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[Octave-bug-tracker] [bug #56874] corr > 1
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From: |
Michael Godfrey |
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Subject: |
[Octave-bug-tracker] [bug #56874] corr > 1 |
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Date: |
Tue, 10 Sep 2019 08:29:01 -0400 (EDT) |
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User-agent: |
Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/76.0.3809.132 Safari/537.36 |
Follow-up Comment #3, bug #56874 (project octave):
This has a very long history in numerical mathematics.
Simple application of the formula for cor(x,y) using
finite representation of x and y will result in cases
where cor(x,y) evaluates to a result outside [-1,1].
Therefore, the cor(x,y) should always return a value
on [-1,1], but it should also indicate a loss of
precision in any case where the most precisely evaluated
result is outside the bound.
A large literature on this is available.
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