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  1. Commons Math
  2. MATH-1277

Incorrect Kendall Tau calc due to data type mistmatch

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.5
    • Fix Version/s: 4.0, 3.6

      Description

      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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            • Assignee:
              Unassigned
              Reporter:
              marcr1230 Marc Rosen
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