On Tue, Mar 10, 2015 at 1:20 PM, Charles R Harris charlesr.har...@gmail.com
wrote:
On Tue, Mar 10, 2015 at 10:33 AM, josef.p...@gmail.com wrote:
I got a illegal value message using MKL on Windows 64 while running the
statsmodels test suite.
Kevin is getting the same with more information, which indicates that it
might be numpy.linalg.svd
https://github.com/statsmodels/statsmodels/issues/2308#issuecomment-78086656
Is this serious?
I'm just setting up a new computer and haven't investigated yet.
Given the name of the test class, this might be a warning for an inf or
nan, then it would be our problem in statsmodels
What version of Numpy? Does this also happen if you aren't using MKL? The
dlascl
reference
http://www.netlib.org/lapack/explore-html/de/d3c/dlascl_8f.html is
here. It is possible that the problem being solved is numerically sensitive
and that the treatment of underflow/overflow due to compiler flags might be
producing zeros or infs.
nosetests says NumPy version 1.9.2rc1
Version is from winpython which I guess uses Gohlke binaries.
It didn't show up with official numpy in 32bit python, and it doesn't show
up on TravisCI.
In contrast to Kevin, I don't get any info or test failure
M:\Notesnosetests --pdb --pdb-failures -v
statsmodels.base.tests.test_data.Test
MissingArray
statsmodels.base.tests.test_data.TestMissingArray.test_raise_no_missing ...
ok
statsmodels.base.tests.test_data.TestMissingArray.test_raise ... ok
statsmodels.base.tests.test_data.TestMissingArray.test_drop ... ok
statsmodels.base.tests.test_data.TestMissingArray.test_none ...
Intel MKL ERROR: Parameter 4 was incorrect on entry to DLASCL.
Intel MKL ERROR: Parameter 5 was incorrect on entry to DLASCL.
Intel MKL ERROR: Parameter 4 was incorrect on entry to DLASCL.
Intel MKL ERROR: Parameter 5 was incorrect on entry to DLASCL.
ok
statsmodels.base.tests.test_data.TestMissingArray.test_endog_only_raise ...
ok
statsmodels.base.tests.test_data.TestMissingArray.test_endog_only_drop ...
ok
statsmodels.base.tests.test_data.TestMissingArray.test_mv_endog ... ok
statsmodels.base.tests.test_data.TestMissingArray.test_extra_kwargs_2d ...
ok
statsmodels.base.tests.test_data.TestMissingArray.test_extra_kwargs_1d ...
ok
--
Ran 9 tests in 0.049s
OK
However based on the testcase, it looks like we call np.linalg.svd with an
array that contains nans,
DLASCL might then be used internally in the svd calculations
Josef
Chuck
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