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https://issues.apache.org/jira/browse/MATH-790?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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James Pickering updated MATH-790:
---------------------------------
Description:
When performing a Mann-Whitney U Test on large data sets (the attached test
uses two 1500 element sets), intermediate integer values used in
calculateAsymptoticPValue can overflow, leading to invalid results, such as
p-values of NaN, or incorrect calculations.
Attached is a patch, including a test, and a fix, which modifies the affected
code to use doubles
was:
When performing a Mann-Whitney U Test on large data sets (the attached test
uses two 1500 element sets), intermediate values used in
calculateAsymptoticPValue, leading to invalid results, such as p-values of NaN,
or incorrect calculations.
Attached is a patch, including a test, and a fix.
> Mann-Whitney U Test Suffers From Integer Overflow With Large Data Sets
> ----------------------------------------------------------------------
>
> Key: MATH-790
> URL: https://issues.apache.org/jira/browse/MATH-790
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0, Nightly Builds
> Environment: Ubuntu Linux x64, Sun Java 6
> Reporter: James Pickering
> Priority: Minor
> Labels: newbie, patch
> Attachments: MannWhitnetUOVerflowPatch.diff
>
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> When performing a Mann-Whitney U Test on large data sets (the attached test
> uses two 1500 element sets), intermediate integer values used in
> calculateAsymptoticPValue can overflow, leading to invalid results, such as
> p-values of NaN, or incorrect calculations.
> Attached is a patch, including a test, and a fix, which modifies the affected
> code to use doubles
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