John Darrington <[email protected]> writes: > On Thu, Sep 03, 2009 at 08:10:31PM -0700, Ben Pfaff wrote: > John Darrington <[email protected]> writes: > > > As a short term solution, the best I can suggest is that we > > clamp pow2(correlation) to 1.0. > > Thanks. I pushed out this stopgap fix. > > Isn't there still a problem when pairs[i].correlation is less than > -1 ? For example -1.00000001
You are right, of course. Could you check that this re-fix looks correct? commit 46912334775c83a23902bd5c7d72cd4ad8d23c95 Author: Ben Pfaff <[email protected]> Date: Fri Sep 4 09:05:08 2009 -0700 T-TEST: Also fix the case where the correlation is slightly less than -1.0. Thanks to John Darrington for pointing out the omission. diff --git a/src/language/stats/t-test.q b/src/language/stats/t-test.q index dd40de9..ba7e938 100644 *** a/src/language/stats/t-test.q --- b/src/language/stats/t-test.q *************** *** 1432,1447 **** double df = pairs[i].n -2; ! /* pairs[i].correlation is a correlation, so mathematically it will ! always be in the range [-1.0, 1.0]. Inaccurate calculations sometimes ! cause it to be slightly greater than 1.0, however, which makes the ! sqrt() below to come out as NaN instead of 0. So force it to be 1.0 ! or less. */ ! double corr = MIN (1.0, pairs[i].correlation); ! double correlation_t = pairs[i].correlation * sqrt (df) / ! sqrt (1 - pow2 (corr)); /* row headings */ --- 1432,1444 ---- double df = pairs[i].n -2; ! /* corr2 will mathematically always be in the range [0, 1.0]. Inaccurate ! calculations sometimes cause it to be slightly greater than 1.0, so ! force it into the correct range to avoid NaN from sqrt(). */ ! double corr2 = MIN (1.0, pow2 (pairs[i].correlation)); double correlation_t = pairs[i].correlation * sqrt (df) / ! sqrt (1 - corr2); /* row headings */ -- Ben Pfaff http://benpfaff.org _______________________________________________ pspp-dev mailing list [email protected] http://lists.gnu.org/mailman/listinfo/pspp-dev
