AbstractEstimator: getCovariances() and guessParametersErrors() crash when
having bound parameters
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Key: MATH-200
URL: https://issues.apache.org/jira/browse/MATH-200
Project: Commons Math
Issue Type: Bug
Affects Versions: 1.2
Reporter: Plamen Petrov
Priority: Critical
the two methods getCovariances() and guessParametersErrors() from
org.apache.commons.math.estimation.AbstractEstimator crash with
ArrayOutOfBounds exception when some of the parameters are bound. The reason is
that the Jacobian is calculated only for the unbound parameters. in the code
you loop through all parameters.
line #166: final int cols = problem.*getAllParameters()*.length;
should be replaced by: final int cols =
problem.*getUnboundParameters()*.length;
(similar changes could be done in guessParametersErrors())
the dissadvantage of the above bug fix is that what is returned to the user is
an array with smaller size than the number of all parameters. Alternatively,
you can have some logic in the code which writes zeros for the elements of the
covariance matrix corresponding to the bound parameters
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