[R] Why missing values are not allowed in 'poly'?

William Dunlap
2016-03-23T20:56:35Z

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
>

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