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Posted to issues@commons.apache.org by "Phil Steitz (Updated) (JIRA)" <ji...@apache.org> on 2011/12/24 06:44:30 UTC
[jira] [Updated] (MATH-588) Weighted Mean evaluation may not have
optimal numerics
[ https://issues.apache.org/jira/browse/MATH-588?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-588:
-----------------------------
Assignee: (was: Phil Steitz)
> Weighted Mean evaluation may not have optimal numerics
> ------------------------------------------------------
>
> Key: MATH-588
> URL: https://issues.apache.org/jira/browse/MATH-588
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1, 2.2
> Reporter: Phil Steitz
> Fix For: 3.0
>
>
> I recently got this in a test run
> {code}
> testWeightedConsistency(org.apache.commons.math.stat.descriptive.moment.MeanTest) Time elapsed: 0 sec <<< FAILURE!
> java.lang.AssertionError: expected:<0.002282165958997601> but was:<0.002282165958997157>
> at org.junit.Assert.fail(Assert.java:91)
> at org.junit.Assert.failNotEquals(Assert.java:645)
> at org.junit.Assert.assertEquals(Assert.java:441)
> at org.apache.commons.math.TestUtils.assertRelativelyEquals(TestUtils.java:178)
> at org.apache.commons.math.TestUtils.assertRelativelyEquals(TestUtils.java:153)
> at org.apache.commons.math.stat.descriptive.UnivariateStatisticAbstractTest.testWeightedConsistency(UnivariateStatisticAbstractTest.java:170)
> {code}
> The correction formula used to compute the unweighted mean may not be appropriate or optimal in the presence of weights:
> {code}
> // Compute initial estimate using definitional formula
> double sumw = sum.evaluate(weights,begin,length);
> double xbarw = sum.evaluate(values, weights, begin, length) / sumw;
> // Compute correction factor in second pass
> double correction = 0;
> for (int i = begin; i < begin + length; i++) {
> correction += weights[i] * (values[i] - xbarw);
> }
> return xbarw + (correction/sumw);
> {code}
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