Author: emaste
Date: Wed Feb 21 15:54:23 2018
New Revision: 329723
URL: https://svnweb.freebsd.org/changeset/base/329723
Log:
ministat: disallow negative variance / nan Stddev
With all values identical it was possible for Var() to return a negative
value due to limited floating point precision, resulting in "nan"
reported as Stddev.
Variance cannot actually be negative, so just return 0. We can later
investigate alternate algorithms for calculating variance to reduce the
effect of catastrophic cancellation here.
Reported by: Arshan Khanifar <arshankhanifar_gmail.com>
Approved by: phk
Sponsored by: The FreeBSD Foundation
Modified:
head/usr.bin/ministat/ministat.c
Modified: head/usr.bin/ministat/ministat.c
==============================================================================
--- head/usr.bin/ministat/ministat.c Wed Feb 21 15:51:48 2018
(r329722)
+++ head/usr.bin/ministat/ministat.c Wed Feb 21 15:54:23 2018
(r329723)
@@ -208,6 +208,12 @@ static double
Var(struct dataset *ds)
{
+ /*
+ * Due to limited precision it is possible that sy^2/n > syy,
+ * but variance cannot actually be negative.
+ */
+ if (ds->syy <= ds->sy * ds->sy / ds->n)
+ return (0);
return (ds->syy - ds->sy * ds->sy / ds->n) / (ds->n - 1.0);
}
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