This looks like the known problem, PR#1228. It is possible to do better, but really users should be aware that numerical inaccuracies will occur, and not expect exact results from floating-point calculations.
On Thu, 16 Feb 2006, Uwe Ligges wrote: > Barry Zajdlik wrote: > >> Hi All, >> >> An annoying but not critical problem I am having is that the variance of >> a vector of constants is reported as > 0. I imagine there is a simple >> workaround for the following but could not find it after having spent an >> embarrassing amount of time. >> >> In Splus: >> >> >>> x<-rep(0.02,10) >>> var(x) >>> 0 >> >> >> In R: >> >> x<-rep(0.02,10) >> var(x) >> 1.337451e-35 > > > Which version of R and which OS is this? I get 0 for both Linux and > Windows with R-2.2.1. > Anyway, 0.02 is not well representable and hence can be very well the > cause for such a numerical inaccuracy. > >> I assumed the problem had to do with machine precision and suitably >> modified .Machine$double.eps and .Machine$double.neg.eps which I thought >> would fix the problem but without success. Any pointers to a solution >> would be appreciated! > > Changing .Machine$double.eps does not help to calculate more accurate ... > > Uwe Ligges > > >> Cheers, >> Barry Zajdlik >> >> ______________________________________________ >> [email protected] mailing list >> https://stat.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://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > -- 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
