[Rd] Bug in print.Arima and patch
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Jun 5 17:52:51 CEST 2009
On Fri, 5 Jun 2009, Gavin Simpson wrote:
> On Fri, 2009-06-05 at 15:42 +0100, Prof Brian Ripley wrote:
>> Why not use NROW?
>
> No reason - had forgotten this existed.
I was testing NROW after having seen the R-help message, so will go
ahead with that solution. But as I was doing so, something urgent
came up locally ....
Thank you for looking into the issue.
>
> So here is another patch:
>
> [gavin at desktop ~]$ svn diff ~/R/devel/src/
> Index: /home/gavin/R/devel/src/library/stats/R/arima.R
> ===================================================================
> --- /home/gavin/R/devel/src/library/stats/R/arima.R (revision 48712)
> +++ /home/gavin/R/devel/src/library/stats/R/arima.R (working copy)
> @@ -355,7 +355,7 @@
> if (length(x$coef)) {
> cat("Coefficients:\n")
> coef <- round(x$coef, digits = digits)
> - if (se && nrow(x$var.coef)) {
> + if (se && NROW(x$var.coef)) {
> ses <- rep(0, length(coef))
> ses[x$mask] <- round(sqrt(diag(x$var.coef)), digits =
> digits)
> coef <- matrix(coef, 1L, dimnames = list(NULL,
> names(coef)))
>
> And the same is attached, that implements your suggested change rather
> than the one I sent earlier.
>
> Cheers,
>
> G
>
>>
>> On Fri, 5 Jun 2009, Gavin Simpson wrote:
>>
>>> Dear List,
>>>
>>> A posting to R-Help exposed this problem with the print method for
>>> objects of class Arima:
>>>
>>>> set.seed(1)
>>>> x <- arima.sim(n = 100, list(ar = 0.8897, ma = -0.2279))
>>>> mod <- arima(x, order = c(1,0,1))
>>>> coefs <- coef(mod)
>>>> mod2 <- arima(x, order = c(1,0,1), fixed = coefs)
>>>> mod2
>>>
>>> Call:
>>> arima(x = x, order = c(1, 0, 1), fixed = coefs)
>>>
>>> Coefficients:
>>> Error in se && nrow(x$var.coef) : invalid 'y' type in 'x && y'
>>>> print(mod2, se = FALSE)
>>>
>>> Call:
>>> arima(x = x, order = c(1, 0, 1), fixed = coefs)
>>>
>>> Coefficients:
>>> ar1 ma1 intercept
>>> 0.9323 -0.2940 -0.0353
>>>
>>> sigma^2 estimated as 0.8339: log likelihood = -133.55, aic = 269.11
>>>
>>> The print methods raises an error in this case, where all coefficients
>>> are fixed, because x$var.coef is of length(0), which in turn results in
>>> NULL being used in the && comparison, resulting in the error.
>>>
>>> A potential fix is to just include a check for length(x$var.coef) > 0 in
>>> the if statement. This fix, when applied to:
>>>
>>> R version 2.10.0 Under development (unstable) (2009-06-05 r48712)
>>>
>>> fixes this particular problem and passes make check-devel. A patch
>>> against r48712 is attached, and included here in-line:
>>>
>>> [gavin at desktop build]$ svn diff ../src/library/stats/R/arima.R
>>> Index: ../src/library/stats/R/arima.R
>>> ===================================================================
>>> --- ../src/library/stats/R/arima.R (revision 48712)
>>> +++ ../src/library/stats/R/arima.R (working copy)
>>> @@ -355,7 +355,7 @@
>>> if (length(x$coef)) {
>>> cat("Coefficients:\n")
>>> coef <- round(x$coef, digits = digits)
>>> - if (se && nrow(x$var.coef)) {
>>> + if (se && length(x$var.coef) > 0 && nrow(x$var.coef)) {
>>> ses <- rep(0, length(coef))
>>> ses[x$mask] <- round(sqrt(diag(x$var.coef)), digits = digits)
>>> coef <- matrix(coef, 1L, dimnames = list(NULL, names(coef)))
>>>
>>> HTH
>>>
>>> G
>>> --
>>> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
>>> Dr. Gavin Simpson [t] +44 (0)20 7679 0522
>>> ECRC, UCL Geography, [f] +44 (0)20 7679 0565
>>> Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
>>> Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
>>> UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
>>> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
>>>
>>>
>>
> --
> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> Dr. Gavin Simpson [t] +44 (0)20 7679 0522
> ECRC, UCL Geography, [f] +44 (0)20 7679 0565
> Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
> Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
> UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
> %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
>
>
--
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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