[ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12771066#action_12771066 ]
Luc Maisonobe commented on MATH-311: ------------------------------------ I agree with Brent. > Replaced the BinomialDistribution existing PDF with Catherine Loader's > algorithm (as per wishlist on the wiki page) > ------------------------------------------------------------------------------------------------------------------- > > Key: MATH-311 > URL: https://issues.apache.org/jira/browse/MATH-311 > Project: Commons Math > Issue Type: Improvement > Reporter: Nipun Jawalkar > Priority: Minor > Attachments: BinomialDistributionPatch.txt > > > The existing PDF for Binomial distributions cannot handle n>1029. This > implementation of Catherine Loader's algorithm can handle n upto and larger > than 1000000. The Commons-Math wiki page has a wishlist entry asking for > this, with a link to the paper describing the new algorithm: > http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf > I've updated the probability() function in BInomialDistributionImpl.java, as > well as the unit test for this method. The updated unit test has higher > precision expected values, which were calculated with Mathematica 6. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.