Displaying 3 results from an estimated 3 matches for "annaert".
2018 Oct 05
0
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
On Fri, Oct 5, 2018 at 2:07 PM hmh <hugomh at gmx.fr> 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.
>
> rnorm(N,0,1)
> should give on average the same output...
2018 Oct 05
2
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
On 05/10/2018, 09:45, "R-help on behalf of hmh" <r-help-bounces at r-project.org on behalf of hugomh at gmx.fr> 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))). Then the negative
2018 Oct 05
0
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
> 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.
> The two functions that should produce the same output if there would be no bug are