[RsR] 'ROptRegTS' load error
Matthias Kohl
M@tth|@@@Koh| @end|ng |rom @t@m@t@@de
Fri Nov 28 11:34:03 CET 2008
Dear Joh,
in case of our packages ROptEst and RobLox we recently implemented the
functions roptest and roblox, which enable the computation of (in our
sense) optimally robust estimators via one single function.
In case of our regression packages we do not have such functions so far.
However, we plan to implement these functions in the near future also
using the formula interface of R. For the time being you have to do the
necessary steps by hand.
After the installation of these packages, you should find a subfolder
"scripts" in the package folders of ROptEst, ROptRegTS and RobRex, as
well as a folder "tests" in case of package RobLox. These folders
contain several examples how to use these packages.
Let us for instance consider a regression of the form y ~ x.
Some points you should think about are:
What error distribution do you assume? If normal, go for package RobRex.
If something different, go for package ROptRegTS.
May x and y both be contaminated or only y?
Two examples using RobRex ...
###############################################################################
## Example 1
###############################################################################
require(MASS)
require(robustbase)
library(ISwR)
data(thuesen)
attach(thuesen)
## LS-estimator
fit.LS <- lm(short.velocity ~ blood.glucose)
## M-estimator
fit.M <- rlm(short.velocity ~ blood.glucose)
## MM-estimator
fit.MM <- lmrob(short.velocity ~ blood.glucose)
## LTS-estimator
fit.LTS <- ltsReg(short.velocity ~ blood.glucose)
## AL-estimators
## regressor distribution: design measure
require(RobRex)
K <- DiscreteMVDistribution(cbind(1,blood.glucose))
## ALc-estimator: conditional neighborhood; i.e., only y is contaminated
## about 10 sec. on my system
system.time(IC1 <- rgsOptIC.ALc(r = 0.5, K = K, theta = fit.M$coeff,
scale = fit.M$s))
ALc1 <- oneStepEstimator(cbind(1,as.matrix(thuesen)), IC1,
c(fit.M$coeff, fit.M$s))
## AL-estimator: unconditional neighborhood; i.e., x and y are contaminated
## about 85 sec. on my system
system.time(IC2 <- rgsOptIC.AL(r = 0.5, K = K, theta = fit.MM$coeff,
scale = fit.MM$s))
AL1 <- oneStepEstimator(cbind(1,as.matrix(thuesen)), IC2,
c(fit.MM$coeff, fit.MM$s))
## Plot
require(RColorBrewer)
myCol <- brewer.pal(6, "Set1")
plot(short.velocity ~ blood.glucose, ylab = "fasting blood glucose
[mmol/l]",
xlab = "mean circumferential shortening velocity [%/s]",
main = "Ventricular shortening velocity", pch = 20)
abline(fit.LS, lwd = 2, col = myCol[1])
abline(fit.M, lwd = 2, col = myCol[2])
abline(fit.MM, lwd = 2, col = myCol[3])
abline(fit.LTS, lwd = 2, col = myCol[4])
lines(c(1, c(blood.glucose,25)), ALc1[1] +
ALc1[2]*c(1,c(blood.glucose,25)),
col = myCol[5], lwd = 2)
lines(c(1, c(blood.glucose,25)), AL1[1] + AL1[2]*c(1,c(blood.glucose,25)),
col = myCol[6], lwd = 2)
legend("topleft", legend = c("LS", "M", "MM", "LTS", "ALc", "AL"),
fill = myCol, ncol = 2)
detach(thuesen)
###############################################################################
## Example 2
###############################################################################
data(phones)
attach(phones)
## LS estimator
fit2.LS <- lm(calls ~ year)
## M estimator
fit2.M <- rlm(calls ~ year, maxit = 50)
## MM estimator
fit2.MM <- lmrob(calls ~ year)
## LTS estimator
fit2.LTS <- ltsReg(calls ~ year)
## AL estimators
## regressor distribution: design measure
K <- DiscreteMVDistribution(cbind(1,year))
## ALc estimator: only y contaminated
system.time(IC1 <- rgsOptIC.ALc(r = 0.5, K = K, theta = fit2.M$coeff,
scale = fit2.M$s))
## takes about 9 sec. on my system
ALc2 <- oneStepEstimator(cbind(1,year,calls), IC1, c(fit2.M$coeff,
fit2.M$s))
## AL estimator: x and y contaminated
system.time(IC2 <- rgsOptIC.AL(r = 0.5, K = K, theta = fit2.MM$coeff,
scale = fit2.MM$s))
## takes about 80 sec. on my system
AL2 <- oneStepEstimator(cbind(1,year,calls), IC2, c(fit2.MM$coeff,
fit2.MM$s))
## Plot
plot(calls ~ year, ylab = "phone calls [Mio.]", xlab = "year",
main = "Belgium Phone Calls 1950-1973", pch = 20)
abline(fit2.LS, lwd = 2, col = myCol[1])
abline(fit2.M, lwd = 2, col = myCol[2])
abline(fit2.MM, lwd = 2, col = myCol[3])
abline(fit2.LTS, lwd = 2, col = myCol[4])
lines(c(1, c(year,75)), ALc2[1] + ALc2[2]*c(1,c(year,75)), col =
myCol[5], lwd = 2)
lines(c(1, c(year,75)), AL2[1] + AL2[2]*c(1,c(year,75)), col = myCol[6],
lwd = 2)
legend("topleft", legend = c("LS", "M", "MM", "LTS", "ALc", "AL"),
fill = myCol, ncol = 2)
#########################################################
Like in case of RobLox there will be changes to RobRex in the near
future which will clearly speed up these computations ...
By the way, I made some further tests ...
Using ROptEst version 0.5 (from CRAN archive) and the recent versions of
distr (2.0.3), distrEx (2.0.3) and RandVar (0.6.6), the recent versions
(0.6.1, available from RForge) of ROptRegTS and RobRex install and check
without problems on my system (R version 2.8.0 Patched (2008-11-26
r47022), i686-pc-linux-gnu). I'm just about to submit the new versions
of our distr-family as well as the new versions of RandVar, RobAStBase,
ROptEst and RobLox to CRAN. Because of the incompatibility of ROptRegTS
and RobRex with the new implementation one has to download the current
versions of ROptRegTS and RobRex from R-Forge.
Best,
Matthias
Johannes Graumann wrote:
> Yes, fresh R session (see below). Whether it's working? I was looking for a
> function straight forward to use - along the lines of "roblox" - but failed.
> Can you give a hint on how to actually set up something mimicking
>
> library(robustbase)
> (regression <- lmrob(
> y~x
> ))
>
> I have had very good results using "roblox" in the past and was interested in
> trying the regression based on the same methodology, but being a user and no
> specialist the package has me intimidated.
>
> Joh
>
>
>
>> sessionInfo()
>>
> R version 2.8.0 (2008-10-20)
> x86_64-pc-linux-gnu
>
> locale:
> LC_CTYPE=en_US.UTF-8; <CUT>
>
> attached base packages:
> [1] stats4 tcltk tools stats graphics grDevices utils
> [8] datasets methods base
>
> other attached packages:
> [1] ROptRegTS_0.6.0 distrMod_2.0.2 MASS_7.2-44
> [4] ROptEst_0.5.0 RandVar_0.6.5 distrEx_2.0.2
> [7] evd_2.2-4 distr_2.0.2 SweaveListingUtils_0.1
> [10] sfsmisc_1.0-6 startupmsg_0.5.2 robustbase_0.4-3
> [13] RColorBrewer_1.0-2 geneplotter_1.20.0 annotate_1.20.1
> [16] xtable_1.5-4 lattice_0.17-17 MaxQuantUtils_1.17
> [19] tkrplot_0.0-18 TeachingDemos_2.3 plotrix_2.5
> [22] gsubfn_0.3-7 proto_0.3-8 AnnotationDbi_1.3.12
> [25] RSQLite_0.7-1 DBI_0.2-4 Biobase_2.1.7
> [28] rkward_0.4.9
>
> loaded via a namespace (and not attached):
> [1] grid_2.8.0 KernSmooth_2.22-22 RobAStBase_0.1.2
>
> On Wednesday 26 November 2008 19:32:47 Matthias Kohl wrote:
>
>> Dear Joh,
>>
>> was this a fresh R session?
>>
>> I just removed version 0.6 of package ROptEst and let the rest of the
>> packages unchanged. Then, installed version 0.5 of ROptEst and after
>> that installed version 0.5 of package ROptRegTS (from CRAN). Despite
>> some warnings and notes during installation, all seems to work fine ...
>>
>> Does ROptRegTS work on your system?
>>
>> Best,
>> Matthias
>>
>> Johannes Graumann wrote:
>>
>>> ROptEst 0.5! Not ROptRegTS! Sorry.
>>>
>>> Joh
>>>
>>> Johannes Graumann wrote:
>>>
>>>> Hello Matthias,
>>>>
>>>> ROptRegTS 0.5 installs fine on top of the most recent rest of the bundle
>>>> from R-Forge. When loading it I get the warnings below. Whether the
>>>> functionality is impeded will be figured out later today.
>>>>
>>>> Thanks for your help!
>>>>
>>>> Joh
>>>>
>>>>
>>>>> warnings()
>>>>>
>>>> Warning messages:
>>>> 1: In fun(...) ... : no valid postscript previewer found; consider
>>>> setting options("eps_view"= "....") yourself
>>>> 2: Multiple methods tables found for 'optIC'
>>>> 3: Multiple methods tables found for 'neighbor<-'
>>>> 4: Multiple methods tables found for 'CallL2Fam<-'
>>>> 5: Multiple methods tables found for 'generateIC'
>>>> 6: Multiple methods tables found for 'checkIC'
>>>> 7: Multiple methods tables found for 'clip'
>>>> 8: Multiple methods tables found for 'clip<-'
>>>> 9: Multiple methods tables found for 'cent'
>>>> 10: Multiple methods tables found for 'cent<-'
>>>> 11: Multiple methods tables found for 'stand'
>>>> 12: Multiple methods tables found for 'stand<-'
>>>> 13: Multiple methods tables found for 'lowerCase'
>>>> 14: Multiple methods tables found for 'lowerCase<-'
>>>> 15: Multiple methods tables found for 'neighborRadius'
>>>> 16: Multiple methods tables found for 'neighborRadius<-'
>>>> 17: Multiple methods tables found for 'clipLo'
>>>> 18: Multiple methods tables found for 'clipLo<-'
>>>> 19: Multiple methods tables found for 'clipUp'
>>>> 20: Multiple methods tables found for 'clipUp<-'
>>>> 21: Multiple methods tables found for 'L2deriv'
>>>> 22: Multiple methods tables found for 'FisherInfo'
>>>> 23: Multiple methods tables found for 'checkL2deriv'
>>>>
>>>> Matthias Kohl wrote:
>>>>
>>>>> Dear Joh,
>>>>>
>>>>> we are currently restructuring and extending our packages.
>>>>>
>>>>> Some parts of the package ROptEst (version 0.5) are now included in the
>>>>> new packages distrMod and RobAStBase. Unfortunatelly, the structure of
>>>>> the packages ROptRegTS and RobRex has not been updated yet. Hence, if
>>>>> you want to use package ROptRegTS you have to use the old version
>>>>> (i.e., version 0.5) of ROptEst from the archive
>>>>> (http://cran.at.r-project.org/src/contrib/Archive/ROptEst).
>>>>>
>>>>> These old versions of the packages ROptEst and ROptRegTS should work
>>>>> with R 2.8.0 and the recent versions of the packages distr, distrEx and
>>>>> RandVar. I will check this later today and will then give you more
>>>>> details on this.
>>>>>
>>>>> Best
>>>>> Matthias
>>>>>
>>>>> Johannes Graumann wrote:
>>>>>
>>>>>> Hello,
>>>>>>
>>>>>> Trying to say "library(ROptRegTS)", I get the error below. Can anyone
>>>>>> help me pinpoint what's wrong?
>>>>>>
>>>>>> Thanks, Joh
>>>>>>
>>>>>> Error in loadNamespace(package, c(which.lib.loc, lib.loc), keep.source
>>>>>> = keep.source) :
>>>>>> in 'ROptRegTS' methods for export not found: neighbor, bound, Curve,
>>>>>> CallL2Fam
>>>>>> In addition: Warning message:
>>>>>> In fun(...) : no valid postscript previewer found; consider setting
>>>>>> options("eps_view"= "....") yourself
>>>>>> Error: package/namespace load failed for 'ROptRegTS'
>>>>>>
>>>>>> _______________________________________________
>>>>>> R-SIG-Robust using r-project.org mailing list
>>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>>>>>>
>>> _______________________________________________
>>> R-SIG-Robust using r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>>>
>
>
--
Dr. Matthias Kohl
www.stamats.de
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