Author: psteitz
Date: Sat Jul 21 19:33:08 2007
New Revision: 558450
URL: http://svn.apache.org/viewvc?view=rev&rev=558450
Log:
Modified NormalDistributionImpl.cumulativeProbablity to catch
MaxIterationsExceededException and return 0 or 1, resp. if the argument
is more than 20 standard deviations from the mean.
JIRA: MATH-167
Modified:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/NormalDistributionImpl.java
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/NormalDistributionTest.java
jakarta/commons/proper/math/trunk/xdocs/changes.xml
Modified:
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/NormalDistributionImpl.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/NormalDistributionImpl.java?view=diff&rev=558450&r1=558449&r2=558450
==============================================================================
---
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/NormalDistributionImpl.java
(original)
+++
jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/distribution/NormalDistributionImpl.java
Sat Jul 21 19:33:08 2007
@@ -20,6 +20,7 @@
import java.io.Serializable;
import org.apache.commons.math.MathException;
+import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.special.Erf;
/**
@@ -100,11 +101,23 @@
* For this disbution, X, this method returns P(X < <code>x</code>).
* @param x the value at which the CDF is evaluated.
* @return CDF evaluted at <code>x</code>.
- * @throws MathException if the algorithm fails to converge.
+ * @throws MathException if the algorithm fails to converge; unless
+ * x is more than 20 standard deviations from the mean, in which case the
+ * convergence exception is caught and 0 or 1 is returned.
*/
public double cumulativeProbability(double x) throws MathException {
- return 0.5 * (1.0 + Erf.erf((x - mean) /
- (standardDeviation * Math.sqrt(2.0))));
+ try {
+ return 0.5 * (1.0 + Erf.erf((x - mean) /
+ (standardDeviation * Math.sqrt(2.0))));
+ } catch (MaxIterationsExceededException ex) {
+ if (x < (mean - 20 * standardDeviation)) { // JDK 1.5 blows at 38
+ return 0.0d;
+ } else if (x > (mean + 20 * standardDeviation)) {
+ return 1.0d;
+ } else {
+ throw ex;
+ }
+ }
}
/**
Modified:
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/NormalDistributionTest.java
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/NormalDistributionTest.java?view=diff&rev=558450&r1=558449&r2=558450
==============================================================================
---
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/NormalDistributionTest.java
(original)
+++
jakarta/commons/proper/math/trunk/src/test/org/apache/commons/math/distribution/NormalDistributionTest.java
Sat Jul 21 19:33:08 2007
@@ -120,4 +120,26 @@
// Expected
}
}
+
+ /**
+ * Check to make sure top-coding of extreme values works correctly.
+ * Verifies fix for JIRA MATH-167
+ */
+ public void testExtremeValues() throws Exception {
+ NormalDistribution distribution = (NormalDistribution)
getDistribution();
+ distribution.setMean(0);
+ distribution.setStandardDeviation(1);
+ for (int i = 0; i < 100; i+=5) { // make sure no convergence exception
+ double lowerTail = distribution.cumulativeProbability((double)-i);
+ double upperTail = distribution.cumulativeProbability((double) i);
+ if (i < 10) { // make sure not top-coded
+ assertTrue(lowerTail > 0.0d);
+ assertTrue(upperTail < 1.0d);
+ }
+ else { // make sure top coding not reversed
+ assertTrue(lowerTail < 0.00001);
+ assertTrue(upperTail > 0.99999);
+ }
+ }
+ }
}
Modified: jakarta/commons/proper/math/trunk/xdocs/changes.xml
URL:
http://svn.apache.org/viewvc/jakarta/commons/proper/math/trunk/xdocs/changes.xml?view=diff&rev=558450&r1=558449&r2=558450
==============================================================================
--- jakarta/commons/proper/math/trunk/xdocs/changes.xml (original)
+++ jakarta/commons/proper/math/trunk/xdocs/changes.xml Sat Jul 21 19:33:08 2007
@@ -87,6 +87,11 @@
<action dev="psteitz" type="update" issue="MATH-160" due-to "Matthias
Hummel">
Added two sample (binned comparison) ChiSquare test.
</action>
+ <action dev="psteitz" type="fix" issue="MATH-167">
+ Modified NormalDistributionImpl.cumulativeProbablity to catch
+ MaxIterationsExceededException and return 0 or 1, resp. if the argument
+ is more than 20 standard deviations from the mean.
+ </action>
</release>
<release version="1.1" date="2005-12-17"
description="This is a maintenance release containing bug fixes and
enhancements.
---------------------------------------------------------------------
To unsubscribe, e-mail: [EMAIL PROTECTED]
For additional commands, e-mail: [EMAIL PROTECTED]
