<p><div><div><div><div data-width="100" data-show-faces="false" data-send="true" data-layout="button_count" data-height="21" data-href="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/"></div></div><div><a data-url="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/" data-counturl="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/" data-count="horizontal" data-text="PSA: R’s rnorm() and mvrnorm() use different spreads" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
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(This article was first published on <strong><a href="http://civilstat.com/2016/06/psa-rs-rnorm-and-mvrnorm-use-different-spreads/"> R – Civil Statistician</a></strong>, and kindly contributed to <a rel="nofollow" href="http://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>Quick public service announcement for my fellow R nerds:</p>
<p>R has two commonly-used random-Normal generators: <code><a target="_blank" href="https://stat.ethz.ch/R-manual/R-devel/library/stats/html/Normal.html">rnorm</a></code> and <code><a target="_blank" href="https://stat.ethz.ch/R-manual/R-devel/library/MASS/html/mvrnorm.html">MASS::mvrnorm</a></code>. I was foolish and assumed that their parameterizations were equivalent when you’re generating univariate data. But nope:</p>
<ul>
<li>Base R can generate univariate draws with <code>rnorm(n, mean, sd)</code>, which uses the standard deviation for the spread.</li>
<li>The MASS package has a multivariate equivalent, <code>mvrnorm(n, mu, Sigma)</code>, which uses the variance-covariance matrix for the spread. In the univariate case, <code>Sigma</code> is the variance.</li>
</ul>
<p>I was using <code>mvrnorm</code> to generate a univariate random variable, but giving it the standard deviation instead of the variance. It took me two weeks of debugging to find this problem.</p>
<p>Dear reader, I hope this cautionary tale reminds you to check R function arguments carefully!</p>
<p><div><div><div><div data-width="55" data-show-faces="false" data-send="true" data-layout="box_count" data-height="62" data-href="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/"></div></div><div><a data-url="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/" data-counturl="http://www.r-bloggers.com/psa-rs-rnorm-and-mvrnorm-use-different-spreads/" data-count="vertical" data-text="PSA: R’s rnorm() and mvrnorm() use different spreads" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
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<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://civilstat.com/2016/06/psa-rs-rnorm-and-mvrnorm-use-different-spreads/"> R – Civil Statistician</a></strong>.</div>
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