On Mon, Nov 22, 2010 at 12:28 PM, Keith Goodman <kwgoodman@gmail.com> wrote:
On Mon, Nov 22, 2010 at 9:13 AM, <josef.pktd@gmail.com> wrote:
Two pass would provide precision that we would expect in numpy, but I don't know if anyone ever tested the NIST problems for basic statistics.
Here are the results for their most difficult dataset. But I guess running one test doesn't mean anything.
http://www.itl.nist.gov/div898/strd/univ/addinfo/numacc4.html
np.absolute(a.std(ddof=1) - 0.1) 5.5884095961911129e-10 np.absolute(nanstd_online(a, ddof=1) - 0.1) 5.5890501948763216e-10 np.absolute(nanstd_simple(a, ddof=1) - 0.1) nan # Ha! np.absolute(nanstd_twopass(a, ddof=1) - 0.1) 5.5879308125117433e-10
Thanks, e-10 is better than I expected for a tough test, but confirms that I don't trust any statistics by more than 6 to 10 decimals or digits. Josef
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