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

[Duncan Murdoch]

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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