[Octave-bug-tracker] [bug #47369] statistics: gevfit malfunctioning (because of fminunc failure)

[Muhali]

URL:
  <http://savannah.gnu.org/bugs/?47369>

                 Summary: statistics: gevfit malfunctioning (because of
fminunc failure)
                 Project: GNU Octave
            Submitted by: muhali
            Submitted on: Wed 09 Mar 2016 02:20:23 AM PST
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: GNU/Linux

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Details:

With the present version of the statistics package (1.2.4), the gevfit
function returns unusable results.

The reason is that fminunc fails to find an appropriate minimum, with
nelder_mead_min, for example, obviously working. I actually checked the
fminunc solution, and indeed the objective function decreased in the immediate
eps neighborhood. So it seems that this is in fact a fminunc bug.

The failure is demonstrated by the following case:


pkg load statistics optim
load foo.ot
source gevfit.m
p = gevfit(x, [0 1 0]);


The corresponding files are attached (with 3 lines added to gevfit that show
the sub-optimal solution as compared to nelder_mead).




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