[commons-statistics] branch master updated: STATISTICS-3: Relaxed tolerance is acceptable.

[erans]

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erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git


The following commit(s) were added to refs/heads/master by this push:
     new d16e1b4  STATISTICS-3: Relaxed tolerance is acceptable.
d16e1b4 is described below

commit d16e1b400dd2a0b8d86f16e204cb5a5f8c327894
Author: Gilles Sadowski <gillese...@gmail.com>
AuthorDate: Thu Sep 16 12:35:43 2021 +0200

    STATISTICS-3: Relaxed tolerance is acceptable.
---
 .../org/apache/commons/statistics/distribution/GammaDistribution.java | 4 ++--
 .../apache/commons/statistics/distribution/GammaDistributionTest.java | 4 ----
 2 files changed, 2 insertions(+), 6 deletions(-)

diff --git 
a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
 
b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
index 58394ed..1a7b102 100644
--- 
a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
+++ 
b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
@@ -114,7 +114,7 @@ public class GammaDistribution extends 
AbstractContinuousDistribution {
         this.logDensityPrefactor2 = Math.log(shape) + 0.5 * Math.log(aux) -
             Math.log(LanczosApproximation.value(shape));
         this.densityPrefactor1 = this.densityPrefactor2 / scale *
-            Math.pow(shiftedShape, -shape) *  // XXX FastMath vs Math
+            Math.pow(shiftedShape, -shape) *
             Math.exp(shape + LANCZOS_G);
         this.logDensityPrefactor1 = this.logDensityPrefactor2 - 
Math.log(scale) -
             Math.log(shiftedShape) * shape +
@@ -193,7 +193,7 @@ public class GammaDistribution extends 
AbstractContinuousDistribution {
              * Overflow.
              */
             final double aux1 = (y - shiftedShape) / shiftedShape;
-            final double aux2 = shape * (Math.log1p(aux1) - aux1); // XXX 
FastMath vs Math
+            final double aux2 = shape * (Math.log1p(aux1) - aux1);
             final double aux3 = -y * (LANCZOS_G + 0.5) / shiftedShape + 
LANCZOS_G + aux2;
             return densityPrefactor2 / x * Math.exp(aux3);
         }
diff --git 
a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/GammaDistributionTest.java
 
b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/GammaDistributionTest.java
index b1678d0..ad0451c 100644
--- 
a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/GammaDistributionTest.java
+++ 
b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/GammaDistributionTest.java
@@ -390,8 +390,6 @@ class GammaDistributionTest extends 
ContinuousDistributionAbstractTest {
 
     @Test
     void testMath753Shape100() {
-        // XXX Increased tolerance ("1.5" -> "2.0") to make test pass with JDK 
"Math"
-        // where CM used "FastMath" (cf. "XXX" comment in main source code).
         doTestMath753(100.0, 2.0, 1.0, 0.0, 0.0, 
"gamma-distribution-shape-100.csv");
     }
 
@@ -402,8 +400,6 @@ class GammaDistributionTest extends 
ContinuousDistributionAbstractTest {
 
     @Test
     void testMath753Shape1000() {
-        // XXX Increased tolerance ("220.0" -> "230.0") to make test pass with 
JDK "Math"
-        // where CM used "FastMath" (cf. "XXX" comment in main source code).
         doTestMath753(1000.0, 1.0, 1.0, 160.0, 230.0, 
"gamma-distribution-shape-1000.csv");
     }
 }