[R] qustion with lars (lasso) package
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Oct 28 17:30:01 CEST 2004
On Thu, 28 Oct 2004, Guan Xing wrote:
> I am using lars package written by Dr. Trevor Hastie, the version is
> lars_0.9-5 downloaded from cran. When I ran the diabetes example data
> attached in package, I found that the beta outputs from different
> machines are different. The difference is only about 10^-11 to 10^-12,
> some friends suggested that it possibly is a machine precision problem.
> But I check the machine numerical characteristics with command "
> str(.Machine)", all four machines I am using give me same information. I
> am wondering whether someone has noticed this problem before. Could I
> make some restriction and get the same results on all machines
Yes. Run exactly the same version of R (that is, the exact same files) on
all the machines, if they have exactly the same OS and similar chips.
Otherwise you and your friends need to take a course in numerical methods.
Even different versions of the same compiler will produce different code
ordering operations differently and some give different results. For
example, R built with --enable-R-shlib gives different answers to that
built without, and R using different BLAS libraries can give quite
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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