Re: [Rd] ? bug in 'sample' (PR#8813)

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 27 Apr 2006 - 15:55:48 GMT

doddl@mail.nih.gov writes:

> I have found that specifying different "sizes" in the sample command has
> a funny effect on the random sampling. The code below is a condensed
> version of a function I wrote to simulate a bootstrap method. For
> simplicity, I eliminated the internal bootstrap loop, but kept a
> statement to draw one bootstrap sample, because this is where the
> problem occurs. The output (mean(y)^2) should be the same for the two
> runs of the function below, since it is based on the original rnorm
> draw. For the first iteration of this function, it is, but thereafter
> the results aren't the same. If I run this code in Splus, the results
> are the same. Also, if I set the size argument to be the same (or
> eliminate this line altogether), I get reproducible results.

What is the issue? To generate samples of different sizes, you may need a different number of random draws, so the RNG is not going to be in the same state the 2nd time you hit rnorm().

A current Splus (7.0.0) doesn't give you the same result either:

 > test.fun(50,0,30,12345)
[1] 2.712664e-05 9.971680e-03
> test.fun(50,0,10,12345)
[1] 2.712664e-05 2.225859e-03

>
>
> I'm using R 2.2.0
>
>
>
> Thanks,
>
> -Lori
>
>
>
> test.fun<-function(nsamp, mu,q, seed, nsim=2){
>
> set.seed(seed)
>
> mnsq<-rep(NA,nsim)
>
> for (i in 1:nsim){
>
> y<-rnorm(nsamp,mean=mu)
>
> yboot<-sample(y, size=q, replace=T)
>
> mnsq[i]<-(mean(y)^2)
>
> }
>
> return(mnsq)
>
> }
>
>
>
> test.fun(50,0,30,12345)
>
> test.fun(50,0,10,12345)
>
>
>
> Lori E. Dodd, Ph.D.
>
> National Cancer Institute
>
> Biometric Research Branch
>
> 6130 Executive Blvd, MSC 7434
>
> Rockville, MD 20892
>
> (For overnight deliveries use 20852)
>
>
>
> Phone: 301-402-0383
>
> FAX: 301-402-0560
>
> Email: doddl@mail.nih.gov
>
>
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Fri Apr 28 01:58:20 2006

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