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Subject: [OASIS Issue Tracker] Commented: (OFFICE-2387) 5.18.56 PEARSON
[ http://tools.oasis-open.org/issues/browse/OFFICE-2387?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17630#action_17630 ]
Andreas Guelzow commented on OFFICE-2387:
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We really shouldn't have that "be wary" comment here. SInce it really applies to many calculations (means, stddevs nd anything with large datasets). Whoever impelemnts it should watch out for numerical stability. Isn't that why we added the general comment in 5.2 Semantics: Note that the mathematical formulas define the correct mathematical result, and not the algorithm for calculation. Since computing systems have limited precision and range of numbers, some functions cannot or should not be naively implemented as their mathematical equations suggest. It specifically not in the scope of this specification to describe and discuss these nuances, or to explain numerical algorithms. Instead, this specification defines the mathematically correct answer, and allows implementors to choose the best algorithm that will meet that definition.
> 5.18.56 PEARSON
> ---------------
>
> Key: OFFICE-2387
> URL: http://tools.oasis-open.org/issues/browse/OFFICE-2387
> Project: OASIS Open Document Format for Office Applications (OpenDocument) TC
> Issue Type: Bug
> Components: OpenFormula
> Reporter: Patrick Durusau
> Assignee: Andreas Guelzow
> Fix For: ODF 1.2 Part 2 CD 2
>
>
> Text under Semantics reads:
> "Implementations should be wary of actually calculating PEARSON this way, due to numerical instability issues."
> "...be wary..."? Perhaps a note, if it says what those "issues" may be.
> BTW, in researching this function I found: http://www.statemaster.com/encyclopedia/Correlational-research
> It may just be a presentation issue but does the square root on the denominator extend across both of the summation signs?
> Oh, the resource I cite above alleges a better way to calculate this function with numeric stability.
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