[ojAlgo-user] apparent bug in Gamma distribution

[Chris L. <cg...@gm...>]

Hi --

I've noticed what appears to be a bug in org.ojalgo.random.Gamma. I
noticed that a Gamma(1,2) getDoubleValue() was returning negative
values. After looking at the documentation (thinking it was just a
non-standard parameterization at work) and confirming that the
empirical means don't align with the value of getExpected(), I looked
at the source (via
http://ojalgo.cvs.sourceforge.net/viewvc/ojalgo/DevProj/src/org/ojalgo/random/Gamma.java?revision=1.14&view=markup)
and found the following definition for generate() [which is called by
getDoubleValue() in RandomNumber()]:

60    @Override
61 	protected double generate() {
62 	
63 	double tmpVal = ZERO;
64 	
65 	for (int i = 0; i < myCount; i++) {
66 	tmpVal += this.random().nextDouble();
67 	}
68 	
69 	return -tmpVal / myLambda;
70 	}

The function this.random() is inherited from RandomNumber, and appears
to be a uniform distribution. Am I missing something? If not, this
appears to be a fairly serious bug for anyone who wants to use the
random number libraries.

More generally, it appears that the test coverage in the random number
unit tests  (at
http://ojalgo.cvs.sourceforge.net/viewvc/ojalgo/TestProj/src/org/ojalgo/random/RandomNumberTest.java?revision=1.11&view=markup)
is fairly limited. Perhaps some tests could be added to establish that
large-sample means are within certain easy-to-satisfy tolerances of
the intended expected values?

Chris