Repository: commons-math Updated Branches: refs/heads/master ece7c6fc6 -> 0d3545e5f
[MATH-1039] Added logDensity and logProbability methods to RealDistribution and IntegerDistribution interfaces. Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/0d3545e5 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/0d3545e5 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/0d3545e5 Branch: refs/heads/master Commit: 0d3545e5f68d024cd4a05724a15746d8dad986d2 Parents: ece7c6f Author: Thomas Neidhart <thomas.neidh...@gmail.com> Authored: Tue Feb 24 23:30:55 2015 +0100 Committer: Thomas Neidhart <thomas.neidh...@gmail.com> Committed: Tue Feb 24 23:30:55 2015 +0100 ---------------------------------------------------------------------- src/changes/changes.xml | 5 +++++ .../distribution/AbstractIntegerDistribution.java | 14 ++------------ .../distribution/AbstractRealDistribution.java | 15 +++------------ .../math4/distribution/IntegerDistribution.java | 18 +++++++++++++++++- .../math4/distribution/RealDistribution.java | 17 +++++++++++++++++ 5 files changed, 44 insertions(+), 25 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/0d3545e5/src/changes/changes.xml ---------------------------------------------------------------------- diff --git a/src/changes/changes.xml b/src/changes/changes.xml index 273d949..af87c56 100644 --- a/src/changes/changes.xml +++ b/src/changes/changes.xml @@ -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 http://git-wip-us.apache.org/repos/asf/commons-math/blob/0d3545e5/src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java b/src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java index adaed88..1b0f263 100644 --- a/src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/AbstractIntegerDistribution.java @@ -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)); http://git-wip-us.apache.org/repos/asf/commons-math/blob/0d3545e5/src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java b/src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java index 297da1a..9918df2 100644 --- a/src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/AbstractRealDistribution.java @@ -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)); http://git-wip-us.apache.org/repos/asf/commons-math/blob/0d3545e5/src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java b/src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java index a905b3b..f1299c6 100644 --- a/src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/IntegerDistribution.java @@ -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 http://git-wip-us.apache.org/repos/asf/commons-math/blob/0d3545e5/src/main/java/org/apache/commons/math4/distribution/RealDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/RealDistribution.java b/src/main/java/org/apache/commons/math4/distribution/RealDistribution.java index d4ed518..728e2e3 100644 --- a/src/main/java/org/apache/commons/math4/distribution/RealDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/RealDistribution.java @@ -51,6 +51,23 @@ 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 * words, this method represents the (cumulative) distribution function
