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std(::AbstractVector{Float32}, ::AnalyticWeights{Float32}) gives a Float64 #680

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oxinabox opened this issue Apr 7, 2021 · 2 comments · May be fixed by #688
Open

std(::AbstractVector{Float32}, ::AnalyticWeights{Float32}) gives a Float64 #680

oxinabox opened this issue Apr 7, 2021 · 2 comments · May be fixed by #688
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@oxinabox
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oxinabox commented Apr 7, 2021

Setup:

julia> using StatsBase, Statistics

julia> xs = Float32[1, 2, 3, 4, 5];

julia> ws = AnalyticWeights(Float32[1, 1, 1, 1, 1]);

julia> eltype(ws)
Float32

Now trying some operations

julia> typeof(std(xs))  # As expected
Float32


julia> typeof(mean(xs, ws))  # as expected
Float32

julia> typeof(std(xs, ws))  # Not expected Should be a Float32
Float64

I was pretty sure this used to work to give a Float32
if so, I can't work-out when it changed.
@palday
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palday commented Apr 23, 2021

The underlying problem seems to come from var, because sqrt preserves type and std is defined as sqrt.(var(...)))

@palday
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palday commented Apr 23, 2021

Oh, and here's the problem:

function var(A::RealArray, w::AbstractWeights, dim::Int; mean=nothing,
                  corrected::DepBool=nothing)
    corrected = depcheck(:var, corrected)
    var!(similar(A, Float64, Base.reduced_indices(axes(A), dim)), A, w, dim;
         mean=mean, corrected=corrected)
end

@palday palday linked a pull request Apr 23, 2021 that will close this issue
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Preserve eltype where possible for moments JuliaStats/StatsBase.jl
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@palday @oxinabox @ParadaCarleton