You are viewing a plain text version of this content. The canonical link for it is here.
Posted to commits@commons.apache.org by ah...@apache.org on 2021/08/21 09:04:54 UTC
[commons-math] 02/02: Add variance tests for zero weights
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit 569e35ddbe98ed5dc74c74dbc2129d9178b818a1
Author: Alex Herbert <ah...@apache.org>
AuthorDate: Sat Aug 21 10:04:49 2021 +0100
Add variance tests for zero weights
Update javadoc for the behaviour when input weights are zero.
This issue was found when checking the sonar report for the variance
class which has a potential divide by zero if the weights sum to zero.
---
.../legacy/stat/descriptive/moment/Variance.java | 10 +++++++-
.../stat/descriptive/moment/VarianceTest.java | 27 ++++++++++++++++++++++
2 files changed, 36 insertions(+), 1 deletion(-)
diff --git a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/Variance.java b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/Variance.java
index 9c235da..415bbb1 100644
--- a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/Variance.java
+++ b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/Variance.java
@@ -297,6 +297,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
+ * <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* <li>the start and length arguments do not determine a valid array</li>
* </ul>
* <p>
@@ -318,7 +319,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
double var = Double.NaN;
- if (MathArrays.verifyValues(values, weights,begin, length)) {
+ if (MathArrays.verifyValues(values, weights, begin, length)) {
if (length == 1) {
var = 0.0;
} else if (length > 1) {
@@ -356,6 +357,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
+ * <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* </ul>
* <p>
* Does not change the internal state of the statistic.</p>
@@ -488,6 +490,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
+ * <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* <li>the start and length arguments do not determine a valid array</li>
* </ul>
* <p>
@@ -527,6 +530,10 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
}
if (isBiasCorrected) {
+ // Note: For this to be valid the weights should correspond to counts
+ // of each observation where the weights are positive integers; the
+ // sum of the weights is the total number of observations and should
+ // be at least 2.
var = (accum - (accum2 * accum2 / sumWts)) / (sumWts - 1.0);
} else {
var = (accum - (accum2 * accum2 / sumWts)) / sumWts;
@@ -566,6 +573,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
+ * <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* </ul>
* <p>
* Does not change the internal state of the statistic.</p>
diff --git a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/stat/descriptive/moment/VarianceTest.java b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/stat/descriptive/moment/VarianceTest.java
index a3261af..bd7228d 100644
--- a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/stat/descriptive/moment/VarianceTest.java
+++ b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/stat/descriptive/moment/VarianceTest.java
@@ -19,8 +19,10 @@ package org.apache.commons.math4.legacy.stat.descriptive.moment;
import org.apache.commons.math4.legacy.stat.descriptive.StorelessUnivariateStatisticAbstractTest;
import org.apache.commons.math4.legacy.stat.descriptive.UnivariateStatistic;
import org.apache.commons.math4.legacy.core.MathArrays;
+import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException;
import org.junit.Assert;
import org.junit.Test;
+import org.junit.jupiter.api.Assertions;
/**
* Test cases for the {@link UnivariateStatistic} class.
@@ -114,4 +116,29 @@ public class VarianceTest extends StorelessUnivariateStatisticAbstractTest{
}
+ @Test
+ public void testZeroWeights() {
+ Variance variance = new Variance();
+ final double[] values = {1, 2, 3, 4};
+ final double[] weights = new double[values.length];
+
+ // No weights
+ Assertions.assertThrows(MathIllegalArgumentException.class, () -> {
+ variance.evaluate(values, weights);
+ });
+
+ // No length
+ final int begin = 1;
+ final int zeroLength = 0;
+ Assertions.assertEquals(Double.NaN, variance.evaluate(values, weights, begin, zeroLength));
+
+ // One weight (must be non-zero)
+ Assertions.assertThrows(MathIllegalArgumentException.class, () -> {
+ variance.evaluate(values, weights, begin, zeroLength + 1);
+ });
+
+ weights[begin] = Double.MIN_VALUE;
+ Assertions.assertEquals(0.0, variance.evaluate(values, weights, begin, zeroLength + 1));
+ }
+
}