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2019 Feb 26
2
bias issue in sample() (PR 17494)
...behavior, but it's documented in ?Random: "Do not rely on randomness of low-order bits from RNGs. Most of the supplied uniform generators return 32-bit integer values that are converted to doubles, so they take at most 2^32 distinct values and long runs will return duplicated values (Wichmann-Hill is the exception, and all give at least 30 varying bits.)" The "Wichman-Hill" bit is interesting: RNGkind("Wichmann-Hill") length(table(runif(1e6))) ## [1] 1000000 length(table(runif(1e6))) ## [1] 1000000 Mersenne-Twister has a much much larger periodicity than Wi...
2019 Feb 26
1
bias issue in sample() (PR 17494)
...andom: >> >> "Do not rely on randomness of low-order bits from RNGs. Most of the >> supplied uniform generators return 32-bit integer values that are >> converted to doubles, so they take at most 2^32 distinct values and long >> runs will return duplicated values (Wichmann-Hill is the exception, and >> all give at least 30 varying bits.)" >> >> The "Wichman-Hill" bit is interesting: >> >> RNGkind("Wichmann-Hill") >> length(table(runif(1e6))) >> ## [1] 1000000 >> length(table(runif(1e6))) >&g...
2019 Feb 26
0
bias issue in sample() (PR 17494)
...;s documented in ?Random: > > "Do not rely on randomness of low-order bits from RNGs. Most of the > supplied uniform generators return 32-bit integer values that are > converted to doubles, so they take at most 2^32 distinct values and long > runs will return duplicated values (Wichmann-Hill is the exception, and > all give at least 30 varying bits.)" > > The "Wichman-Hill" bit is interesting: > > RNGkind("Wichmann-Hill") > length(table(runif(1e6))) > ## [1] 1000000 > length(table(runif(1e6))) > ## [1] 1000000 > > Merse...
2019 Feb 19
2
bias issue in sample() (PR 17494)
Before the next release we really should to sort out the bias issue in sample() reported by Ottoboni and Stark in https://www.stat.berkeley.edu/~stark/Preprints/r-random-issues.pdf and filed aa a bug report by Duncan Murdoch at https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17494. Here are two examples of bad behavior through current R-devel: set.seed(123) m <- (2/5) * 2^32