clusteringfittingintegrationinterpolationjavaleast-squaresmathoptimizationpolynomialsolverstattransforms
09a4643e10
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 |
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