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Problems with the sort function!?

3 messages · Kay Pilz, Adaikalavan Ramasamy, Peter Dalgaard

Original
Kay Pilz
# 
Hello All.

I am running R 2.0.0 with a Win XP operating system. The same problem occured
with R 1.9.1 but not with R.1.3.1 on a Win NT computer.

My request is about the following problem with the sort function:

The vector price is a vector of 789 asset prices of the following form,
[1] "numeric"
[1] 1.1315 1.1314 1.1313 1.1314 1.1315 1.1316 1.1315 1.1317
 [9] 1.1316 1.1316

Then the returns are defined to be the differences,
[1] -1e-04 -1e-04  1e-04  1e-04  1e-04 -1e-04  2e-04 -1e-04
 [9]  0e+00  0e+00

Here R recognizes the first two entries and also the second ones to be equal
(I did not found any two equal entries, where R didnt recognized this
relation),
[1] TRUE
[1] TRUE

But after sorting the vector, this ist not longer true,
[1] -5e-04 -5e-04 -5e-04 -5e-04 -5e-04 -4e-04 -4e-04 -4e-04
 [9] -4e-04 -4e-04
[1] FALSE

Taking the difference of the first two entries yields
[1] -2.220446e-16

which seems to be a numerical artefact.

Is this a bug, or just a handling error by me?

Thanks a lot for your answers,
Kay Frederik Pilz
Ruhr-Universitaet Bochum
Germany
Kay.Pilz at rub.de
Adaikalavan Ramasamy
# 
[1] TRUE
[1] FALSE

Reading help(all.equal) will tell you that the tolerance level by
default is around 1.490116e-08.
On Fri, 2004-11-05 at 13:48, Kay Pilz wrote:
So, which version are you having this problem with ?
Peter Dalgaard
# 
Kay Pilz <Kay.Pilz at ruhr-uni-bochum.de> writes:
...
You, I think. Consider for instance
[1]  1.118897e-16 -1.101549e-16  1.118897e-16
[1] -1.101549e-16  1.118897e-16  1.118897e-16
[1] 2.220446e-16