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Re: HISTOGRAM and the Razor's Edge. [message #35458 is a reply to message #35456]

Thu, 12 June 2003 00:04

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

timrobishaw@yahoo.com (Tim Robishaw) writes:
...
> IDL> print, histogram([-5.50,-5.45,-5.40,-5.35,-5.30,-5.25],min=-5.50,bi nsize=0.05)
> 1 2 0 2 0 1
>
> Wait a minute, this should be a uniform distribution!
...
>
> Well, there ya go. It's a roundoff error problem that results from
> trying to balance the values on a razor's edge... the subtraction and
> division knock a few values off balance. But, the result is still
> WRONG and I just don't know enough about roundoff error to know if
> this is an insurmountable problem (but my educated guess is: yes.) Is
> there some clever way to make HISTOGRAM behave properly in such
> situations?

Partial solution number one: use double precision.

Partial solution number two: multiply all values by (1+EPS)
where EPS = (MACHAR()).EPS (or equivalent double version)
(assumes you always want to round "up" to the next bin)

Partial solution number three: add a random deviate to each value
(doesn't solve the razor's edge problem per se, but reduces the
chances that a human-entered quantity will land on a bin-edge, and
reduces the bias of always rounding "up" to the next bin)

Partial solution number four: work in powers of 2 instead of multiples
of 0.05.

Partial solution number five: learn to live with it.

Good luck!
Craig

--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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[Message index]

		Re: HISTOGRAM and the Razor's Edge. By: Paul Van Delst[1] on Fri, 13 June 2003 06:58
		Re: HISTOGRAM and the Razor's Edge. By: JD Smith on Thu, 12 June 2003 15:25
		Re: HISTOGRAM and the Razor's Edge. By: timrobishaw on Thu, 12 June 2003 14:54
		Re: HISTOGRAM and the Razor's Edge. By: meinel on Thu, 12 June 2003 08:03
		Re: HISTOGRAM and the Razor's Edge. By: Paul Van Delst[1] on Thu, 12 June 2003 07:40
		Re: HISTOGRAM and the Razor's Edge. By: David Fanning on Thu, 12 June 2003 07:30
		Re: HISTOGRAM and the Razor's Edge. By: James Kuyper on Thu, 12 June 2003 06:53
		Re: HISTOGRAM and the Razor's Edge. By: R.G. Stockwell on Thu, 12 June 2003 04:33
		Re: HISTOGRAM and the Razor's Edge. By: Craig Markwardt on Thu, 12 June 2003 00:04

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