[R] package(moments) issue
Bill Dunlap
w||||@mwdun|@p @end|ng |rom gm@||@com
Fri Oct 16 01:36:29 CEST 2020
Another bad case is
> moments::anscombe.test(rep(c(1,1.1),length=35))
Error in if (pval > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
I haven't checked the formulas carefully, but I suspect the problem is from
taking the cube root of a negative number in
z <- (1 - 2/(9 * a) - ((1 - 2/a)/(1 + xx * sqrt(2/(a -
4))))^(1/3))/sqrt(2/(9 * a))
In R, the cube root (or any non-integral power) of a negative real number
is NaN and ((1 - 2/a)/(1 + xx * sqrt(2/(a - 4))))
is c. -928 in this example. I think the intent was for the cube root to be
a negative real, c. -9.76, in this case.
If that is the intent, then a fix is to define a cube_root function for
reals
cube_root <- function (x) sign(x) * abs(x)^(1/3)
and change the z<-... line to use cube_root() instead of ^(1/3).
z <- (1 - 2/(9 * a) - cube_root(((1 - 2/a)/(1 + xx * sqrt(2/(a -
4))))))/sqrt(2/(9 * a))
-Bill
On Thu, Oct 15, 2020 at 3:15 PM Sania Wadud <sania.wadud using gmail.com> wrote:
> Hi Bill,
>
> Thanks for prompt reply and letting me know a way around it.
>
> I have more than 1200 observations and not all the values are the same.
> However, my data points are quite similar, for example,
> 0.079275, 0.078867, 0.070716 in millions and etc. I have run the data
> without converting it to millions and I still get the same error
> message. As I have kurtosis value, it should be fine for the time being.
> However, in case if you have any other explanation behind the
> error, I will highly appreciate it.
>
> Best wishes,
> Sania
>
> On Thu, 15 Oct 2020 at 20:43, Bill Dunlap <williamwdunlap using gmail.com>
> wrote:
>
>> moments::anscombe.test(x) does give errors when x has too few values or
>> if all the values in x are the same
>>
>> > moments::anscombe.test(c(1,2,6))
>> Error in if (pval > 1) pval <- 2 - pval :
>> missing value where TRUE/FALSE needed
>> > moments::anscombe.test(c(2,2,2,2,2,2,2,2))
>> Error in if (pval > 1) pval <- 2 - pval :
>> missing value where TRUE/FALSE needed
>>
>> You can use tryCatch() to return some special value where these errors
>> occur. E.g., use
>>
>> tryCatch(anscombe.test(x), error=function(e) list(p.value=NA))
>>
>> instead of ascombe.test (this assumes you will only look at p.value later
>> - add other entries as needed.).
>>
>> -Bill
>>
>> On Thu, Oct 15, 2020 at 12:09 PM Sania Wadud <sania.wadud using gmail.com>
>> wrote:
>>
>>> Hi all,
>>>
>>> While running the anscombe.test in R, I'm getting an error of *Error in
>>> if
>>> (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed* for
>>> a
>>> few time series columns whereas for most of the series the function is
>>> working fine. I have checked for those specific columns for missing
>>> values.
>>> However, there is no NA/NAN value in the dataset.
>>>
>>> I have also run kurtosis for those time series and I can get results. I
>>> have noticed the same issue was reported in the following post for python
>>> (scipy.stat) and the report mentions that there is a bug in moments
>>> package
>>> in R. I was wondering whether the issue has been resolved.
>>>
>>> https://github.com/scipy/scipy/issues/1950
>>>
>>> Could anyone please help me with the error?
>>>
>>> I look forward to hearing from you.
>>>
>>> Regards,
>>> Sania
>>>
>>> [[alternative HTML version deleted]]
>>>
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