On Wed, 8 Feb 2006, Duncan Murdoch wrote:
On 2/8/2006 8:30 AM, Brian D Ripley wrote:
On Wed, 8 Feb 2006, Duncan Murdoch wrote:
>> On 2/8/2006 4:53 AM, Bjÿÿrn-Helge Mevik wrote:
> Why don't you test it yourself?
>>> > E.g.,>> >>> > set.seed(42)>> > bob1 <- rnorm(1000,0,1)>> > set.seed(42)>> > bob2 <- rnorm(500,0,1)>> >
bob3 <- rnorm(500,0,1)>> > identical(bob1, c(bob2, bob3))>> >>> > I won't tell you the answer. :-)
This isn't really something that can be proved by a test. Perhaps the
current implementation makes those equal only because 500 is even, or
divisible by 5, or whatever...
I think the intention is that those should be equal, but in a quick
search I've been unable to find a documented guarantee of that. So I
would take a defensive stance and assume that there may be conditions
where c(rnorm(m), rnorm(n)) is not equal to rnorm(m+n).
If someone can point out the document I missed, I'd appreciate it.
> It's various source files in R_HOME/src/main.
> Barring bugs, they will be the same. As you know
> R is free software and comes with ABSOLUTELY NO WARRANTY.
I didn't mean guarantee in the sense of warranty, just guarantee in the
sense that if someone found a situation where they weren't equal, we
would consider it a bug and fix it or document it as an exception.
Should we add a statement to the RNG man page or manuals somewhere that
says this is the intention?
I think that is part of the sense of `no warranty': we allow ourselves to
change anything which is not documented, and so things are as a result
deliberately not documented.
For others who aren't as familiar with the issues as Brian: this isn't
necessarily a good idea. We have a lot of RNGs, and it's fairly easy to
write one so that this isn't true. For example, the Box-Muller method
naturally generates pairs of normals; a naive implementation would just
throw one away at the end if asked for an odd number. (Ours doesn't do
that.)
I think we should allow future methods to do things like that, and
preferably document that they do them.
--
Brian D. Ripley, [EMAIL PROTECTED]
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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