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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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Description: 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 necessarily 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. (was: 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.)
> 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 necessarily 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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