[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Regina Henschel  changed:

   What|Removed |Added

 Status|RESOLVED|CLOSED

--- Comment #9 from Regina Henschel  ---
It is fixed in Version: 5.3.7.2 (x64)
Build ID: 6b8ed514a9f8b44d37a1b96673cbbdd077e24059
CPU Threads: 8; OS Version: Windows 6.19; UI Render: GL; Layout Engine: new; 
Locale: de-DE (de_DE); Calc: CL

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Dennis Francis  changed:

   What|Removed |Added

 Status|NEW |RESOLVED
 Resolution|--- |FIXED

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Xisco Faulí  changed:

   What|Removed |Added

 CC||xiscofa...@libreoffice.org

--- Comment #8 from Xisco Faulí  ---
Hello,
Is this bug fixed?
If so, could you please close it as RESOLVED FIXED?

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Commit Notification  changed:

   What|Removed |Added

 Whiteboard||target:5.3.0

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

--- Comment #7 from Commit Notification 
 ---
Dennis Francis committed a patch related to this issue.
It has been pushed to "master":

http://cgit.freedesktop.org/libreoffice/core/commit/?id=5c401d8a93cdf7dfa450604856680a2154366fcf

tdf#93329 : Fixes FTest algorithmic bug

It will be available in 5.3.0.

The patch should be included in the daily builds available at
http://dev-builds.libreoffice.org/daily/ in the next 24-48 hours. More
information about daily builds can be found at:
http://wiki.documentfoundation.org/Testing_Daily_Builds

Affected users are encouraged to test the fix and report feedback.

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Regina Henschel  changed:

   What|Removed |Added

 Attachment #125991|0   |1
is obsolete||

--- Comment #6 from Regina Henschel  ---
Created attachment 126437
  --> https://bugs.documentfoundation.org/attachment.cgi?id=126437=edit
Compare LO algorithm with Gnumeric algorithm (v2)

Added example with one huge variance and therefore FTEST result near zero.

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

--- Comment #5 from Regina Henschel  ---

(In reply to Regina Henschel from comment #4)
> The case distinction to get F>1 has to be removed in the code.

Seems I was wrong here. The swapping makes it possible to get results near zero
in case one variance is huge.

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Regina Henschel  changed:

   What|Removed |Added

 CC||rb.hensc...@t-online.de

--- Comment #4 from Regina Henschel  ---
Created attachment 125991
  --> https://bugs.documentfoundation.org/attachment.cgi?id=125991=edit
Compare LO algorithm with Gnumeric algorithm

Calc toggles the variances, so that always the test statistic F is larger as 1.
It assumes, that then the right tail probability will be smaller than 0.5. That
is true in cases where the amount of data in the two series are large and
nearly equal. But you can construct cases, where this assumption is wrong.

The example file contains the correct algorithm in steps, so that it can be
easily transfered to the code. The case distinction to get F>1 has to be
removed in the code.

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

--- Comment #3 from Dennis Francis  ---
Hi All,

Please ignore my previous comment. GetFDist() seems to do the correct thing.
Will send in a patch to fix the issue shortly.

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

--- Comment #2 from Dennis Francis  ---
Looks like the ScFTest() method tries to compute F distribution on the variance
ratio using GetFDist(), where it should be computing F-cumulative distribution
on the variance ratio . F-Cumulative distribution involves calculation of
"regularized incomplete beta function" (See
https://en.wikipedia.org/wiki/Beta_function#Incomplete_beta_function). 

Boost library seems to have a good implementation :
http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html

This page mentions the research paper the implementation is based on it and
looks very involved.

Do we want to write the implementation on our own or can we just use boost
implementation of the function in question ?

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[Libreoffice-bugs] [Bug 93329] FTest algorithm bug - wrong result for specific matrices

[bugzilla-daemon]

https://bugs.documentfoundation.org/show_bug.cgi?id=93329

Łukasz Hryniuk lukasz.hryn...@wp.pl changed:

   What|Removed |Added

 Status|UNCONFIRMED |NEW
 CC||lukasz.hryn...@wp.pl
 Ever confirmed|0   |1
 Whiteboard||DifficultyInteresting
   ||SkillCpp TopicDebug

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