[Rd] covariance bug (PR#7342)

From: <christianlederer_at_t-online.de>
Date: Fri 05 Nov 2004 - 14:55:24 EST


Full_Name: Christian Lederer
Version: 1.8.0
OS: Linux
Submission from: (NULL) (217.229.7.13)

R-1.8.0 seems to calculate wrong covariances, when the argument of cov() is a matrix or a data frame.
The following should produce a matrix of zeroes and NaNs:

x <- matrix(c(NA ,NA ,0.9068995 ,NA ,-0.3116229,

              -0.06011117 ,0.7310134 ,NA ,1.738362 ,0.6276125,
              0.6615581 ,NA ,NA ,-2.646011 ,-2.126105,
              NA ,1.081825 ,NA ,1.253795 ,1.520708,
              0.2822814 ,NA ,NA ,NA ,NA,
              0.03291028 ,NA ,NA ,NA ,NA,
              NA ,NA ,NA ,-0.5462126 ,-0.1997394,
              NA ,-0.3419413 ,-0.2675226 ,-1.000133 ,-0.1346234,
              NA ,NA ,-0.411743 ,1.301612 ,NA,
              0.922197 ,NA ,0.9513522 ,0.2357021 ,NA),
            nrow=10, ncol=5)

c1 <- cov(x, use="pairwise.complete")

c2 <- matrix(nrow=5, ncol=5)
for (i in 1:5)
{

    for (j in 1:5)
    {

        c2[i,j] <- cov(x[,i], x[,j], use="pairwise.complete")     }
}

c2-c1

Instead, R-1.8.0 produces this result:

            [,1]        [,2]       [,3]          [,4]        [,5]

[1,] 0.00000000 -0.03053828 NA -0.0144996353 -0.03485883
[2,] -0.03053828 -0.01649857 NA 0.0137259383 -0.02960707
[3,] NA NA -0.1296134 NA NA
[4,] -0.01449964 0.01372594 NA -0.0003152629 0.08717648
[5,] -0.03485883 -0.02960707 NA 0.0871764791 0.04961190

This happens as well under Linux (Suse 9.1) as well as under Windows NT.

Under 1.9.1 (Linux) and 1.9.0 (Windows) i get the expected matrix of zeroes and NaNs.

This example is not very special. Under R-1.8.0 cov produced wrong result for any random matrix i tried.

Doesn't this mean, that *any* result obtained under R 1.8.0 is unreliable?

By the way, i just recompiled R-1.8.0 from source under Linux and tried 'make check'. All tests were ok.
Does there exist a more detailed set of tests, which could insure that at least the most basic R functions work correctly?

Christian



R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Fri Nov 05 15:09:27 2004

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