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https://issues.apache.org/jira/browse/MATH-200?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12582080#action_12582080
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Luc Maisonobe commented on MATH-200:
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Since the contract on the two methods is related to the complete parameters
array, only the more elaborate fix with specific logic for bound parameters is
feasible.
I agree this is a critical error. I will try to provide a fix in the next few
days.
Thanks for reporting this.
> AbstractEstimator: getCovariances() and guessParametersErrors() crash when
> having bound parameters
> --------------------------------------------------------------------------------------------------
>
> 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
> Assignee: Luc Maisonobe
> 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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