e3f9ae2213
Added @since tags.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@924453 13f79535-47bb-0310-9956-ffa450edef68
2010-03-17 20:05:20 +00:00
439cb994d1
* Added density functions to remaining continuous distributions (F, T, Weibull, Cauchy).
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* Deprecated HasDensity interface.
* Added density tests.
* Made Brent Solver (inverse cum) absolute accuracy configurable for all continuous distributions.
JIRA: MATH-332
JIRA: MATH-282
Thanks to Mikkel Meyer Andersen
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@924362 13f79535-47bb-0310-9956-ffa450edef68
2010-03-17 16:45:31 +00:00
467494bca5
Removed trailing space.
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2010-03-17 16:19:29 +00:00
b2fc89b01c
Removed tabs and trailing spaces.
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2010-03-17 16:16:31 +00:00
effbc63f1d
Removed tabs and trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@924345 13f79535-47bb-0310-9956-ffa450edef68
2010-03-17 16:03:56 +00:00
d931483bac
Upgrade to commons-parent-14 (and maven-javadoc-plugin 2.5 when specified)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@923495 13f79535-47bb-0310-9956-ffa450edef68
2010-03-15 23:10:18 +00:00
4259f27594
Update components to point to the new download pages
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@923339 13f79535-47bb-0310-9956-ffa450edef68
2010-03-15 17:04:53 +00:00
058ff00332
Raw types documentation
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922722 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 02:15:01 +00:00
25bebf29a5
Recent fixed JIRAs
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922720 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:53:46 +00:00
3a9e2ce281
MATH-335 Fraction.hashCode() inconsistent with Fraction.equals()
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Change hashCode() to use fields directly
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922715 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:38:14 +00:00
012a6ed4fc
MATH-336 Unnecessary null checks in equals methods
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922714 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:35:14 +00:00
88e4b16f64
MATH-337 Equals methods rely on catching ClassCastException rather than using instanceof check
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922713 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:26:13 +00:00
4a4ec2c71c
Make some private fields final
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922712 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:24:46 +00:00
081b8ca4b0
Make some private fields final
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922710 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:20:56 +00:00
037280aacd
Make some private fields final
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922708 13f79535-47bb-0310-9956-ffa450edef68
2010-03-14 01:15:47 +00:00
db7fab70d1
Added Wiebull, Gamma, F, ChiSquare verification tests, added density test for exponential.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@922691 13f79535-47bb-0310-9956-ffa450edef68
2010-03-13 23:32:37 +00:00
2db6474cf2
Added T Distribution verification tests.
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2010-03-11 16:20:55 +00:00
b644a5861c
Increased precision.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@921633 13f79535-47bb-0310-9956-ffa450edef68
2010-03-10 23:42:55 +00:00
03b5ae991b
Increased precision, fixed failing tests.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@921631 13f79535-47bb-0310-9956-ffa450edef68
2010-03-10 23:40:42 +00:00
32f939935b
Added cauchy and pascal verification tests.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@921488 13f79535-47bb-0310-9956-ffa450edef68
2010-03-10 17:58:41 +00:00
1cf5f1443f
Added Cauchy distribution verification tests.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@921479 13f79535-47bb-0310-9956-ffa450edef68
2010-03-10 17:52:45 +00:00
685d368608
Increased precision and added density validation.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@921208 13f79535-47bb-0310-9956-ffa450edef68
2010-03-10 02:11:11 +00:00
2e3e082984
Issues
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https://issues.apache.org/jira/browse/MATH-348
https://issues.apache.org/jira/browse/MATH-349
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@920852 13f79535-47bb-0310-9956-ffa450edef68
2010-03-09 12:53:44 +00:00
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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2010-02-28 19:44:49 +00:00
3a028a2a94
fixed variables declaration order to match checkstyle rules
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2010-02-28 19:43:11 +00:00
71819532ac
removed tab
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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
Phil Steitz
Niall Pemberton
Sebastian Bazley
Gilles Sadowski
Luc Maisonobe