[R] Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
hmh
hugomh @end|ng |rom gmx@|r
Fri Oct 5 10:36:58 CEST 2018
On 05/10/2018 10:28, Annaert Jan wrote:
> you discard any time series structure;
But that is PRECISELY what a call a bug:
There should not be any "time series structure" in the output or rnorm,
runif and so on but there is one.
rnorm(N,0,1)
should give on average the same output as
sample(rnorm(N,0,1))
Which is not the case. rnorm(N,0,1) should draw INDEPENDENT samples i.e.
without time series structure !
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Hugo Mathé-Hubert
ATER
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