Quoting "marco atzeri" <marco.atz...@gmail.com>: > Hi Hannes, > octave-forge mailing list is the right place for > bugs and patches on the statistics package
ok, thanks Marco! @Octave-forgers: The issue (and my "fix") should be well described below. If you have questions, feel free to write to me, I am however not subscribed to your list. Best, Hannes > -------- Original Message -------- > Subject: Re: Problems with Statistics package > Date: Wed, 30 May 2012 11:06:42 +0200 > From: Hannes <h2+lists2...@fsfe.org> > To: help-oct...@octave.org > > Ok, I think I got it pinned downed and solved. I have attached a patch. > > Heres the explenation: > >> total_mean = mean (y(:)); >> SSB = sum (group_count .* (group_mean - total_mean) .^ 2); > > is always positive [sum of squares between] > >> SST = sumsq (reshape (y, n, 1) - total_mean); > > is always positive and >= SSB [sum of squares total] > >> SSW = SST - SSB; > > => should always be >=0 > but it is an ill conditioned operation if SST==SSB resulting in > possibly negative error. Note that if the error is positive, it > doesn't matter because it will produce f == Inf and p = 0 as expected. > >> df_b = k - 1; >> df_w = n - k; >> v_b = SSB / df_b; >> v_w = SSW / df_w; > > this can become negative, if the SSW is negative or 0 if SSW is zero > or close to zero. > > >> f = v_b / v_w; > > this results in divide by zero if v_w is zero and results in *wrong > result without warning* if v_w is negative. > > > My patch changes this whole block to: > > SSB = sum (group_count .* (group_mean - total_mean) .^ 2); > SST = sumsq (reshape (y, n, 1) - total_mean); > SSW = SST - SSB; > if (SSW < 0) # machine error if SSB == SSW > SSW = 0; > endif > df_b = k - 1; > df_w = n - k; > v_b = SSB / df_b; > v_w = SSW / df_w; > if (v_w != 0) > f = v_b / v_w; > pval = 1 - fcdf (f, df_b, df_w); > elseif (v_b == 0) > f = NaN; > pval = 1; > > 0 / 0 is NaN and the hypothesis mus be rejected > > else > f = Inf; > pval = 0; > > x / 0 is Inf and hypothesis must be accepted (because there is no > variance inside the sample but there is outside > > endif > > HTH, > Hannes > ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
