Displaying 3 results from an estimated 3 matches for "samplesize_".
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2018 Oct 04
2
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...ate the expected behavior#?#?#?# *Unexpected : *# ??# ? DistributionAutocorrelation_Unexpected = function(SampleSize){# ? ? Cor = NULL# ? ? for(repetition in 1:1e5){# ? ? ? X = rnorm(SampleSize)# ? ? ? Cor[repetition] = cor(X[-1],X[-length(X)])# ? ? }# ? ? return(Cor)# ? }#?# par(mfrow=c(3,3))# for(SampleSize_ in c(4,5,6,7,8,10,15,20,50)){# ? hist(DistributionAutocorrelation_Unexpected(SampleSize_),col='grey',main=paste0('SampleSize=',SampleSize_))?# ? ; abline(v=0,col=2)# }#?# output:# ??# ??# ? *Expected**:*# ??# ? DistributionAutocorrelation_Expected = function(SampleSize){# ? ? Cor =...
2018 Oct 04
2
Bug : Autocorrelation in sample drawn from stats::rnorm (hmh)
...ate the expected behavior#?#?#?# *Unexpected : *# ??# ? DistributionAutocorrelation_Unexpected = function(SampleSize){# ? ? Cor = NULL# ? ? for(repetition in 1:1e5){# ? ? ? X = rnorm(SampleSize)# ? ? ? Cor[repetition] = cor(X[-1],X[-length(X)])# ? ? }# ? ? return(Cor)# ? }#?# par(mfrow=c(3,3))# for(SampleSize_ in c(4,5,6,7,8,10,15,20,50)){# ? hist(DistributionAutocorrelation_Unexpected(SampleSize_),col='grey',main=paste0('SampleSize=',SampleSize_))?# ? ; abline(v=0,col=2)# }#?# output:# ??# ??# ? *Expected**:*# ??# ? DistributionAutocorrelation_Expected = function(SampleSize){# ? ? Cor =...
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