[R] predict.loess and NA/NaN values

[Liaw, Andy]

From: Philipp Pagel
> 
> In a current project, I am fitting loess models to subsets of data in
> order to use the loess predicitons for normalization (similar to what
> is done in many microarray analyses). While working on this I ran into
> a problem when I tried to predict from the loess models and the data
> contained NAs or NaNs. I tracked down the problem to the fact that
> predict.loess will not return a value at all when fed with such
> values. A toy example:
> 
> x <- rnorm(15)
> y <- x + rnorm(15)
> model.lm <- lm(y~x)
> model.loess <- loess(y~x)
> predict(model.lm, data.frame(x=c(0.5, Inf, -Inf, NA, NaN)))
> predict(model.loess, data.frame(x=c(0.5, Inf, -Inf, NA, NaN)))
> 
> The behaviour of predict.lm meets my expectation: I get a vector of
> length 5 where the unpredictable ones are NA or NaN. 
> predict.loess on the
> other hand returns only 3 values quietly skipping the last two.
> 
> I was unable to find anything in the manual page that explains this
> behaviour or says how to change it. So I'm asking the community: Is
> there a way to fix this or do I have to code around it?

This is not much help, but I did a bit of digging by using

  debug(stats:::predict.loess)

And then step through the function line-by-line.  Apparently the
Problem happens before the actual prediction is done.  The code

   as.matrix(model.frame(delete.response(terms(object)), newdata))

already omitted the NA and NaN.  The problem is that that's the
default behavior of model.frame().  Consulting ?model.frame, I see
that you can override this by setting the na.action attribute of the 
data frame passed to it.  Thus I tried setting 

  na.dat = data.frame(x=c(0.5, Inf, -Inf, NA, NaN))
  attr(na.dat, "na.action") = na.pass

This does make the as.matrix(model.frame()) line retain the NA and
NaN, but it bombs in the prediction at the subsequent step.  I guess
It really doesn't like NA as inputs.

What you can do is patch the code to add the NAs back after the 
Prediction step (which many predict() methods do).

Cheers,
Andy
 
> This is in R 2.11.1 (Linux), by the way.
> 
> Thanks in advance
> 
> 	Philipp
> 
> 
> -- 
> Dr. Philipp Pagel
> Lehrstuhl für Genomorientierte Bioinformatik
> Technische Universität München
> Wissenschaftszentrum Weihenstephan
> Maximus-von-Imhof-Forum 3
> 85354 Freising, Germany
> http://webclu.bio.wzw.tum.de/~pagel/
> 
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