[jira] Commented: (MATH-200) AbstractEstimator: getCovariances() and guessParametersErrors() crash when having bound parameters

["Luc Maisonobe (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-200?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12582080#action_12582080 ] 

Luc Maisonobe commented on MATH-200:
------------------------------------

Since the contract on the two methods is related to the complete parameters array, only the more elaborate fix with specific logic for bound parameters is feasible.

I agree this is a critical error. I will try to provide a fix in the next few days.

Thanks for reporting this.

> AbstractEstimator: getCovariances() and guessParametersErrors() crash when having bound parameters
> --------------------------------------------------------------------------------------------------
>
>                 Key: MATH-200
>                 URL: https://issues.apache.org/jira/browse/MATH-200
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 1.2
>            Reporter: Plamen Petrov
>            Assignee: Luc Maisonobe
>            Priority: Critical
>
> the two methods getCovariances() and guessParametersErrors() from org.apache.commons.math.estimation.AbstractEstimator crash with ArrayOutOfBounds exception when some of the parameters are bound. The reason is that the Jacobian is calculated only for the unbound parameters. in the code you loop through all parameters.
> line #166: final int cols = problem.*getAllParameters()*.length;
> should be replaced by:  final int cols = problem.*getUnboundParameters()*.length;
> (similar changes could be done in guessParametersErrors())
> the dissadvantage of the above bug fix is that what is returned to the user is an array with smaller size than the number of all parameters. Alternatively, you can have some logic in the code which writes zeros for the elements of the covariance matrix corresponding to the bound parameters

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