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Re: Study about accuracy of statistical software, incl. Octave
From: 
Marco Caliari 
Subject: 
Re: Study about accuracy of statistical software, incl. Octave 
Date: 
Wed, 25 Mar 2009 16:57:42 +0100 (CET) 
Useragent: 
Alpine 1.00 (DEB 882 20071220) 
Dear all,
please do not consider the results in the paper reliable. Here is my test
with R 2.5.1
v < 10000000.2
x < c(10000000.1,10000000.3)
v < c(v,rep(x, times = 500))
sqrt(var(v))
[1] 0.1
options(digits=16)
sqrt(var(v))
[1] 0.1000000005587935
Octave gives 1.00000000558841e01, same number of correct digits.
Nevertheless, I think there is space for improving accuracy
of mean, std, var, ...
Best regards,
Marco
On Tue, 24 Mar 2009, John W. Eaton wrote:
On 24Mar2009, Marco Caliari wrote:
 > What do you mean by "exact mean" here? I don't think any of the three
 > numbers are exactly representable in IEEE floatingpoint. It would be
 > better to choose numbers that have an exact representation, such as
 > 1e7 + 0.25, 1e7 + 0.5, 1.7 + 0.75 or such. Otherwise, you can't avoid
 > introducing errors just by writing these numbers.

 I agree with you, Jaroslav. On the other hand, in the paper it is
 written that R can compute the standard deviation with 15 correct digits.
 Actually, Octave can compute the mean with 14 correct digits and with 15
 correct digits with the patch I sent. The standard deviation with 8
 correct digits.
Since R is free software, we should be able to do just as well. Have
you looked at precisely what it does?
jwe
 Study about accuracy of statistical software, incl. Octave, (continued)
 Study about accuracy of statistical software, incl. Octave, John W. Eaton, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, John W. Eaton, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave,
Marco Caliari <=
 Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, David Thompson, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
 Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/25