On Fri, Oct 5, 2018 at 2:07 PM hmh <hug...@gmx.fr> wrote: > > On 05/10/2018 10:28, Annaert Jan wrote: > > you discard any time series structure; > But that is PRECISELY what a call a bug: > There should not be any "time series structure" in the output or rnorm, > runif and so on but there is one. > > rnorm(N,0,1) > should give on average the same output as > sample(rnorm(N,0,1))
Agreed, but that is not what your code is testing. You seem to think that something much more specific should be true; namely, X[1:10] ~ iid normal, then cor(X[1:9], X[2:10]) and cor(sample(X[-1]), sample(X[-10])) should have the same distribution. This is not at all obvious, and in fact not true. Please check the reference you have been pointed to. Here is a related article in the same volume: https://www.jstor.org/stable/2332719 -Deepayan > Which is not the case. rnorm(N,0,1) should draw INDEPENDENT samples i.e. > without time series structure ! > > > -- > - no title specified > > Hugo Mathé-Hubert > > ATER > > Laboratoire Interdisciplinaire des Environnements Continentaux (LIEC) > > UMR 7360 CNRS - Bât IBISE > > Université de Lorraine - UFR SciFA > > 8, Rue du Général Delestraint > > F-57070 METZ > > +33(0)9 77 21 66 66 > - - - - - - - - - - - - - - - - - - > Les réflexions naissent dans les doutes et meurent dans les certitudes. > Les doutes sont donc un signe de force et les certitudes un signe de > faiblesse. La plupart des gens sont pourtant certains du contraire. > - - - - - - - - - - - - - - - - - - > Thoughts appear from doubts and die in convictions. Therefore, doubts > are an indication of strength and convictions an indication of weakness. > Yet, most people believe the opposite. > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
