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https://issues.apache.org/jira/browse/MATH-699?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13146060#comment-13146060
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Phil Steitz commented on MATH-699:
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I am sorry, Sebastien. I am not being very helpful here. As I dig deeper into
the code and archaeology, I am having a hard time seeing how we can really
improve the default impl without knowledge of the underlying distribution. I
agree with you that we should clearly document its limitations, though, and fix
the javadoc contracts everywhere to be correct and consistent. The default
impl was never really intended to be universal - just a simple solver-based
impl that would work for well-behaved distributions. The normal distribution
example above points to a slight improvement that could now be done. When that
code was written, we had yet to define the supportLowerBound and
supportUpperBound properties. Now that we have those, the test in the normal
dist case could be moved up into the default impl, using the getters on the
distribution for the return values.
By all means if you can find a way to deal with plateaus or otherwise improve
robustness of the default impl, go for it. In particular, if you can come up
with a better way to set up the solver, possibly eliminating the
domainLower/upperBound methods, that would be great. It has always seemed a
little ugly to me that we had to implement these methods for every distribution
just so we could get initial guesses for the inverse cum 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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