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From "Alex D Herbert (JIRA)" <j...@apache.org>
Subject [jira] [Created] (RNG-96) AhrensDieterMarsagliaTsangGammaSampler incorrectly names parameters
Date Wed, 24 Apr 2019 16:15:00 GMT
Alex D Herbert created RNG-96:
---------------------------------

             Summary: AhrensDieterMarsagliaTsangGammaSampler incorrectly names parameters
                 Key: RNG-96
                 URL: https://issues.apache.org/jira/browse/RNG-96
             Project: Commons RNG
          Issue Type: Bug
          Components: sampling
    Affects Versions: 1.3
            Reporter: Alex D Herbert
            Assignee: Alex D Herbert
             Fix For: 1.3


The AhrensDieterMarsagliaTsangGammaSampler has parameters alpha and theta.

Using the naming conventions on [Wikipedia Gamma distribution|https://en.wikipedia.org/wiki/Gamma_distribution]
the alpha parameter is also known as the shape and the theta parameter is the scale:
{noformat}
// Wikipedia
alpha = shape
theta = scale
{noformat}
However if the sampler is run with the same parameters as the Wikipedia article histograms
of the output sample distribution does not match. They need to be swapped indicating a naming
mismatch.

Studying the same algorithm in o.a.c.math3.distribution.GammaDistribution it appears that
the theta parameter is being used by Commons RNG as the shape and the alpha parameter is being
used as the scale. So the names are incorrect and have been swapped.
{noformat}
// Commons RNG
alpha = scale (wrong)
theta = shape (wrong)
{noformat}
The unit tests for this sampler does this:
{code:java}
// Gamma (theta < 1).
add(LIST, new org.apache.commons.math3.distribution.GammaDistribution(unusedRng,

    thetaGammaSmallerThanOne, alphaGamma),

    new AhrensDieterMarsagliaTsangGammaSampler(
            RandomSource.create(RandomSource.XOR_SHIFT_1024_S),

            alphaGamma, thetaGammaSmallerThanOne));

// Gamma (theta > 1).
add(LIST, new org.apache.commons.math3.distribution.GammaDistribution(unusedRng, 

    thetaGammaLargerThanOne, alphaGamma),

    new AhrensDieterMarsagliaTsangGammaSampler(
              RandomSource.create(RandomSource.WELL_44497_B),
                                               
              alphaGamma, thetaGammaLargerThanOne));

{code}
This is a different parameter order for the two samplers.
 So the tests enforce the fact that the parameters are swapped between Commons Math3 and Commons
RNG.

Changing the actual parameter order would be a change of functionality. So this can be fixed
by updating the Javadoc and parameter names for the sampler.
{noformat}
// Commons RNG
alpha renamed to theta (scale)
theta renamed to alpha (shape)
{noformat}



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