search for: distributionautocorrelation_unexpected

Displaying 4 results from an estimated 4 matches for "distributionautocorrelation_unexpected".

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 04
2
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...Hi,#?#?# I just noticed the following bug:# ??# ? When we draw a random sample using the function stats::rnorm, there?# should be not auto-correlation in the sample. But their is some?# auto-correlation _when the sample that is drawn is small_.#?# I describe the problem using two functions:# ??# ? DistributionAutocorrelation_Unexpected which as the wrong behavior :?# ? _when drawing some small samples using rnorm, there is generally a?# strong negative auto-correlation in the sample_.#?# and#?# DistributionAutocorrelation_Expected which illustrate the expected behavior#?#?#?# *Unexpected : *# ??# ? DistributionAutocorrelation_Une...
2018 Oct 04
2
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...Hi,#?#?# I just noticed the following bug:# ??# ? When we draw a random sample using the function stats::rnorm, there?# should be not auto-correlation in the sample. But their is some?# auto-correlation _when the sample that is drawn is small_.#?# I describe the problem using two functions:# ??# ? DistributionAutocorrelation_Unexpected which as the wrong behavior :?# ? _when drawing some small samples using rnorm, there is generally a?# strong negative auto-correlation in the sample_.#?# and#?# DistributionAutocorrelation_Expected which illustrate the expected behavior#?#?#?# *Unexpected : *# ??# ? DistributionAutocorrelation_Une...
2018 Oct 05
0
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...e 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 'DistributionAutocorrelation_Unexpected' and 'DistributionAutocorrelation_Expected'. >Please take the time to compare there output!! >The finite-sample bias in the sample autocorrelation coefficient you mention should affect them in the same manner. This bias is not the only phenomenon at work, there is ALSO as BUG !...