Repository: commons-math Updated Branches: refs/heads/master 777af155a -> 612a04d6b
MATH-1421: Code refactoring. Replaced unnecessary usage of "pow" function. Reordered some operations. It fixes the reported case where the lower bound was negative (see unit test), but it might not be sufficient to avoid the problem in all cases. Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/34adc606 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/34adc606 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/34adc606 Branch: refs/heads/master Commit: 34adc606601cb578486d4a019b4655c5aff607b5 Parents: 777af15 Author: Gilles <er...@apache.org> Authored: Thu Jun 22 03:03:15 2017 +0200 Committer: Gilles <er...@apache.org> Committed: Thu Jun 22 03:03:15 2017 +0200 ---------------------------------------------------------------------- .../commons/math4/stat/interval/WilsonScoreInterval.java | 9 +++++---- .../math4/stat/interval/WilsonScoreIntervalTest.java | 5 +++++ 2 files changed, 10 insertions(+), 4 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/34adc606/src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java b/src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java index bf683b1..f36bd3b 100644 --- a/src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java +++ b/src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java @@ -36,14 +36,15 @@ public class WilsonScoreInterval implements BinomialConfidenceInterval { final double alpha = (1.0 - confidenceLevel) / 2; final NormalDistribution normalDistribution = new NormalDistribution(); final double z = normalDistribution.inverseCumulativeProbability(1 - alpha); - final double zSquared = FastMath.pow(z, 2); + final double zSquared = z * z; + final double zSquaredOverNumTrials = zSquared / numberOfTrials; final double mean = (double) numberOfSuccesses / (double) numberOfTrials; - final double factor = 1.0 / (1 + (1.0 / numberOfTrials) * zSquared); - final double modifiedSuccessRatio = mean + (1.0 / (2 * numberOfTrials)) * zSquared; + final double factor = 1.0 / (1 + zSquaredOverNumTrials); + final double modifiedSuccessRatio = mean + zSquaredOverNumTrials / 2; final double difference = z * FastMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean) + - (1.0 / (4 * FastMath.pow(numberOfTrials, 2)) * zSquared)); + (zSquaredOverNumTrials / (4 * numberOfTrials))); final double lowerBound = factor * (modifiedSuccessRatio - difference); final double upperBound = factor * (modifiedSuccessRatio + difference); http://git-wip-us.apache.org/repos/asf/commons-math/blob/34adc606/src/test/java/org/apache/commons/math4/stat/interval/WilsonScoreIntervalTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math4/stat/interval/WilsonScoreIntervalTest.java b/src/test/java/org/apache/commons/math4/stat/interval/WilsonScoreIntervalTest.java index 2355cd2..22eef09 100644 --- a/src/test/java/org/apache/commons/math4/stat/interval/WilsonScoreIntervalTest.java +++ b/src/test/java/org/apache/commons/math4/stat/interval/WilsonScoreIntervalTest.java @@ -40,4 +40,9 @@ public class WilsonScoreIntervalTest extends BinomialConfidenceIntervalAbstractT Assert.assertEquals(0.1242664, confidenceInterval.getUpperBound(), 1E-5); } + @Test + public void testMath1421() { + double lo = new WilsonScoreInterval().createInterval(19436, 0, 0.95).getLowerBound(); + Assert.assertTrue(lo + " < 0", lo >= 0); + } }
