[R] How to menage decimals in order to obtain accurate estimates

[Jim Lemon]

On 02/06/2013 07:51 PM, mary wrote:
>
> I'm sorry,
>
> I have a data set  contains numbers with more decimal places, the data are
> available in R "data (milk)".
> I made a loop to get a robust correlation matrix but in  calculations,
> decimals cause me problems ( especially I do not know how R rounds numbers
> by default) so the diagonal should be equal to one is not.
>
> I hope it's clearer.
>
Hi mary,
That's okay, nearly everybody thinks that because they know what they 
are talking about, everyone else does, too. I don't know which dataset 
you are using as there seem to be several "milk" datasets. However, 
unless you are doing a lot of sequential calculations, it is probably 
not the machine precision that is causing your errors, as they would be 
much smaller. What may be happening is that you are treating robust 
estimates as exact parametric estimates, thus generating larger errors 
in your calculations. The simplest way to check this is to run a small 
example calculation and print out the successive results that you get. 
You may see one result that is clearly wrong and can work out where the 
error is being made.

Jim