Re: [R] ties in runif() output
On Sat, 26 Jun 2004, Prof Brian Ripley wrote: > On Fri, 25 Jun 2004, Douglas Grove wrote: > > > I get ties in output from runif() when I generate as few as 10^5 > > variates and get quite a lot when I generate 10^6. Is this > > expected?? > > It should have been. > > > I haven't seen any duplication with rnorm(10^6), but > > see varying amounts of duplication using rexp(), rbeta() and > > rgamma(). I would have thought that there'd be enough precision > > that one wouldn't get ties until generating samples larger than this.. > > Did you do the calculations? Please do so. There are about 2e9 possible > values of the standard generators. I know little about the limitations of random number generation and didn't realize that only 2e9 values were obtainable. I could have done the math myself had I known Thanks very much for your help, Doug > > qbirthday(classes=2e9) > [1] 52655 > > Statisticians ought to know about the birthday problem! > > (rnorm is different because the default generator uses two uniforms, > deliberately to increase the precision.) > > > > set.seed(222) > > > sum(duplicated(runif(10^5))) > > [1] 4 > > That's unusually high, BTW. > > > > sum(duplicated(runif(10^6))) > > [1] 140 > > -- > 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, UKFax: +44 1865 272595 > > __ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] ties in runif() output
On Fri, 25 Jun 2004, Douglas Grove wrote: > I get ties in output from runif() when I generate as few as 10^5 > variates and get quite a lot when I generate 10^6. Is this > expected?? It should have been. > I haven't seen any duplication with rnorm(10^6), but > see varying amounts of duplication using rexp(), rbeta() and > rgamma(). I would have thought that there'd be enough precision > that one wouldn't get ties until generating samples larger than this.. Did you do the calculations? Please do so. There are about 2e9 possible values of the standard generators. > qbirthday(classes=2e9) [1] 52655 Statisticians ought to know about the birthday problem! (rnorm is different because the default generator uses two uniforms, deliberately to increase the precision.) > > set.seed(222) > > sum(duplicated(runif(10^5))) > [1] 4 That's unusually high, BTW. > > sum(duplicated(runif(10^6))) > [1] 140 -- 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, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] ties in runif() output
I get ties in output from runif() when I generate as few as 10^5 variates and get quite a lot when I generate 10^6. Is this expected?? I haven't seen any duplication with rnorm(10^6), but see varying amounts of duplication using rexp(), rbeta() and rgamma(). I would have thought that there'd be enough precision that one wouldn't get ties until generating samples larger than this.. > set.seed(222) > sum(duplicated(runif(10^5))) [1] 4 > sum(duplicated(runif(10^6))) [1] 140 platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status Patched major1 minor9.0 year 2004 month04 day 13 language R Thanks, Doug Grove __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
