bugGNU Octave - Bugs: bug #47678, normpdf and mvnpdf handle variance...

 
 

bug #47678: normpdf and mvnpdf handle variance parameter differently

Submitted by:  Max Görner <maxg>
Submitted on:  Tue 12 Apr 2016 01:42:17 PM UTC  
 
Category: Octave FunctionSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Incorrect Result
Status: Wont FixAssigned to: None
Originator Name: Open/Closed: Closed
Release: 4.0.0Operating System: Any

Add a New Comment(Rich Markup)
   

You are not logged in

Please log in, so followups can be emailed to you.

 

Tue 12 Apr 2016 09:10:39 PM UTC, comment #1:

Blame Matlab. See their documentation for each of the functions:

http://www.mathworks.com/help/stats/normpdf.html
http://www.mathworks.com/help/stats/mvnpdf.html

normpdf takes the standard deviation as an input. mvnpdf takes the covariance as an input.

Rik <rik5>
Project Administrator
Tue 12 Apr 2016 01:42:17 PM UTC, original submission:

I noticed, that normpdf and mvnpdf handle their respective sigma parameter differently. The script below demonstrates that.

What irritates me is that the documentation about normpdf states that normpdf takes sigma as standard deviation. That would imply that it's the square root of the variance. However, we have to square the sigma of mvnpdf to get the same result.

So, as far as I understand this issue, something needs to be fixed here.

Max Görner <maxg>

 

(Note: upload size limit is set to 16384 kB, after insertion of the required escape characters.)

Attach File(s):
   
   
Comment:
   

No files currently attached

 

Depends on the following items: None found

Items that depend on this one: None found

 

Carbon-Copy List
  • -unavailable- added by rik5 (Posted a comment)
  • -unavailable- added by maxg (Submitted the item)
  •  

    Do you think this task is very important?
    If so, you can click here to add your encouragement to it.
    This task has 0 encouragements so far.

    Only project members can vote.

     

    Please enter the title of George Orwell's famous dystopian book (it's a date):

     

     

    Follow 2 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Tue 12 Apr 2016 09:10:39 PM UTCrik5StatusNone=>Wont Fix
      Open/ClosedOpen=>Closed

    Back to the top


    Powered by Savane 3.1-cleanup1