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https://issues.apache.org/jira/browse/MATH-222?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12629613#action_12629613
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Luc Maisonobe commented on MATH-222:
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The first patch has been applied in subversion repository (in 2.0 branch) as of
r693598 with the following changes:
- the BetaDistributionTest file has been removed (it probably belongs to the
second patch)
- the commons-math.iml file has been removed (it probably depends on a
specific development environment)
- the patch for pom.xml has been removed (language level are configured using
maven.compile.source and maven.compile.target properties)
- Apache header has been added to the HasDensityFunction interface
- Javadoc has been added to the HasDensityFunction interface
Before applying the second patch, I think we would need a Contributor License
Agreement (see [http://www.apache.org/licenses/#clas]. The patch adds a
complete class that is almost 200 lines long so I don't think we can include it
immediately. Apart from that, this would be an interesting addition.
> Need way to compute density of distributions
> --------------------------------------------
>
> Key: MATH-222
> URL: https://issues.apache.org/jira/browse/MATH-222
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Ted Dunning
> Attachments: MATH-222-with-beta.patch, MATH-222.patch
>
>
> 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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