R Under development (unstable) (2023-06-09 r84528 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > ### Have had cases where differences between large numbers lose precision, or even give Inf, > ### which lead to NA > > require(robustbase) Loading required package: robustbase > > source(system.file("xtraR/styleData.R", package = "robustbase"))# -> smallD, mkMx() > > stopifnot(exprs = { + all.equal(scaleTau2(c(-4:4, 10000), consistency=FALSE), + (scaleTau2(c(-4:4, 1e300), consistency=FALSE) -> sT), # <- gave NaN, now fine ! + tol = 1e-15) # even 0 (exact equality; Linux 64b) + all.equal(3.41103800034854, sT, tol = 1e-14) # seen 6.5e-16 + }) > > exL <- c( + list( xNA = c(NA, 1:6) + , xMe9 = c(-4:4, 1e9) + , xM = c(-4:4, .Machine$double.xmax) + , xI = c(-4:4, Inf) + , IxI = c(-Inf, -4:4, Inf) + , IxI2 = c(-Inf, -4:4, Inf,Inf)) + , + mkMx(c(1e6, 1e9, + 1e12, 1e14, 1e16, + 1e20, 1e40, .Machine$double.xmax, Inf)) + ) > > madL <- vapply(exL, mad, pi) > ## Initially, scaleTau2() "works" but gives NaN everywhere -- now fine! > sT2.L <- vapply(exL, scaleTau2, FUN.VALUE=1, sigma0 = 1, consistency=FALSE) > sT2.i2.L <- vapply(exL, scaleTau2, FUN.VALUE=1, sigma0 = 1, consistency=FALSE, iter = 2) > sT2.i5.L <- vapply(exL, scaleTau2, FUN.VALUE=1, sigma0 = 1, consistency=FALSE, iter = 5) > > cbind(madL, sT2.L) madL sT2.L xNA NA NA xMe9 3.706500e+00 2.313007 xM 3.706500e+00 2.313007 xI 3.706500e+00 2.313007 IxI 4.447800e+00 2.412091 IxI2 4.447800e+00 2.440970 M1e06_nm1 1.482590e+06 2.664402 M1e06_neq 7.412993e+05 2.679394 M1e06_np1 1.037820e+01 2.706130 M1e09_nm1 1.482600e+09 2.664402 M1e09_neq 7.413000e+08 2.679394 M1e09_np1 1.037820e+01 2.706130 M1e12_nm1 1.482600e+12 2.664402 M1e12_neq 7.413000e+11 2.679394 M1e12_np1 1.037820e+01 2.706130 M1e14_nm1 1.482600e+14 2.664402 M1e14_neq 7.413000e+13 2.679394 M1e14_np1 1.037820e+01 2.706130 M1e16_nm1 1.482600e+16 2.664402 M1e16_neq 7.413000e+15 2.679394 M1e16_np1 1.037820e+01 2.706130 M1e20_nm1 1.482600e+20 2.664402 M1e20_neq 7.413000e+19 2.679394 M1e20_np1 1.037820e+01 2.706130 M1e40_nm1 1.482600e+40 2.664402 M1e40_neq 7.413000e+39 2.679394 M1e40_np1 1.037820e+01 2.706130 M1.8e308_nm1 Inf 2.664402 M1.8e308_neq 1.332630e+308 2.679394 M1.8e308_np1 1.037820e+01 2.706130 MInf_nm1 Inf 2.664402 MInf_neq Inf 2.679394 MInf_np1 1.037820e+01 2.706130 > > stopifnot(exprs = { + is.na(madL [1]) + is.na(sT2.L[1]) + 2.3 < sT2.L[-1] + sT2.L[-1] < 2.71 + }) > > > xI <- exL$xI > stopifnot(exprs = { + mad(exL$xI, constant = 1) == 2.5 + }) > > stopifnot(exprs = { + all.equal(3.5471741782, scaleTau2(xI)) # gave NaN + ## These even gave Error in ..... : NA/NaN/Inf in foreign function call (arg 1) + all.equal(3.5778, Sn(xI)) + all.equal(3.1961829592, Qn(xI)) + }) > > ## From example(mc) {by MM} : > > ## Susceptibility of the current algorithm to large outliers : > dX10 <- function(X) c(1:5,7,10,15,25, X) # generate skewed size-10 with 'X' > (Xs <- c(10,20,30, 60, 10^(2:10), 1000^(4:19), 1e6^c(10:20,10*(3:5)), Inf)) [1] 1e+01 2e+01 3e+01 6e+01 1e+02 1e+03 1e+04 1e+05 1e+06 1e+07 [11] 1e+08 1e+09 1e+10 1e+12 1e+15 1e+18 1e+21 1e+24 1e+27 1e+30 [21] 1e+33 1e+36 1e+39 1e+42 1e+45 1e+48 1e+51 1e+54 1e+57 1e+60 [31] 1e+66 1e+72 1e+78 1e+84 1e+90 1e+96 1e+102 1e+108 1e+114 1e+120 [41] 1e+180 1e+240 1e+300 Inf > > mc10x <- vapply(Xs, function(x) mc(dX10(x)), 1) The default of 'doScale' is FALSE now for stability; set options(mc_doScale_quiet=TRUE) to suppress this (once per session) message > ## now fixed: > stopifnot(all.equal(c(4,6, rep(7,42))/12, mc10x)) > plot(Xs, mc10x, type="b", main = "mc( c(1:5,7,10,15,25, X) )", xlab="X", log="x") > > ## so, Inf does work, indeed for mc() > mcOld <- function(x, ..., doScale=TRUE) mc(x, doScale=doScale, c.huberize=Inf, ...) > (x10I <- dX10(Inf)) [1] 1 2 3 4 5 7 10 15 25 Inf > set.seed(2020-12-04)# rlnorm(.) > summary(xlN <- rlnorm(100)) Min. 1st Qu. Median Mean 3rd Qu. Max. 0.08955 0.55831 1.18474 1.91846 2.36054 14.88402 > xII <- c(-Inf, xlN, Inf) > stopifnot(exprs = { + all.equal(0.5, print(mcOld(x10I))) + all.equal(7/12, print(mc (x10I, doScale=TRUE ))) # was 0.5 before huberization + all.equal(7/12, print(mc (x10I, doScale=FALSE))) + mcOld(xII) == 0 + all.equal(0.3646680319, mc(xII)) + }) [1] 0.5 [1] 0.5833333 [1] 0.5833333 > > proc.time() user system elapsed 0.28 0.03 0.31