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) > ## testing functions: > source(system.file("xtraR/ex-funs.R", package = "robustbase")) > > x <- c(0.26, 0.161, 1.33, -0.925, 0.199, -1.476, 0.489) > iw <- c(5, 4, 4, 1, 5, 1, 5) > > > stopifnot(0.26 == (himR <- weighted.median(rep(x,iw))), + himR == wgt.himedian(x, iw), ## (once gave infinite loop) + himR == wgt.himedian(x, as.integer(iw))) > > > ## same result, but *different wweigted.median() debug output! > ##-- even when having EXACT data (& exact differences!) > all.equal(Qn(c(2:1,4:3)), 1.1376128) [1] "Mean relative difference: 0.001116917" > > ###--- another inifinite loop {solved}: > > (z4 <- round(qnorm(ppoints(4)), 2)) # -1.05 -0.30 0.30 1.05 [1] -1.05 -0.30 0.30 1.05 > > ## both the same (also wweigted.median debug output) > (all.equal(weighted.median(z4, 4:1), + print(wgt.himedian (z4, 4:1))))# 3.97e-8 [1] -0.3 [1] TRUE > > (all.equal(weighted.median(z4, c(4,2,3,17)), + print(wgt.himedian (z4, c(4,2,3,17)))))# 4.54e-8 [1] 1.05 [1] TRUE > > Sn (z4)## = 0.8533053 [1] 0.8533053 > Sn (z4, const = 1)# = 0.75 [1] 0.75 > > ##-- now > Qn (z4)# --> gave (another) infinite loop [1] 0.8541636 > ##--> now "works" after (float) rounding of differences! > ##--- DIFFERENT whimed() output! > stopifnot(all.equal(Qn(z4, const = 1), + print(Qn0R(z4)))) [1] 0.75 > > set.seed(1) > n <- length(x <- round(2048*runif(16))) > n*(n-1)/2 # 120 [1] 120 > xDiff <- local({y <- sort(x); m <- outer(y,y,"-"); m[lower.tri(m)] }) > xDsrt <- unique(sort(xDiff)) > stopifnot(exprs = { + ## so all pairwise differences differ : + length(xDsrt) == n*(n-1)/2 # 120 + Qn0R(x, k=1:120) == xDsrt ## *all* the "quantiles" = order stats do differ indeed + Qn(x, constant=1) == 374 + }) > > ## Bugs in Qn(x, k = ) > sapply(1:120, function(k) Qn(x, 1, k=k)) ## ends with 0 0 0 ... for the last ones [1] 9 20 25 51 54 60 65 75 95 115 119 122 131 154 170 [16] 180 182 218 224 232 234 235 243 257 263 269 283 286 289 295 [31] 334 340 349 358 365 374 386 388 400 404 411 417 425 433 453 [46] 475 487 501 507 526 528 552 558 566 572 582 591 597 606 620 [61] 629 635 645 647 657 660 667 687 744 751 760 762 790 809 811 [76] 815 821 841 863 866 875 892 916 926 931 940 985 991 994 1033 [91] 1045 1046 1053 1073 1078 1098 1148 1155 1161 1164 1173 1215 1226 1280 1296 [106] 1316 1391 1418 1427 1438 1447 1450 1478 1498 1513 1522 1573 1713 1733 1808 > if(FALSE) ## e.g. + Qn(x, k=1:10) # enters infinite loop after k[4] = 5 > > > ## yet another problem: > Sn0R(c(1.1, -0.93, -0.11, -0.74))# 0.82 [1] 0.82 > Sn (c(1.1, -0.93, -0.11, -0.74))# 0.9329471 [1] 0.9329471 > ## gave segmentation fault at Sat Mar 16 23:54:30 2002 > ## not anymore but 0.9329471 > > ### Check validity of basic algorithm few times > set.seed(471) > for(sim in 1:100) { # had '500' + cat(".") + x <- rnorm(rpois(1, lam=80))# not too large the *n0R() use time! + ##--> Sn0R() "fails" for odd n + stopifnot(all.equal(Sn(x, const = 1), Sn0R(x)), + all.equal(Qn(x, const = 1), Qn0R(x), tolerance = 7e-8)) + x <- round(x,2) + stopifnot(all.equal(Sn(x, const = 1), Sn0R(x)), + all.equal(Qn(x, const = 1), Qn0R(x), tolerance = 7e-8)) + if(sim %% 50 == 0) cat(sim, "\n") + } ..................................................50 ..................................................100 > > > > ###---- Last series of problems: when n^2 > max.integer: > > ## Large x with 1% outliers > N <- 1e5 > n.o <- round(0.01 * N) > nSim <- 24## interesting > nSim <- 4 ## for package testing > estim.lst <- c("mad", "Sn", "Qn") > Res <- array(NA, dim = c(nSim, length(estim.lst), 1 + 2), + dimnames= list(NULL,estim.lst, c("Tx","cpu1", "cpu3"))) > set.seed(101) > for(i in 1:nSim) { + x <- sample(c(rnorm(N), 10*min(1, abs(rt(1, df=2))) + rnorm(n.o))) + cat(i) + for(S in estim.lst) { + cpu <- system.time(Tx <- get(S)(x))[1:3] + Res[i, S,] <- c(Tx, cpu[c(1,3)]) + } + cat(" ") + }; cat("\n") 1 2 3 4 > > options(digits = 5) > > (Tx <- Res[,, "Tx"]) mad Sn Qn [1,] 1.0091 1.0128 1.0165 [2,] 1.0082 1.0101 1.0156 [3,] 1.0088 1.0150 1.0198 [4,] 1.0083 1.0123 1.0177 > stopifnot(abs(range(Tx - 1)) < 0.03) > > q()##============================================================================ > proc.time() user system elapsed 1.62 0.07 1.70