Re: Re: [chrony-users] question about the values in critical_runs array
> > I found a formula on the web:
> >
> > Z = [ r - E(r) ] / sigma
> >
> > E(r) = ( 2 * n1 * n2 ) / ( n1 + n2 ) + 1,
> >
> > sigma = sqrt{ [ 2 * n1 * n2 * ( 2 * n1 * n2 - n1 - n2 ) ] / [ ( n1 + n2
> > ) * ( n1 + n2 ) * ( n1 + n2 -1 ) ] }
> >
> > if Z is z , r is runs , E(r) is mu , sigma is sqrt(var), then r = Z *
> > sigma + E(r).
> >
> > should runs be "mu + sqrt(var)" or "mu -sqrt(var)" ?
>
> I'm not sure what exactly you are pointing out here, but in our case
> we care only about the lower bound to increase the number of runs when
> it's lower than expected for the number of samples. If the number of
> runs is too high, we don't care.
well, when the formula is " runs = mu - sqrt(var) * Z ",
the critical_runs will be:
static char critical_runs[] = {
0, 0, 0, 0, 0, 0, 0, 0, 2, 3,
3, 3, 4, 4, 5, 5, 5, 6, 6, 7,
7, 7, 8, 8, 9, 9, 9, 10, 10, 11,
11, 11, 12, 12, 13, 13, 14, 14, 14, 15,
15, 16, 16, 17, 17, 18, 18, 18, 19, 19,
20, 20, 21, 21, 21, 22, 22, 23, 23, 24,
24, 25, 25, 26, 26, 26, 27, 27, 28, 28,
29, 29, 30, 30, 30, 31, 31, 32, 32, 33,
33, 34, 34, 35, 35, 35, 36, 36, 37, 37,
38, 38, 39, 39, 40, 40, 40, 41, 41, 42,
42, 43, 43, 44, 44, 45, 45, 46, 46, 46,
47, 47, 48, 48, 49, 49, 50, 50, 51, 51,
52, 52, 52, 53, 53, 54, 54, 55, 55, 56
};
and when the formula is " runs = mu + sqrt(var) * Z ",
the critical_runs will be:
static char critical_runs[] = {
0, 0, 0, 0, 0, 0, 0, 0, 7, 7,
8, 9, 9, 10, 10, 11, 12, 12, 13, 13,
14, 15, 15, 16, 16, 17, 18, 18, 19, 19,
20, 21, 21, 22, 22, 23, 23, 24, 25, 25,
26, 26, 27, 27, 28, 28, 29, 30, 30, 31,
31, 32, 32, 33, 34, 34, 35, 35, 36, 36,
37, 37, 38, 38, 39, 40, 40, 41, 41, 42,
42, 43, 43, 44, 45, 45, 46, 46, 47, 47,
48, 48, 49, 49, 50, 51, 51, 52, 52, 53,
53, 54, 54, 55, 55, 56, 57, 57, 58, 58,
59, 59, 60, 60, 61, 61, 62, 62, 63, 64,
64, 65, 65, 66, 66, 67, 67, 68, 68, 69,
69, 70, 71, 71, 72, 72, 73, 73, 74, 74
};
I just wonder which one is correct.
Re: Re: [chrony-users] question about the values in critical_runs array
> > well, when the formula is " runs = mu - sqrt(var) * Z ", > > the critical_runs will be: > > > and when the formula is " runs = mu + sqrt(var) * Z ", > > > I just wonder which one is correct. > > The first one. We care about the lower end of the interval. got it. thanks very much !!
Re: Re: [chrony-users] question about the values in critical_runs array
On Fri, Jul 19, 2024 at 05:27:41AM +, 邹林志08963 wrote: > > I'm not sure what exactly you are pointing out here, but in our case > > we care only about the lower bound to increase the number of runs when > > it's lower than expected for the number of samples. If the number of > > runs is too high, we don't care. > > well, when the formula is " runs = mu - sqrt(var) * Z ", > the critical_runs will be: > and when the formula is " runs = mu + sqrt(var) * Z ", > I just wonder which one is correct. The first one. We care about the lower end of the interval. -- Miroslav Lichvar -- To unsubscribe email chrony-users-requ...@chrony.tuxfamily.org with "unsubscribe" in the subject. For help email chrony-users-requ...@chrony.tuxfamily.org with "help" in the subject. Trouble? Email listmas...@chrony.tuxfamily.org.
Re: 回复: [chrony-users] question about the values in critical_runs array
On Tue, Jul 09, 2024 at 11:34:04AM +, 邹林志08963 wrote:
> I found a formula on the web:
>
> Z = [ r - E(r) ] / sigma
>
> E(r) = ( 2 * n1 * n2 ) / ( n1 + n2 ) + 1,
>
> sigma = sqrt{ [ 2 * n1 * n2 * ( 2 * n1 * n2 - n1 - n2 ) ] / [ ( n1 +
> n2 ) * ( n1 + n2 ) * ( n1 + n2 -1 ) ] }
>
> if Z is z , r is runs , E(r) is mu , sigma is sqrt(var), then r = Z *
> sigma + E(r).
>
> should runs be "mu + sqrt(var)" or "mu -sqrt(var)" ?
I'm not sure what exactly you are pointing out here, but in our case
we care only about the lower bound to increase the number of runs when
it's lower than expected for the number of samples. If the number of
runs is too high, we don't care.
--
Miroslav Lichvar
--
To unsubscribe email chrony-users-requ...@chrony.tuxfamily.org
with "unsubscribe" in the subject.
For help email chrony-users-requ...@chrony.tuxfamily.org
with "help" in the subject.
Trouble? Email listmas...@chrony.tuxfamily.org.
回复: [chrony-users] question about the values in critical_runs array
> > > where are the values in array critical_runs come from ?
> > > for example, when there are total 50 sample points, if the total runs
> > > value is larger than 19, then the value of a and b is reliable.
> > >
> > > the comment is "Critical value for number of runs of residuals with
> > > same sign. 5% critical region for now."
> > > what is the formula or method to get the runs value of 19 for 50
> > > samples?
> >
> > It's the Wald-Wolfowitz runs test with the assumption that n1==n2.
> >
> > The table is calculated like this:
> > - for i < 8 it's 0
> > - for i >= 8 it's mu - sqrt(var) * z where:
> > mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0
> > var = (mu - 1.0) * (mu - 2.0) / (i - 1)
> > z = 1.65
>
> I examed this formula with i up to 129, and the result is same with
> critical_runs array !
> thanks very much!
I found a formula on the web:
Z = [ r - E(r) ] / sigma
E(r) = ( 2 * n1 * n2 ) / ( n1 + n2 ) + 1,
sigma = sqrt{ [ 2 * n1 * n2 * ( 2 * n1 * n2 - n1 - n2 ) ] / [ ( n1 + n2
) * ( n1 + n2 ) * ( n1 + n2 -1 ) ] }
if Z is z , r is runs , E(r) is mu , sigma is sqrt(var), then r = Z * sigma
+ E(r).
should runs be "mu + sqrt(var)" or "mu -sqrt(var)" ?
Re: [chrony-users] question about the values in critical_runs array
> > where are the values in array critical_runs come from ? > > for example, when there are total 50 sample points, if the total runs > > value is larger than 19, then the value of a and b is reliable. > > > > the comment is "Critical value for number of runs of residuals with > > same sign. 5% critical region for now." > > what is the formula or method to get the runs value of 19 for 50 > > samples? > > It's the Wald-Wolfowitz runs test with the assumption that n1==n2. > > The table is calculated like this: > - for i < 8 it's 0 > - for i >= 8 it's mu - sqrt(var) * z where: > mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0 > var = (mu - 1.0) * (mu - 2.0) / (i - 1) > z = 1.65 I examed this formula with i up to 129, and the result is same with critical_runs array ! thanks very much!
Re: [chrony-users] question about the values in critical_runs array
On Tue, Jun 25, 2024 at 01:47:27AM +, 邹林志08963 wrote: > where are the values in array critical_runs come from ? > for example, when there are total 50 sample points, if the total runs > value is larger than 19, then the value of a and b is reliable. > > the comment is "Critical value for number of runs of residuals with same > sign. 5% critical region for now." > what is the formula or method to get the runs value of 19 for 50 samples? It's the Wald-Wolfowitz runs test with the assumption that n1==n2. The table is calculated like this: - for i < 8 it's 0 - for i >= 8 it's mu - sqrt(var) * z where: mu = 2.0 * (i / 2.0) * (i / 2.0) / i + 1.0 var = (mu - 1.0) * (mu - 2.0) / (i - 1) z = 1.65 -- Miroslav Lichvar -- To unsubscribe email chrony-users-requ...@chrony.tuxfamily.org with "unsubscribe" in the subject. For help email chrony-users-requ...@chrony.tuxfamily.org with "help" in the subject. Trouble? Email listmas...@chrony.tuxfamily.org.
[chrony-users] question about the values in critical_runs array
Hi all, in function RGR_FindBestRegression, after get the value of a and b for formula y(estimated)= a + b * x( measured ), it counts how many times for every two contiguous sample points cross over the estimated line in n_runs_from_residuals function. where are the values in array critical_runs come from ? for example, when there are total 50 sample points, if the total runs value is larger than 19, then the value of a and b is reliable. the comment is "Critical value for number of runs of residuals with same sign. 5% critical region for now." what is the formula or method to get the runs value of 19 for 50 samples? thanks
