Re: [R] Variance for Vector of Constants is STILL Not Zero

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Sat 18 Feb 2006 - 15:05:50 EST

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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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.html Received on Sat Feb 18 15:13:58 2006

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