Open maralorn opened 4 years ago
My bet is naive error estimation. It always fails somewhere in parameter space. I'll check it out
Playing a bit binomial distribution shows that yes. It's a bug. Ironically test failure happens in region where algorithm performs tolerable.
It turns out main contribution to error comes from binomial coefficient.
I took second look. For probability main contribution to error is term (1-p)^(n-k)
. It's possible to replace it with exp(log1p(-p)*(n-k))
but it isn't clear win for small (1-p)
. I wish I had pow1p
. For logDensity
we subtract two numbers of similar magnitude with usual consequences.
In the meantime I just increased error tolerance. test should not fail any more.
@shimuuar Thanks for your work on this! This sounds like a regression, if so, does it make sense to open a low priority bug on that?
wrt to your comment above on pow1p, it would be nice if the package math-functions had pow1p. When I have a chance I'll file an ER for that and update this. I guess the ER will be to start with pow1p and ultimately add everything IEEE recommends, as listed in https://github.com/JuliaLang/julia/issues/6148. BTW do you know of any library that has implementations? https://www.gnu.org/software/gsl/doc/html/math.html has some.
statistics-0.16.2.1 on aarch64-darwin:
log probability check: FAIL
*** Failed! Falsified (after 41 tests):
negativeBinomial 98.7162369063961 0.7010879233617198
39
probability = 4.97063436288968e-2
logProbability = -3.0016227156162785
log p = -3.0016227156162563
ulps[log] = 50
ulps[lin] = 159
Use --quickcheck-replay=805898 to reproduce.
Use -p '!((/Pearson correlation/||/t_qr/)||/Tests for: FDistribution.1-CDF is correct/)&&/Tests for: NegativeBinomialDistribution.log probability check/' to rerun this test only.
Full log – I don't expect it's interesting and might be overwritten by retries of exactly the same build, but let me link it: https://cache.nixos.org/log/b7pzjh4s2dh41zgiwb9mvl0qky945xj6-statistics-0.16.2.1.drv
A recent built on the nixos build server hydra failed with this error for
statistics-0.15.2.0
:My best guess is, that this is not indicative of a bug in the library. Maybe the eps is to small? I don‘t assume that this is the result of linking against a wrong library version or something, i.e. a issue in nixpkgs. But please enlighten me.