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From "Ted Dunning" <>
Subject [math] patch available for density computations
Date Tue, 02 Sep 2008 08:23:45 GMT
I created a patch for MATH-222 that adds density computations for Gamma,
Exponential, Normal, and ChiSquare distributions.

IT also provides a way to declare this uniformly without disturbing the
other interfaces that are poking around.

There is also a second patch that provides a full implementation of the Beta
distribution as well.  That may be better to split off, but I need both Beta
and density capabilities so I did both.

The implementation that I chose depends on an object argument (for
genericity).  My reckoning is that the JIT will in-line the density
computation and remove the boxing.  Having the generic HasDensity interface
will help enormously when I add Multinomials and Dirichlet distributions
which take complex objects for density computations.


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