[MATH-1276] Improved performance of sampling and inverse cumulative probability calculation for geometric distributions.
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/df1db29a Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/df1db29a Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/df1db29a Branch: refs/heads/MATH_3_X Commit: df1db29ab401e5fd867f142f949e8feda12604d4 Parents: 7fe8a8a Author: Otmar Ertl <[email protected]> Authored: Sun Sep 20 21:01:25 2015 +0200 Committer: Otmar Ertl <[email protected]> Committed: Sun Sep 20 21:01:25 2015 +0200 ---------------------------------------------------------------------- src/changes/changes.xml | 4 ++++ .../math3/distribution/GeometricDistribution.java | 17 +++++++++++++++++ 2 files changed, 21 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/df1db29a/src/changes/changes.xml ---------------------------------------------------------------------- diff --git a/src/changes/changes.xml b/src/changes/changes.xml index 61240bc..e7c9ca1 100644 --- a/src/changes/changes.xml +++ b/src/changes/changes.xml @@ -51,6 +51,10 @@ If the output is not quite correct, check for invisible trailing spaces! </properties> <body> <release version="3.6" date="XXXX-XX-XX" description=""> + <action dev="oertl" type="update" issue="MATH-1276"> + Improved performance of sampling and inverse cumulative probability calculation + for geometric distributions. + </action> <action dev="oertl" type="fix" issue="MATH-1277" due-to="Marc Rosen"> Fixed incorrect Kendall's tau coefficient calculation due to internal integer overflow. </action> http://git-wip-us.apache.org/repos/asf/commons-math/blob/df1db29a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java index 20ff7bc..89ffcb6 100644 --- a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java +++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java @@ -165,4 +165,21 @@ public class GeometricDistribution extends AbstractIntegerDistribution { public boolean isSupportConnected() { return true; } + + /** + * {@inheritDoc} + */ + @Override + public int inverseCumulativeProbability(double p) throws OutOfRangeException { + if (p < 0 || p > 1) { + throw new OutOfRangeException(p, 0, 1); + } + if (p == 1) { + return Integer.MAX_VALUE; + } + if (p == 0) { + return 0; + } + return Math.max(0, (int) Math.ceil((FastMath.log1p(-p)/log1mProbabilityOfSuccess-1))); + } }
