>>>>> "Paul" == Paul Smith <[EMAIL PROTECTED]> >>>>> on Fri, 17 Nov 2006 12:12:52 +0000 writes:
Paul> On 11/16/06, Prof Brian Ripley <[EMAIL PROTECTED]> Paul> wrote: >> > For my calculations, I am needing to use more >> floating-point precision > than the default one of R. Is >> that possible? And, if yes, how? >> >> See package gmp (but that will be slow and cumbersome for >> all but simple calculations). >> >> The real issue is that R already uses the maximum >> precision of the FPU for many common FPUs (but not all). >> Since you have forgotten to tell us anything about your >> environment we don't know if that applies: there may be >> compiler options you can use to raise the precision. >> >> Please do study the posting guide: we are surprisingly >> good at mind-reading, but prefer to be told exactly what >> you want to do with R in what environment and why you are >> 'needing' something. Paul> Thanks, Gabor and Prof. Ripley. After some research, I Paul> conclude that the problem occurring to me cannot be Paul> removed for any finite floating-point precision. (I do Paul> need infinite floating-point precision.) The Paul> problematic operation is the successive multiplication Paul> of reals between 0 and 1; after a certain number of Paul> multiplications, significant rounding errors occur. of course. But that's a very well known and common problem in several areas of applied probability and statistics. AFAIK, in most cases the "obvious" remedy is the following: Instead of multiplying probabilities, you add log-probabilities and only exp()onentiate at the end {if needed at all}. This also applies if your numbers in [0,1] are not probabilities per se. Note that R makes it particularly efficient to work with log-probabilities, because all d<foo>() and p<foo> functions have a 'log' or 'log.p' argument which return log-values already, often with much more precision and efficiency than if you'd take the log of the probabilities yourself. Regards, Martin Maechler, ETH Zurich Paul> I did read the posting guide, but I could not Paul> anticipate the relevance of indicating the environment Paul> that I am using: Fedora Core 6 (Linux) running on a Paul> Pentium Dual Core and R 2.4.0. Paul> Paul Paul> ______________________________________________ Paul> R-help@stat.math.ethz.ch mailing list Paul> https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do Paul> read the posting guide Paul> http://www.R-project.org/posting-guide.html and Paul> provide commented, minimal, self-contained, Paul> reproducible code. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.