fix possible overflows in Moments #43
Open
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Problem:
If the input type of the observations have maxtype smaller than that of a float (for instance
Int
), theny2 = y * y
can easily overflow resulting in the wrong moments.Example
Solution
Simply convert
y
to aFloat64
in the computation ofy2
.Float64
is actually the type ofo.m
so the conversion was happening in any case at a later stage. By moving it to an earlier stage possible overflows are avoided.Caveat
Note that this does not fix possible precision errors inherent to storing the moments as
Float64
. For instance, the example above after the proposed fix returnsvar(m) = 4096.0
instead of5000
.Also, attempting to fit float inputs with scales
sqrt(maxfloat(Float64))
will still result in overflows.