>>>>> "BAT" == Berwin A Turlach <[EMAIL PROTECTED]>
>>>>> on Wed, 12 Mar 2008 01:23:10 +0800 writes:
BAT> G'day Martin, On Tue, 11 Mar 2008 18:07:35 +0100 Martin
BAT> Maechler <[EMAIL PROTECTED]> wrote:
>> >>>>> "BAT" == Berwin A Turlach <[EMAIL PROTECTED]> >>>>>
>> on Tue, 11 Mar 2008 13:19:46 +0800 writes:
BAT> [...] The first two lines give identical results, as
BAT> one could reasonably expect.
>>
>> Yes, but I don't think a user should *rely* on the way R
>> generates these random number; though I agree for the
>> very specific case of rlnorm(..).
>>
BAT> But the other two do not and I would argue that a user
BAT> could reasonably expect that the commands in these two
BAT> lines should lead to identical results.
>>
>> They now do.
BAT> Well, actually I forgot to mention one could also put
BAT> another argument forward. As the log-mean parameter of
BAT> the lognormal distribution goes to -Inf, the
BAT> distribution degenerates to something that has mean 0
BAT> and variance 0, i.e. could be taken as the constant
BAT> zero and, hence, one might expect that rlnorm(1, -Inf)
BAT> returns 0.
yes; and that has been a consequence of the changes I did yesterday.
BAT> But as the log-mean parameter goes to Inf, the
BAT> distribution degenerates to something with infinite
BAT> mean and infinite variance. Thus, perhaps it is more
BAT> sensible for rlnorm(1, Inf) to return NaN instead of
BAT> Inf.....
well. We have pretty strictly tried to follow the principle
that 'Inf' or '-Inf' should be used when there are clear limit
If lim_{x \to x_0} f(x) = +/- Inf =: M
we would set
f(x_0) = M
for x_0 in |R + {-Inf, Inf}
If we apply this principle here, clearly,
rlnorm(., Inf) := lim_{lmu -> Inf} rlnorm(., lmu) =
= lim_{lmu -> Inf} exp(rnorm(., lmu)) =
= exp(lim_{lmu -> Inf} rnorm(., lmu)) =
= exp(Inf) = Inf
{ or you directly numerically see that already
rlnorm(50, 1000) gives all Inf }
Martin
>> I don't think your change to .../R/distn.R was good,
BAT> I didn't like it either, but it was the simplest way I
BAT> could think of that would allow the C rexp() routine to
BAT> realise that a scale parameter of 0 actually came from
BAT> a rate parameter of -Inf in the R code.
>> but the others I have more or less committed together
>> with a few more similar ones.
BAT> Thanks.
BAT> BTW, I was surprised to realise that the *exp()
BAT> functions in the underlying C code use the opposite
BAT> parameterisation from the corresponding functions at R
BAT> level. Perhaps it would be worthwhile to point this
BAT> out in section 6.7.1 of the Writing R extension manual?
BAT> In particular since the manual states:
>>
BAT> Note that these argument sequences are (apart from the
BAT> names and that @code{rnorm} has no @var{n}) exactly the
BAT> same as the corresponding @R{} functions of the same
BAT> name, so the documentation of the @R{} functions can be
BAT> used.
>>
BAT> Well, as I noticed the hard way, for *exp() the
BAT> documentation of the corresponding R functions cannot
BAT> be used. ;-)
>>
>> We often also gratefully accept patches for the
>> documentation
BAT> I know, and I am always amazed that despite this policy
BAT> (or perhaps because of it?) the documentation of R is
BAT> not patchy.... ;-)
BAT> Cheers,
BAT> Berwin
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