[R] Variance for Vector of Constants is Not Zero

[Uwe Ligges]

Barry Zajdlik wrote:

> Hi All,
> 
> An annoying but not critical problem I am having is that the variance of
> a vector of constants is reported as > 0. I imagine there is a simple
> workaround for the following but could not find it after having spent an
> embarrassing amount of time.
> 
> In Splus:
> 
> 
>>x<-rep(0.02,10)
>>var(x)
>>0
> 
> 
> In R:
> 
> x<-rep(0.02,10)
> var(x)
> 1.337451e-35


Which version of R and which OS is this? I get 0 for both Linux and 
Windows with R-2.2.1.
Anyway, 0.02 is not well representable and hence can be very well the 
cause for such a numerical inaccuracy.

> I assumed the problem had to do with machine precision and suitably
> modified .Machine$double.eps and .Machine$double.neg.eps which I thought
> would fix the problem but without success. Any pointers to a solution
> would be appreciated!

Changing .Machine$double.eps does not help to calculate more accurate ...

Uwe Ligges


> Cheers,
> Barry Zajdlik
> 
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