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From mdigg...@apache.org
Subject cvs commit: jakarta-commons/math/src/java/org/apache/commons/math/stat BivariateRegression.java
Date Tue, 18 Nov 2003 15:07:12 GMT
mdiggory    2003/11/18 07:07:12

  Modified:    math/src/test/org/apache/commons/math/stat
                        BivariateRegressionTest.java
               math/src/java/org/apache/commons/math/special Beta.java
               math/src/java/org/apache/commons/math/stat
                        BivariateRegression.java
  Log:
  fix for wrong results and stack overflow error from BivariateRegression
  PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=24747
  Obtained from:
  Submitted by:	Sergei Skarupo, Brent Worden 
  Reviewed by:	Mark Diggory
  
  Revision  Changes    Path
  1.9       +34 -3     jakarta-commons/math/src/test/org/apache/commons/math/stat/BivariateRegressionTest.java
  
  Index: BivariateRegressionTest.java
  ===================================================================
  RCS file: /home/cvs/jakarta-commons/math/src/test/org/apache/commons/math/stat/BivariateRegressionTest.java,v
  retrieving revision 1.8
  retrieving revision 1.9
  diff -u -r1.8 -r1.9
  --- BivariateRegressionTest.java	14 Nov 2003 22:22:18 -0000	1.8
  +++ BivariateRegressionTest.java	18 Nov 2003 15:07:12 -0000	1.9
  @@ -53,6 +53,8 @@
    */
   package org.apache.commons.math.stat;
   
  +import java.util.Random;
  +
   import junit.framework.Test;
   import junit.framework.TestCase;
   import junit.framework.TestSuite;
  @@ -258,6 +260,35 @@
              ;
          }
          
  -    }                                        
  +    }
  +    
  +    public void testPerfect() {
  +        BivariateRegression regression = new BivariateRegression();
  +        int n = 100;
  +        for (int i = 0; i < n; i++) {
  +            regression.addData(((double) i) / (n - 1), i);
  +        }
  +        assertEquals(0.0, regression.getSignificance(), 1.0e-5);
  +        assertTrue(regression.getSlope() > 0.0);
  +    }
  +    
  +    public void testPerfectNegative() {
  +        BivariateRegression regression = new BivariateRegression();
  +        int n = 100;
  +        for (int i = 0; i < n; i++) {
  +            regression.addData(-((double) i) / (n - 1), i);
  +        }
  +        assertEquals(0.0, regression.getSignificance(), 1.0e-5);
  +        assertTrue(regression.getSlope() < 0.0);
  +    }
  +    
  +    public void testRandom() {
  +        BivariateRegression regression = new BivariateRegression();
  +        Random random = new Random(1);
  +        int n = 100;
  +        for (int i = 0; i < n; i++) {
  +            regression.addData(((double) i) / (n - 1), random.nextDouble());
  +        }
  +        assertTrue(0.0 < regression.getSignificance() && regression.getSignificance()
< 1.0);
  +    }
   }
  -
  
  
  
  1.13      +5 -2      jakarta-commons/math/src/java/org/apache/commons/math/special/Beta.java
  
  Index: Beta.java
  ===================================================================
  RCS file: /home/cvs/jakarta-commons/math/src/java/org/apache/commons/math/special/Beta.java,v
  retrieving revision 1.12
  retrieving revision 1.13
  diff -u -r1.12 -r1.13
  --- Beta.java	14 Nov 2003 22:22:17 -0000	1.12
  +++ Beta.java	18 Nov 2003 15:07:12 -0000	1.13
  @@ -151,8 +151,11 @@
           double ret;
   
           if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b) || (x < 0) ||
  -            (x > 1) || (a <= 0.0) || (b <= 0.0)) {
  +            (x > 1) || (a <= 0.0) || (b <= 0.0))
  +        {
               ret = Double.NaN;
  +        } else if (x > (a + 1.0) / (a + b + 1.0)) {
  +            ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
           } else {
               ContinuedFraction fraction = new ContinuedFraction() {
                   protected double getB(int n, double x) {
  
  
  
  1.10      +8 -6      jakarta-commons/math/src/java/org/apache/commons/math/stat/BivariateRegression.java
  
  Index: BivariateRegression.java
  ===================================================================
  RCS file: /home/cvs/jakarta-commons/math/src/java/org/apache/commons/math/stat/BivariateRegression.java,v
  retrieving revision 1.9
  retrieving revision 1.10
  diff -u -r1.9 -r1.10
  --- BivariateRegression.java	15 Nov 2003 16:01:38 -0000	1.9
  +++ BivariateRegression.java	18 Nov 2003 15:07:12 -0000	1.10
  @@ -133,11 +133,13 @@
               xbar = x;
               ybar = y;
           } else {
  -            sumXX += ((double) n / (double) (n + 1)) * (x - xbar) * (x - xbar);
  -            sumYY += ((double) n / (double) (n + 1)) * (y - ybar) * (y - ybar);
  -            sumXY += ((double) n / (double) (n + 1)) * (x - xbar) * (y - ybar);
  -            xbar += (1d / (double) (n + 1)) * (x - xbar);
  -            ybar += (1d / (double) (n + 1)) * (y - ybar);
  +            double dx = x - xbar;
  +            double dy = y - ybar;
  +            sumXX += dx * dx * (double) n / (double) (n + 1.0);
  +            sumYY += dy * dy * (double) n / (double) (n + 1.0);
  +            sumXY += dx * dy * (double) n / (double) (n + 1.0);
  +            xbar += dx / (double) (n + 1.0);
  +            ybar += dy / (double) (n + 1.0);
           }
           sumX += x;
           sumY += y;
  
  
  

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