  * <li><a href="http://mathworld.wolfram.com/ExponentialDistribution.html">
  * Exponential Distribution</a></li>
- * </p>
  * 
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java

@@ -1,3 +1,56 @@
+/* ====================================================================
+ * The Apache Software License, Version 1.1
+ *
+ * Copyright (c) 2003 The Apache Software Foundation.  All rights
+ * reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ *    notice, this list of conditions and the following disclaimer.
+ *
+ * 2. Redistributions in binary form must reproduce the above copyright
+ *    notice, this list of conditions and the following disclaimer in
+ *    the documentation and/or other materials provided with the
+ *    distribution.
+ *
+ * 3. The end-user documentation included with the redistribution, if
+ *    any, must include the following acknowlegement:
+ *       "This product includes software developed by the
+ *        Apache Software Foundation (http://www.apache.org/)."
+ *    Alternately, this acknowlegement may appear in the software itself,
+ *    if and wherever such third-party acknowlegements normally appear.
+ *
+ * 4. The names "The Jakarta Project", "Commons", and "Apache Software
+ *    Foundation" must not be used to endorse or promote products derived
+ *    from this software without prior written permission. For written
+ *    permission, please contact apache@apache.org.
+ *
+ * 5. Products derived from this software may not be called "Apache"
+ *    nor may "Apache" appear in their names without prior written
+ *    permission of the Apache Software Foundation.
+ *
+ * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
+ * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
+ * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED.  IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
+ * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+ * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+ * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
+ * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+ * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
+ * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
+ * SUCH DAMAGE.
+ * ====================================================================
+ *
+ * This software consists of voluntary contributions made by many
+ * individuals on behalf of the Apache Software Foundation.  For more
+ * information on the Apache Software Foundation, please see
+ * <http://www.apache.org/>.
+ */
 package org.apache.commons.math.stat.distribution;
 
 /**
@@ -6,65 +59,61 @@ package org.apache.commons.math.stat.distribution;
  * @author Brent Worden
  */
 public class ExponentialDistributionImpl
-	implements ExponentialDistribution {
+    implements ExponentialDistribution {
 
     /** The mean of this distribution. */
     private double mean;
     
     /**
      * Create a exponential distribution with the given mean.
-     * @param degreesOfFreedom degrees of freedom.
+     * @param mean mean of this distribution.
      */
-	public ExponentialDistributionImpl(double mean) {
+    public ExponentialDistributionImpl(double mean) {
-		super();
+        super();
         setMean(mean);
-	}
+    }
 
     /**
      * Modify the mean.
      * @param mean the new mean.
      */
-	public void setMean(double mean) {
+    public void setMean(double mean) {
-        if(mean <= 0.0){
+        if (mean <= 0.0) {
             throw new IllegalArgumentException("mean must be positive.");
         }
         this.mean = mean;
-	}
+    }
 
     /**
      * Access the mean.
      * @return the mean.
      */
-	public double getMean() {
+    public double getMean() {
-		return mean;
+        return mean;
-	}
+    }
 
     /**
-     * <p>
      * For this disbution, X, this method returns P(X &lt; x).
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>
      * <a href="http://mathworld.wolfram.com/ExponentialDistribution.html">
      * Exponential Distribution</a>, equation (1).</li>
      * </ul>
-     * </p>
      * 
      * @param x the value at which the CDF is evaluated.
      * @return CDF for this distribution.
      */
-	public double cummulativeProbability(double x) {
+    public double cummulativeProbability(double x) {
         double ret;
-		if(x <= 0.0){
+        if (x <= 0.0) {
             ret = 0.0;
-		} else {
+        } else {
             ret = 1.0 - Math.exp(-x / getMean());
-		}
+        }
         return ret;
-	}
+    }
     
     /**
      * For this distribution, X, this method returns the critical point x, such
@@ -73,12 +122,12 @@ public class ExponentialDistributionImpl
      * @param p the desired probability
      * @return x, such that P(X &lt; x) = <code>p</code>
      */
-    public double inverseCummulativeProbability(double p){
+    public double inverseCummulativeProbability(double p) {
         double ret;
         
-        if(p < 0.0 || p > 1.0){
+        if (p < 0.0 || p > 1.0) {
             ret = Double.NaN;
-        } else if(p == 1.0){
+        } else if (p == 1.0) {
             ret = Double.POSITIVE_INFINITY;
         } else {
             ret = -getMean() * Math.log(1.0 - p);

src/java/org/apache/commons/math/distribution/FDistribution.java

@@ -54,20 +54,16 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
  * F-Distribution.
- * </p>
  * 
- * <p>
  * Instances of FDistribution objects should be created using
- * {@link DistributionFactory#createFDistribution(double,double)}
+ * {@link DistributionFactory#createFDistribution(double,double)}.
- * </p>
  * 
- * <p>
+ * References:
- * Reference:<br/>
+ * <ul>
- * <a href="http://mathworld.wolfram.com/F-Distribution.html">
+ * <li><a href="http://mathworld.wolfram.com/F-Distribution.html">
- * F-Distribution</a>
+ * F-Distribution</a></li>
- * </p>
+ * </ul>
  * 
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/FDistributionImpl.java

@@ -57,7 +57,7 @@ import org.apache.commons.math.special.Beta;
 
 /**
  * Default implementation of
- * {@link org.apache.commons.math.stat.distribution.TDistribution}.
+ * {@link org.apache.commons.math.stat.distribution.FDistribution}.
  * 
  * @author Brent Worden
  */
@@ -73,35 +73,32 @@ public class FDistributionImpl
     
     /**
      * Create a F distribution using the given degrees of freedom.
-     * @param numeratorDegreesOfFreedom the degrees of freedom.
+     * @param numeratorDegreesOfFreedom the numerator degrees of freedom.
-     * @param denominatorDegreesOfFreedom
+     * @param denominatorDegreesOfFreedom the denominator degrees of freedom.
      */
     public FDistributionImpl(double numeratorDegreesOfFreedom,
-            double denominatorDegreesOfFreedom){
+            double denominatorDegreesOfFreedom) {
         super();
         setNumeratorDegreesOfFreedom(numeratorDegreesOfFreedom);
         setDenominatorDegreesOfFreedom(denominatorDegreesOfFreedom);
     }
     
     /**
-     * <p>
      * For this disbution, X, this method returns P(X &lt; x).
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>
      * <a href="http://mathworld.wolfram.com/F-Distribution.html">
      * F-Distribution</a>, equation (4).</li>
-     * </p>
+     * </ul>
      * 
      * @param x the value at which the CDF is evaluated.
      * @return CDF for this distribution. 
      */
     public double cummulativeProbability(double x) {
         double ret;
-        if(x <= 0.0){
+        if (x <= 0.0) {
             ret = 0.0;
         } else {
             double n = getNumeratorDegreesOfFreedom();
@@ -123,7 +120,7 @@ public class FDistributionImpl
      * @return domain value lower bound, i.e.
      *         P(X &lt; <i>lower bound</i>) &lt; <code>p</code> 
      */
-    protected double getDomainLowerBound(double p){
+    protected double getDomainLowerBound(double p) {
         return 0.0;
     }
 
@@ -136,7 +133,7 @@ public class FDistributionImpl
      * @return domain value upper bound, i.e.
      *         P(X &lt; <i>upper bound</i>) &gt; <code>p</code> 
      */
-    protected double getDomainUpperBound(double p){
+    protected double getDomainUpperBound(double p) {
         return Double.MAX_VALUE;
     }
 
@@ -148,16 +145,17 @@ public class FDistributionImpl
      * @param p the desired probability for the critical value
      * @return initial domain value
      */
-    protected double getInitialDomain(double p){
+    protected double getInitialDomain(double p) {
-        return getDenominatorDegreesOfFreedom() / (getDenominatorDegreesOfFreedom() - 2.0);
+        return getDenominatorDegreesOfFreedom() /
+            (getDenominatorDegreesOfFreedom() - 2.0);
     }
     
     /**
      * Modify the numerator degrees of freedom.
      * @param degreesOfFreedom the new numerator degrees of freedom.
      */
-    public void setNumeratorDegreesOfFreedom(double degreesOfFreedom){
+    public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
-        if(degreesOfFreedom <= 0.0){
+        if (degreesOfFreedom <= 0.0) {
             throw new IllegalArgumentException(
                 "degrees of freedom must be positive.");
         }
@@ -168,7 +166,7 @@ public class FDistributionImpl
      * Access the numerator degrees of freedom.
      * @return the numerator degrees of freedom.
      */
-    public double getNumeratorDegreesOfFreedom(){
+    public double getNumeratorDegreesOfFreedom() {
         return numeratorDegreesOfFreedom;
     }
     
@@ -176,8 +174,8 @@ public class FDistributionImpl
      * Modify the denominator degrees of freedom.
      * @param degreesOfFreedom the new denominator degrees of freedom.
      */
-    public void setDenominatorDegreesOfFreedom(double degreesOfFreedom){
+    public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
-        if(degreesOfFreedom <= 0.0){
+        if (degreesOfFreedom <= 0.0) {
             throw new IllegalArgumentException(
                 "degrees of freedom must be positive.");
         }
@@ -188,7 +186,7 @@ public class FDistributionImpl
      * Access the denominator degrees of freedom.
      * @return the denominator degrees of freedom.
      */
-    public double getDenominatorDegreesOfFreedom(){
+    public double getDenominatorDegreesOfFreedom() {
         return denominatorDegreesOfFreedom;
     }
 }

src/java/org/apache/commons/math/distribution/GammaDistribution.java

@@ -54,21 +54,16 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
+ * The Gamma Distribution.
- * The Gamma Distribution
- * </p>
  * 
- * <p>
  * Instances of GammaDistribution objects should be created using
- * {@link DistributionFactory#createGammaDistribution(double,double)}
+ * {@link DistributionFactory#createGammaDistribution(double,double)}.
- * </p>
  * 
- * <p>
  * References:
  * <ul>
  * <li><a href="http://mathworld.wolfram.com/GammaDistribution.html">
  * Gamma Distribution</a></li>
- * </p>
+ * </ul>
  *  
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/GammaDistributionImpl.java

@@ -81,11 +81,8 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
     }
     
     /**
-     * <p>
      * For this disbution, X, this method returns P(X &lt; x).
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>
@@ -94,7 +91,6 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
      * <li>Casella, G., & Berger, R. (1990). <i>Statistical Inference</i>.
      * Belmont, CA: Duxbury Press.</li>
      * </ul>
-     * </p>
      * 
      * @param x the value at which the CDF is evaluated.
      * @return CDF for this distribution. 
@@ -179,7 +175,7 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
 
         double ret;
 
-        if(p < .5){
+        if (p < .5) {
             // use mean
             ret = getAlpha() * getBeta();
         } else {
@@ -205,7 +201,7 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
 
         double ret;
 
-        if(p < .5){
+        if (p < .5) {
             // use 1/2 mean
             ret = getAlpha() * getBeta() * .5;
         } else {

src/java/org/apache/commons/math/distribution/TDistribution.java

@@ -54,20 +54,16 @@
 package org.apache.commons.math.stat.distribution;
 
 /**
- * <p>
  * Student's t-Distribution.
- * </p>
  * 
- * <p>
  * Instances of TDistribution objects should be created using
  * {@link DistributionFactory#createTDistribution(double)}
- * </p>
  * 
- * <p>
+ * References:
- * Reference:<br/>
+ * <ul>
- * <a href="http://mathworld.wolfram.com/Studentst-Distribution.html">
+ * <li><a href="http://mathworld.wolfram.com/Studentst-Distribution.html">
- * Student's t-Distribution</a>
+ * Student's t-Distribution</a></li>
- * </p>
+ * </ul>
  * 
  * @author Brent Worden
  */

src/java/org/apache/commons/math/distribution/TDistributionImpl.java

@@ -72,7 +72,7 @@ public class TDistributionImpl
      * Create a t distribution using the given degrees of freedom.
      * @param degreesOfFreedom the degrees of freedom.
      */
-    public TDistributionImpl(double degreesOfFreedom){
+    public TDistributionImpl(double degreesOfFreedom) {
         super();
         setDegreesOfFreedom(degreesOfFreedom);
     }
@@ -82,7 +82,7 @@ public class TDistributionImpl
      * @param degreesOfFreedom the new degrees of freedom.
      */
     public void setDegreesOfFreedom(double degreesOfFreedom) {
-        if(degreesOfFreedom <= 0.0){
+        if (degreesOfFreedom <= 0.0) {
             throw new IllegalArgumentException(
                 "degrees of freedom must be positive.");
         }
@@ -104,14 +104,14 @@ public class TDistributionImpl
      */
     public double cummulativeProbability(double x) {
         double ret;
-        if(x == 0.0){
+        if (x == 0.0) {
             ret = 0.5;
         } else {
             double t = Beta.regularizedBeta(
                 getDegreesOfFreedom() / (getDegreesOfFreedom() + (x * x)),
                 0.5 * getDegreesOfFreedom(), 0.5);
                 
-            if(x < 0.0){
+            if (x < 0.0) {
                 ret = 0.5 * t;
             } else {
                 ret = 1.0 - 0.5 * t;
@@ -130,7 +130,7 @@ public class TDistributionImpl
      * @return domain value lower bound, i.e.
      *         P(X &lt; <i>lower bound</i>) &lt; <code>p</code> 
      */
-    protected double getDomainLowerBound(double p){
+    protected double getDomainLowerBound(double p) {
         return -Double.MAX_VALUE;
     }
 
@@ -143,7 +143,7 @@ public class TDistributionImpl
      * @return domain value upper bound, i.e.
      *         P(X &lt; <i>upper bound</i>) &gt; <code>p</code> 
      */
-    protected double getDomainUpperBound(double p){
+    protected double getDomainUpperBound(double p) {
         return Double.MAX_VALUE;
     }
 
@@ -155,7 +155,7 @@ public class TDistributionImpl
      * @param p the desired probability for the critical value
      * @return initial domain value
      */
-    protected double getInitialDomain(double p){
+    protected double getInitialDomain(double p) {
         return 0.0;
     }
 }

src/java/org/apache/commons/math/special/Beta.java

@@ -73,9 +73,7 @@ public class Beta {
     }
 
     /**
-     * <p>
      * Returns the regularized beta function I(x, a, b).
-     * </p>
      * 
      * @param x ???
      * @param a ???
@@ -87,39 +85,40 @@ public class Beta {
     }
 
     /**
-     * <p>
      * Returns the regularized beta function I(x, a, b).
-     * </p>
      * 
      * @param x ???
      * @param a ???
      * @param b ???
+     * @param epsilon When the absolute value of the nth item in the
+     *                series is less than epsilon the approximation ceases
+     *                to calculate further elements in the series.
      * @return the regularized beta function I(x, a, b)
      */
-    public static double regularizedBeta(double x, double a, double b, double epsilon) {
+    public static double regularizedBeta(double x, double a, double b,
+        double epsilon) {
+            
         return regularizedBeta(x, a, b, epsilon, Integer.MAX_VALUE);
     }
 
     /**
-     * <p>
      * Returns the regularized beta function I(x, a, b).
-     * </p>
      * 
      * @param x ???
      * @param a ???
      * @param b ???
+     * @param maxIterations Maximum number of "iterations" to complete. 
      * @return the regularized beta function I(x, a, b)
      */
-    public static double regularizedBeta(double x, double a, double b, int maxIterations) {
+    public static double regularizedBeta(double x, double a, double b,
+        int maxIterations) {
+            
         return regularizedBeta(x, a, b, DEFAULT_EPSILON, maxIterations);
     }
     
     /**
-     * <p>
      * Returns the regularized beta function I(x, a, b).
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>
@@ -129,14 +128,19 @@ public class Beta {
      * <a href="http://functions.wolfram.com/06.21.10.0001.01">
      * Regularized Beta Function</a>.</li>
      * </ul>
-     * </p>
      * 
      * @param x ???
      * @param a ???
      * @param b ???
+     * @param epsilon When the absolute value of the nth item in the
+     *                series is less than epsilon the approximation ceases
+     *                to calculate further elements in the series.
+     * @param maxIterations Maximum number of "iterations" to complete. 
      * @return the regularized beta function I(x, a, b)
      */
-    public static double regularizedBeta(double x, final double a, final double b, double epsilon, int maxIterations) {
+    public static double regularizedBeta(double x, final double a,
+        final double b, double epsilon, int maxIterations) {
+            
         double ret;
 
         if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b) || (x < 0)
@@ -155,8 +159,9 @@ public class Beta {
                             if (n % 2 == 0) { // even
                                 m = (n - 2.0) / 2.0;
                                 ret =
-                                    - ((a + m) * (a + b + m) * x)
+                                    -((a + m) * (a + b + m) * x)
-                                        / ((a + (2 * m)) * (a + (2 * m) + 1.0));
+                                        / ((a + (2 * m))
+                                        * (a + (2 * m) + 1.0));
                             } else {
                                 m = (n - 1.0) / 2.0;
                                 ret =
@@ -180,17 +185,17 @@ public class Beta {
                     }
                     return ret;
                 }
-			};
+            };
-            ret = Math.exp((a * Math.log(x)) + (b * Math.log(1.0 - x)) - Math.log(a) - logBeta(a, b, epsilon, maxIterations)) * fraction.evaluate(x, epsilon, maxIterations);
+            ret = Math.exp((a * Math.log(x)) + (b * Math.log(1.0 - x))
+                - Math.log(a) - logBeta(a, b, epsilon, maxIterations))
+                * fraction.evaluate(x, epsilon, maxIterations);
         }
 
         return ret;
     }
 
     /**
-     * <p>
      * Returns the natural logarithm of the beta function B(a, b).
-     * </p>
      * 
      * @param a ???
      * @param b ???
@@ -201,23 +206,25 @@ public class Beta {
     }
     
     /**
-     * <p>
      * Returns the natural logarithm of the beta function B(a, b).
-     * </p>
      *
-     * <p> 
      * The implementation of this method is based on:
      * <ul>
      * <li><a href="http://mathworld.wolfram.com/BetaFunction.html">
      * Beta Function</a>, equation (1).</li>
      * </ul>
-     * </p>
      * 
      * @param a ???
      * @param b ???
+     * @param epsilon When the absolute value of the nth item in the
+     *                series is less than epsilon the approximation ceases
+     *                to calculate further elements in the series.
+     * @param maxIterations Maximum number of "iterations" to complete. 
      * @return log(B(a, b))
      */
-    public static double logBeta(double a, double b, double epsilon, int maxIterations) {
+    public static double logBeta(double a, double b, double epsilon,
+        int maxIterations) {
+            
         double ret;
 
         if (Double.isNaN(a) || Double.isNaN(b) || (a <= 0.0) || (b <= 0.0)) {

src/java/org/apache/commons/math/special/Gamma.java

@@ -94,9 +94,7 @@ public class Gamma {
     }
 
     /**
-     * <p>
      * Returns the regularized gamma function P(a, x).
-     * </p>
      * 
      * @param a ???
      * @param x ???
@@ -107,11 +105,8 @@ public class Gamma {
     }
     
     /**
-     * <p>
      * Returns the regularized gamma function P(a, x).
-     * </p>
      * 
-     * <p>
      * The implementation of this method is based on:
      * <ul>
      * <li>
@@ -125,7 +120,6 @@ public class Gamma {
      * Confluent Hypergeometric Function of the First Kind</a>, equation (1).
      * </li>
      * </ul>
-     * </p>
      * 
      * @param a ???
      * @param x ???
@@ -173,11 +167,8 @@ public class Gamma {
     }
 
     /**
-     * <p>
      * Returns the natural logarithm of the gamma function &#915;(x).
-     * </p>
      *
-     * <p> 
      * The implementation of this method is based on:
      * <ul>
      * <li><a href="http://mathworld.wolfram.com/GammaFunction.html">
@@ -188,7 +179,6 @@ public class Gamma {
      * the computation of the convergent Lanczos complex Gamma approximation
      * </a></li>
      * </ul>
-     * </p>
      * 
      * @param x ???
      * @return log(&#915;(x))