Variance for Vector of Constants is STILL Not Zero

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