[Rd] Randomness not due to seed
Dirk Eddelbuettel
edd at debian.org
Wed Jul 20 15:38:20 CEST 2011
On 20 July 2011 at 14:03, Jeroen Ooms wrote:
| >> I think Bill Dunlap's answer addressed it: the claim appears to be false.
|
| Here is another example where there is randomness that is not due to
| the seed. On the same machine, the same R binary, but through another
| interface. First directly in the shell:
|
| > sessionInfo()
| R version 2.13.1 (2011-07-08)
| Platform: i686-pc-linux-gnu (32-bit)
|
| locale:
| [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
| [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
| [5] LC_MONETARY=C LC_MESSAGES=en_US.UTF-8
| [7] LC_PAPER=en_US.UTF-8 LC_NAME=C
| [9] LC_ADDRESS=C LC_TELEPHONE=C
| [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
|
| attached base packages:
| [1] stats graphics grDevices utils datasets methods base
|
| > set.seed(123)
| > print(coef(lm(dist~speed, data=cars)),digits=22)
| (Intercept) speed
| -17.579094890510951643137 3.932408759124087715975
That's PBKAC --- even double precision does NOT get you 22 digits precision.
You may want to read up on 'what every computer scientist should know about
floating point arithmetic' by Goldberg (which is both a true internet classic)
and ponder why a common setting for the various 'epsilon' settings of general
convergence is set to of the constants supplied by the OS and/or its C
library. R has
#define SINGLE_EPS FLT_EPSILON
[...]
#define DOUBLE_EPS DBL_EPSILON
in Constants.h. You can then chase the definition of FLT_EPSILON and
DBL_EPSILON through your system headers (which is a good exercise).
One place you may end up in the manual -- the following from the GNU libc
documentationon :Floating Point Parameters"
FLT_EPSILON
This is the minimum positive floating point number of type float such that
1.0 + FLT_EPSILON != 1.0 is true. It's supposed to be no greater than 1E-5.
DBL_EPSILON
LDBL_EPSILON
These are similar to FLT_EPSILON, but for the data types double and long
double, respectively. The type of the macro's value is the same as the type
it describes. The values are not supposed to be greater than 1E-9.
So there -- nine digits.
Dirk
| # And this is through eclipse (java)
|
| > sessionInfo()
| R version 2.13.1 (2011-07-08)
| Platform: i686-pc-linux-gnu (32-bit)
|
| locale:
| [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
| [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
| [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
| [7] LC_PAPER=en_US.UTF-8 LC_NAME=en_US.UTF-8
| [9] LC_ADDRESS=en_US.UTF-8 LC_TELEPHONE=en_US.UTF-8
| [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=en_US.UTF-8
|
| attached base packages:
| [1] stats graphics grDevices utils datasets methods base
|
| other attached packages:
| [1] rj_0.5.2-1
|
| loaded via a namespace (and not attached):
| [1] rJava_0.9-1 tools_2.13.1
|
| > set.seed(123)
| > print(coef(lm(dist~speed, data=cars)),digits=22)
| (Intercept) speed
| -17.57909489051087703615 3.93240875912408460735
|
| ______________________________________________
| R-devel at r-project.org mailing list
| https://stat.ethz.ch/mailman/listinfo/r-devel
--
Gauss once played himself in a zero-sum game and won $50.
-- #11 at http://www.gaussfacts.com
More information about the R-devel
mailing list