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
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