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From "Plamen Petrov (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-200) AbstractEstimator: getCovariances() and guessParametersErrors() crash when having bound parameters
Date Wed, 26 Mar 2008 07:37:26 GMT

    [ https://issues.apache.org/jira/browse/MATH-200?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12582160#action_12582160
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Plamen Petrov commented on MATH-200:
------------------------------------

Thanks a lot for your quick response!
Best wishes,
Plamen




> 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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