On Mon, Nov 22, 2010 at 12:28 PM, Keith Goodman <[email protected]> wrote: > On Mon, Nov 22, 2010 at 9:13 AM, <[email protected]> wrote: > >> Two pass would provide precision that we would expect in numpy, but I >> don't know if anyone ever tested the NIST problems for basic >> statistics. > > Here are the results for their most difficult dataset. But I guess > running one test doesn't mean anything. > > http://www.itl.nist.gov/div898/strd/univ/addinfo/numacc4.html > >>> np.absolute(a.std(ddof=1) - 0.1) > 5.5884095961911129e-10 >>> np.absolute(nanstd_online(a, ddof=1) - 0.1) > 5.5890501948763216e-10 >>> np.absolute(nanstd_simple(a, ddof=1) - 0.1) > nan # Ha! >>> np.absolute(nanstd_twopass(a, ddof=1) - 0.1) > 5.5879308125117433e-10
Thanks, e-10 is better than I expected for a tough test, but confirms that I don't trust any statistics by more than 6 to 10 decimals or digits. Josef > _______________________________________________ > NumPy-Discussion mailing list > [email protected] > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
