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From "Daniil Finkel (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1405) Kolmogorov-Smirnov fixTies can set minDelta too small for jiggler to have significant effect
Date Tue, 28 Feb 2017 21:38:45 GMT
Daniil Finkel created MATH-1405:
-----------------------------------

             Summary: Kolmogorov-Smirnov fixTies can set minDelta too small for jiggler to
have significant effect
                 Key: MATH-1405
                 URL: https://issues.apache.org/jira/browse/MATH-1405
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.6.1
            Reporter: Daniil Finkel


For samples that do not exceed LARGE_SAMPLE_PRODUCT with their product and relatively large
values, a minDelta can be calculated in fixTies() that is too small to have any effect on
the "tied" values. This results in a MathInternalError, as the jiggling with the ineffective
minDelta fails to fix the ties.

The following arrays exhibit this behavior when run with kolmogorovSmirnovTest(x, y) in 3.6.1

x = [1.3750969645841487, 1.0845460746754014, 1.3693352427126644, 1.329688765445783, 1.3392109491039106,
1.3532766470312723, 1.3187287426697727, 1.386273031970554, 1.3416950149276097, 1.0510872606482404,
1.3532766470312723, 1.3075923871137798, 1.3862730319705543, 1.3814421433922548, 1.0527927570919202,
1.3847314864464313, 1.319362658529506, 1.3579238253227275, 1.2455452272301641, 1.329688765445783,
1.3827781646781876, 1.0755168081687903, 1.2566273460024566, 1.3099622795250825, 1.357440924560318,
1.3519397370266515, 1.0927347979524134, 1.3566357346921618, 1.238800036669969, 1.2931730628634528,
1.048463407884969, 1.3779471642491719, 1.2978533797116658, 1.376230881554943, 1.166901202345226,
1.3690425182006263, 1.166901202345226, 1.2953476417603207, 1.0827945761165951, 1.2942406680885112,
1.224414840377028, 1.3910905417259205, 1.303231085263425, 1.348635183816037, 1.3750969645841487,
1.049648651501274, 1.3119534979602083, 1.0446033225080773, 1.0494686631294756, 1.3862026705844126,
1.2719496963348844, 1.3489938748102903, 1.3780468374004164, 1.3884878389662338, 1.3352682241994538,
1.3348722240568909, 1.3921944407986777, 1.0476833161122294, 1.0845460746754008, 1.344165352323966,
1.298548179079665, 1.1979240079667628, 1.3539078973394736, 1.3187287426697725, 1.082794576116595,
1.3779471642491719, 1.3771347858434184, 1.3921944407986777, 1.193793081523992, 1.362050393265006,
1.076638744462226, 1.3551174562135766, 1.3393693468578751, 1.2470361076952952, 1.3696023478216113,
1.3750969645841487, 1.2964734722088322, 1.2953476417603207, 1.2470361076952952, 1.382661263313539,
1.3862026705844126, 1.3771240109822156, 1.25443884328785, 1.3136690818105938, 1.3853832858443051,
1.3486351838160378, 1.348026557887345, 1.0604869883721861, 1.3352682241994536, 1.3480480718535308,
1.3363233390543028, 1.154658436584056, 1.3921944407986775, 1.1979240079667626, 1.3620503932650059,
1.0881358731694244, 1.369042518200626, 1.3532766470312723, 1.2890012831575908, 1.3735565244300663]

and

y = [1.1262991662205104, 1.3136690818105938, 1.0446033225080773, 1.3551174562135764, 1.3032310852634252,
1.3806258468851462, 1.2270612333345983, 1.2719496963348844, 1.3601566259413194, 1.3756888280688913,
1.3475322202511097, 1.1937930815239919, 1.0510872606482404, 1.3441653523239654, 1.359738761905118,
1.3382152957887032, 1.0766387444622263, 1.1937930815239919, 1.0820779503060238, 1.1448104521200428,
1.3853832858443051, 1.28757746537949, 1.298548179079665, 1.067255392172351, 1.3168701741293156,
1.3910905417259205, 1.2908594990421354, 1.3750969645841487, 1.329688765445783, 1.386649365275275,
1.285486511663053, 1.2566273460024566, 1.323664826995234, 1.3862730319705538, 1.049346328049449]

which produce minDelta = 1.11022302462516E-016



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