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https://issues.apache.org/jira/browse/MATH-891?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13615500#comment-13615500
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Phil Steitz commented on MATH-891:
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I am OK with committing this patch, but lets keep the issue open, or open
another one for handling missing data in multivariate stats. I think it is OK
to leave the RankingAlgorithm interface and impls as is - they are doing what
they should be doing by contract. I think multivariate stats should just not
allow the REMOVED NAN strategy (i.e. throw in this case). Once we agree on how
to implement and represent missing data strategies at least just for this
class, the Spearman's constructor should then be modified to include
specification of missing data strategy.
I think it is better to commit the workaround now, since behavior is currently
broken; but note in the javadoc and release notes that as of 4.0, the
constructor will throw on REMOVED NaNStrategy and NANs should not be used to
represent missing data. Practical advice to users is to preprocess data to
remove / replace / impute missing data in preparation for this.
> 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
> Attachments: MATH-891.patch
>
>
> 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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