On Mon, Apr 18, 2011 at 5:59 AM, <josef.pktd@gmail.com> wrote:

Some observations about allclose

I have a test case where I would like to impose absolute (logical_)and relative errors

(Pdb) pdf_r array([  2.97341655e-90,   3.68756271e-24,   2.01840159e-07,         3.98942280e-01,   4.83941449e-01,   1.07981933e-01]) (Pdb) pdf_st array([  3.09721604e-90,   3.69697466e-24,   2.01872148e-07,         3.98942181e-01,   4.83941207e-01,   1.07982122e-01]) (Pdb) pdf_st - pdf_r array([  1.23799491e-91,   9.41194691e-27,   3.19891525e-11,        -9.95821123e-08,  -2.41764579e-07,   1.89015140e-07]) (Pdb) (pdf_st - pdf_r) / pdf_r array([  4.16354347e-02,   2.55234897e-03,   1.58487551e-04,        -2.49615338e-07,  -4.99574028e-07,   1.75043301e-06])

allclose just uses the sum of abolute and relative errors, which I think is binding in the wrong way, for what I want.

(Pdb) np.allclose(pdf_st, pdf_r, rtol=1e-4, atol=1e-8) True

the relative and absolute errors are to tight on one side and too loose on the other side

(Pdb) np.allclose(pdf_st, pdf_r, rtol=1e-2, atol=0) False (Pdb) np.allclose(pdf_st, pdf_r, rtol=0, atol=1e-8) False

tighter bounds for both relative and absolute errors if I impose both separately

(Pdb) np.allclose(pdf_st, pdf_r, rtol=0, atol=1e-6) True (Pdb) np.allclose(pdf_st, pdf_r, rtol=1e-1, atol=0) True

Are there any alternatives to this? (or am I too tired)

This indeed doesn't seem to work well for your purpose, and I can't think of anything better than doing the logical_and by hand. Perhaps we can build this behavior (separate atol and rtol comparisons, then "and" those) into allclose with a keyword to select it? It would also be cleaner to do the rtol comparison with 2 * abs(a - b) / (abs(a) + abs(b), to remove the asymmetric response to input arguments. Ralf

(test cases are for statistical distributions, where all values are smaller than one, and some values can be very small)