Variance for Vector of Constants is STILL Not Zero
Note though that this is already giving 0 in both cases in R-devel on Windows (the only platform on which this difference occurs).
On Sat, 18 Feb 2006, Spencer Graves wrote:
I got the same thing as Duncan:
var(rep(0.2, 100))
[1] 0
RSiteSearch('fpu')
A search query has been submitted to http://search.r-project.org The results page should open in your browser shortly
var(rep(0.2, 100))
[1] 1.525181e-31
sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32 attached base packages: [1] "methods" "stats" "graphics" "grDevices" "utils" "datasets" [7] "base" spencer graves Duncan Murdoch wrote:
On 2/17/2006 1:17 PM, Barry Zajdlik wrote:
Hello all, Thanks for the responses but I am still annoyed by this seemingly simple problem; I recorded sessionInfo() as below. x<-rep(0.02,10)
var(x)
[1] 1.337451e-35
sessionInfo()
R version 2.1.0, 2005-04-18, i386-pc-mingw32 attached base packages: [1] "methods" "stats" "graphics" "grDevices" "utils" "datasets" [7] "base" I then decided to download the latest version today but obtained the same result.
x<-rep(0.02,10) var(x)
[1] 1.337451e-35
My guess is that you've got a video driver or some other software that's messing with your floating point processor, reducing the precision from 64 bit to 53 or less. I can reproduce the error after running RSiteSearch, which messes with my fpu in that way:
var(rep(0.2, 100))
[1] 0
RSiteSearch('fpu')
A search query has been submitted to http://search.r-project.org The results page should open in your browser shortly
var(rep(0.2, 100))
[1] 1.525181e-31 (I'm not blaming RSiteSearch for doing something bad, it's the system DLLs that it calls that are at fault.) I think this is something we should address, but it's not easy. Duncan Murdoch
sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32 attached base packages: [1] "methods" "stats" "graphics" "grDevices" "utils" "datasets" [7] "base" I Changed .Machine$double.eps to make the calculations LESS accurate. My thought was that if I reduced the precision, 1-eps would return 1 instead of some number less than 1. My thought was that if eps were sufficiently large my sample problem would return a zero. This didn't happen though. Again, any thoughts would be appreciated. Regards, Barry Zajdlik
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Brian D. Ripley, ripley at 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 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595