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https://issues.apache.org/jira/browse/MATH-891?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13493375#comment-13493375
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Thomas Neidhart commented on MATH-891:
--------------------------------------
Test case:
{noformat}
double[] column1 = new double[] { Double.NaN, 1, 2 };
double[] column2 = new double[] { 10, 2, 10 };
Array2DRowRealMatrix mydata = new Array2DRowRealMatrix(column1.length,
2);
for (int i = 0; i < column1.length; i++) {
mydata.addToEntry(i, 0, column1[i]);
mydata.addToEntry(i, 1, column2[i]);
}
// compute correlation
NaturalRanking ranking = new NaturalRanking(NaNStrategy.REMOVED);
SpearmansCorrelation spearman = new SpearmansCorrelation(mydata,
ranking);
double correlations = spearman.correlation(column1, column2);
System.out.println("correlations " + correlations);
{noformat}
> SpearmansCorrelation fails when using NaturalRanking together with
> NaNStrategy.REMOVED
> --------------------------------------------------------------------------------------
>
> Key: MATH-891
> URL: https://issues.apache.org/jira/browse/MATH-891
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Thomas Neidhart
>
> As reported by Martin Rosellen on the users mailinglist:
> Using a NaturalRanking with a REMOVED NaNStrategy can result in an exception
> when NaN are contained in the input arrays.
> The current implementation just removes the NaN values where they occur,
> without taken care to remove the corresponding values in the other array.
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