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https://issues.apache.org/jira/browse/MATH-815?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13431440#comment-13431440
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Gilles commented on MATH-815:
-----------------------------
Jared,
The code has been updated in revision 1370984.
I had to further simplify the unit test class (as per my previous remarks about
"locality" of test values).
I noticed that, in "testSampling", the number of samples was unnecessarily
large given the allowed tolerances (I suspect that the bug you discovered might
have been the cause for having such large tolerances): I reduced it to 30 and
the test still pass! However, it is probably better to decrease the tolerances
and increase (reasonably) the number of samples.
I'll let you play with the values; then please submit an updated patch for this
unit test. Thanks.
> Multivariate Normal Distribution
> --------------------------------
>
> Key: MATH-815
> URL: https://issues.apache.org/jira/browse/MATH-815
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Jared Becksfort
> Priority: Minor
> Attachments: MultivariateNormalDistribution.java,
> MultivariateNormalDistribution.java.patch,
> MultivariateNormalDistributionTest.java, acm_mvn_0807.zip, mvn.tgz, mvn2.tgz,
> mvn3.zip, mvn4.zip, patch
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> I will submit a class for Multivariate Normal Distributions. Not sure if it
> will allow sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions,
> > multivariate normal mixture models, and an expectation maximization fitting
> > class for the mixture model. I would like to submit it to Apache Commons
> > Math. I still have some touching up to do so that they fit the style
> > guidelines and implement the correct interfaces. Before I do so, I thought
> > I would at least ask if the developers of the project are interested in me
> > submitting them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also
> include unit tests (refer to the current ones for examples). The best would
> be to split a submission up into multiple minor ones, each covering a natural
> submission (e.g. multivariate Normal distribution in one submission), and
> create an issue as described at
> http://commons.apache.org/math/issue-tracking.html .
> If you run into any problems, please do not hesitate to ask on this mailing
> list.
> Cheers, Mikkel.
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