From murdoch.duncan at gmail.com  Wed Jul 20 16:06:49 2011
From: murdoch.duncan at gmail.com (Duncan Murdoch)
Date: Wed, 20 Jul 2011 10:06:49 -0400
Subject: [Rd] Randomness not due to seed
In-Reply-To: <49E76DF37649DC48A4CE882BC8CE51C901C2C1D9@nagmail2.nag.co.uk>
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Message-ID: <4E26E0F9.5040402@gmail.com>

On 20/07/2011 9:59 AM, Martyn Byng wrote:
> Hi,
>
> Even using the same math libraries you can get different results,
> depending on what sorts of instructions those libraries use, see the
> following (none R related) blog article:
> http://blog.nag.com/2011/02/wandering-precision.html.

That's another cause that I hadn't considered, also mostly out of our 
control.  (Whoever compiles R does have some control over what 
optimizations the compiler does, but they might not be aware of them all.)

Duncan Murdoch

> Martyn
>
> -----Original Message-----
> From: r-devel-bounces at r-project.org
> [mailto:r-devel-bounces at r-project.org] On Behalf Of Duncan Murdoch
> Sent: 20 July 2011 14:47
> To: Jeroen Ooms
> Cc: r-devel at r-project.org
> Subject: Re: [Rd] Randomness not due to seed
>
> I would guess the error below is because of Java messing around in the
> hardware.  It's pretty common on Windows for DLLs to attempt to change
> the precision setting on the floating point processor; I hadn't seen
> that before on Linux, but that would be my guess as to the cause.
>
> It's also possible that one of the attached packages has messed with R
> functions somehow, e.g. by replacing the default print() or show()
> method.
>
> A third possibility is that different math libraries are being used.
>
> So I would consider the differences in the results to be a bit of a bug,
>
> but not one that is likely under our control, and not one that is so
> large that I would worry about working around it.
>
> Duncan Murdoch
>
> On 20/07/2011 8:03 AM, Jeroen Ooms wrote:
> >  >>   I think Bill Dunlap's answer addressed it:  the claim appears to
> be false.
> >
> >  Here is another example where there is randomness that is not due to
> >  the seed. On the same machine, the same R binary, but through another
> >  interface. First directly in the shell:
> >
> >  >   sessionInfo()
> >  R version 2.13.1 (2011-07-08)
> >  Platform: i686-pc-linux-gnu (32-bit)
> >
> >  locale:
> >    [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
> >    [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
> >    [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
> >    [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
> >    [9] LC_ADDRESS=C               LC_TELEPHONE=C
> >  [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
> >
> >  attached base packages:
> >  [1] stats     graphics  grDevices utils     datasets  methods   base
> >
> >  >   set.seed(123)
> >  >   print(coef(lm(dist~speed, data=cars)),digits=22)
> >                 (Intercept)                     speed
> >  -17.579094890510951643137   3.932408759124087715975
> >
> >
> >
> >  # And this is through eclipse (java)
> >
> >  >   sessionInfo()
> >  R version 2.13.1 (2011-07-08)
> >  Platform: i686-pc-linux-gnu (32-bit)
> >
> >  locale:
> >    [1] LC_CTYPE=en_US.UTF-8          LC_NUMERIC=C
> >    [3] LC_TIME=en_US.UTF-8           LC_COLLATE=en_US.UTF-8
> >    [5] LC_MONETARY=en_US.UTF-8       LC_MESSAGES=en_US.UTF-8
> >    [7] LC_PAPER=en_US.UTF-8          LC_NAME=en_US.UTF-8
> >    [9] LC_ADDRESS=en_US.UTF-8        LC_TELEPHONE=en_US.UTF-8
> >  [11] LC_MEASUREMENT=en_US.UTF-8    LC_IDENTIFICATION=en_US.UTF-8
> >
> >  attached base packages:
> >  [1] stats     graphics  grDevices utils     datasets  methods   base
> >
> >  other attached packages:
> >  [1] rj_0.5.2-1
> >
> >  loaded via a namespace (and not attached):
> >  [1] rJava_0.9-1  tools_2.13.1
> >
> >  >   set.seed(123)
> >  >   print(coef(lm(dist~speed, data=cars)),digits=22)
> >                (Intercept)                    speed
> >  -17.57909489051087703615   3.93240875912408460735
>
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[Rd] Randomness not due to seed
Duncan Murdoch