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https://issues.apache.org/jira/browse/MATH-163?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#action_12485214
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Rory Winston commented on MATH-163:
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I guess the correct answer is Inf - although I can see that some other packages
return NaN. For instance in R:
> x=c(1.0,2.0,Inf)
> var(x)
[1] NaN
> The evaluate method and the getResult method of class Variance give different
> results
> -------------------------------------------------------------------------------------
>
> Key: MATH-163
> URL: https://issues.apache.org/jira/browse/MATH-163
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 1.1
> Reporter: Nele Smeets
>
> Consider the following test code:
> // construct an array of input values, containing infinity
> double[] values = new double[] {1.0, 2.0, Double.POSITIVE_INFINITY};
> // find the variance using Variance.evaluate(double[])
> Variance var1 = new Variance();
> double value1 = var1.evaluate(values);
> // find the variance using Variance.getResult()
> Variance var2 = new Variance();
> var2.incrementAll(values);
> double value2 = var2.getResult();
> // print out the results
> System.out.println(value1);
> System.out.println(value2);
> This code prints out:
> NaN
> Infinity
> So, we get two different variances, depending on the method we use.
> (The same is true when we use Double.NEGATIVE_INFINITY as input value instead
> of Double.POSITIVE_INFINITY.)
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