Re: [chrony-dev] [GIT] chrony/chrony.git branch, master, updated. 1.25-pre1-18-g20a4340

[Bill Unruh <unruh@xxxxxxxxxxxxxx>]

On Fri, 15 Apr 2011, Miroslav Lichvar wrote:

> On Thu, Apr 14, 2011 at 09:19:47PM -0700, Bill Unruh wrote:
> > I will try to write this up and send it to you (have a colloquium to give
> > tomorrow, so it might take a day or two).
>
> Ok, thanks.
>
> > But the fact that the current
> > precedure leads to and instability and in particular can badly underestimate
> > the value of the variances meand that I think for now it would be a good idea
> > to go back to the original and to look at this problem more deeply. I do agree
> > that using sigma is better, but the procedure at present simply does not work,
> > and I cannot see a simple fix. Anything simple seems to leave the system
> > unstable.
>
> Even the very latest code which uses the unweighted variance? I
> haven't seen any problem with it yet.
>
> > > Skew and hi/lo are from the sd of the slope, which I believe wasn't
> > > affected by this problem, only variance and sd of the intercept.
> >
> > Since the variance of the slope is directly related to the variance of the
> > values, it is also affected.
>
> > From the statistics log before the fail:
>
> ==========================================================================
> Std dev'n Est offset  Offset sd  Diff freq   Est skew  Stress  Ns  Bs  Nr
> ==========================================================================
> 1.031e-143  5.934e-07 5.155e-144  1.998e-08  2.941e-07 3.4e-01   6   2   3
> 2.644e-145 -1.665e-07 1.182e-145  5.702e-09  5.585e-08 3.8e-02   5   0   4
> 4.370e-147  1.660e-08 1.784e-147  9.544e-10  1.851e-08 9.5e-03   6   0   5
> 1.127e-148 -3.025e-07 4.259e-149 -7.828e-09  1.919e-08 4.3e-01   7   0   5
> 1.012e-150 -1.086e-07 5.061e-151 -8.074e-09  5.962e-08 3.2e-01   8   4   3
> 7.136e-153  2.590e-08 3.191e-153 -3.025e-09  1.282e-08 4.4e-02   5   0   4
> 7.090e-155  9.980e-08 2.894e-155  2.693e-09  9.664e-09 2.2e-01   6   0   5
> 4.220e-157 -2.490e-08 1.595e-157 -6.246e-10  3.986e-09 1.0e-01   7   0   5
> 1.725e-158  6.033e-07 8.624e-159  2.340e-08  2.093e-07 5.9e+00   8   4   3
> 4.370e-160 -6.380e-08 1.954e-160  1.379e-08  4.149e-08 4.6e-02   5   0   4
>      -nan       -nan       -nan       -nan       -nan     nan   6   0  10

This makes no sense. It says that W which is the sum of 1/w[i] is going to
infinity. (both the std devn and the offset sd are divided by W but the skew
is not) But the
W= sum(1/w[i]) and w[i] are all greater than 1 and one of them ( the one
corresponding to mindistance) is 1. Thus W is bounded by 1 and  N the number of
points. How the hell can it diverge? Is it possible to get the values of w[i]
for this divergent example?

>

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