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[ML] Guard against possible boost exceptions creating chi distribution #23

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Mar 26, 2018
Merged

[ML] Guard against possible boost exceptions creating chi distribution #23

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35 changes: 24 additions & 11 deletions lib/maths/CPeriodicityHypothesisTests.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -1046,22 +1046,27 @@ CPeriodicityHypothesisTests::best(const TNestedHypothesesVec &hypotheses) const
TMinAccumulator vCutoff;
for (const auto &summary : summaries)
{
vCutoff.add(varianceAtPercentile(summary.s_V, summary.s_DF,
50.0 + CONFIDENCE_INTERVAL / 2.0));
if (summary.s_DF > 0.0)
{
vCutoff.add(varianceAtPercentile(summary.s_V, summary.s_DF,
50.0 + CONFIDENCE_INTERVAL / 2.0));
}
}
LOG_TRACE("variance cutoff = " << vCutoff[0]);

TMinAccumulator df;
for (const auto &summary : summaries)
if (vCutoff.count() > 0)
{
double v{varianceAtPercentile(summary.s_V, summary.s_DF,
50.0 - CONFIDENCE_INTERVAL / 2.0)};
if (v <= vCutoff[0] && df.add(-summary.s_DF))
LOG_TRACE("variance cutoff = " << vCutoff[0]);

TMinAccumulator df;
for (const auto &summary : summaries)
{
result = summary.s_H;
double v{varianceAtPercentile(summary.s_V, summary.s_DF,
50.0 - CONFIDENCE_INTERVAL / 2.0)};
if (v <= vCutoff[0] && df.add(-summary.s_DF))
{
result = summary.s_H;
}
}
}

return result;
}

Expand Down Expand Up @@ -1456,6 +1461,10 @@ bool CPeriodicityHypothesisTests::testPeriod(const TTimeTimePr2Vec &windows,
double B{stats.s_B};
double scale{1.0 / M};
double df0{B - stats.s_DF0};
if (df0 <= 0.0)
{
return false;
}
double v0{varianceAtPercentile(stats.s_V0, df0, 50.0 + CONFIDENCE_INTERVAL / 2.0)};
double vt{stats.s_Vt * v0};
double at{stats.s_At * std::sqrt(v0 / scale)};
Expand Down Expand Up @@ -1574,6 +1583,10 @@ bool CPeriodicityHypothesisTests::testPartition(const TTimeTimePr2Vec &partition
double B{stats.s_B};
double scale{1.0 / stats.s_M};
double df0{B - stats.s_DF0};
if (df0 <= 0.0)
{
return false;
}
double v0{varianceAtPercentile(stats.s_V0, df0, 50.0 + CONFIDENCE_INTERVAL / 2.0)};
double vt{stats.s_Vt * v0};
LOG_TRACE("period = " << period);
Expand Down