[Rd] Silent failure with NA results in fligner.test()

Kurt Hornik Kurt@Horn|k @end|ng |rom wu@@c@@t
Mon Dec 21 12:19:21 CET 2020


>>>>> Karolis K writes:

Any preferences?

Best
-k

> Hello,
> In certain cases fligner.test() returns NaN statistic and NA p-value.
> The issue happens when, after centering with the median, all absolute values become constant, which ten leads to identical ranks.

> Below are a few examples:

> # 2 groups, 2 values each
> # issue is caused by residual values after centering (-0.5, 0.5, -0.5, 0.5)
> # then, after taking the absolute value, all the ranks become identical.
>> fligner.test(c(2,3,4,5), gl(2,2))

>         Fligner-Killeen test of homogeneity of variances

> data:  c(2, 3, 4, 5) and gl(2, 2)
> Fligner-Killeen:med chi-squared = NaN, df = 1, p-value = NA


> # similar situation with more observations and 3 groups
>> fligner.test(c(2,3,2,3,4,4,5,5,8,9,9,8), gl(3,4))

>         Fligner-Killeen test of homogeneity of variances

> data:  c(2, 3, 2, 3, 4, 4, 5, 5, 8, 9, 9, 8) and gl(3, 4)
> Fligner-Killeen:med chi-squared = NaN, df = 2, p-value = NA


> Two simple patches are proposed below. One returns an error, and another returns a p-value of 1.
> Not sure which one is more appropriate, so submitting both.

> Warm regards,
> Karolis Koncevičius

> ---

> Index: fligner.test.R
> ===================================================================
> --- fligner.test.R	(revision 79650)
> +++ fligner.test.R	(working copy)
> @@ -59,8 +59,13 @@
>          stop("data are essentially constant")
 
>      a <- qnorm((1 + rank(abs(x)) / (n + 1)) / 2)
> -    STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))
> -    STATISTIC <- (STATISTIC - n * mean(a)^2) / var(a)
> +    if (var(a) > 0) {
> +        STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))
> +        STATISTIC <- (STATISTIC - n * mean(a)^2) / var(a)
> +    }
> +    else {
> +        STATISTIC <- 0
> +    }
>      PARAMETER <- k - 1
>      PVAL <- pchisq(STATISTIC, PARAMETER, lower.tail = FALSE)
>      names(STATISTIC) <- "Fligner-Killeen:med chi-squared”

> ---

> Index: fligner.test.R
> ===================================================================
> --- fligner.test.R	(revision 79650)
> +++ fligner.test.R	(working copy)
> @@ -57,6 +57,8 @@
>      x <- x - tapply(x,g,median)[g]
>      if (all(x == 0))
>          stop("data are essentially constant")
> +    if (var(abs(x)) == 0)
> +        stop("absolute residuals from the median are essentially constant")
 
>      a <- qnorm((1 + rank(abs(x)) / (n + 1)) / 2)
>      STATISTIC <- sum(tapply(a, g, "sum")^2 / tapply(a, g, "length"))

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