Hi
>
> It thus becomes urgent to tackle the remaining blocking issues.
> Can we please make a list of those, and of all practical matters that
> prevent the preparation of the release?
>
MATH-731 is pretty much solved, but I still need a piece of advice.
Let me explain : the triangular distribution is so simple that
explicit formula have been implemented for
inverseCumulativeProbability(double) (see below).
{code}
public double inverseCumulativeProbability(double p)
throws OutOfRangeException {
if (p < 0.0 || p > 1.0) {
throw new OutOfRangeException(p, 0, 1);
}
if (p == 0.0) {
return a;
}
if (p == 1.0) {
return b;
}
final double pc = (c - a) / (b - a);
if (p == pc) {
return c;
}
if (p < pc) {
return a + FastMath.sqrt(p * (b - a) * (c - a));
}
return b - FastMath.sqrt((1 - p) * (b - a) * (b - c));
}
{code}
My problem is that I do not know what getSolverAbsoluteAccuracy()
should return. I see three options
1. Have getSolverAbsoluteAccuracy() throw an
UnsupportedOperationException, as the solver is *never* invoked.
2. Return a default value, and specify in the Javadoc that it is
meaningless or not really meaningful ;).
3. Return an estimate of the absolute accuracy of the explicit above
expressions, namely a + FastMath.sqrt(p * (b - a) * (c - a)) and b -
FastMath.sqrt((1 - p) * (b - a) * (b - c)).
My preferred option is 1. I dislike option 2, because users might
actually be using the returned value, believing it to somehow reflect
the accuracy of the value returned by
inverseCumulativeProbability(double). Option 3 would be a good
compromise, but I certainly do not have the level of expertise to come
up with this estimate... Any help would be most welcome!
What do you think?
Sébastien
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