Commite2f0383

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Merge pull request#29926 from charris/backport-29609

BUG: fix negative samples generated by Wald distribution (#29609)

2 parents36363d6 +b427e83 commite2f0383Copy full SHA for e2f0383

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Lines changed: 3 additions & 3 deletions

Original file line number	Diff line number	Diff line change
`@@ -845,12 +845,12 @@ double random_noncentral_f(bitgen_t *bitgen_state, double dfnum, double dfden,`
`845`	`845`
`846`	`846`	`doublerandom_wald(bitgen_t*bitgen_state,doublemean,doublescale) {`
`847`	`847`	`doubleU,X,Y;`
`848`		`-doublemu_2l;`
	`848`	`+doubled;`
`849`	`849`
`850`		`-mu_2l=mean / (2*scale);`
`851`	`850`	`Y=random_standard_normal(bitgen_state);`
`852`	`851`	`Y=meanYY;`
`853`		`-X=mean+mu_2l* (Y-sqrt(4scaleY+Y*Y));`
	`852`	`+d=1+sqrt(1+4*scale /Y);`
	`853`	`+X=mean* (1-2 /d);`
`854`	`854`	`U=next_double(bitgen_state);`
`855`	`855`	`if (U <=mean / (mean+X)) {`
`856`	`856`	`returnX;`

Lines changed: 5 additions & 0 deletions

Original file line number	Diff line number	Diff line change
`@@ -1858,6 +1858,11 @@ def test_wald(self):`
`1858`	`1858`	`[2.07093587449261,0.73073890064369]])`
`1859`	`1859`	`assert_array_almost_equal(actual,desired,decimal=14)`
`1860`	`1860`
	`1861`	`+deftest_wald_nonnegative(self):`
	`1862`	`+random=Generator(MT19937(self.seed))`
	`1863`	`+samples=random.wald(mean=1e9,scale=2.25,size=1000)`
	`1864`	`+assert_(np.all(samples>=0.0))`
	`1865`	`+`
`1861`	`1866`	`deftest_weibull(self):`
`1862`	`1867`	`random=Generator(MT19937(self.seed))`
`1863`	`1868`	`actual=random.weibull(a=1.23,size=(3,2))`

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