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Re: t-test gets NaN instead of 0 for significance on x86-64
From: |
Ben Pfaff |
Subject: |
Re: t-test gets NaN instead of 0 for significance on x86-64 |
Date: |
Fri, 04 Sep 2009 09:06:47 -0700 |
User-agent: |
Gnus/5.13 (Gnus v5.13) Emacs/23.1 (gnu/linux) |
John Darrington <address@hidden> writes:
> On Thu, Sep 03, 2009 at 08:10:31PM -0700, Ben Pfaff wrote:
> John Darrington <address@hidden> writes:
>
> > As a short term solution, the best I can suggest is that we
> > clamp pow2(correlation) to 1.0.
>
> Thanks. I pushed out this stopgap fix.
>
> Isn't there still a problem when pairs[i].correlation is less than
> -1 ? For example -1.00000001
You are right, of course.
Could you check that this re-fix looks correct?
commit 46912334775c83a23902bd5c7d72cd4ad8d23c95
Author: Ben Pfaff <address@hidden>
Date: Fri Sep 4 09:05:08 2009 -0700
T-TEST: Also fix the case where the correlation is slightly less than -1.0.
Thanks to John Darrington for pointing out the omission.
diff --git a/src/language/stats/t-test.q b/src/language/stats/t-test.q
index dd40de9..ba7e938 100644
*** a/src/language/stats/t-test.q
--- b/src/language/stats/t-test.q
***************
*** 1432,1447 ****
double df = pairs[i].n -2;
! /* pairs[i].correlation is a correlation, so mathematically it will
! always be in the range [-1.0, 1.0]. Inaccurate calculations
sometimes
! cause it to be slightly greater than 1.0, however, which makes the
! sqrt() below to come out as NaN instead of 0. So force it to be 1.0
! or less. */
! double corr = MIN (1.0, pairs[i].correlation);
!
double correlation_t =
pairs[i].correlation * sqrt (df) /
! sqrt (1 - pow2 (corr));
/* row headings */
--- 1432,1444 ----
double df = pairs[i].n -2;
! /* corr2 will mathematically always be in the range [0, 1.0].
Inaccurate
! calculations sometimes cause it to be slightly greater than 1.0, so
! force it into the correct range to avoid NaN from sqrt(). */
! double corr2 = MIN (1.0, pow2 (pairs[i].correlation));
double correlation_t =
pairs[i].correlation * sqrt (df) /
! sqrt (1 - corr2);
/* row headings */
--
Ben Pfaff
http://benpfaff.org