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fix for wrong results and stack overflow error from BivariateRegression

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PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=24747
Obtained from:
Submitted by:	Sergei Skarupo, Brent Worden 
Reviewed by:	Mark Diggory


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141034 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Mark R. Diggory 2003-11-18 15:07:12 +00:00
parent 1b45cc8196
commit 0810e249ac
3 changed files with 47 additions and 11 deletions
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7
src/java/org/apache/commons/math/special/Beta.java
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@ -60,7 +60,7 @@ import org.apache.commons.math.util.ContinuedFraction;
* This is a utility class that provides computation methods related to the
* Beta family of functions.
*
* @version $Revision: 1.12 $ $Date: 2003/11/14 22:22:17 $
* @version $Revision: 1.13 $ $Date: 2003/11/18 15:07:12 $
*/
public class Beta {
/** Maximum allowed numerical error. */
@ -151,8 +151,11 @@ public class Beta {
double ret;
if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b) || (x < 0) ||
(x > 1) || (a <= 0.0) || (b <= 0.0)) {
(x > 1) || (a <= 0.0) || (b <= 0.0))
{
ret = Double.NaN;
} else if (x > (a + 1.0) / (a + b + 1.0)) {
ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
} else {
ContinuedFraction fraction = new ContinuedFraction() {
protected double getB(int n, double x) {

14
src/java/org/apache/commons/math/stat/BivariateRegression.java
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@ -84,7 +84,7 @@ import org.apache.commons.math.distribution.TDistribution;
* the necessary computations to return the requested statistic.</li>
* </ul>
*
* @version $Revision: 1.9 $ $Date: 2003/11/15 16:01:38 $
* @version $Revision: 1.10 $ $Date: 2003/11/18 15:07:12 $
*/
public class BivariateRegression {
@ -133,11 +133,13 @@ public class BivariateRegression {
xbar = x;
ybar = y;
} else {
sumXX += ((double) n / (double) (n + 1)) * (x - xbar) * (x - xbar);
sumYY += ((double) n / (double) (n + 1)) * (y - ybar) * (y - ybar);
sumXY += ((double) n / (double) (n + 1)) * (x - xbar) * (y - ybar);
xbar += (1d / (double) (n + 1)) * (x - xbar);
ybar += (1d / (double) (n + 1)) * (y - ybar);
double dx = x - xbar;
double dy = y - ybar;
sumXX += dx * dx * (double) n / (double) (n + 1.0);
sumYY += dy * dy * (double) n / (double) (n + 1.0);
sumXY += dx * dy * (double) n / (double) (n + 1.0);
xbar += dx / (double) (n + 1.0);
ybar += dy / (double) (n + 1.0);
}
sumX += x;
sumY += y;

35
src/test/org/apache/commons/math/stat/BivariateRegressionTest.java
View File

@ -53,13 +53,15 @@
*/
package org.apache.commons.math.stat;
import java.util.Random;
import junit.framework.Test;
import junit.framework.TestCase;
import junit.framework.TestSuite;
/**
* Test cases for the TestStatistic class.
*
* @version $Revision: 1.8 $ $Date: 2003/11/14 22:22:18 $
* @version $Revision: 1.9 $ $Date: 2003/11/18 15:07:12 $
*/
public final class BivariateRegressionTest extends TestCase {
@ -259,5 +261,34 @@ public final class BivariateRegressionTest extends TestCase {
}
}
}
public void testPerfect() {
BivariateRegression regression = new BivariateRegression();
int n = 100;
for (int i = 0; i < n; i++) {
regression.addData(((double) i) / (n - 1), i);
}
assertEquals(0.0, regression.getSignificance(), 1.0e-5);
assertTrue(regression.getSlope() > 0.0);
}
public void testPerfectNegative() {
BivariateRegression regression = new BivariateRegression();
int n = 100;
for (int i = 0; i < n; i++) {
regression.addData(-((double) i) / (n - 1), i);
}
assertEquals(0.0, regression.getSignificance(), 1.0e-5);
assertTrue(regression.getSlope() < 0.0);
}
public void testRandom() {
BivariateRegression regression = new BivariateRegression();
Random random = new Random(1);
int n = 100;
for (int i = 0; i < n; i++) {
regression.addData(((double) i) / (n - 1), random.nextDouble());
}
assertTrue(0.0 < regression.getSignificance() && regression.getSignificance() < 1.0);
}
}