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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 19:03:36 +0100 (CET)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

And Marco Caliari writes:
The other deficiencies are much harder to fix. I will give a look.

std() could be fixed relatively easily by calling the BLAS's
routines (SNRM2, DNRM2, SCNRM2, DZNRM2) rather than relying on
sqrt (sumsq (...)).  The half drop in precision is a typical
failure mode for implementations that don't scale.  I suspect
that fixing std() may fix corrcoef and help anova.

Dear Jason,

I already tried with a .m implementation of dnrm2, without any improvement. For interested people, the sample vector is

v=[10000000.2,repmat([10000000.1,10000000.3],1,500)];

whose exact mean is 10000000.2 and exact standard deviation 0.1.

Best regards,

Marco


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