Hi Gilles, 2012/5/8 Gilles Sadowski <gil...@harfang.homelinux.org>: >> > I've spent quite some time on MATH-753 [1], and I think I now have a >> > satisfactory solution. >> > The problem was to overcome the overflows which arise when computing >> > the density of the Gamma distribution for large values of the argument >> > and/or the scale parameter. >> > >> > As I initially feared, what was proposed in the JIRA ticket leads to >> > high floating point errors. I adapted a method proposed in BOOST [2] >> > with acceptable errors. Meanwhile, I've also managed to improve the >> > accuracy of the computation of the density for the range of parameters >> > where the previous implementation was already working: in this range, >> > the accuracy *was* about 300 ulps, and is now 1-2 ulps! I think this >> > improvement is worth implementing. >> > >> > The downside is that I need to expose the Lanczos implementation >> > internally used by o.a.c.m3.special.Gamma. This approximation is so >> > standard that I don't see it as a problem. I don't think that it >> > reveals too much of the Gamma internals, since the javadoc of >> > Gamma.logGamma states that it uses this approximation. So what I >> > propose is the addition of two methods in Gamma: >> > double getLanczosG(): returns the g constant >> > double getLanczos(double): returns the value of the Lanczos sum. > > Is that something useful only inside the "Gamma" class? > If not, maybe that it can become a stand-alone class, or a method in one of > the "utility" classes (in package "util"). > This is something which is in very close connection to the Gamma function. I think it should stay in the Gamma class.
>> > >> > If you do not like this option, I can copy/paste the Lanczos >> > approximation in the GammaDistribution class. I'm adverse to the >> > latter option, as it leads to code duplication. > > No "copy/paste" for me, thank you. :-) > That's what I thought... Sébastien > > Best, > Gilles > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
