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Add variance tests for zero weights 

Update javadoc for the behaviour when input weights are zero.

This issue was found when checking the sonar report for the variance
class which has a potential divide by zero if the weights sum to zero.
This commit is contained in:
Alex Herbert 2021-08-21 10:04:49 +01:00 committed by Gilles Sadowski
parent 033c7e2c39
commit bdb4160b00
2 changed files with 36 additions and 1 deletions
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10
commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/Variance.java
View File

@ -297,6 +297,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
* <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* <li>the start and length arguments do not determine a valid array</li>
* </ul>
* <p>
@ -318,7 +319,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
double var = Double.NaN;
if (MathArrays.verifyValues(values, weights,begin, length)) {
if (MathArrays.verifyValues(values, weights, begin, length)) {
if (length == 1) {
var = 0.0;
} else if (length > 1) {
@ -356,6 +357,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
* <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* </ul>
* <p>
* Does not change the internal state of the statistic.</p>
@ -488,6 +490,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
* <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* <li>the start and length arguments do not determine a valid array</li>
* </ul>
* <p>
@ -527,6 +530,10 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
}
if (isBiasCorrected) {
// Note: For this to be valid the weights should correspond to counts
// of each observation where the weights are positive integers; the
// sum of the weights is the total number of observations and should
// be at least 2.
var = (accum - (accum2 * accum2 / sumWts)) / (sumWts - 1.0);
} else {
var = (accum - (accum2 * accum2 / sumWts)) / sumWts;
@ -566,6 +573,7 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
* <li>the weights array contains one or more infinite values</li>
* <li>the weights array contains one or more NaN values</li>
* <li>the weights array contains negative values</li>
* <li>the weights array does not contain at least one non-zero value (applies when length is non zero)</li>
* </ul>
* <p>
* Does not change the internal state of the statistic.</p>

27
commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/stat/descriptive/moment/VarianceTest.java
View File

@ -19,8 +19,10 @@ package org.apache.commons.math4.legacy.stat.descriptive.moment;
import org.apache.commons.math4.legacy.stat.descriptive.StorelessUnivariateStatisticAbstractTest;
import org.apache.commons.math4.legacy.stat.descriptive.UnivariateStatistic;
import org.apache.commons.math4.legacy.core.MathArrays;
import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException;
import org.junit.Assert;
import org.junit.Test;
import org.junit.jupiter.api.Assertions;
/**
* Test cases for the {@link UnivariateStatistic} class.
@ -114,4 +116,29 @@ public class VarianceTest extends StorelessUnivariateStatisticAbstractTest{
}
@Test
public void testZeroWeights() {
Variance variance = new Variance();
final double[] values = {1, 2, 3, 4};
final double[] weights = new double[values.length];
// No weights
Assertions.assertThrows(MathIllegalArgumentException.class, () -> {
variance.evaluate(values, weights);
});
// No length
final int begin = 1;
final int zeroLength = 0;
Assertions.assertEquals(Double.NaN, variance.evaluate(values, weights, begin, zeroLength));
// One weight (must be non-zero)
Assertions.assertThrows(MathIllegalArgumentException.class, () -> {
variance.evaluate(values, weights, begin, zeroLength + 1);
});
weights[begin] = Double.MIN_VALUE;
Assertions.assertEquals(0.0, variance.evaluate(values, weights, begin, zeroLength + 1));
}
}