On 19/09/2018 9:40 AM, David Hugh-Jones wrote:
On Wed, 19 Sep 2018 at 13:43, Duncan Murdoch <[email protected] <mailto:[email protected]>> wrote:I think the analyses are correct, but I doubt if a change to the default is likely to be accepted as it would make it more difficult to reproduce older results.I'm a bit alarmed by the logic here. Unbiased sampling seems basic for a statistical language. As a consumer of R I'd like to think that e.g. my bootstrapped p values are correct. Surely if the old results depend on the biased algorithm, then they are false results?
All Monte Carlo results contain Monte Carlo error. Using the biased function will have some additional error, but for almost all simulations, it will be negligible compared to the Monte Carlo error. I suspect the only simulations where the bias was anywhere near the same order of magnitude as the Monte Carlo error would be ones designed with this specific code in mind.
Duncan Murdoch ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
