bug on cancor (PR#116)

[Prof Brian D Ripley]

On 9 Feb 1999, Peter Dalgaard BSA wrote:

> kye@ams.sunysb.edu writes:
> 
> > When I use the function cancor of mva package, I found that it doesn't
> > work when one of the matrix has only one column, or both have only
> > one column. The function in Splus 5 with the same name works under those
> > situations.

Yes, it does, but whether this makes statistical sense is debatable:
you are then doing regression in a roundabout way. (Least-squares
regression maximizes the correlation of y with a linear combination of the
cols of X.)

> Just for those who wondered: I resent the message to R-bugs, making it
> appear on R-devel for the 2nd time but with a PR#. (Resending - in my
> mailer at least - leaves the original author as sender, which I think
> is desirable. It also came out with a double R-devel signature, but
> that probably can't be helped).
> 
> This is clearly a bug:
> 
> > cancor(1:10,1:10)
> Error in qr.qty(qx, qr.qy(qy, diag(1, nr, dy)))[1:dx, , drop = FALSE]
> : incorrect number of dimensions
> 
> Probably a dimension getting dropped somewhere...

Nope. As someone who has suffered here before, I saw it is that pesky
mat.or.vec construction that someone in R likes to use. Function
qr.qr returns a vector when given an n x 1 y, by design.  So

qr.qy(qy, diag(1, nr, dy))
qr.qty(qx, qr.qy(qy, diag(1, nr, dy)))

are vectors.  So this is an R design decision.
To work around this in cancor, use

    zz <- qr.qty(qx, qr.qy(qy, diag(1, nr, dy)))
    z <- svd(as.matrix(zz)[1:dx, , drop=FALSE], dx, dy)


BTW, the help page for qr.qy says the value is

Value:

     The QR decomposition of the matrix as computed by LIN-
     PACK.  The components in the returned value correspond
     directly to the values returned by DQRDC.

which is nonsense for 8 of the 9 functions documented on that page.

I was using 0.63.2, in case anything has been altered since.

It may be too late to change this design decision (I know of quite a few
workarounds in other code) but it will come back to haunt users. At least
it could be documented!

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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