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#759 Add more random number distributions

v1.1.x
closed
Erik Hänel
function (25) internal (109)
v1.1.5
New Functionality
2023-02-20
2022-11-11
Erik Hänel
No

Add more random number distributions to the list of functions as well as some of the additional helper functions as those used within the ANOVA in [#756], Here's a reference https://www.gnu.org/software/gsl/doc/html/randist.html

Analysis:

Has to be implemented as every numerical function in kernel/core/maths/functionimplementation.cpp (export in functionimplementation.hpp and register in NumeReKernel::defineFunctions(). Note that, if a function is not random-number based or based upon some global state (like sleep()), it should be registered as optimizable (the third parameter, which is now a thing).

Implementation:

  • Implementation: Implemented Laplace, Cauchy, Rayleigh, Landau, Levy (alpha stable), Fisher f and Student t distributions
  • Revision: [r1328]
  • Implementation test: Ran a high number of tests with random input values and checked for program crashes. Runs stable. Tested few random values for expected output values.

Documentation:

  • [x] ChangesLog updated
  • [x] Code changes commented
  • Documentation articles:
    • [ ] corresponding documentation articles updated
    • [ ] new documentation articles created
    • [x] not needed
  • Language files:
    • [x] corresponding language files updated
    • [ ] not needed

Tests:

New functions were added to the automatic SW tests. No deviation detected.

Related

Commit: [r1328]
Tickets: #756

Discussion

  • Erik Hänel

    Erik Hänel - 2022-11-11

    A naming convention might reduce the noise of the newly added functions, e.g. rd_* for random distributions, cdf_* for the cumulative distribution functions and inv_cdf_* for their inverse. Example: rd_fisher_f(x,p,q), cdf_fisher_f(...) and inv_cdf_fisher_f(...)

     

  • Erik Hänel

    Erik Hänel - 2022-11-16
    • labels: --> function, internal
    • status: open --> accepted
     

  • Erik Hänel

    Erik Hänel - 2022-11-16
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -1 +1,23 @@
 Add more random number distributions to the list of functions as well as some of the additional helper functions as those used within the ANOVA in [#756], Here's a reference https://www.gnu.org/software/gsl/doc/html/randist.html
+
+###Analysis:
+(*Describe, what's the issue and which changes have to be made*)
+
+###Implementation:
+* Implementation: (*Describe, what you've changed*) 
+* Revision: [rXXX]
+* Implementation test: (*Describe the type of test, which you performed, and if it was successful*)
+
+###Documentation:
+* [ ] ChangesLog updated
+* [ ] Code changes commented
+* **Documentation articles:**

+    * [ ] corresponding documentation articles updated
+    * [ ] new documentation articles created
+    * [ ] not needed
+* **Language files:**
+    * [ ] corresponding language files updated
+    * [ ] not needed
+
+###Tests:
+(*Describe, which tests you performed and their outcome*)
    • status: accepted --> analyzing
     

    Related

    Tickets: #756

  • Erik Hänel

    Erik Hänel - 2022-11-28
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -1,7 +1,7 @@
 Add more random number distributions to the list of functions as well as some of the additional helper functions as those used within the ANOVA in [#756], Here's a reference https://www.gnu.org/software/gsl/doc/html/randist.html

 ###Analysis:
-(*Describe, what's the issue and which changes have to be made*)
+Has to be implemented as every numerical function in `kernel/core/maths/functionimplementation.cpp` (export in `functionimplementation.hpp` and register in `NumeReKernel::defineFunctions()`. Note that, if a function is not random-number based or based upon some global state (like `sleep()`), it should be registered as optimizable (the third parameter, which is now a thing).

 ###Implementation:

 * Implementation: (*Describe, what you've changed*)
    • status: analyzing --> implementing
    • assigned_to: Erik Hänel --> Raphael Zehner
     

    Related

    Tickets: #756

  • Raphael Zehner

    Raphael Zehner - 2023-02-15
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -4,19 +4,19 @@
 Has to be implemented as every numerical function in `kernel/core/maths/functionimplementation.cpp` (export in `functionimplementation.hpp` and register in `NumeReKernel::defineFunctions()`. Note that, if a function is not random-number based or based upon some global state (like `sleep()`), it should be registered as optimizable (the third parameter, which is now a thing).

 ###Implementation:
-* Implementation: (*Describe, what you've changed*) 
-* Revision: [rXXX]
-* Implementation test: (*Describe the type of test, which you performed, and if it was successful*)
+* Implementation: Implemented Laplace, Cauchy, Rayleigh, Landau, Levy (alpha stable), Fisher f and Student t distributions
+* Revision: [r1328]
+* Implementation test: Ran a high number of tests with random input values and checked for program crashes. Runs stable. Tested few random values for expected output values. 

 ###Documentation:
-* [ ] ChangesLog updated
-* [ ] Code changes commented
+* [x] ChangesLog updated
+* [x] Code changes commented

 * **Documentation articles:**
     * [ ] corresponding documentation articles updated
     * [ ] new documentation articles created
-    * [ ] not needed
+    * [x] not needed
 * **Language files:**
-    * [ ] corresponding language files updated
+    * [x] corresponding language files updated
     * [ ] not needed

 ###Tests:
    • status: implementing --> testing
    • assigned_to: Raphael Zehner --> Erik Hänel
     

    Related

    Commit: [r1328]

  • Erik Hänel

    Erik Hänel - 2023-02-20
    • Description has changed:

    Diff:

    --- old
+++ new
@@ -20,4 +20,4 @@

     * [ ] not needed

 ###Tests:
-(*Describe, which tests you performed and their outcome*)
+New functions were added to the automatic SW tests. No deviation detected.
    • status: testing --> closed
     

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