.Random.seed (PR#911)
On Thu, 12 Apr 2001 e.zwane@fss.uu.nl wrote:
I am not sure whether this is really a bug, but seems to be as my program works pretty well in S+, for small iterations.
It contains two serious bugs. Please read the FAQ on reporting BUGS.
I am creating a random sample from a chi^2 distribution with 23.5 df. Thus
I have to sample from a chi^2 with 23 or 24 df with probability 0.5. The
other alternative is to create a weighted version of the two distribution,
which is where my problem lies.
I use the following commands
while(iter<100){
old.seed<-.Random.seed
#sample from chi^2 23
set.seed(old.seed)
That's invalid in both S-PLUS and in R. The argument to set.seed is not in the format of the result of the return from .Random.seed.
#sample from chi^2 24 #chi^2, 23.5 <- 0.5*(chi^2 23+chi^2 24)
That's an average, not an equi-probability choice.
iter+1 } The unfortunate thing is that the ".Random.seed" is no longer random but remains constant, and I want to find ways around this problem.
Use the functions correctly! You really should not be restoring random seeds during a simulation, as you will get heavily dependent rvs. If you really want a Chi-squared with 23.5 df, use rgamma. It can do it exactly.
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._