09a4643e10
Resolved multiple problems leading to inaccuracy and/or failure to compute Normal, ChiSquare and
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Poisson probabilities, Erf and Gamma functions.
JIRA: MATH-282
JIRA: MATH-301
Summary of changes:
* BrentSolver has been changed to expose its configured absolute accuracy. This solver is used by
the default inverse cum implementation in AbstractContinuousDistribution and the hard-coded setting
(1E-6) was limiting accuracy in inverse cumulative probability estimates. AbstractContinuousDistribution
was changed to allow distributions to set this value and NormalDistributionImpl was changed to set it to
1E-9 by default and allow users to configure it via a constructor argument.
* AbstractContinuousDistribution and AbstractIntegerDistribution inverseCumulativeProbability methods
have been modified to check for NaN values returned by cumulativeProbability and throw MathExceptions
when this happens.
* The criteria for choosing between the Lanczos series and continued fraction expansion when computing
regularized gamma functions has been changed to (x >= a + 1). When using the series approximation
(regularizedGammaP), divergence to infinity is checked and when this happens, 1 is returned.
* When scaling continued fractions to (try to) avoid divergence to infinity, the larger of a and b is
used as a scale factor and the attempt to scale is repeated up to 5 times, using successive powers
of the scale factor.
* The maximum number of iterations used in estimating cumulative probabilities for PoissonDistributionImpl
has been decreased from Integer.MAX_VALUE to 10000000 and made configurable.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920558 13f79535-47bb-0310-9956-ffa450edef68
2010-03-08 22:57:32 +00:00
79a0ac99bc
Re-generate the download pages using the new commons-build-plugin .12 (via commons-parent version 13)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920156 13f79535-47bb-0310-9956-ffa450edef68
2010-03-08 00:11:50 +00:00
e742f9553f
Upgrade to version 13 of commons-parent
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920154 13f79535-47bb-0310-9956-ffa450edef68
2010-03-08 00:05:47 +00:00
fbecc3ecbf
fixed wrong subscript
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920132 13f79535-47bb-0310-9956-ffa450edef68
2010-03-07 22:22:24 +00:00
ed40ebc5cd
improved documentation of ODE package, including the new jacobians part
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920131 13f79535-47bb-0310-9956-ffa450edef68
2010-03-07 22:19:18 +00:00
7a7eb1dccc
separated ODEWithJacobians from ParameterizedODE:
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when jacobians are already available, there is no need to have a setParameter method
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919963 13f79535-47bb-0310-9956-ffa450edef68
2010-03-07 10:59:33 +00:00
484fc6330b
suppressed a warning for unused constructor
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the constructor is called only by externalization
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919856 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 21:33:42 +00:00
70586e476e
fixed findbugs errors
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919855 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 21:30:37 +00:00
d381e12f99
fixed javadoc errors
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919848 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 20:50:02 +00:00
f5f8956448
added event handling to ODE integrators with jacobians
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919844 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 20:38:55 +00:00
9034808411
added miscellaneous methods to get some feedback on the integration process
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(step start, step size, number of evaluations ...)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919829 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 19:39:17 +00:00
fdd038890a
Set up a named Wrapper inner class to map state plus jacobians into compound state
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for ODE integration with added variational equations
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919815 13f79535-47bb-0310-9956-ffa450edef68
2010-03-06 18:54:27 +00:00
018daf4d96
improved test coverage
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919481 13f79535-47bb-0310-9956-ffa450edef68
2010-03-05 16:39:10 +00:00
4e13f9660b
fixed handling of the time-derivatives of jacobians
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simplified copy and serialization
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919480 13f79535-47bb-0310-9956-ffa450edef68
2010-03-05 16:38:02 +00:00
81e8b4f0d1
Fixed a problem with getInterpolatedDerivatives returning zero derivatives when
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an ODE step handler is configured to not use interpolation. It now returns a
constant but non-zero value consistent with at least one point inside the step
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919479 13f79535-47bb-0310-9956-ffa450edef68
2010-03-05 16:35:56 +00:00
1bb6d2ad6b
typos
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919178 13f79535-47bb-0310-9956-ffa450edef68
2010-03-04 20:56:26 +00:00
11a792efbe
explained test rationale
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919172 13f79535-47bb-0310-9956-ffa450edef68
2010-03-04 20:50:08 +00:00
74cb951d91
added package.html for ode.jacobians
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919167 13f79535-47bb-0310-9956-ffa450edef68
2010-03-04 20:41:42 +00:00
21c37897f0
fixed an index error in dy/dy0 computation
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919166 13f79535-47bb-0310-9956-ffa450edef68
2010-03-04 20:40:49 +00:00
5256967cf7
Simplified names of ODE with Jacobians integration classes
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Added step handling for this feature
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@918702 13f79535-47bb-0310-9956-ffa450edef68
2010-03-03 21:28:16 +00:00
57c45aca3d
Fixed too stringent interval check in Brent solver:
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initial guess is now allowed to be at either interval end
JIRA: MATH-347
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917668 13f79535-47bb-0310-9956-ffa450edef68
2010-03-01 19:38:34 +00:00
46abbb40e1
Added a way to compute both the final state in an Initial Value Problem (IVP)
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for Ordinary Differential Equations (ODE) and its derivatives with respect to
initial state and with respect to some problem parameters. This allows wrapping
ODE solvers into optimization or root finding algorithms, which in turn can be
used to solve Boundary Value Problems (BVP). There are no implementations (yet)
of BVP solvers in the library.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917592 13f79535-47bb-0310-9956-ffa450edef68
2010-03-01 17:07:47 +00:00
a579b0d8bd
updated an exclusion filter for findbugs after recent changes in eigen decomposition
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917280 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:55:07 +00:00
5340f4c335
fixed a checkstyle warning concerning extra parentheses
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917277 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:44:49 +00:00
3a028a2a94
fixed variables declaration order to match checkstyle rules
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917275 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:43:11 +00:00
71819532ac
removed tab
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917272 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:39:21 +00:00
0ff118952a
fixed javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917271 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:38:15 +00:00
1c9a550569
Removed trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917270 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:37:53 +00:00
ccc24d8913
Removed trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917269 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:35:36 +00:00
08d7253039
removed personal webpages URL
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917262 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:27:22 +00:00
37bef8b8f3
added a test that was used some time ago while looking at MATH-341
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@917261 13f79535-47bb-0310-9956-ffa450edef68
2010-02-28 19:24:01 +00:00
8a687cc604
removed a compilation warning about unused variable
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@915816 13f79535-47bb-0310-9956-ffa450edef68
2010-02-24 15:18:37 +00:00
b97285ee1b
removed unreachable code
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JIRA: MATH-343
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@915756 13f79535-47bb-0310-9956-ffa450edef68
2010-02-24 11:33:22 +00:00
a0b4b4b798
Fixed wrong return values when enpoints are roots in Brent solver with a user provided initial guess
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JIRA: MATH-344
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@915522 13f79535-47bb-0310-9956-ffa450edef68
2010-02-23 21:09:25 +00:00
f6dd42b4fc
Fixed a missing bracketing check of initial interval in Brent solver
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JIRA: MATH-343
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@915517 13f79535-47bb-0310-9956-ffa450edef68
2010-02-23 21:01:38 +00:00
05361c5a34
MATH-432 fixed
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@912413 13f79535-47bb-0310-9956-ffa450edef68
2010-02-21 21:46:12 +00:00
ccf7732750
Added test utility inadvertently omitted from r910264. JIRA: MATH-323.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@910784 13f79535-47bb-0310-9956-ffa450edef68
2010-02-17 00:25:19 +00:00
c1ce0e39e0
Dummy tests removed after revision 910475
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@910479 13f79535-47bb-0310-9956-ffa450edef68
2010-02-16 11:20:17 +00:00
95627968c1
MATH-333 fixed
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@910475 13f79535-47bb-0310-9956-ffa450edef68
2010-02-16 11:12:55 +00:00
f822b3285a
Added SemiVariance. JIRA: MATH-323. Reported and patched by Larry Diamond.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@910264 13f79535-47bb-0310-9956-ffa450edef68
2010-02-15 17:10:54 +00:00
993dcad4b1
Eliminated trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@908626 13f79535-47bb-0310-9956-ffa450edef68
2010-02-10 18:44:42 +00:00
69e227356d
Added a warning in the getCoefficients method documentation for
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PolynomialFunctionLagrangeForm. Computation may be ill-conditioned
so this method should be used with care.
JIRA: MATH-341
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@908190 13f79535-47bb-0310-9956-ffa450edef68
2010-02-09 20:07:36 +00:00
5e879a5b15
Fixed an error in BigFraction multiplication for large numerators that don't fit in a primitive int.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@906251 13f79535-47bb-0310-9956-ffa450edef68
2010-02-03 21:19:54 +00:00
1e52e71b14
fixed a spurious exception in EigenDecompositionImpl when a 3x3 block had two identical eigenvalues
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@904561 13f79535-47bb-0310-9956-ffa450edef68
2010-01-29 17:08:28 +00:00
73e340ab6e
added min/max getters for real vectors
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For compatibility reasons, these methods have been put in the topmost abstract class but not in the interface yet. It could be pushed to the interface when next major version will be released.
JIRA: MATH-334
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@904231 13f79535-47bb-0310-9956-ffa450edef68
2010-01-28 19:42:31 +00:00
8dd2239074
Fixed automatic step initialization in embedded Runge-Kutta integrators.
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The relative tolerance setting was never used, only the absolute tolerance was used.
JIRA: MATH-338
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@904112 13f79535-47bb-0310-9956-ffa450edef68
2010-01-28 15:01:55 +00:00
e00564e3b7
removed unused import
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@903446 13f79535-47bb-0310-9956-ffa450edef68
2010-01-26 21:57:13 +00:00
c3b2a19353
typos
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@903442 13f79535-47bb-0310-9956-ffa450edef68
2010-01-26 21:56:20 +00:00
4119c35554
added Eugene Kirpichov's patch to ignore zero weights in Loess interpolation
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JIRA: MATH-296
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@903440 13f79535-47bb-0310-9956-ffa450edef68
2010-01-26 21:53:59 +00:00
25f0b04809
Disabled testNextPoissonConsistency pending resolution of MATH-282.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@903156 13f79535-47bb-0310-9956-ffa450edef68
2010-01-26 10:28:12 +00:00
Phil Steitz
Niall Pemberton
Luc Maisonobe
Dimitri Pourbaix