Gilles created STATISTICS-2:
-------------------------------
Summary: Migrate one-dimensional statistical distributions from
"Commons Math"
Key: STATISTICS-2
URL: https://issues.apache.org/jira/browse/STATISTICS-2
Project: Apache Commons Statistics
Issue Type: Wish
Components: distribution
Reporter: Gilles
I propose to migrate codes currently in
{{org.apache.commons.math4.distribution}} to a
"commons-statistics-distribution" module.
Only the "one-dimensional" distributions are concerned (to avoid a dependency
on the {{org.apache.commons.math4.linear}} package).
{{EmpiricalDistribution}} and {{EnumeratedDistribution}} are also excluded from
the move (about the latter see also RNG-47).
Adaptation:
* Create sub-packages for
** discrete distributions
** continuous distributions
* Make custom exceptions (similar to pending work in "Commons Numbers":
NUMBERS-40).
Issue:
* Method
{code:java}
double inverseCumulativeProbability(double p){code}
depends on a "solver" defined in {{org.apache.commons.math4.analysis.solvers}}
package.
A solution would be to copy the necessary functionality ({{BrentSolver}}) as
an "internal" utility.
Another would be to provide an API for "externalizing" the functionality:
{code:java}
double inverseCumulativeProbability(double p, RootSolver p){code}
were {{RootSolver}} would an interface defined in "Commons Statistics". Since
the solver is not always used for computing the requested value, the latter
solution would make the API more "self-documenting". In addition to avoiding
code duplication, it also lets the {{RootSolver}} provider deal with the
meaning of any input parameter (a.o. the "tolerance") and, in effect, gives the
user entire control on the solver.
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