[R] Problem with leaps (long)

F. Tusell etptupaf at bs.ehu.es
Wed Sep 11 10:43:57 CEST 2002


I am generating a bunch of examples for my students and when I type

            R BATCH demo10.R

(file demo10.R reproduced below) I get an error:

------------- Error message ------
> plot(mods$size,mods$Cp,
+      main="Cp versus talla modelos",
+      xlab=expression(p),
+      ylab=expression(C[p]))
Error in plot.window(xlim, ylim, log, asp, ...) : 
	need finite ylim values
In addition: Warning messages: 
1: no finite arguments to min; returning Inf 
2: no finite arguments to max; returning -Inf 
Execution halted
----------------------------------

On looking at object "mods", I see that indeed mods$Cp is full of NaNs.

Exactly the same file worked last year. What is more strange, if I
type or paste the commands interactively, I get plausible Cp values in
mods$Cp. It is only in BATCH that the thing goes stray.

----------  File demo10.R up to the error point ---------
library(MASS)
data(UScrime) 
UScrime[1:3,]
attach(UScrime)                       

completo <- lm(y ~ . , data=UScrime)
summary(completo)

library(leaps)
X    <- as.matrix(UScrime[,-16])
y    <- UScrime[,16]
mods <- leaps(x=X,y=y,method="Cp") 

postscript(file="demo10.eps",
           horizontal=FALSE,
           width=5,height=9)
par(mfrow=c(2,1))
plot(mods$size,mods$Cp,
     main="Cp versus talla modelos",
     xlab=expression(p),
     ylab=expression(C[p]))
--------------------------------------------------

While on the same topic, the help on line advocates the use of function
regsubsets, which is said to improve on leaps on several ways. However,
I see no way to select different criteria (Cp, R2, adjR2) in said
function. 

I am using R 1.5.1 under Debian/Linux 3.0 (kernel 2.4.18, gcc -v
reports "gcc version 2.95.4 20011002", if that matters).

Many thanks for any help. 

ft.
-- 
Fernando TUSELL                                e-mail:
Departamento de Econometría y Estadística           etptupaf at bs.ehu.es 
Facultad de CC.EE. y Empresariales             Tel:   (+34)94.601.3733
Avenida Lendakari Aguirre, 83                  Fax:   (+34)94.601.3754
E-48015 BILBAO  (Spain)                        Secr:  (+34)94.601.3740
PGP: finger etptupaf at bsdx01.bs.ehu.es          http://etdx01.bs.ehu.es
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