Alex D Herbert created RNG-96:
---------------------------------
Summary: AhrensDieterMarsagliaTsangGammaSampler incorrectly names
parameters
Key: RNG-96
URL: https://issues.apache.org/jira/browse/RNG-96
Project: Commons RNG
Issue Type: Bug
Components: sampling
Affects Versions: 1.3
Reporter: Alex D Herbert
Assignee: Alex D Herbert
Fix For: 1.3
The AhrensDieterMarsagliaTsangGammaSampler has parameters alpha and theta.
Using the naming conventions on [Wikipedia Gamma
distribution|https://en.wikipedia.org/wiki/Gamma_distribution] the alpha
parameter is also known as the shape and the theta parameter is the scale:
{noformat}
// Wikipedia
alpha = shape
theta = scale
{noformat}
However if the sampler is run with the same parameters as the Wikipedia article
histograms of the output sample distribution does not match. They need to be
swapped indicating a naming mismatch.
Studying the same algorithm in o.a.c.math3.distribution.GammaDistribution it
appears that the theta parameter is being used by Commons RNG as the shape and
the alpha parameter is being used as the scale. So the names are incorrect and
have been swapped.
{noformat}
// Commons RNG
alpha = scale (wrong)
theta = shape (wrong)
{noformat}
The unit tests for this sampler does this:
{code:java}
// Gamma (theta < 1).
add(LIST, new org.apache.commons.math3.distribution.GammaDistribution(unusedRng,
thetaGammaSmallerThanOne, alphaGamma),
new AhrensDieterMarsagliaTsangGammaSampler(
RandomSource.create(RandomSource.XOR_SHIFT_1024_S),
alphaGamma, thetaGammaSmallerThanOne));
// Gamma (theta > 1).
add(LIST, new
org.apache.commons.math3.distribution.GammaDistribution(unusedRng,
thetaGammaLargerThanOne, alphaGamma),
new AhrensDieterMarsagliaTsangGammaSampler(
RandomSource.create(RandomSource.WELL_44497_B),
alphaGamma, thetaGammaLargerThanOne));
{code}
This is a different parameter order for the two samplers.
So the tests enforce the fact that the parameters are swapped between Commons
Math3 and Commons RNG.
Changing the actual parameter order would be a change of functionality. So this
can be fixed by updating the Javadoc and parameter names for the sampler.
{noformat}
// Commons RNG
alpha renamed to theta (scale)
theta renamed to alpha (shape)
{noformat}
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