[Rd] covariance bug (PR#7342)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Nov 5 06:57:56 CET 2004
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Finding a bug in an old version of R that has been fixed in the most
This was a bug in 1.8.0, but the current version of R is 2.0.0 with 2.0.1
in beta test. We can't fix bugs retrospectively.
If you take a look at the `bugs fixed' lists since 1.8.0 you will think
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On Fri, 5 Nov 2004 christianlederer at t-online.de wrote:
> Full_Name: Christian Lederer
> Version: 1.8.0
> OS: Linux
> Submission from: (NULL) (188.8.131.52)
> 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:
Actually of zeroes and NAs, and it does in current R.
> 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")
> 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?
>From cov(x, use="pairwise.complete"), yes. But that is a very unusual
> 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?
This is not a `most basic R function'. Look in the test directory in the
sources to see that we do have an extensive series of tests.
Brian D. Ripley, ripley at 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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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