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From "Marc Rosen (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1277) Incorrect Kendall Tau calc due to data type mistmatch
Date Fri, 18 Sep 2015 21:40:04 GMT
Marc Rosen created MATH-1277:
--------------------------------

             Summary: Incorrect Kendall Tau calc due to data type mistmatch
                 Key: MATH-1277
                 URL: https://issues.apache.org/jira/browse/MATH-1277
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.5
            Reporter: Marc Rosen
            Priority: Minor


The Kendall Tau calculation returns a number from -1.0 to 1.0

due to a mixing of ints and longs, a mistake occurs on large size columns (arrays) passed
to the function. an array size of > 50350 triggers the condition in my case - although
it may be data dependent

the ver 3.5 library returns 2.6 as a result (outside of the defined range of Kendall Tau)

with the cast to long below - the result reutns to its expected value


commons.math3.stat.correlation.KendallsCorrelation.correlation


here's the sample code I used:
I added the cast to long of swaps in the 

			int swaps = 1077126315;
			 final long numPairs = sum(50350 - 1);
			    long tiedXPairs = 0;
		        long tiedXYPairs = 0;
		        long tiedYPairs = 0;
		        
		  final long concordantMinusDiscordant = numPairs - tiedXPairs - tiedYPairs + tiedXYPairs
- 2 * (long) swaps;
	        final double nonTiedPairsMultiplied = 1.6e18;
	        double myTest = concordantMinusDiscordant / FastMath.sqrt(nonTiedPairsMultiplied);




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