64bit-halton.ps
Description: PostScript document
32bit-halton.ps
Description: PostScript document
Neither version seemed to change with repeated invocations which I thought odd in what I thought would be graphic realization of random function, but then I don't know much about this area of statistics, so I don't know is the output is supposed to appear deterministic.
Running the suggested replacement causes an error on both 32 bit and 64 bit machines:
> hist(halton(n = 5000, dim = 1, norm=TRUE), main = "Normal Halton", + xlab = "x", col = "steelblue3", border = "white")Error in hist(halton(n = 5000, dim = 1, norm = TRUE), main = "Normal Halton", :
could not find function "halton" > sessionInfo() R version 2.9.1 Patched (2009-07-04 r48897) x86_64-apple-darwin9.7.0 locale: en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages:[1] fOptions_290.75 fBasics_2100.77 MASS_7.2-47 timeSeries_2100.83 timeDate_290.85
-- David On Sep 15, 2009, at 1:46 AM, Christophe Dutang wrote:
It does not solve your problem, but in the future, you should use the halton function, since Diethelm Wuertz and I decided it to move runif.halton (based on fortran code) to the randtoolbox package. In the man page, there is an example of plot: hist(halton(n = 5000, dim = 1, norm=TRUE), main = "Normal Halton", xlab = "x", col = "steelblue3", border = "white") But unfortunately, I do not have a 64 bit version of R, so I can not help you. Let me know if there is a problem with the fortran code. Christophe Le 15 sept. 09 à 03:55, Anirban Mukherjee a écrit :Sorry, but of course. rnorm.halton should be "almost" identical to rnorm (rnorm gives draws from a 0 mean, 1sd Normal). Halton sequences (amongst other things)allow one to draw from the normal in a "more intelligent" fashion whenintegrating. Using hist, you should see the classic "bell curve" centered around 0. Almost identical to hist(rnorm(1000), plot=TRUE) The 32 bit "version" gives the bell curve. My 64 bit version gives a totally different plot (nothing subtle) ... some times with only positive values for all 100 draws. My 64 bit version of rnorm.halton also often outputs a bunch of NaNs. If both your plots look like a bell curve, the problem is on my machine/end. Thanks very much: do greatly appreciate it. Best, Anirban On Mon, Sep 14, 2009 at 9:31 PM, Steve Lianoglou <[email protected]> wrote:Hi, On Mon, Sep 14, 2009 at 8:28 PM, Anirban Mukherjee <[email protected]wrote:To add: If I try to install using the mac.binary, it tells me (on opening the 64 bit app) that the package is not installed for x64. And does not let me load the library when using 64 bit mode. However, if I install the package from source, then it installs for x64, but gives me weird results. Again: would appreciate if some one could confirm so that I can contact the authors and let them know. I do need Halton normals for some thing I am working on, and I am sitting right on that borderline point where the memory constraints of the 32 bit app are making me lose sleep ...I wouldn't know what to look for to tell you if it's going wrong or not.I have no idea about anything related to financial modeling and don'thave the fOptions package installed anyway. Perhaps if you post the two images you get: i. what you expect to see/what you get from 32bit ii. the wrong image that you're getting from the 64bit version One of us can confirm/deny that we get the same thing. Otherwise, I really can't give you an educated answer w/o having to looking into what this 'halton' stuff is anyway ... So .. help us help you :-) I'm not sitting at a 64 bit machine atm, so hopefully someone else can help you before I get back to school tomorrow ... -steve -- Steve Lianoglou Graduate Student: Computational Systems Biology | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact-- Anirban Mukherjee | Assistant Professor, Marketing | LKCSB, SMU 5062 School of Business, 50 Stamford Road, Singapore 178899 | +65-6828-1932 _______________________________________________ R-SIG-Mac mailing list [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-mac-- Christophe Dutang Ph.D. student at ISFA, Lyon, France website: http://dutangc.free.fr [[alternative HTML version deleted]] _______________________________________________ R-SIG-Mac mailing list [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-mac
David Winsemius, MD Heritage Laboratories West Hartford, CT
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