[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
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https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15973377#comment-15973377
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Rob Tompkins commented on MATH-1351:
Sounds good. We'll leave it here for now.
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.X
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
[
https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15973334#comment-15973334
]
Gilles commented on MATH-1351:
--
bq. If we'd go for a new "Commons Distributions" standalone component,
FTR: It was my initial intention to create such a component, and have it
contain what is now in the {{o.a.c.rng.sampling.distribution}} package of the
{{commons-rng-sampling}} module of "Commons RNG".
It was a logical separation of concern since the sampling from non-uniform
distributions is _based_ on uniform sampling that is _provided_ by an RNG
algorithm such as implemented in module {{commons-rng-core}} of "Commons RNG".
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.X
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
[
https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15973321#comment-15973321
]
Gilles commented on MATH-1351:
--
No; this is about *multivariate* sampling, "Commons RNG" does not deal with
that.
If we'd go for a new "Commons Distributions" standalone component, it would
depend on the {{commons-rng-sampling}} module of "Commons RNG" (for the
univariate Gaussian sampling) and on another new "Commons Linear Algebra"
component (that would be derived from the contents of the package
{{o.a.c.m.linear}}).
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.X
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
[
https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15972926#comment-15972926
]
Rob Tompkins commented on MATH-1351:
Should this be moved to [rng]?
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.X
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
[
https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15254827#comment-15254827
]
Gilles commented on MATH-1351:
--
Code merged into branch "develop".
Leaving open until unit test is fixed.
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.0
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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[jira] [Commented] (MATH-1351) New sampler API for "MultivariateRealDistribution"
[
https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15214968#comment-15214968
]
Gilles commented on MATH-1351:
--
Code available in branch "feature-MATH-1158".
One now failing test has been "Ignore"d due to the (IMO invalid) expectation
that the sequence of "double" being used will always be the same across CM
evolutions.
In this unit test case, the failure is due to the transformation of the seed
value (which has changed in the new {{o.a.c.m.rng}} package - cf. MATH-1335),
leading to a different sequence of numbers.
If the unit test is intended to ensure that some sequence is not changed (e.g.
by the introduction of a bug in the code of the class under test), then I'd
assume that letting the current code generate a list of "reference" values, and
compare against that, is enough.
However what the test intended to ensure is that a set of samples is "correct"
if it is compatible with the distribution's parameters (this check being done
with another software). This latter goal could perhaps be achieved with the
same level of confidence (cf. accuracy of the retrieved parameters) using only
CM.
> New sampler API for "MultivariateRealDistribution"
> --
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
>Reporter: Gilles
>Assignee: Gilles
>Priority: Minor
> Labels: api, deprecation
> Fix For: 4.0
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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