Nope.
This IS a bug:
_*The negative auto-correlation mostly disappear when I randomize small
samples using the R function '*__*sample*__*'.*_
Please check thoroughly the code of the 1st mail I sent, there should be
no difference between the two R functions I wrote to illustrate the bug.
I got it !
thanks and sorry for annoying you with that.
have a nice day,
hugo
On 05/10/2018 11:16, Deepayan Sarkar wrote:
> On Fri, Oct 5, 2018 at 2:07 PM hmh wrote:
>> On 05/10/2018 10:28, Annaert Jan wrote:
>>> you discard any time series structure;
>> But that is PRECISELY what a call a
On Fri, Oct 5, 2018 at 2:07 PM hmh wrote:
>
> 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.
>
>
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
On 05/10/2018, 09:45, "R-help on behalf of hmh" wrote:
Hi,
Thanks William for this fast answer, and sorry for sending the 1st mail
to r-help instead to r-devel.
I noticed that bug while I was simulating many small random walks using
c(0,cumsum(rnorm(10))).
Hi,
Thanks William for this fast answer, and sorry for sending the 1st mail
to r-help instead to r-devel.
I noticed that bug while I was simulating many small random walks using
c(0,cumsum(rnorm(10))). Then the negative auto-correlation was inducing
a muchsmaller space visited by the random
Hi Hugo,
I've been able to replicate your bug, including for other distributions (runif,
rexp, rgamma, etc) which shouldn't be surprising since they're probably all
drawing from the same pseudo-random number generator. Interestingly, it does
not seem to depend on the choice of seed, I am not
] Bug : Autocorrelation in sample drawn from stats::rnorm
Hi,
I just noticed the following bug:
When we draw a random sample using the function stats::rnorm, there should be
not auto-correlation in the sample. But their is some auto-correlation _when
the sample that is drawn is small_.
I
Hi,
I just noticed the following bug:
When we draw a random sample using the function stats::rnorm, there
should be not auto-correlation in the sample. But their is some
auto-correlation _when the sample that is drawn is small_.
I describe the problem using two functions:
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