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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1146) class Mean returns incorrect result after processing an Infinity value
Date Sat, 16 Aug 2014 01:55:19 GMT

    [ https://issues.apache.org/jira/browse/MATH-1146?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14099446#comment-14099446
] 

Phil Steitz commented on MATH-1146:
-----------------------------------

I am leaning toward improving the javadoc to be clear about what happens with infinities (if
possible to do consistently).  The updating formulas and setup are designed for fast, accurate
computations and I want to make sure we do not add a performance hit for users with standard
(non NaN, non-Inf) data so we can return meaningful results in the presence of INFs. 

> class Mean returns incorrect result after processing an Infinity value
> ----------------------------------------------------------------------
>
>                 Key: MATH-1146
>                 URL: https://issues.apache.org/jira/browse/MATH-1146
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: david cogen
>         Attachments: MATH-1146.patch
>
>
> 1. Create a Mean object.
> 2. call increment() with Double.POSITIVE_INFINITY.
> 3. Call getResult(). Result is INFINITY as expected.
> 4. call increment() with 0.
> 5. Call getResult(). Result is NaN; not INFINITY as expected.
> This is apparently due to the "optimization" for calculating mean described in the javadoc.
Rather than accumulating a sum, it maintains a running mean value using the formula "m = m
+ (new value - m) / (number of observations)", which unlike the "definition way", fails after
an infinity.
> I was using Mean within a SummaryStatistics. Other statistics also seem to be affected;
for example, the standard deviation also incorrectly gives NaN rather than Infinity. I don't
know if that's due to the error in Mean or if the other stats classes have similar bugs.



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