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https://issues.apache.org/jira/browse/MATH-1277?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14877457#comment-14877457
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Otmar Ertl commented on MATH-1277:
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Thanks for reporting! Fixed bug in following commits:
* 81ce1b183aa4fb56e7710ebe0274740c268118fa (3.6)
* fb0078159d2463da149de54018fca79a9447153e (4.0)
> Incorrect Kendall Tau calc due to data type mistmatch
> -----------------------------------------------------
>
> Key: MATH-1277
> URL: https://issues.apache.org/jira/browse/MATH-1277
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.5
> Reporter: Marc Rosen
> Priority: Minor
> Labels: Kendall, correlation, tau
> Fix For: 4.0, 3.6
>
>
> The Kendall Tau calculation returns a number from -1.0 to 1.0
> due to a mixing of ints and longs, a mistake occurs on large size columns
> (arrays) passed to the function. an array size of > 50350 triggers the
> condition in my case - although it may be data dependent
> the ver 3.5 library returns 2.6 as a result (outside of the defined range of
> Kendall Tau)
> with the cast to long below - the result reutns to its expected value
> commons.math3.stat.correlation.KendallsCorrelation.correlation
> here's the sample code I used:
> I added the cast to long of swaps in the
> int swaps = 1077126315;
> final long numPairs = sum(50350 - 1);
> long tiedXPairs = 0;
> long tiedXYPairs = 0;
> long tiedYPairs = 0;
>
> final long concordantMinusDiscordant = numPairs - tiedXPairs
> - tiedYPairs + tiedXYPairs - 2 * (long) swaps;
> final double nonTiedPairsMultiplied = 1.6e18;
> double myTest = concordantMinusDiscordant /
> FastMath.sqrt(nonTiedPairsMultiplied);
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