[Rd] bug in acf (PR#9360)

From: <aimcleod_at_uwo.ca>
Date: Mon 13 Nov 2006 - 15:30:14 GMT


Full_Name: Ian McLeod
Version: 2.3.1
OS: Windows
Submission from: (NULL) (129.100.76.136)

> There is a simple bug in acf as shown below:
>
> z <- 1
> acf(z,lag.max=1,plot=FALSE)
> Error in acf(z, lag.max = 1, plot = FALSE) :
> 'lag.max' must be at least 1
>
This is certainly a bug.

There are two problems:

(i) the error message is wrong since lag.max is set to 1. Perhaps, if the function acf can not be used for in this situaiton, a different error message would be more appropriate. I understand why this might be done but I don't think it is the best approach.

(ii) Please look at the function GetB which is attached. This is part a computation for a fast algorithm for exact mle of mean. Usually phi here are the coefficients from a high order AR but when I tried for AR(1) I got the error message. So the workaround is given. Notice that I use:

p*as.vector(acf(phi,lag.max=p,type="covariance",demean=FALSE,plot=FALSE)$acf)

so what I expect to get when p=length(phi)=1 is just phi^2. This is what happens in Mathematica with ListCorrelate[{phi},{phi}]. When you have acf="correlation" and demean=TRUE then one gets 0/0 which should be defined as 1 in this situation.

Probably if the R authors just want to use acf for data analysis they may simply choose to require length(x)>1 in acf(x,...) although I don't see the harm in my suggestion either.

Ian McLeod



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