Otmar Ertl created MATH-1154:
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Summary: Statistical tests in stat.inference package are very slow
due to implicit RandomGenerator initialization
Key: MATH-1154
URL: https://issues.apache.org/jira/browse/MATH-1154
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.3
Reporter: Otmar Ertl
Some statistical tests defined in the stat.inference package (e.g. BinomialTest
or ChiSquareTest) are unnecessarily very slow (up to a factor 20 slower than
necessary). The reason is the implicit slow initialization of a default
(Well19937c) random generator instance each time a test is performed. The
affected tests create some distribution instance in order to use some methods
defined therein. However, they do not use any method for random generation.
Nevertheless a random number generator instance is automatically created when
creating a distribution instance, which is the reason for the serious slowdown.
The problem is related to MATH-1124.
There are following solutions:
1) Fix the affected statistical tests by passing a light-weight RandomGenerator
implementation (or even null) to the constructor of the distribution.
2) Or use for all distributions a RandomGenerator implementation that uses lazy
initialization to generate the Well19937c instance as late as possible. This
would also solve MATH-1124.
I will attach a patch proposal together with a performance test, that will
demonstrate the speed up after a fix.
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