[jira] [Comment Edited] (MATH-957) Use analytical function for UniformRealDistribution.inverseCumulativeProbability

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[jira] [Comment Edited] (MATH-957) Use analytical function for UniformRealDistribution.inverseCumulativeProbability

David Costanzo (Jira)

    [ https://issues.apache.org/jira/browse/MATH-957?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13615646#comment-13615646 ]

Evan Ward edited comment on MATH-957 at 3/27/13 7:20 PM:
---------------------------------------------------------

Implementation and test case attached.
               
      was (Author: evanward1):
    Implementation and test case.
                 

> Use analytical function for UniformRealDistribution.inverseCumulativeProbability
> --------------------------------------------------------------------------------
>
>                 Key: MATH-957
>                 URL: https://issues.apache.org/jira/browse/MATH-957
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2
>            Reporter: Evan Ward
>         Attachments: uniform.patch
>
>
> The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.
> I've attached a patch that implements this.

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