fix possible overflows in Moments #43
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Problem:
If the input type of the observations have maxtype smaller than that of a float (for instance
Int), theny2 = y * ycan easily overflow resulting in the wrong moments.Example
Solution
Simply convert
yto aFloat64in the computation ofy2.Float64is actually the type ofo.mso the conversion was happening in any case at a later stage. By moving it to an earlier stage possible overflows are avoided.Caveat
Note that this does not fix possible precision errors inherent to storing the moments as
Float64. For instance, the example above after the proposed fix returnsvar(m) = 4096.0instead of5000.Also, attempting to fit float inputs with scales
sqrt(maxfloat(Float64))will still result in overflows.