Dear R-experts,
Here below my R code giving an error message that I don't understand. If
somebody can help me to fix it, it would be highly appreciated.
# # # # # # # # # # # # # # # # # # # # # # # #
install.packages( "robustbase",dependencies=TRUE )
install.packages( "boot",dependencies=TRUE )
library(boot)
library(robustbase)
n<-500
b<-runif(n, 0, 5)
z <- rnorm(n, 2, 3)
a <- runif(n, 0, 5)
df<-data.frame(b,z,a)
y_model<- 0.1*b - 0.5 * z - a + 10
y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) )
?# function to obtain MSE
?MSE <- function(data, indices, formula) {
? ? d <- data[indices, ] # allows boot to select sample
? ? fit <- lmrob(formula, data = d)
? ? ypred <- predict(fit)
? ? mean((d[["y_obs "]] - ypred)^2)
?}
?# Make the results reproducible
?set.seed(1234)
?
?# bootstrapping with 500 replications
?results <- boot(data = df, statistic = MSE,
? ??????????????? R = 500, formula = y_obs ~ b+z+a)
boot.ci(results, type="bca")
# # # # # # # # # # # # # # # # # # # # # # # # #
On 21/03/2020 12:35 p.m., varin sacha via R-help wrote:> # # # # # # # # # # # # # # # # # # # # # # # # > install.packages( "robustbase",dependencies=TRUE ) > install.packages( "boot",dependencies=TRUE ) > library(boot) > library(robustbase) > > n<-500 > b<-runif(n, 0, 5) > z <- rnorm(n, 2, 3) > a <- runif(n, 0, 5) > df<-data.frame(b,z,a) > > y_model<- 0.1*b - 0.5 * z - a + 10 > y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) ) > > ?# function to obtain MSE > ?MSE <- function(data, indices, formula) { > ? ? d <- data[indices, ] # allows boot to select sample > ? ? fit <- lmrob(formula, data = d) > ? ? ypred <- predict(fit) > ? ? mean((d[["y_obs "]] - ypred)^2) > ?} > > ?# Make the results reproducible > ?set.seed(1234) > > ?# bootstrapping with 500 replications > ?results <- boot(data = df, statistic = MSE, > ? ??????????????? R = 500, formula = y_obs ~ b+z+a) > > boot.ci(results, type="bca") > # # # # # # # # # # # # # # # # # # # # # # # # #Try using debug(MSE), and you'll see that d[["yobs "]] doesn't exist, so your MSE function always returns NaN. Duncan Murdoch
On 3/21/20 9:35 AM, varin sacha via R-help wrote:> Dear R-experts, > > Here below my R code giving an error message that I don't understand. If somebody can help me to fix it, it would be highly appreciated. > > # # # # # # # # # # # # # # # # # # # # # # # # > install.packages( "robustbase",dependencies=TRUE ) > install.packages( "boot",dependencies=TRUE ) > library(boot) > library(robustbase) > > n<-500 > b<-runif(n, 0, 5) > z <- rnorm(n, 2, 3) > a <- runif(n, 0, 5) > df<-data.frame(b,z,a) > > y_model<- 0.1*b - 0.5 * z - a + 10 > y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) )Two errors: First, you need to have the y_obs vector in the df dataframe if you later reference it as a column.> > ?# function to obtain MSE > ?MSE <- function(data, indices, formula) { > ? ? d <- data[indices, ] # allows boot to select sample > ? ? fit <- lmrob(formula, data = d) > ? ? ypred <- predict(fit) > ? ? mean((d[["y_obs "]] - ypred)^2)The second error is the misspelling . Remove the space> ?} > > ?# Make the results reproducible > ?set.seed(1234) > > ?# bootstrapping with 500 replications > ?results <- boot(data = df, statistic = MSE, > ? ??????????????? R = 500, formula = y_obs ~ b+z+a) > > boot.ci(results, type="bca")Now get: > boot.ci(results, type="bca") BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS Based on 500 bootstrap replicates CALL : boot.ci(boot.out = results, type = "bca") Intervals : Level?????? BCa 95%?? ( 0.0237,? 0.0460 ) Calculations and Intervals on Original Scale Some BCa intervals may be unstable -- David.> # # # # # # # # # # # # # # # # # # # # # # # # # > > ______________________________________________ > 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.
Hi Duncan, Hi David, Many thanks, ok for the first error but David when you say "The second error is the misspelling . Remove the space". Where do I have to remove the space ? Best, Sacha Le samedi 21 mars 2020 ? 18:14:30 UTC+1, David Winsemius <dwinsemius at comcast.net> a ?crit : On 3/21/20 9:35 AM, varin sacha via R-help wrote:> Dear R-experts, > > Here below my R code giving an error message that I don't understand. If somebody can help me to fix it, it would be highly appreciated. > > # # # # # # # # # # # # # # # # # # # # # # # # > install.packages( "robustbase",dependencies=TRUE ) > install.packages( "boot",dependencies=TRUE ) > library(boot) > library(robustbase) > > n<-500 > b<-runif(n, 0, 5) > z <- rnorm(n, 2, 3) > a <- runif(n, 0, 5) > df<-data.frame(b,z,a) > > y_model<- 0.1*b - 0.5 * z - a + 10 > y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) )Two errors: First, you need to have the y_obs vector in the df dataframe if you later reference it as a column.> >? ?# function to obtain MSE >? ?MSE <- function(data, indices, formula) { >? ? ? d <- data[indices, ] # allows boot to select sample >? ? ? fit <- lmrob(formula, data = d) >? ? ? ypred <- predict(fit) >? ? ? mean((d[["y_obs "]] - ypred)^2)The second error is the misspelling . Remove the space>? ?} > >? ?# Make the results reproducible >? ?set.seed(1234) >? >? ?# bootstrapping with 500 replications >? ?results <- boot(data = df, statistic = MSE, >? ? ??????????????? R = 500, formula = y_obs ~ b+z+a) > > boot.ci(results, type="bca")Now get:> boot.ci(results, type="bca")BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS Based on 500 bootstrap replicates CALL : boot.ci(boot.out = results, type = "bca") Intervals : Level?????? BCa 95%?? ( 0.0237,? 0.0460 ) Calculations and Intervals on Original Scale Some BCa intervals may be unstable -- David.> # # # # # # # # # # # # # # # # # # # # # # # # # > > ______________________________________________ > 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.