From: <christianlederer_at_t-online.de>

Date: Fri 05 Nov 2004 - 14:55:24 EST

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

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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