This is an automated email from the ASF dual-hosted git repository.
erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit bbfe7e4ea526e39ba0a79f0258200bc0d898f0de
Author: Gilles Sadowski <gillese...@gmail.com>
AuthorDate: Mon Apr 27 07:39:41 2020 +0200
MATH-1531: Avoid spurious exception.
In the provided use-case, computation resulted in a value slightly above 1,
thus throwing an exception (invalid probability).
Workaround replaces the value by 1 when it is up to one ULP away.
---
src/changes/changes.xml | 6 +
.../math4/distribution/EmpiricalDistribution.java | 10 +-
.../distribution/EmpiricalDistributionTest.java | 129 +++++++++++++++++++++
3 files changed, 143 insertions(+), 2 deletions(-)
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index e6c2c8a..800f66c 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -54,6 +54,12 @@ If the output is not quite correct, check for invisible
trailing spaces!
</release>
<release version="4.0" date="XXXX-XX-XX" description="">
+ <action dev="erans" type="fix" issue="MATH-1531">
+ "EmpiricalDistribution": Workaround to avoid spurious exception.
+ </action>
+ <action dev="erans" type="update" issue="MATH-1530" due-to="Yassine
Damerdji">
+ "SplineInterpolator": Improved performance.
+ </action>
<action dev="erans" type="add" issue="MATH-1529">
"AkimaSplineInterpolator": Option to use alternative weights.
</action>
diff --git
a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
index b9434d1..34779db 100644
---
a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
+++
b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
@@ -31,6 +31,8 @@ import java.util.List;
import org.apache.commons.statistics.distribution.NormalDistribution;
import org.apache.commons.statistics.distribution.ContinuousDistribution;
import
org.apache.commons.statistics.distribution.ConstantContinuousDistribution;
+import org.apache.commons.numbers.core.Precision;
+import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.math4.exception.MathIllegalStateException;
import org.apache.commons.math4.exception.MathInternalError;
import org.apache.commons.math4.exception.NullArgumentException;
@@ -40,7 +42,6 @@ import
org.apache.commons.math4.exception.NotStrictlyPositiveException;
import org.apache.commons.math4.exception.util.LocalizedFormats;
import org.apache.commons.math4.stat.descriptive.StatisticalSummary;
import org.apache.commons.math4.stat.descriptive.SummaryStatistics;
-import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.math4.util.FastMath;
import org.apache.commons.math4.util.MathUtils;
@@ -616,7 +617,12 @@ public class EmpiricalDistribution extends
AbstractRealDistribution
if (pCrit <= 0) {
return lower;
}
- return kernel.inverseCumulativeProbability(kBminus + pCrit * kB / pB);
+
+ final double cP = kBminus + pCrit * kB / pB;
+
+ return Precision.equals(cP, 1d) ?
+ kernel.inverseCumulativeProbability(1d) :
+ kernel.inverseCumulativeProbability(cP);
}
/**
diff --git
a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
index 5b0f492..a7b5825 100644
---
a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
+++
b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
@@ -142,6 +142,135 @@ public final class EmpiricalDistributionTest extends
RealDistributionAbstractTes
}
+
+ // MATH-1531
+ @Test
+ public void testMath1531() {
+ final EmpiricalDistribution inputDistribution = new
EmpiricalDistribution(120);
+ inputDistribution.load(new double[] {
+ 50.993456376721454,
+ 49.455345691918055,
+ 49.527276095295804,
+ 50.017183448668845,
+ 49.10508147470046,
+ 49.813998274118696,
+ 50.87195348756139,
+ 50.419474110037,
+ 50.63614906979689,
+ 49.49694777179407,
+ 50.71799078406067,
+ 50.03192853759164,
+ 49.915092423165994,
+ 49.56895392597687,
+ 51.034638001064934,
+ 50.681227971275945,
+ 50.43749845081759,
+ 49.86513120270245,
+ 50.21475262482965,
+ 49.99202971042547,
+ 50.02382189838519,
+ 49.386888585302884,
+ 49.45585010202781,
+ 49.988009479855435,
+ 49.8136712206123,
+ 49.6715197127997,
+ 50.1981278397565,
+ 49.842297508010276,
+ 49.62491227740015,
+ 50.05101916097176,
+ 48.834912763303926,
+ 49.806787657848574,
+ 49.478236106374695,
+ 49.56648347371614,
+ 49.95069238081982,
+ 49.71845132077346,
+ 50.6097468705947,
+ 49.80724637775541,
+ 49.90448813086025,
+ 49.39641861662603,
+ 50.434295712893714,
+ 49.227176959566734,
+ 49.541126466050905,
+ 49.03416593170446,
+ 49.11584328494423,
+ 49.61387482435674,
+ 49.92877857995328,
+ 50.70638552955101,
+ 50.60078208448842,
+ 49.39326233277838,
+ 49.21488424364095,
+ 49.69503351015096,
+ 50.13733214001718,
+ 50.22084761458942,
+ 51.09804435604931,
+ 49.18559131120419,
+ 49.52286371605357,
+ 49.34804374996689,
+ 49.6901827776375,
+ 50.01316351359638,
+ 48.7751460520373,
+ 50.12961836291053,
+ 49.9978419772511,
+ 49.885658399408584,
+ 49.673438879979834,
+ 49.45565980965606,
+ 50.429747484906564,
+ 49.40129274804164,
+ 50.13034614008073,
+ 49.87685735146651,
+ 50.12967905393557,
+ 50.323560376181696,
+ 49.83519233651367,
+ 49.37333369733053,
+ 49.70074301611427,
+ 50.11626105774947,
+ 50.28249500380083,
+ 50.543354367136466,
+ 50.05866241335002,
+ 50.39516515672527,
+ 49.4838561463057,
+ 50.451757089234796,
+ 50.31370674203726,
+ 49.79063762614284,
+ 50.19652349768548,
+ 49.75881420748814,
+ 49.98371855036422,
+ 49.82171344472916,
+ 48.810793204162415,
+ 49.37040569084592,
+ 50.050641186203976,
+ 50.48360952263646,
+ 50.86666450358076,
+ 50.463268776129844,
+ 50.137489751888666,
+ 50.23823061444118,
+ 49.881460479468004,
+ 50.641174398764356,
+ 49.09314136851421,
+ 48.80877928574451,
+ 50.46197084844826,
+ 49.97691704141741,
+ 49.99933997561926,
+ 50.25692254481885,
+ 49.52973451252715,
+ 49.81229858420664,
+ 48.996112655915994,
+ 48.740531054814674,
+ 50.026642633066416,
+ 49.98696633604899,
+ 49.61307159972952,
+ 50.5115278979726,
+ 50.75245152442404,
+ 50.51807785445929,
+ 49.60929671768147,
+ 49.1079533564074,
+ 49.65347196551866,
+ 49.31684818724059,
+ 50.4906368627049,
+ 50.37483603684714});
+ inputDistribution.inverseCumulativeProbability(0.7166666666666669);
+ }
+
/**
* Generate 1000 random values and make sure they look OK.<br>
* Note that there is a non-zero (but very small) probability that
