This is an automated email from the ASF dual-hosted git repository. aherbert pushed a commit to branch master in repository https://gitbox.apache.org/repos/asf/commons-rng.git
commit 7dbc2a56eb519b7ccd2f13e2fd3ebafdff62755a Author: aherbert <aherb...@apache.org> AuthorDate: Thu Aug 5 23:12:50 2021 +0100 Updated example sampling parameters for Levy and Stable distributions --- .../sampling/ProbabilityDensityApproximationCommand.java | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximationCommand.java b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximationCommand.java index 9dc6086..cac392d 100644 --- a/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximationCommand.java +++ b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximationCommand.java @@ -306,18 +306,18 @@ class ProbabilityDensityApproximationCommand implements Callable<Void> { final double levyLocation = 1.23; final double levyscale = 0.75; final double levyMin = levyLocation; - // Quantile 0.99 - final double levyMax = 4.7756e+03; + // Quantile 0 to 0.7 (avoid long tail to infinity) + final double levyMax = 6.2815; createDensity(LevySampler.of(rng, levyLocation, levyscale), levyMin, levyMax, "levy"); } if (samplers.contains(Sampler.StableSampler)) { final double stableAlpha = 1.23; - final double stableBeta = 0.25; - // Quantiles 0.0005 to 0.9995 - final double stableMin = -131.9640; - final double stableMax = 200.9239; + final double stableBeta = 0.75; + // Quantiles 0.05 to 0.9 (avoid long tail to infinity) + final double stableMin = -1.7862; + final double stableMax = 4.0364; createDensity(StableSampler.of(rng, stableAlpha, stableBeta), stableMin, stableMax, "stable"); }