From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>

Date: Mon 06 Jun 2005 - 19:45:43 EST

> x <- .Last.value

> t.test(x[1,],x[2,])

Date: Mon 06 Jun 2005 - 19:45:43 EST

Ajay Narottam Shah <ajayshah@mayin.org> writes:

> I wrote a simple log likelihood (for the ordinary least squares (OLS)

*> model), in two ways. The first works out the likelihood. The second
**> merely calls the first, but after transforming the variance parameter,
**> so as to allow an unconstrained maximisation. So the second suffers a
**> slight cost for one exp() and then it pays the cost of calling the first.
**>
**> I did performance measurement. One would expect the second version to
**> be slightly (very slightly) slower than the first. But I am finding
**> this is not the case! The second version is slightly faster. How can
**> this be?
**>
**> On my machine (ibook @ 1.2 GHz, OS X "panther", R 2.1), I get:
**>
**> > measurement(ols.lf1)
**> [1] 7.45
**> > measurement(ols.lf1.inlogs)
**> [1] 6.9
**>
**> Here is the self-contained bug-demonstration code:
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What "bug"?

You're just not testing carefully enough. Timings are not perfectly reproducible; you'll need multiple replications. I get

> replicate(50,c(measurement(ols.lf1.inlogs),measurement(ols.lf1)))

[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [1,] 9.10 9.60 9.5 9.70 9.95 10.00 9.3 9.85 9.55 9.95 10.05 10.20 9.65 [2,] 9.75 9.65 9.2 9.15 9.60 9.55 9.8 9.85 9.75 9.70 9.35 9.65 9.60

[,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [1,] 9.65 9.55 9.1 9.90 10.00 9.45 9.30 9.4 9.2 10.25 9.80 10.10 [2,] 9.95 9.90 9.7 9.55 9.55 9.80 9.95 10.6 9.3 10.30 9.55 9.65

[,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [1,] 9.6 9.50 9.55 9.65 9.85 9.70 9.75 9.7 9.25 9.85 9.8 9.75 [2,] 9.7 9.75 9.10 9.75 9.40 9.55 9.95 9.9 9.55 9.55 9.3 9.60

[,38] [,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48] [,49] [1,] 9.7 9.25 9.65 9.35 9.95 9.95 9.75 9.20 9.55 9.65 9.80 9.75 [2,] 9.9 9.65 10.20 9.20 9.65 9.50 10.25 9.75 9.90 9.10 9.25 9.05

[,50]

[1,] 9.55 [2,] 9.40

> x <- .Last.value

> t.test(x[1,],x[2,])

Welch Two Sample t-test

data: x[1, ] and x[2, ]

t = 0.284, df = 96.202, p-value = 0.777

alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:

-0.1018137 0.1358137

sample estimates:

mean of x mean of y

9.663 9.646

-- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Mon Jun 06 20:08:09 2005

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