Message-ID: <A4E5A0B016B8CB41A485FC629B633CED4A3168E2F6@GOLD.corp.lgc-group.com>
Date: 2013-01-10T14:56:00Z
From: S Ellison
Subject: Precision of values > 53 bits
In-Reply-To: <50EE9EC9.80206@atsec.com>
> I am working with large numbers and identified that R looses
> precision for such high numbers.
Yes. R uses standard 32-bit double precision. See ?double in your R help system. And welcome to finite precision arithmetic, which is a very widely known issue in digital comuting ever since it was invented.
> Is there a solution to the problem?
"Yes, lots," said Bilbo, before he remembered not to give his friends away. "No, none at all, not one," he said immediately afterwards. [1]
R cannot easily be recompiled to use higher precision, so in that sense, 'none at all'.
However, you could use something like the Rmpfr package for arbitrary precision arithmetic.
On linux/unix you can use bc (see http://r.789695.n4.nabble.com/Arbitrary-Precision-Numbers-td855931.html)
Or you could do basic things that address the issue: for example, scale, mean-centre or transform the numbers or change your parameterisation so that you do not need high numerical precision on large numbers.
Steve Ellison
[1] JRR Tolkien, ' The Hobbit', Chapter 3 (1937)
>
> Thanks a lot
> Stephan
>
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