Marc Rosen created MATH-1277:
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Summary: Incorrect Kendall Tau calc due to data type mistmatch
Key: MATH-1277
URL: https://issues.apache.org/jira/browse/MATH-1277
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.5
Reporter: Marc Rosen
Priority: Minor
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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