Study about accuracy of statistical software, incl. Octave

[John W. Eaton]

On 22-Mar-2009, Ivan Sutoris wrote:

| Through R-help mailing list, I've stumbled upon an upcoming study
| comparing accuracy of free statistical software (R, Python, Ox and
| Octave), which I thought may be of some interest here. For Octave
| (authors used version 2.9.12), they report some problems with accuracy
| when computing correlation coefficient (corrcoef), quantiles for some
| distributions (tinv, chi2inv) and for linear regression (regress from
| Octave-Forge). Here is the reference and link:
| 
| Almiron, M. and Almeida, E. S. and Miranda, M.: The Reliability of
| Statistical Functions in Four Software Packages Freely used in
| Numerical Computation. (to appear in) Brazilian Journal of Probability
| and Statistics, Special Issue on Statistical Image and Signal
| Processing
| http://www.imstat.org/bjps/papers/Almiron.pdf

Writing a paper complaining about problems in free software is a
ridiculous thing to do.  Instead of writing a paper, they should have
reported the problems so that they might be fixed.

jwe