[R] Precision in R

Liaw, Andy andy_liaw at merck.com
Tue Jul 20 19:01:13 CEST 2004

You can find the info in ?numeric, which says:


     _R has no single precision data type.  All real numbers are stored
     in double precision format_. ...

I suspect the most likely difference is in the actual algorithms used for
the least squares computation.  AFAIK SAS uses the sweep operator on the
extended cross-product matrix, whereas lm() in R uses QR decomposition on
the X matrix.

You can read Prof. Bates' article on least squares computations in R in the
most recent issue of the R News, available on www.r-project.org.


> From: adelmaas at musc.edu
> Greetings.
> I'm trying to recreate in R some regression models I've done in SAS, 
> but I'm not getting the same results.  My advisor suspects 
> this may be 
> due to differences in precision between R and SAS.  Does anyone know 
> where I can find specifications for R's type double?  (It 
> doesn't seem 
> to be in the R Language Definition.)  Thanks in advance for any help 
> anyone can provide.
> Aaron
> -------------
> Aaron Solomon (ben Saul Joseph) Adelman
> E-mail:  adelmaas at musc.edu
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