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Re: Study about accuracy of statistical software, incl. Octave
From: |
Jaroslav Hajek |
Subject: |
Re: Study about accuracy of statistical software, incl. Octave |
Date: |
Tue, 24 Mar 2009 21:26:02 +0100 |
On Tue, Mar 24, 2009 at 8:49 PM, Jason Riedy <address@hidden> wrote:
> And Jaroslav Hajek writes:
>> But what is the correct answer? Just writing those numbers into Octave
>> introduces an error ~ 3e-17. I *don't* expect the "correct" answer is
>> 1e7 + 0.2. You can't expect Octave to guess your actual numbers.
>
> I do expect better than a single precision result from std(), however.
> I'll try to poke at what happens (esp. using DNRM2) this week, although
> I'd love for someone to beat me to it...
>
> Jason
>
I would be interested in creating improved compiled versions of mean,
meansq, std and var. Any other good pointers for algorithms than
wikipedia?
--
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
- Re: Study about accuracy of statistical software, incl. Octave, (continued)
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, John W. Eaton, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/25
- Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, David Thompson, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave,
Jaroslav Hajek <=
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/25