R devel - May 2017 - stats::line() does not produce correct Tukey line when n mod 6 is 2 or 3

Bug: stats::line() does not produce correct Tukey line when n mod 6 is 2 or
3

Example: line(1:9,1:9) should have intercept 0 and slope 1 but it gives
intercept -1 and slope 1.2

Trying line(1:i,1:i) across a range of i makes it clear there's a cycle of
length 6, with four of every six correct.

Bug has been present across many versions.

The machine I just tried it on just now has R3.2.3:

               _
platform       x86_64-w64-mingw32
arch           x86_64
os             mingw32
system         x86_64, mingw32
status
major          3
minor          2.3
year           2015
month          12
day            10
svn rev        69752
language       R
version.string R version 3.2.3 (2015-12-10)
nickname       Wooden Christmas-Tree

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Can confirm this in R 3.4.0 :

end <- 6:100
res <- lapply(end, function(i) line(1:i,1:i))
absresid <- sapply(res, function(i) mean(abs(resid(i))))
plot(absresid, type = "h")
coefs <- sapply(res, coef)
plot(coefs[1,], coefs[2,])
> sessionInfo()
R version 3.4.0 (2017-04-21)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)

Matrix products: default

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United
Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252
LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] compiler_3.4.0 tools_3.4.0




On Sun, May 28, 2017 at 3:28 AM, GlenB <glnbrntt at gmail.com> wrote:
> Bug: stats::line() does not produce correct Tukey line when n mod 6 is 2 or
> 3
>
> Example: line(1:9,1:9) should have intercept 0 and slope 1 but it gives
> intercept -1 and slope 1.2
>
> Trying line(1:i,1:i) across a range of i makes it clear there's a cycle
of
> length 6, with four of every six correct.
>
> Bug has been present across many versions.
>
> The machine I just tried it on just now has R3.2.3:
>
>                _
> platform       x86_64-w64-mingw32
> arch           x86_64
> os             mingw32
> system         x86_64, mingw32
> status
> major          3
> minor          2.3
> year           2015
> month          12
> day            10
> svn rev        69752
> language       R
> version.string R version 3.2.3 (2015-12-10)
> nickname       Wooden Christmas-Tree
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>


-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Mathematical Modelling, Statistics and Bio-Informatics

tel :  +32 (0)9 264 61 79
Joris.Meys at Ugent.be
-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php

	[[alternative HTML version deleted]]

On 27/05/2017 9:28 PM, GlenB wrote:
> Bug: stats::line() does not produce correct Tukey line when n mod 6 is 2 or
> 3
>
> Example: line(1:9,1:9) should have intercept 0 and slope 1 but it gives
> intercept -1 and slope 1.2
>
> Trying line(1:i,1:i) across a range of i makes it clear there's a cycle
of
> length 6, with four of every six correct.
>
> Bug has been present across many versions.
>
> The machine I just tried it on just now has R3.2.3:
If you look at the source (in src/library/stats/src/line.c), the 
explanation is clear:  the x value is chosen as the 1/6 quantile 
(according to a particular definition of quantile), and the y value is 
chosen as the median of the y values where x is less than or equal to 
the 1/3 quantile.  Those are different definitions (though I think they 
would be asymptotically equivalent under pretty weak assumptions), so 
it's not surprising the x value doesn't correspond perfectly to the y 
value, and the line ends up "wrong".

So is it a bug?  Well, that depends on Tukey's definition.  I don't have
a copy of his book handy so I can't really say.  Maybe the R function is 
doing exactly what Tukey said it should, and that's not a bug.  Or maybe 
R is wrong.

Duncan Murdoch

Tukey divides the points into three groups, not the x and y values
separately.

I'll try to get hold of the book for a direct quote, might take a couple of
days.



On Mon, May 29, 2017 at 8:40 AM, Duncan Murdoch <murdoch.duncan at
gmail.com>
wrote:
> On 27/05/2017 9:28 PM, GlenB wrote:
>
>> Bug: stats::line() does not produce correct Tukey line when n mod 6 is
2
>> or
>> 3
>>
>> Example: line(1:9,1:9) should have intercept 0 and slope 1 but it gives
>> intercept -1 and slope 1.2
>>
>> Trying line(1:i,1:i) across a range of i makes it clear there's a
cycle of
>> length 6, with four of every six correct.
>>
>> Bug has been present across many versions.
>>
>> The machine I just tried it on just now has R3.2.3:
>>
>
> If you look at the source (in src/library/stats/src/line.c), the
> explanation is clear:  the x value is chosen as the 1/6 quantile (according
> to a particular definition of quantile), and the y value is chosen as the
> median of the y values where x is less than or equal to the 1/3 quantile.
> Those are different definitions (though I think they would be
> asymptotically equivalent under pretty weak assumptions), so it's not
> surprising the x value doesn't correspond perfectly to the y value, and
the
> line ends up "wrong".
>
> So is it a bug?  Well, that depends on Tukey's definition.  I don't
have a
> copy of his book handy so I can't really say.  Maybe the R function is
> doing exactly what Tukey said it should, and that's not a bug.  Or
maybe R
> is wrong.
>
> Duncan Murdoch
>
>
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