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. > library(robustbase) > ## library(MASS)## MASS::lqs > > source(system.file("xtraR/test_LTS.R", package = "robustbase")) > ## ../inst/test_LTS.R > > y20 <- c(2:4, 8, 12, 22, 28, 29, 33, 34, 38, 40, 41, 47:48, 50:51, 54, 56, 59) > > test_location <- function() { + ## Improve: print less, and test equality explicitly + Y <- y20 + print(ltsReg(y=Y)) + print(ltsReg(y=Y, intercept=TRUE)) + print(ltsReg(y=Y, intercept=FALSE)) + print(ltsReg(y=Y, alpha=1)) + print(ltsReg(Y ~ 1)) + print(ltsReg(Y ~ 0))# = Y ~ 1 - 1 : empty model (no coefficients) + print(ltsReg(Y ~ 1, alpha=1)) + } > > test_rsquared <- function() { + x1 <- y20 + y1 <- c(1, 1, 1, 1, 1, 1, 1, 1, 1, 3.5, 1, 1, 1, 1, 1, 1, 1, 1, 1, 5) + ll1 <- ltsReg(x1,y1, alpha = 0.8) + ## print() ing is platform-dependent, since only ~= 0 + stopifnot(all.equal(unname(coef(ll1)), c(1,0), tolerance=1e-12), + ll1$scale < 1e-14) + print(ltsReg(y1,x1, alpha = 0.8)) + print(ltsReg(y1,x1, alpha = 0.8, intercept = FALSE)) + } > > options(digits = 5) > set.seed(101) # <<-- sub-sampling algorithm now based on R's RNG and seed > > doLTSdata() Call: doLTSdata() ======================================================== Data Set n p Half obj Time [ms] ======================================================== heart 12 2 8 0.065810 Best subsample: [1] 1 2 4 5 6 7 11 12 Outliers: 4 [1] 3 8 9 10 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept height weight 63.353 -1.227 0.688 Scale estimate 1.52 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): 1 2 3 4 5 6 7 8 9 10 11 -1.393 0.169 0.000 0.443 -0.341 0.165 -0.115 0.000 0.000 0.000 0.666 12 0.404 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 63.3528 4.0227 15.75 1.9e-05 *** height -1.2265 0.1403 -8.74 0.00032 *** weight 0.6884 0.0528 13.04 4.7e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.765 on 5 degrees of freedom Multiple R-Squared: 0.991, Adjusted R-squared: 0.988 F-statistic: 286 on 2 and 5 DF, p-value: 6.99e-06 -------------------------------------------------------- starsCYG 47 1 25 1.880169 Best subsample: [1] 2 4 6 10 13 15 17 19 21 22 25 27 28 29 33 35 36 38 39 41 42 43 44 45 46 Outliers: 6 [1] 7 9 11 20 30 34 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept log.Te -8.50 3.05 Scale estimate 0.456 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -0.784 -0.214 0.000 0.227 0.592 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept -8.500 1.926 -4.41 7.8e-05 *** log.Te 3.046 0.437 6.97 2.4e-08 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.341 on 39 degrees of freedom Multiple R-Squared: 0.554, Adjusted R-squared: 0.543 F-statistic: 48.5 on 1 and 39 DF, p-value: 2.39e-08 -------------------------------------------------------- phosphor 18 2 11 0.245377 Best subsample: [1] 1 2 3 4 6 7 11 12 14 15 18 Outliers: 1 [1] 17 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept inorg organic 60.9149 1.2110 0.0883 Scale estimate 13.5 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -30.297 -3.591 -0.692 4.251 17.116 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 60.9149 10.1995 5.97 3.4e-05 *** inorg 1.2110 0.3549 3.41 0.0042 ** organic 0.0883 0.2574 0.34 0.7366 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 12.7 on 14 degrees of freedom Multiple R-Squared: 0.519, Adjusted R-squared: 0.45 F-statistic: 7.55 on 2 and 14 DF, p-value: 0.00597 -------------------------------------------------------- stackloss 21 3 13 0.083378 Best subsample: [1] 5 6 7 8 9 10 11 12 15 16 17 18 19 Outliers: 4 [1] 1 3 4 21 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept Air.Flow Water.Temp Acid.Conc. -37.6525 0.7977 0.5773 -0.0671 Scale estimate 1.92 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -2.506 -0.424 0.000 0.576 1.934 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept -37.6525 4.7321 -7.96 2.4e-06 *** Air.Flow 0.7977 0.0674 11.83 2.5e-08 *** Water.Temp 0.5773 0.1660 3.48 0.0041 ** Acid.Conc. -0.0671 0.0616 -1.09 0.2961 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.25 on 13 degrees of freedom Multiple R-Squared: 0.975, Adjusted R-squared: 0.969 F-statistic: 169 on 3 and 13 DF, p-value: 1.16e-10 -------------------------------------------------------- coleman 20 5 13 0.028344 Best subsample: [1] 1 2 6 7 8 9 11 13 14 15 16 19 20 Outliers: 2 [1] 3 18 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept salaryP fatherWc sstatus teacherSc motherLev 29.7577 -1.6985 0.0851 0.6662 1.1840 -4.0668 Scale estimate 1.12 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -1.216 -0.389 0.000 0.306 0.984 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 29.7577 5.5322 5.38 0.00017 *** salaryP -1.6985 0.4660 -3.64 0.00336 ** fatherWc 0.0851 0.0208 4.09 0.00149 ** sstatus 0.6662 0.0382 17.42 6.9e-10 *** teacherSc 1.1840 0.1643 7.21 1.1e-05 *** motherLev -4.0668 0.8487 -4.79 0.00044 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.782 on 12 degrees of freedom Multiple R-Squared: 0.988, Adjusted R-squared: 0.983 F-statistic: 203 on 5 and 12 DF, p-value: 3.65e-11 -------------------------------------------------------- salinity 28 3 16 0.065610 Best subsample: [1] 2 3 4 6 7 12 14 15 17 18 19 20 21 22 26 27 Outliers: 4 [1] 5 16 23 24 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept X1 X2 X3 38.063 0.443 -0.206 -1.373 Scale estimate 1.23 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -2.482 -0.390 0.000 0.339 1.701 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 38.063 5.172 7.36 4.1e-07 *** X1 0.443 0.086 5.15 4.9e-05 *** X2 -0.206 0.138 -1.50 0.15 X3 -1.373 0.195 -7.06 7.7e-07 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.03 on 20 degrees of freedom Multiple R-Squared: 0.899, Adjusted R-squared: 0.884 F-statistic: 59.3 on 3 and 20 DF, p-value: 3.92e-10 -------------------------------------------------------- aircraft 23 4 14 0.298554 Best subsample: [1] 1 5 6 7 8 9 10 11 13 14 15 17 20 23 Outliers: 2 [1] 16 22 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept X1 X2 X3 X4 9.500740 -3.048797 1.210033 0.001381 -0.000555 Scale estimate 5.69 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -6.67 -2.43 0.00 2.79 6.79 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 9.500740 5.577532 1.70 0.1078 X1 -3.048797 0.919147 -3.32 0.0044 ** X2 1.210033 0.649230 1.86 0.0808 . X3 0.001381 0.000392 3.52 0.0028 ** X4 -0.000555 0.000328 -1.69 0.1102 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.35 on 16 degrees of freedom Multiple R-Squared: 0.826, Adjusted R-squared: 0.782 F-statistic: 19 on 4 and 16 DF, p-value: 6.47e-06 -------------------------------------------------------- delivery 25 2 14 0.112945 Best subsample: [1] 2 5 6 7 8 10 12 13 14 15 17 21 22 25 Outliers: 3 [1] 1 9 24 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept n.prod distance 3.7196 1.4058 0.0163 Scale estimate 2.38 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -5.0321 -1.0306 -0.0124 0.3474 4.2371 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 3.71959 0.91011 4.09 0.00063 *** n.prod 1.40578 0.13128 10.71 1.7e-09 *** distance 0.01625 0.00301 5.40 3.3e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.32 on 19 degrees of freedom Multiple R-Squared: 0.962, Adjusted R-squared: 0.958 F-statistic: 243 on 2 and 19 DF, p-value: 2.9e-14 -------------------------------------------------------- wood 20 5 13 0.070258 Best subsample: [1] 2 3 9 10 11 12 13 14 15 16 17 18 20 Outliers: 4 [1] 4 6 8 19 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept x1 x2 x3 x4 x5 0.377 0.217 -0.085 -0.564 -0.400 0.607 Scale estimate 0.0124 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -0.00928 -0.00177 0.00000 0.00115 0.01300 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept 0.3773 0.0540 6.99 3.8e-05 *** x1 0.2174 0.0421 5.16 0.00042 *** x2 -0.0850 0.1977 -0.43 0.67634 x3 -0.5643 0.0435 -12.98 1.4e-07 *** x4 -0.4003 0.0654 -6.12 0.00011 *** x5 0.6074 0.0786 7.73 1.6e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.00745 on 10 degrees of freedom Multiple R-Squared: 0.958, Adjusted R-squared: 0.937 F-statistic: 46 on 5 and 10 DF, p-value: 1.4e-06 -------------------------------------------------------- hbk 75 3 40 3.724554 Best subsample: [1] 11 12 14 16 17 18 20 25 26 30 31 32 33 34 35 36 37 39 40 41 42 44 45 46 48 [26] 50 55 56 58 59 60 61 63 64 66 67 69 71 72 74 Outliers: 10 [1] 1 2 3 4 5 6 7 8 9 10 ------------- Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Coefficients: Intercept X1 X2 X3 -0.1805 0.0814 0.0399 -0.0517 Scale estimate 0.744 Call: ltsReg.formula(formula = form, data = dataset, mcd = FALSE) Residuals (from reweighted LS): Min 1Q Median 3Q Max -0.926 -0.396 0.000 0.397 1.011 Coefficients: Estimate Std. Error t value Pr(>|t|) Intercept -0.1805 0.1044 -1.73 0.089 . X1 0.0814 0.0667 1.22 0.227 X2 0.0399 0.0405 0.99 0.328 X3 -0.0517 0.0354 -1.46 0.149 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.557 on 61 degrees of freedom Multiple R-Squared: 0.0428, Adjusted R-squared: -0.00429 F-statistic: 0.909 on 3 and 61 DF, p-value: 0.442 -------------------------------------------------------- ======================================================== > if(FALSE) { ## FIXME: These *FAIL* ! + doLTSdata(nrep = 12, time = FALSE) + doLTSdata(nrep = 12, time = FALSE, method = "MASS") + } > > test_rsquared() Call: ltsReg.default(x = y1, y = x1, alpha = 0.8) Coefficients: Intercept y1 25.9 5.3 Scale estimate 18 Call: ltsReg.default(x = y1, y = x1, intercept = FALSE, alpha = 0.8) Coefficients: y1 31.4 Scale estimate 24.6 Warning messages: 1: In covMcd(X, alpha = alpha, use.correction = use.correction) : Initial scale 0 because more than 'h' (=16) observations are identical. 2: In covMcd(X, alpha = alpha, use.correction = use.correction) : Initial scale 0 because more than 'h' (=16) observations are identical. > test_location() Call: ltsReg.default(y = Y) Coefficients: [1] 44.6 Scale estimate 19.7 Call: ltsReg.default(y = Y, intercept = TRUE) Coefficients: [1] 44.6 Scale estimate 19.7 Call: ltsReg.default(y = Y, intercept = FALSE) Coefficients: [1] 44.6 Scale estimate 20 Call: ltsReg.default(y = Y, alpha = 1) Coefficients: [1] 33 Scale estimate 19.3 Call: ltsReg.formula(formula = Y ~ 1) Coefficients: [1] 44.6 Scale estimate 19.7 Call: ltsReg.formula(formula = Y ~ 0) No coefficients Call: ltsReg.formula(formula = Y ~ 1, alpha = 1) Coefficients: [1] 33 Scale estimate 19.3 > > if(length(W <- warnings())) print(if(getRversion() >= "3.5") summary(W) else W) 2 identical warnings: In covMcd(X, alpha = alpha, use.correction = use.correction) : Initial scale 0 because more than 'h' (=16) observations are identical. > > cat('Time elapsed: ', proc.time(),'\n') # for ``statistical reasons'' Time elapsed: 0.34 0.07 0.4 NA NA > > proc.time() user system elapsed 0.34 0.07 0.40