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From "Daniil Finkel (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1405) Kolmogorov-Smirnov fixTies can set minDelta too small for jiggler to have significant effect
Date Mon, 06 Mar 2017 14:44:32 GMT

    [ https://issues.apache.org/jira/browse/MATH-1405?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15897414#comment-15897414
] 

Daniil Finkel commented on MATH-1405:
-------------------------------------

I like this solution a lot; I didn't even know a Math.ulp() method existed, but that makes
a lot more sense for this use case, and significantly reduces the lines of code.

What are your thoughts on throwing an exception in the case of two NaNs appearing in the data,
as no amount of jittering could resolve that tie, and a MathInternalError wouldn't be descriptive
enough?

Also, why switch the RandomSource from JDK to TWO_CMRES?

> 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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