Displaying 2 results from an estimated 2 matches for "cclhgmpcmhoinmca".
2018 Oct 05
0
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...serial correlation coefficient, but just a correlation (which in this case is unbiased).
Try out the following:
Xs <- sample(X)
Cor[repetition] = cor(Xs[-1]),(Xs[-length(Xs)]))
The bias should reappear.
Jan
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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