[ML] Guard against the case there are insufficient populated values to estimate variance #13
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…imate variance in tests for periodic components
tveasey
commented
Mar 13, 2018
| LOG_TRACE(" autocorrelation = " << R); | ||
| LOG_TRACE(" autocorrelationThreshold = " << Rt); | ||
| if (R > Rt) | ||
| if (df1 > 0.0) |
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tveasey
commented
Mar 13, 2018
| LOG_TRACE(" significance = " << CStatisticalTests::leftTailFTest(v1 / v0, df1, df0)); | ||
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| if (v1 <= vt && CStatisticalTests::leftTailFTest(v1 / v0, df1, df0) <= MAXIMUM_SIGNIFICANCE) | ||
| if (df1 > 0.0) |
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@hendrikmuhs can you have a quick look at this. This should ideally get merged before code freeze for 6.3. |
tveasey
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Mar 23, 2018
…imate variance in tests for periodic components (#13) This was triggering a boost exception to be thrown and spamming the logs. In all such cases, we have too little data to correctly determine if such a periodic component is present and so can correctly exit early.
droberts195
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Apr 23, 2018
…imate variance in tests for periodic components (#13) This was triggering a boost exception to be thrown and spamming the logs. In all such cases, we have too little data to correctly determine if such a periodic component is present and so can correctly exit early.
droberts195
pushed a commit
that referenced
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Apr 23, 2018
…imate variance in tests for periodic components (#13) This was triggering a boost exception to be thrown and spamming the logs. In all such cases, we have too little data to correctly determine if such a periodic component is present and so can correctly exit early.
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... in tests for periodic components.
This was triggering a boost exception to be thrown and spamming the logs. In all such cases, we have too little data to correctly determine if such a periodic component is present and so can correctly exit early.
This shouldn't have any impact on results, since the test result should be the same, but should suppress log errors and is more efficient (although this code won't be a bottleneck).
Marking as a non-issue since this code has not been released.