Precision of function mean,bug?

a2=(z[idx]+x[idx]+y[idx])/3
a2==a

a2==b

On 20 May 2020, at 12:40 , Morgan Morgan <morgan.emailbox at gmail.com> wrote:

Hello R-dev,

Yesterday, while I was testing the newly implemented function pmean in
package kit, I noticed a mismatch in the output of the below R expressions.

set.seed(123)
n=1e3L
idx=5
x=rnorm(n)
y=rnorm(n)
z=rnorm(n)
a=(x[idx]+y[idx]+z[idx])/3
b=mean(c(x[idx],y[idx],z[idx]))
a==b
# [1] FALSE

For idx= 1, 2, 3, 4 the last line is equal to TRUE. For 5, 6 and many
others the difference is small but still.
Is that expected or is it a bug?

Thank you
Best Regards
Morgan Jacob

	[[alternative HTML version deleted]]

On Wednesday, May 20, 2020, 7:00:09 AM EDT, peter dalgaard <pdalgd at gmail.com> wrote:

Expected, see FAQ 7.31.

You just can't trust == on FP operations. Notice also

a2=(z[idx]+x[idx]+y[idx])/3
a2==a

[1] FALSE

a2==b

[1] TRUE

-pd

On 20 May 2020, at 12:40 , Morgan Morgan <morgan.emailbox at gmail.com> wrote:

Hello R-dev,

Yesterday, while I was testing the newly implemented function pmean in
package kit, I noticed a mismatch in the output of the below R expressions.

set.seed(123)
n=1e3L
idx=5
x=rnorm(n)
y=rnorm(n)
z=rnorm(n)
a=(x[idx]+y[idx]+z[idx])/3
b=mean(c(x[idx],y[idx],z[idx]))
a==b
# [1] FALSE

For idx= 1, 2, 3, 4 the last line is equal to TRUE. For 5, 6 and many
others the difference is small but still.
Is that expected or is it a bug?

 > On Wednesday, May 20, 2020, 7:00:09 AM EDT, peter dalgaard <pdalgd at gmail.com> wrote:

Expected, see FAQ 7.31.

You just can't trust == on FP operations. Notice also

Additionally, since you're implementing a "mean" function you are testing
against R's mean, you might want to consider that R uses a two-pass
calculation[1] to reduce floating point precision error.

a <- c(x[idx],y[idx],z[idx]) / 3
b <- mean(c(x[idx],y[idx],z[idx]))
b == a

b - a

c <- matrixStats::mean2(c(x[idx],y[idx],z[idx]))  ## default to refine=TRUE
b == c

b - c

d <- matrixStats::mean2(c(x[idx],y[idx],z[idx]), refine=FALSE)
a == d

a - d

c == d

c - d

Best,

Brodie.

[1] https://github.com/wch/r-source/blob/tags/R-4-0-0/src/main/summary.c#L482

a2=(z[idx]+x[idx]+y[idx])/3
a2==a

[1] FALSE

a2==b

[1] TRUE

-pd

On 20 May 2020, at 12:40 , Morgan Morgan <morgan.emailbox at gmail.com> wrote:

Hello R-dev,

Yesterday, while I was testing the newly implemented function pmean in
package kit, I noticed a mismatch in the output of the below R expressions.

set.seed(123)
n=1e3L
idx=5
x=rnorm(n)
y=rnorm(n)
z=rnorm(n)
a=(x[idx]+y[idx]+z[idx])/3
b=mean(c(x[idx],y[idx],z[idx]))
a==b
# [1] FALSE

For idx= 1, 2, 3, 4 the last line is equal to TRUE. For 5, 6 and many
others the difference is small but still.
Is that expected or is it a bug?