Need way to compute density of distributions
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Key: MATH-222
URL: https://issues.apache.org/jira/browse/MATH-222
Project: Commons Math
Issue Type: New Feature
Reporter: Ted Dunning
Currently, there are a number of distributions defined in commons math, but the
interface for Distribution and ContinuousDistribution doesn't provide for the
computation of the PDF at a particular point.
It is common for it to be necessary to compute the density function, for
example in the Metropolis algorithm.
It is also pretty common for it to be very difficult to compute a density
function or for the density function to be undefined as certain points. Only
the cumulative density is mathematically assured.
Thus, I propose to create a new interface HasDensityFunction<T> that requires
the implementation of a double density(T) method. T is the type of the
argument for the density function which would be Double in the case of most
univariate statistics, but could, for instance, be a vector of doubles for a
Dirichlet distribution or a vector of integers for a Multinomial.
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