Re: [ojAlgo-user] apparent bug in Gamma distribution

[Anders P. <an...@op...>]

Indeed, that's a bug. Thank you for pointing it out!

I'll release a new snapshot in a couple of days with that bug fixed.

.. and you're right about the test coverage for that package - it could be better. If you're interested/willing you could help out here. The class SampleSet may be useful when creating test cases.

/Anders


On 6 jun 2012, at 00:35, Chris Lucas wrote:

> 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
> 
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