ConvergenceException in NormalDistributionImpl.cumulativeProbability()
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Key: MATH-414
URL: https://issues.apache.org/jira/browse/MATH-414
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Environment: Jdk 1.6.
Reporter: Gustav Ryd
Priority: Minor
I get a ConvergenceException in NormalDistributionImpl.cumulativeProbability()
for very large/small parameters including Infinity, -Infinity.
For instance in the following code:
@Test
public void testCumulative() {
final NormalDistribution nd = new NormalDistributionImpl();
for (int i = 0; i < 500; i++) {
final double val = Math.exp(i);
try {
System.out.println("val = " + val + "
cumulative = " + nd.cumulativeProbability(val));
} catch (MathException e) {
e.printStackTrace();
fail();
}
}
}
In version 2.0, I get no exception.
My suggestion is to change in the implementation of
cumulativeProbability(double) to catch all ConvergenceException (and return for
very large and very small values), not just MaxIterationsExceededException.
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