package(moments) issue
Another bad case is
> moments::anscombe.test(rep(c(1,1.1),length=35))
Error in if (pval > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
I haven't checked the formulas carefully, but I suspect the problem is from
taking the cube root of a negative number in
z <- (1 - 2/(9 * a) - ((1 - 2/a)/(1 + xx * sqrt(2/(a -
4))))^(1/3))/sqrt(2/(9 * a))
In R, the cube root (or any non-integral power) of a negative real number
is NaN and ((1 - 2/a)/(1 + xx * sqrt(2/(a - 4))))
is c. -928 in this example. I think the intent was for the cube root to be
a negative real, c. -9.76, in this case.
If that is the intent, then a fix is to define a cube_root function for
reals
cube_root <- function (x) sign(x) * abs(x)^(1/3)
and change the z<-... line to use cube_root() instead of ^(1/3).
z <- (1 - 2/(9 * a) - cube_root(((1 - 2/a)/(1 + xx * sqrt(2/(a -
4))))))/sqrt(2/(9 * a))
-Bill
On Thu, Oct 15, 2020 at 3:15 PM Sania Wadud <sania.wadud at gmail.com> wrote:
Hi Bill, Thanks for prompt reply and letting me know a way around it. I have more than 1200 observations and not all the values are the same. However, my data points are quite similar, for example, 0.079275, 0.078867, 0.070716 in millions and etc. I have run the data without converting it to millions and I still get the same error message. As I have kurtosis value, it should be fine for the time being. However, in case if you have any other explanation behind the error, I will highly appreciate it. Best wishes, Sania On Thu, 15 Oct 2020 at 20:43, Bill Dunlap <williamwdunlap at gmail.com> wrote:
moments::anscombe.test(x) does give errors when x has too few values or if all the values in x are the same
moments::anscombe.test(c(1,2,6))
Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed
moments::anscombe.test(c(2,2,2,2,2,2,2,2))
Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed You can use tryCatch() to return some special value where these errors occur. E.g., use tryCatch(anscombe.test(x), error=function(e) list(p.value=NA)) instead of ascombe.test (this assumes you will only look at p.value later - add other entries as needed.). -Bill On Thu, Oct 15, 2020 at 12:09 PM Sania Wadud <sania.wadud at gmail.com> wrote:
Hi all, While running the anscombe.test in R, I'm getting an error of *Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed* for a few time series columns whereas for most of the series the function is working fine. I have checked for those specific columns for missing values. However, there is no NA/NAN value in the dataset. I have also run kurtosis for those time series and I can get results. I have noticed the same issue was reported in the following post for python (scipy.stat) and the report mentions that there is a bug in moments package in R. I was wondering whether the issue has been resolved. https://github.com/scipy/scipy/issues/1950 Could anyone please help me with the error? I look forward to hearing from you. Regards, Sania [[alternative HTML version deleted]]
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