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

[Prof Brian Ripley]

Note though that this is already giving 0 in both cases in R-devel on 
Windows (the only platform on which this difference occurs).


On Sat, 18 Feb 2006, Spencer Graves wrote:

> 	  I got the same thing as Duncan:
>
> > 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
> > sessionInfo()
> R version 2.2.1, 2005-12-20, i386-pc-mingw32
>
> attached base packages:
> [1] "methods"   "stats"     "graphics"  "grDevices" "utils"     "datasets"
> [7] "base"
>
> 	  spencer graves
>
> Duncan Murdoch wrote:
>
>> 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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>>
>>
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>
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-- 
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