[R] package(moments) issue

[Sania Wadud]

Hi Bill,

Thanks for rectifying the issue. It seems to be a cube root of a negative
real issue. After updating the function it's working fine
and showing the correct results.

I highly appreciate your help.

Best wishes,
Sania

On Fri, 16 Oct 2020 at 00:36, Bill Dunlap <williamwdunlap using gmail.com> wrote:

> Another bad case is
>     > moments::anscombe.test(rep(c(1,1.1),length=35))
>     Error in if (pval > 1) pval <- 2 - pval :
>       missing value where TRUE/FALSE needed
>
> I haven't checked the formulas carefully, but I suspect the problem is
> from taking the cube root of a negative number in
>     z <- (1 - 2/(9 * a) - ((1 - 2/a)/(1 + xx * sqrt(2/(a -
> 4))))^(1/3))/sqrt(2/(9 * a))
> In R, the cube root (or any non-integral power) of a negative real number
> is NaN and  ((1 - 2/a)/(1 + xx * sqrt(2/(a - 4))))
> is c. -928 in this example.  I think the intent was for the cube root to
> be a negative real, c. -9.76, in this case.
>
> If that is the intent, then a fix is to define a cube_root function for
> reals
>    cube_root <- function (x) sign(x) * abs(x)^(1/3)
> and change the z<-... line to use cube_root() instead of ^(1/3).
>     z <- (1 - 2/(9 * a) - cube_root(((1 - 2/a)/(1 + xx * sqrt(2/(a -
> 4))))))/sqrt(2/(9 * a))
>
> -Bill
>
> On Thu, Oct 15, 2020 at 3:15 PM Sania Wadud <sania.wadud using gmail.com> wrote:
>
>> Hi Bill,
>>
>> Thanks for prompt reply and letting me know a way around it.
>>
>> I have more than 1200 observations and not all the values are the same.
>> However, my data points are quite similar, for example,
>> 0.079275, 0.078867, 0.070716  in millions and etc. I have run the data
>> without converting it to millions and I still get the same error
>> message. As I have kurtosis value, it should be fine for the time being.
>> However, in case if you have any other explanation behind the
>> error, I will highly appreciate it.
>>
>> Best wishes,
>> Sania
>>
>> On Thu, 15 Oct 2020 at 20:43, Bill Dunlap <williamwdunlap using gmail.com>
>> wrote:
>>
>>> moments::anscombe.test(x) does give errors when x has too few values or
>>> if all the values in x are the same
>>>
>>> > moments::anscombe.test(c(1,2,6))
>>> Error in if (pval > 1) pval <- 2 - pval :
>>>   missing value where TRUE/FALSE needed
>>> > moments::anscombe.test(c(2,2,2,2,2,2,2,2))
>>> Error in if (pval > 1) pval <- 2 - pval :
>>>   missing value where TRUE/FALSE needed
>>>
>>> You can use tryCatch() to return some special value where these errors
>>> occur.  E.g., use
>>>
>>> tryCatch(anscombe.test(x), error=function(e) list(p.value=NA))
>>>
>>> instead of ascombe.test (this assumes you will only look at p.value
>>> later - add other entries as needed.).
>>>
>>> -Bill
>>>
>>> On Thu, Oct 15, 2020 at 12:09 PM Sania Wadud <sania.wadud using gmail.com>
>>> wrote:
>>>
>>>> Hi all,
>>>>
>>>> While running the anscombe.test in R, I'm getting an error of *Error in
>>>> if
>>>> (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed*
>>>> for a
>>>> few time series columns whereas for most of the series the function is
>>>> working fine. I have checked for those specific columns for missing
>>>> values.
>>>> However, there is no NA/NAN value in the dataset.
>>>>
>>>> I have also run kurtosis for those time series and I can get results. I
>>>> have noticed the same issue was reported in the following post for
>>>> python
>>>> (scipy.stat) and the report mentions that there is a bug in moments
>>>> package
>>>> in R. I was wondering whether the issue has been resolved.
>>>>
>>>> https://github.com/scipy/scipy/issues/1950
>>>>
>>>> Could anyone please help me with the error?
>>>>
>>>> I look forward to hearing from you.
>>>>
>>>> Regards,
>>>> Sania
>>>>
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>>>>
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