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Re: Study about accuracy of statistical software, incl. Octave


From: Marco Caliari
Subject: Re: Study about accuracy of statistical software, incl. Octave
Date: Tue, 24 Mar 2009 09:21:28 +0100 (CET)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

Dear Jaroslav,

I read the interesting paper http://www.imstat.org/bjps/papers/Almiron.pdf
The attached patch (against 3.1.54) fixes the less important deficiency in the computation of the mean: it divides the vector by its maximum value before computing the mean. With the patch, the example NumAcc4 in Table 1 of the paper has 15 correct digits. Moreover, now it is possible to compute

mean([1.7e308,1.6e308])

getting the right answer and not Inf. The patch also works for matrices, but I don't know if the implementation is optimal.
The other deficiencies are much harder to fix. I will give a look.

Best regards,

Marco

Attachment: mean.diff
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