On Thu, 12 Apr 2001 e.zwane@fss.uu.nl wrote:
> I am not sure whether this is really a bug, but seems to be as my program
> works pretty well in S+, for small iterations.
It contains two serious bugs. Please read the FAQ on reporting BUGS.
> I am creating a random sample from a chi^2 distribution with 23.5 df. Thus
> I have to sample from a chi^2 with 23 or 24 df with probability 0.5. The
> other alternative is to create a weighted version of the two distribution,
> which is where my problem lies.
>
> I use the following commands
>
> while(iter<100){
> old.seed<-.Random.seed
> #sample from chi^2 23
> set.seed(old.seed)
That's invalid in both S-PLUS and in R. The argument to set.seed is
not in the format of the result of the return from .Random.seed.
> #sample from chi^2 24
>
> #chi^2, 23.5 <- 0.5*(chi^2 23+chi^2 24)
That's an average, not an equi-probability choice.
> iter+1
> }
>
> The unfortunate thing is that the ".Random.seed" is no longer
random but
> remains constant, and I want to find ways around this problem.
Use the functions correctly! You really should not be restoring random
seeds during a simulation, as you will get heavily dependent rvs.
If you really want a Chi-squared with 23.5 df, use rgamma. It can do it
exactly.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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