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https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13262144#comment-13262144
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Andrew Waterman commented on MATH-460:
--------------------------------------
Thanks Sébastien, I've taken a look, integrated the code and the previous unit
test, but it looks like there's still more work to be done:
Failed tests:
testQuantiles(org.apache.commons.math3.distribution.LevyDistributionTest):
Incorrect cumulative probability value returned for -2.0
expected:<0.02275013194817921> but was:<NaN>
testGetMean(org.apache.commons.math3.distribution.LevyDistributionTest):
expected:<2.1> but was:<0.0>
testGetStandardDeviation(org.apache.commons.math3.distribution.LevyDistributionTest):
expected:<1.4> but was:<1.0>
testCumulativeProbabilities(org.apache.commons.math3.distribution.LevyDistributionTest):
expected:<0.0015654023> but was:<0.02298919298507429>
testConsistency(org.apache.commons.math3.distribution.LevyDistributionTest):
Inconsistent cumulative probabilities for (1.0,1.1)
expected:<0.0015654022580025018> but was:<0.02298919298507429>
Tests in error:
testInverseCumulativeProbabilities(org.apache.commons.math3.distribution.LevyDistributionTest):
endpoints do not specify an interval: [1, 0.52]
testSampling(org.apache.commons.math3.distribution.LevyDistributionTest):
endpoints do not specify an interval: [1, 0.789]
Tests run: 3560, Failures: 5, Errors: 2, Skipped: 1
I wonder if the tests ran successfully before? I'm not sure if they were ever
executed in the previous patch, due to the missing @Test annotations.
> Levy Distribution
> -----------------
>
> Key: MATH-460
> URL: https://issues.apache.org/jira/browse/MATH-460
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Pavel Ryzhov
> Priority: Minor
> Fix For: 3.1
>
> Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy
> alpha-stable) according to http://en.wikipedia.org/wiki/Lévy_distribution.
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