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Fix overflows in quantile #145

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merged 3 commits into from
Jul 29, 2023
Merged

Fix overflows in quantile #145

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f8c21aa
Fix overflows in `quantile`
nalimilan Jul 1, 2023
ca0d01f
Fix 32-bit failure
nalimilan Jul 1, 2023
000d4c1
Add tests
nalimilan Jul 28, 2023
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5 changes: 4 additions & 1 deletion src/Statistics.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1020,7 +1020,10 @@ end
b = v[j + 1]
end

if isfinite(a) && isfinite(b)
# When a ≉ b, b-a may overflow
# When a ≈ b, (1-γ)*a + γ*b may not be increasing with γ due to rounding
# Call to float is to work around JuliaLang/julia#50380
if isfinite(a) && isfinite(b) && float(a) ≈ float(b)
return a + γ*(b-a)
else
return (1-γ)*a + γ*b
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17 changes: 17 additions & 0 deletions test/runtests.jl
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Expand Up @@ -753,6 +753,23 @@ let y = [0.40003674665581906, 0.4085630862624367, 0.41662034698690303, 0.4166203
@test issorted(quantile(y, range(0.01, stop=0.99, length=17)))
end

@testset "issue #144: no overflow with quantile" begin
@test quantile(Float16[-9000, 100], 1.0) ≈ 100
@test quantile(Float16[-9000, 100], 0.999999999) ≈ 99.99999
@test quantile(Float32[-1e9, 100], 1) ≈ 100
@test quantile(Float32[-1e9, 100], 0.9999999999) ≈ 99.89999998
@test quantile(Float64[-1e20, 100], 1) ≈ 100
@test quantile(Float32[-1e15, -1e14, -1e13, -1e12, -1e11, -1e10, -1e9, 100], 1) ≈ 100
@test quantile(Int8[-68, 60], 0.5) ≈ -4
@test quantile(Int32[-1e9, 2e9], 1.0) ≈ 2.0e9
@test quantile(Int64[-5e18, -2e18, 9e18], 1.0) ≈ 9.0e18

# check that quantiles are increasing with a, b and p even in corner cases
@test issorted(quantile([1.0, 1.0, 1.0+eps(), 1.0+eps()], range(0, 1, length=100)))
@test issorted(quantile([1.0, 1.0+1eps(), 1.0+2eps(), 1.0+3eps()], range(0, 1, length=100)))
@test issorted(quantile([1.0, 1.0+2eps(), 1.0+4eps(), 1.0+6eps()], range(0, 1, length=100)))
end

@testset "variance of complex arrays (#13309)" begin
z = rand(ComplexF64, 10)
@test var(z) ≈ invoke(var, Tuple{Any}, z) ≈ cov(z) ≈ var(z,dims=1)[1] ≈ sum(abs2, z .- mean(z))/9
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