Re: [OctDev] randn() broken

[Justus P. <Jus...@UL...>]

> I can't regenerate this problem with octave-forge CVS or with 2004.09.09.
> I used the commands
>
> octave:1> hist(randn(1,1e6),-3.75:0.5:3.75)
> octave:2> var(randn(1,1e6))
> ans =3D 1.0001
> octave:3> mean(randn(1,1e6))
> ans =3D  -4.9951e-04

This does not give enough resolution to demonstrate the problem, nor
does it visualize temporal dependencies. However, randn() from
octave-forge-2004.09.09, does give me a wrong

octave> randn("seed", 12345);
octave> var(randn(1,1e6))
ans =3D 0.71239

I append printouts of the output of the following sequence of
commands:

octave> randn("seed", 12345);
octave> plot(1:10000, randn(1, 10000), ".");
octave> print("-depsc2", "randn-dots.eps");
octave> randn("seed", 12345);
octave> hist(randn(1,1e6),-3.75:0.001:3.75);
octave> print("-depsc2", "randn-hist.eps");

The second figure suggests that the output of randn() possibly
converges to normal over very long sequences of random numbers (albeit
with a wrong variance), but notice the ditch at zero that persists
even after 6 million samples.

The non-normality is revealed by the first figure that demonstrates
that the samples are nowhere near Gaussian for sample sizes of at
least up to several thousands, due to a strange sequential clustering
effect.

I also append the counterparts of these figures using the randn() from
octave-2.1.57, which do not exhibit these problems (but, incidentally,
there are strange tails in the histograms).

> before doing your test and seed if it helps. It might also be a build
> issue, so can you try with the "-DALLBITS" flag or without it and
> see if it makes a difference if 32 or 64 bit ints are used.

For info, my rand.cc from octave-forge/FIXES was compiled with
-DALLBITS (the default). I don't have the time right now to
investigate more deeply, but will later if nobody else can reproduce
the problem.

Justus


APPENDICES - Images as .eps and .eps.gz

Buggy results (octave-forge-2004.09.09):

http://www.montefiore.ulg.ac.be/~piater/Demos/randn-dots.eps
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-dots.eps.gz
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-hist.eps
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-hist.eps.gz


Good results (octave-2.1.57):

http://www.montefiore.ulg.ac.be/~piater/Demos/randn-dots-good.eps
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-dots-good.eps.gz
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-hist-good.eps
http://www.montefiore.ulg.ac.be/~piater/Demos/randn-hist-good.eps.gz

--=20
Justus H. Piater, Ph.D.         http://www.montefiore.ulg.ac.be/~piater/
Institut Montefiore, B28        Phone: +32-4-366-2279
Universit=E9 de Li=E8ge, Belgium    Fax:   +32-4-366-2620