[R] Precision of values > 53 bits

S Ellison S.Ellison at LGCGroup.com
Thu Jan 10 15:56:00 CET 2013


> I am working with large numbers and identified that R looses 
> precision for such high numbers.
Yes. R uses standard 32-bit double precision. See ?double in your R help system. And welcome to finite precision arithmetic, which is a very widely known issue in digital comuting ever since it was invented.

> Is there a solution to the problem?
"Yes, lots," said Bilbo, before he remembered not to give his friends away. "No, none at all, not one," he said immediately afterwards. [1]

R cannot easily be recompiled to use higher precision, so in that sense, 'none at all'.

However, you could use something like the Rmpfr package for arbitrary precision arithmetic.
On linux/unix you can use bc (see http://r.789695.n4.nabble.com/Arbitrary-Precision-Numbers-td855931.html)
Or you could do basic things that address the issue: for example, scale, mean-centre or transform the numbers or change your parameterisation so that you do not need high numerical precision on large numbers.

Steve Ellison

[1] JRR Tolkien, ' The Hobbit', Chapter 3 (1937) 

> Thanks a lot
> Stephan
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