So, I've created jira MATH-462 for it and attached the patch. It doesn't contain tests for alpha in (0,1) yet. I'll take a look at R examples and will try to generate quantiles for some alpha.
On Dec 24, 2010, at 19:07 PM, Phil Steitz wrote: > On Fri, Dec 24, 2010 at 10:13 AM, Pavel Ryzhov <pavel.ryz...@gmail.com>wrote: > >> Hi, >> >> I've implemented a Stable random generator based on Chambers-Mallows-Stuck >> method as it is described in "Handbook of computational statistics: concepts >> and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori >> > > Thanks! Looks good after quick review. > >> >> But I'm stuck on unit-testing of the generator as I don't have estimators >> of stable distribution parameters. I cannot use moments to >> approve/disapprove if the sample satisfies to the distribution >> >> Thus I've to fall back to tests with known moments: >> 1. Normal distribution (alpha = 2 and beta=0.0) >> 2. Cauchy distribution (alpha = 1 and beta=0.0) >> 3. Alpha > 1 >> The alpha interval (0, 1) stays untested. >> >> The questions are: >> 1. Is it worth to include it into Commons Math? >> > > Yes. > > >> 2. Are these unit-tests enough for acceptance? >> > > What I try to do in these cases is find another implementation to compare > against of reference data somewhere. I have not checked yet, but most > likely R has this distribution. The reference data for most of the other > distribution comes from R. Obviously, these tests are not definitive; but > agreement with R is a good indication that the implementation is correct. > Have a look in src/test/R. See, for example, TDistributionTestCases.R. > > Phil > >> >> Pavel >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >> For additional commands, e-mail: dev-h...@commons.apache.org >> >> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
