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

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

There's now a v32.7 snapshot. It has both Gamma and Erlang distributions. /Anders

On 6 jun 2012, at 11:17, Anders Peterson wrote:

> 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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> 
> 
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