[R] Problems with the sort function!?
Adaikalavan Ramasamy
ramasamy at cancer.org.uk
Fri Nov 5 15:18:42 CET 2004
> x <- 1.00000001
> all.equal(x, 1)
[1] TRUE
> x == 1
[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:
> 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.
So, which version are you having this problem with ?
> 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,
>
> > mode(price)
> [1] "numeric"
> > price[1:10]
> [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,
>
> > ret <- diff(price)
> > ret[1:10]
> [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),
>
> > ret[1]==ret[2]
> [1] TRUE
> > ret[3]==ret[4]
> [1] TRUE
>
> But after sorting the vector, this ist not longer true,
>
> > s <- sort(ret)
> > s[1:10]
> [1] -5e-04 -5e-04 -5e-04 -5e-04 -5e-04 -4e-04 -4e-04 -4e-04
> [9] -4e-04 -4e-04
> > s[1]==s[2]
> [1] FALSE
>
> Taking the difference of the first two entries yields
>
> > s[1]-s[2]
> [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
>
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