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https://issues.apache.org/jira/browse/MATH-699?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13144761#comment-13144761
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Christian Winter commented on MATH-699:
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I also agree that the mentioned code lines use the wrong property. But I'm not
sure whether the bracketing step is necessary and efficient at all. Maybe it's
better to pass lowerBound and upperBound directly to the solving step because
the solver will shrink the interval efficiently. The bracketing algorithm,
however, is very inefficient in expanding the interval around the initial point
to a bracket (At least the current implementation is inefficient as it makes
linear steps. Geometrical steps would be better for distribution functions, but
valid brackets might be missed for non-monotonic functions.). The only problem
I see for the solver is if lowerBound or upperBound is infinite. The JavaDoc of
getDomainLowerBound() and getDomainUpperBound() just could mention that an
implementation must return a finite value.
I'm fine with protected access to the solver.
> inverseCumulativeDistribution fails with cumulative distribution having a
> plateau
> ---------------------------------------------------------------------------------
>
> Key: MATH-699
> URL: https://issues.apache.org/jira/browse/MATH-699
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Assignee: Sébastien Brisard
> Priority: Minor
> Attachments: AbstractContinuousDistributionTest.java
>
>
> This bug report follows MATH-692. The attached unit test fails. As required
> by the definition in MATH-692, the lower-bound of the interval on which the
> cdf is constant should be returned. This is not so at the moment.
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