Skip to content

math overflow error in sigma_estimation_empirical.py #57

@Amellgo

Description

@Amellgo

Context: I need to estimate the sigma value for my data containing values to 1000. The estimator uses math.exp(self.t * x) which gives an error on some values.
Example:

sample = pd.Series([-710, 0, 710]).values
t_n = [0.0, 1.0]
for t in t_n:
    try:
        estimator = SemiParametricMeanSigmaEstimationEmpirical(
            sample=sample,
            t=t
        )
        result = estimator.algorithm(sample)
        sigma_values.append(result.value if result.success else np.nan)
    except:
        sigma_values.append(np.nan)

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions