On Wed, Mar 23, 2016 at 9:29 PM, William Dunlap <wdunlap at tibco.com> wrote:> I think the worst aspect of this restriction in poly() is that when > you use poly in the formula of a model-fitting function you cannot > have any missing values in the data, even if you supply > na.action=na.exclude. > > > d <- transform(data.frame(y=c(-1,1:10)), x=log(y)) > Warning message: > In log(y) : NaNs produced > > fit <- lm(y ~ poly(x, 3), data=d, na.action=na.exclude) > Error in poly(x, 3) : missing values are not allowed in 'poly' > > Thus people are pushed to using a less stable formulation like > > fit <- lm(y ~ x + I(x^2) + I(x^3), data=d, na.action=na.exclude) >My difficulty precisely. What's more, I inspected the code for `poly` and at least for the simple case of raw=TRUE it seems trivial to support NAs. It suffices to change line 15 of the function: if (anyNA(x)) stop("missing values are not allowed in 'poly'") to: if (!raw && anyNA(x)) stop("missing values are not allowed in 'poly'") This way for raw polynomials estimation continues unimpeded. With the change above, I get this:> poly(x, degree = 2, raw=TRUE)1 2 [1,] NA NA [2,] 1 1 [3,] 2 4 [4,] 3 9 [5,] 4 16 [6,] 5 25 [7,] 6 36 [8,] 7 49 [9,] 8 64 [10,] 9 81 [11,] 10 100 attr(,"degree") [1] 1 2 attr(,"class") [1] "poly" "matrix" Regards, Liviu> > Bill Dunlap > TIBCO Software > wdunlap tibco.com > > On Wed, Mar 23, 2016 at 12:59 PM, Liviu Andronic <landronimirc at gmail.com> > wrote: >> >> Dear all, >> I'm a bit surprised by this behavior in poly: >> >> x <- c(NA, 1:10) >> poly(x, degree = 2, raw=TRUE) >> ## Error in poly(x, degree = 2, raw = TRUE) : >> ## missing values are not allowed in 'poly' >> x^2 >> ## [1] NA 1 4 9 16 25 36 49 64 81 100 >> >> As you can see, poly() will fail if the vector contains NAs, whereas >> it is perfectly possible to obtain the square of the vector manually. >> >> Is there a reason for this limitation in poly? >> >> Regards, >> Liviu >> >> >> -- >> Do you think you know what math is? >> http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 >> Or what it means to be intelligent? >> http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 >> Think again: >> http://www.ideasroadshow.com/library >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > >-- Do you think you know what math is? http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 Or what it means to be intelligent? http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 Think again: http://www.ideasroadshow.com/library
I don't know what is in R's poly(), but if it is like S+'s or TERR's then one could do if (anyNA(x)) { nax <- na.exclude(x) px <- poly(x = nax, degree = degree, coefs = coefs, raw raw, simple = simple) px <- structure(naresid(attr(nax, "na.action"), px), coefs = attr(px, "coefs"), degree = attr(px, "degree"), class = attr(px, "class")) return(px) } and get nice results in the usual raw=FALSE case as well. Similar stuff could be done in the multivariate cases. Bill Dunlap TIBCO Software wdunlap tibco.com On Wed, Mar 23, 2016 at 1:41 PM, Liviu Andronic <landronimirc at gmail.com> wrote:> On Wed, Mar 23, 2016 at 9:29 PM, William Dunlap <wdunlap at tibco.com> wrote: > > I think the worst aspect of this restriction in poly() is that when > > you use poly in the formula of a model-fitting function you cannot > > have any missing values in the data, even if you supply > > na.action=na.exclude. > > > > > d <- transform(data.frame(y=c(-1,1:10)), x=log(y)) > > Warning message: > > In log(y) : NaNs produced > > > fit <- lm(y ~ poly(x, 3), data=d, na.action=na.exclude) > > Error in poly(x, 3) : missing values are not allowed in 'poly' > > > > Thus people are pushed to using a less stable formulation like > > > fit <- lm(y ~ x + I(x^2) + I(x^3), data=d, na.action=na.exclude) > > > My difficulty precisely. What's more, I inspected the code for `poly` > and at least for the simple case of raw=TRUE it seems trivial to > support NAs. It suffices to change line 15 of the function: > if (anyNA(x)) stop("missing values are not allowed in 'poly'") > > to: > if (!raw && anyNA(x)) stop("missing values are not allowed in 'poly'") > > This way for raw polynomials estimation continues unimpeded. With the > change above, I get this: > > poly(x, degree = 2, raw=TRUE) > 1 2 > [1,] NA NA > [2,] 1 1 > [3,] 2 4 > [4,] 3 9 > [5,] 4 16 > [6,] 5 25 > [7,] 6 36 > [8,] 7 49 > [9,] 8 64 > [10,] 9 81 > [11,] 10 100 > attr(,"degree") > [1] 1 2 > attr(,"class") > [1] "poly" "matrix" > > > Regards, > Liviu > > > > > > Bill Dunlap > > TIBCO Software > > wdunlap tibco.com > > > > On Wed, Mar 23, 2016 at 12:59 PM, Liviu Andronic <landronimirc at gmail.com > > > > wrote: > >> > >> Dear all, > >> I'm a bit surprised by this behavior in poly: > >> > >> x <- c(NA, 1:10) > >> poly(x, degree = 2, raw=TRUE) > >> ## Error in poly(x, degree = 2, raw = TRUE) : > >> ## missing values are not allowed in 'poly' > >> x^2 > >> ## [1] NA 1 4 9 16 25 36 49 64 81 100 > >> > >> As you can see, poly() will fail if the vector contains NAs, whereas > >> it is perfectly possible to obtain the square of the vector manually. > >> > >> Is there a reason for this limitation in poly? > >> > >> Regards, > >> Liviu > >> > >> > >> -- > >> Do you think you know what math is? > >> http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 > >> Or what it means to be intelligent? > >> http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 > >> Think again: > >> http://www.ideasroadshow.com/library > >> > >> ______________________________________________ > >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > >> https://stat.ethz.ch/mailman/listinfo/r-help > >> PLEASE do read the posting guide > >> http://www.R-project.org/posting-guide.html > >> and provide commented, minimal, self-contained, reproducible code. > > > > > > > > -- > Do you think you know what math is? > http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 > Or what it means to be intelligent? > http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 > Think again: > http://www.ideasroadshow.com/library >[[alternative HTML version deleted]]
>>>>> William Dunlap via R-help <r-help at r-project.org> >>>>> on Wed, 23 Mar 2016 13:56:35 -0700 writes:> I don't know what is in R's poly(), but if it is like S+'s or TERR's then > one could do > if (anyNA(x)) { > nax <- na.exclude(x) > px <- poly(x = nax, degree = degree, coefs = coefs, raw > raw, simple = simple) > px <- structure(naresid(attr(nax, "na.action"), px), coefs > = attr(px, "coefs"), degree = attr(px, "degree"), class = attr(px, "class")) > return(px) > } > and get nice results in the usual raw=FALSE case as well. Similar stuff > could be done in the multivariate cases. I don't have too much time for that now, and I know that Bill Dunlap cannot provide patches for R --- for good reasons, though it's a pity for us! --- but you can, Liviu! So, and as you see at every startup of R : "R is a collaborative project with many contributors." I'm willing to try "good-looking" patches. (to the *sources*, *NOT* to a printout of the function in your R console!) Martin Maechler ETH Zurich and R Core Team. > Bill Dunlap > TIBCO Software > wdunlap tibco.com > On Wed, Mar 23, 2016 at 1:41 PM, Liviu Andronic <landronimirc at gmail.com> > wrote: >> On Wed, Mar 23, 2016 at 9:29 PM, William Dunlap <wdunlap at tibco.com> wrote: >> > I think the worst aspect of this restriction in poly() is that when >> > you use poly in the formula of a model-fitting function you cannot >> > have any missing values in the data, even if you supply >> > na.action=na.exclude. >> > >> > > d <- transform(data.frame(y=c(-1,1:10)), x=log(y)) >> > Warning message: >> > In log(y) : NaNs produced >> > > fit <- lm(y ~ poly(x, 3), data=d, na.action=na.exclude) >> > Error in poly(x, 3) : missing values are not allowed in 'poly' >> > >> > Thus people are pushed to using a less stable formulation like >> > > fit <- lm(y ~ x + I(x^2) + I(x^3), data=d, na.action=na.exclude) >> > >> My difficulty precisely. What's more, I inspected the code for `poly` >> and at least for the simple case of raw=TRUE it seems trivial to >> support NAs. It suffices to change line 15 of the function: >> if (anyNA(x)) stop("missing values are not allowed in 'poly'") >> >> to: >> if (!raw && anyNA(x)) stop("missing values are not allowed in 'poly'") >> >> This way for raw polynomials estimation continues unimpeded. With the >> change above, I get this: >> > poly(x, degree = 2, raw=TRUE) >> 1 2 >> [1,] NA NA >> [2,] 1 1 >> [3,] 2 4 >> [4,] 3 9 >> [5,] 4 16 >> [6,] 5 25 >> [7,] 6 36 >> [8,] 7 49 >> [9,] 8 64 >> [10,] 9 81 >> [11,] 10 100 >> attr(,"degree") >> [1] 1 2 >> attr(,"class") >> [1] "poly" "matrix" >> >> >> Regards, >> Liviu >> >> >> > >> > Bill Dunlap >> > TIBCO Software >> > wdunlap tibco.com >> > >> > On Wed, Mar 23, 2016 at 12:59 PM, Liviu Andronic <landronimirc at gmail.com >> > >> > wrote: >> >> >> >> Dear all, >> >> I'm a bit surprised by this behavior in poly: >> >> >> >> x <- c(NA, 1:10) >> >> poly(x, degree = 2, raw=TRUE) >> >> ## Error in poly(x, degree = 2, raw = TRUE) : >> >> ## missing values are not allowed in 'poly' >> >> x^2 >> >> ## [1] NA 1 4 9 16 25 36 49 64 81 100 >> >> >> >> As you can see, poly() will fail if the vector contains NAs, whereas >> >> it is perfectly possible to obtain the square of the vector manually. >> >> >> >> Is there a reason for this limitation in poly? >> >> >> >> Regards, >> >> Liviu >> >> >> >> >> >> -- >> >> Do you think you know what math is? >> >> http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 >> >> Or what it means to be intelligent? >> >> http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 >> >> Think again: >> >> http://www.ideasroadshow.com/library >> >> >> >> ______________________________________________ >> >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> >> https://stat.ethz.ch/mailman/listinfo/r-help >> >> PLEASE do read the posting guide >> >> http://www.R-project.org/posting-guide.html >> >> and provide commented, minimal, self-contained, reproducible code. >> > >> > >> >> >> >> -- >> Do you think you know what math is? >> http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02 >> Or what it means to be intelligent? >> http://www.ideasroadshow.com/issues/john-duncan-2013-08-30 >> Think again: >> http://www.ideasroadshow.com/library >> > [[alternative HTML version deleted]] > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.