[
https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12771066#action_12771066
]
Luc Maisonobe commented on MATH-311:
------------------------------------
I agree with Brent.
> Replaced the BinomialDistribution existing PDF with Catherine Loader's
> algorithm (as per wishlist on the wiki page)
> -------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-311
> URL: https://issues.apache.org/jira/browse/MATH-311
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Nipun Jawalkar
> Priority: Minor
> Attachments: BinomialDistributionPatch.txt
>
>
> The existing PDF for Binomial distributions cannot handle n>1029. This
> implementation of Catherine Loader's algorithm can handle n upto and larger
> than 1000000. The Commons-Math wiki page has a wishlist entry asking for
> this, with a link to the paper describing the new algorithm:
> http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf
> I've updated the probability() function in BInomialDistributionImpl.java, as
> well as the unit test for this method. The updated unit test has higher
> precision expected values, which were calculated with Mathematica 6.
--
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.