bugGNU Octave - Bugs: bug #55860, [octave forge] (statistics)...

 
 

bug #55860: [octave forge] (statistics) possible bug in wishrnd.m

Submitter:  None
Submitted:  Fri 08 Mar 2019 03:24:00 AM UTC
   
 
Category:  Octave Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Incorrect Result
Status:  Fixed Assigned to:  None
Originator Name:  Originator Email:  -email is unavailable-
Open/Closed:  * Closed Release:  * 4.4.1
Operating System:  * Any Fixed Release:  None
Planned Release:  None
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Sun 14 Apr 2019 11:01:04 AM UTC, comment #4: 

Closing as fixed

John Donoghue <lostbard>
Group Member
Fri 12 Apr 2019 07:24:38 PM UTC, comment #3: 

statictics 1.4.1 has been released with changes in wishrnd

John Donoghue <lostbard>
Group Member
Tue 12 Mar 2019 04:34:06 PM UTC, comment #2: 

I edited wishrnd in the repository in response to this bug, please see if that fixes the issue.

Nir Krakauer <nir_krakauer>
Tue 12 Mar 2019 04:13:30 PM UTC, comment #1: 

Do you have any examples that illustrate the wrong result ?

John Donoghue <lostbard>
Group Member
Fri 08 Mar 2019 03:24:00 AM UTC, original submission:  

For a non-integer df, the current code is:

Z = diag(sqrt(chi2rnd(df - (0:(p-1))))); #fill diagonal
Z(ii > jj) = randn(p*(p-1)/2, 1); #fill lower triangle with normally distributed variates
Z = D * Z;
W(:, :, i) = Z*Z';

However, D is provided by chol(), which by default produces upper triangular matrices. So, the order of multiplications should be:
Z = Z * D;
W(:, :, i) = Z' * Z;

To take into account the changed order, the Z matrix should have its upper triangle filled with normally distributed variates, instead of the lower triangle:
Z(ii < jj) = randn(p*(p-1)/2, 1);


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  • -email is unavailable- added by nir_krakauer (Posted a comment)
  • -email is unavailable- added by lostbard (Posted a comment)
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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2019-04-14 lostbard StatusReady For Test Fixed
        Open/ClosedOpen Closed
    2019-04-12 lostbard StatusNone Ready For Test
    2019-03-08 mtmiller Summarypossible bug in wishrnd.m (statistics package) [octave forge] (statistics) possible bug in wishrnd.m

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