Repository: commons-math Updated Branches: refs/heads/master 44ab25696 -> b81be1fea
MATH-1416: Depend on "Commons Numbers" (module "commons-numbers-gamma"). Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/7f747082 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/7f747082 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/7f747082 Branch: refs/heads/master Commit: 7f74708201c2ab9f5d1f83c7052487116b8f7114 Parents: 44ab256 Author: Gilles <er...@apache.org> Authored: Mon May 15 01:15:09 2017 +0200 Committer: Gilles <er...@apache.org> Committed: Mon May 15 01:15:09 2017 +0200 ---------------------------------------------------------------------- .../commons/math4/distribution/LevyDistribution.java | 7 ++++--- .../commons/math4/distribution/LogNormalDistribution.java | 7 ++++--- .../commons/math4/distribution/NormalDistribution.java | 10 ++++++---- 3 files changed, 14 insertions(+), 10 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/7f747082/src/main/java/org/apache/commons/math4/distribution/LevyDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/LevyDistribution.java b/src/main/java/org/apache/commons/math4/distribution/LevyDistribution.java index 1986cac..5f99f8e 100644 --- a/src/main/java/org/apache/commons/math4/distribution/LevyDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/LevyDistribution.java @@ -17,7 +17,8 @@ package org.apache.commons.math4.distribution; import org.apache.commons.math4.exception.OutOfRangeException; -import org.apache.commons.math4.special.Erf; +import org.apache.commons.numbers.gamma.Erfc; +import org.apache.commons.numbers.gamma.InverseErfc; import org.apache.commons.math4.util.FastMath; /** @@ -105,7 +106,7 @@ public class LevyDistribution extends AbstractRealDistribution { if (x < mu) { return Double.NaN; } - return Erf.erfc(FastMath.sqrt(halfC / (x - mu))); + return Erfc.value(FastMath.sqrt(halfC / (x - mu))); } /** {@inheritDoc} */ @@ -114,7 +115,7 @@ public class LevyDistribution extends AbstractRealDistribution { if (p < 0.0 || p > 1.0) { throw new OutOfRangeException(p, 0, 1); } - final double t = Erf.erfcInv(p); + final double t = InverseErfc.value(p); return mu + halfC / (t * t); } http://git-wip-us.apache.org/repos/asf/commons-math/blob/7f747082/src/main/java/org/apache/commons/math4/distribution/LogNormalDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/LogNormalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/LogNormalDistribution.java index b5d4bf0..3025417 100644 --- a/src/main/java/org/apache/commons/math4/distribution/LogNormalDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/LogNormalDistribution.java @@ -20,7 +20,8 @@ package org.apache.commons.math4.distribution; import org.apache.commons.math4.exception.NotStrictlyPositiveException; import org.apache.commons.math4.exception.NumberIsTooLargeException; import org.apache.commons.math4.exception.util.LocalizedFormats; -import org.apache.commons.math4.special.Erf; +import org.apache.commons.numbers.gamma.Erf; +import org.apache.commons.numbers.gamma.ErfDifference; import org.apache.commons.math4.util.FastMath; import org.apache.commons.rng.UniformRandomProvider; import org.apache.commons.rng.sampling.distribution.ContinuousSampler; @@ -200,7 +201,7 @@ public class LogNormalDistribution extends AbstractRealDistribution { if (FastMath.abs(dev) > 40 * shape) { return dev < 0 ? 0.0d : 1.0d; } - return 0.5 + 0.5 * Erf.erf(dev / (shape * SQRT2)); + return 0.5 + 0.5 * Erf.value(dev / (shape * SQRT2)); } /** {@inheritDoc} */ @@ -218,7 +219,7 @@ public class LogNormalDistribution extends AbstractRealDistribution { final double denom = shape * SQRT2; final double v0 = (FastMath.log(x0) - scale) / denom; final double v1 = (FastMath.log(x1) - scale) / denom; - return 0.5 * Erf.erf(v0, v1); + return 0.5 * ErfDifference.value(v0, v1); } /** {@inheritDoc} */ http://git-wip-us.apache.org/repos/asf/commons-math/blob/7f747082/src/main/java/org/apache/commons/math4/distribution/NormalDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/NormalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/NormalDistribution.java index da4c65c..76c41a3 100644 --- a/src/main/java/org/apache/commons/math4/distribution/NormalDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/NormalDistribution.java @@ -21,7 +21,9 @@ import org.apache.commons.math4.exception.NotStrictlyPositiveException; import org.apache.commons.math4.exception.NumberIsTooLargeException; import org.apache.commons.math4.exception.OutOfRangeException; import org.apache.commons.math4.exception.util.LocalizedFormats; -import org.apache.commons.math4.special.Erf; +import org.apache.commons.numbers.gamma.Erfc; +import org.apache.commons.numbers.gamma.InverseErf; +import org.apache.commons.numbers.gamma.ErfDifference; import org.apache.commons.math4.util.FastMath; import org.apache.commons.rng.UniformRandomProvider; import org.apache.commons.rng.sampling.distribution.ContinuousSampler; @@ -142,7 +144,7 @@ public class NormalDistribution extends AbstractRealDistribution { if (FastMath.abs(dev) > 40 * standardDeviation) { return dev < 0 ? 0.0d : 1.0d; } - return 0.5 * Erf.erfc(-dev / (standardDeviation * SQRT2)); + return 0.5 * Erfc.value(-dev / (standardDeviation * SQRT2)); } /** {@inheritDoc} @@ -153,7 +155,7 @@ public class NormalDistribution extends AbstractRealDistribution { if (p < 0.0 || p > 1.0) { throw new OutOfRangeException(p, 0, 1); } - return mean + standardDeviation * SQRT2 * Erf.erfInv(2 * p - 1); + return mean + standardDeviation * SQRT2 * InverseErf.value(2 * p - 1); } /** {@inheritDoc} */ @@ -168,7 +170,7 @@ public class NormalDistribution extends AbstractRealDistribution { final double denom = standardDeviation * SQRT2; final double v0 = (x0 - mean) / denom; final double v1 = (x1 - mean) / denom; - return 0.5 * Erf.erf(v0, v1); + return 0.5 * ErfDifference.value(v0, v1); } /** {@inheritDoc} */
