[Rd] gfortran 9 quantreg bug

[Koenker, Roger W]

Thanks Berend,

Yes,  I know about these warnings, they are mostly a consequence of the automated
translation from the ancient Bell Labs dialect of fortran called ratfor.  It is easy to add
type declarations for “in”  and the others, but it seems unlikely that this is going to fix
anything.  The extra labels are all attributable to the ratfor translation.  I agree that
the code is ugly — the ratfor is somewhat better, but not much.  I fact the algorithm
is rather simple, but I’m reluctant to write it again from scratch, since there are few
fiddly details and I would worry somewhat about reproducibility.

Roger

Roger Koenker
r.koenker using ucl.ac.uk<mailto:r.koenker using ucl.ac.uk>
Department of Economics, UCL
London  WC1H 0AX.


On Aug 4, 2019, at 3:26 PM, Berend Hasselman <bhh using xs4all.nl<mailto:bhh using xs4all.nl>> wrote:

Roger,

I have run

gfortran -c -fsyntax-only -fimplicit-none -Wall -pedantic rqbr.f

in the src folder of quantreg.

There are many warnings about defined but not used labels.
Also two errors such as "Symbol ‘in’ at (1) has no IMPLICIT type".
And warnings such as: Warning: "Possible change of value in conversion from REAL(8) to INTEGER(4)  at ..."

No offense intended but this fortran code is awful. I wouldn't want to debug this before an extensive cleanup by
getting rid of as many numerical labels as possible, indenting and doing something about the warnings "Possible change of value ...".

This is going to be very difficult.

Berend Hasselman

On 4 Aug 2019, at 08:48, Koenker, Roger W <rkoenker using illinois.edu<mailto:rkoenker using illinois.edu>> wrote:

I’d like to solicit some advice on a debugging problem I have in the quantreg package.
Kurt and Brian have reported to me that on Debian machines with gfortran 9

library(quantreg)
f = summary(rq(foodexp ~ income, data = engel, tau = 1:4/5))
plot(f)

fails because summary() produces bogus estimates of the coefficient bounds.
This example has been around in my R package from the earliest days of R, and
before that in various incarnations of S.  The culprit is apparently rqbr.f which is
even more ancient, but must have something that gfortran 9 doesn’t approve of.

I note that in R-devel there have been some other issues with gfortran 9, but these seem
unrelated to my problem.  Not having access to a machine with an R/gfortran9
configuration, I can’t  apply my rudimentary debugging methods.  I’ve considered
trying to build gfortran on my mac air and then building R from source, but before
going down this road, I wondered whether others had other suggestions, or
advice about  my proposed route.  As far as I can see there are not yet
binaries for gfortran 9 for osx.

Thanks,
Roger

Roger Koenker
r.koenker using ucl.ac.uk<mailto:r.koenker using ucl.ac.uk><mailto:r.koenker using ucl.ac.uk>
Department of Economics, UCL
London  WC1H 0AX.



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