[Rd] Bug simulate.lm() --> needs credential to report it
Alexandre Courtiol
alexandre.courtiol at gmail.com
Tue May 9 16:40:46 CEST 2017
Dear R developers,
I did not get any reply concerning my email from last week concerning the
bug I found in stats::simulate.lm(). The bug shows up when called upon a
GLM with family gaussian(). I am confident it is a genuine bug related to a
mix-up between weights and prior weights that only impacts the gaussian
family (other families have their own simulate functions defined
elsewhere).
I cannot add the bug in Bugzilla as I have no credential.
Could someone please help me to get credentials so that I can add the bug
in bugzilla?
Thanks a lot,
Simple demonstration for the bug:
set.seed(1L)
y <- 10 + rnorm(n = 100)
mean(y) ## 10.10889
var(y) ## 0.8067621
mod_glm <- glm(y ~ 1, family = gaussian(link = "log"))
new.y <- simulate(mod_glm)[, 1]
mean(new.y) ## 10.10553
var(new.y) ## 0.007243695 ##### WRONG #####
mod_glm$weights <- mod_glm$prior.weights ## ugly hack showing where the
issue is
new.y <- simulate(mod_glm)[, 1]
mean(new.y) ## 10.13554
var(new.y) ## 0.8629975 ##### OK #####
--
Alexandre Courtiol
http://sites.google.com/site/alexandrecourtiol/home
*"Science is the belief in the ignorance of experts"*, R. Feynman
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