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https://issues.apache.org/jira/browse/MATH-1039?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Aleksei Dievskii updated MATH-1039:
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Attachment: LOGDENSITY.patch
The patch introducing logDensity() and logProbability().
> Logarithmic probability and density calculations for the distributions
> ----------------------------------------------------------------------
>
> Key: MATH-1039
> URL: https://issues.apache.org/jira/browse/MATH-1039
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Aleksei Dievskii
> Priority: Minor
> Labels: features, patch
> Attachments: LOGDENSITY.patch
>
>
> A person working with fairly small probabilities and densities often employs
> their logarithms to increase precision and decrease the chance of an
> underflow. However, just taking a log of the probability() or density()
> return value doesn't necessary solve the problem, as these methods themselves
> could have lost precision or underflowed. This patch introduces new
> logProbability() and logDensity() methods overriden for many relevant
> distribution. The patch also introduces tests of these new methods.
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