Skip to content

[R-pkg-devel] Recommendation on qr method export

4 messages · Peter Dalgaard, Charles Determan, John C Nash

Original
Charles Determan
# 
Hello,

I am currently working on an implementation of QR decomposition (leveraging
a C++ library via Rcpp).  Naturally I would like to have the R syntax as
similar as possible to base R 'qr' function.  Given the class structure of
my package my instinct was to export an S4/S3 method.

However, the QR decomposition doesn't store the final QR matrix in the same
format as base R via LINPACK, nor does it return 'qraux', 'rank' or 'pivot'
objects but instead a 'betas' object.  The final 'R' and 'Q' matrices are
in fact identical to those ultimately returned by qr.R or qr.Q.

So my question is, given these differences, should I just create a
different function name or would creating a qr.myclass dispatch be
acceptable (whether S3 or S4)?  I would prefer the latter as I would like
the classes to potentially take advantage of previously written code using
'qr'.

Thanks,
Charles
Peter Dalgaard
# 
Not strictly what you're asking, but at some point it may be important to note that the "QR" method used by lm() and friends (notably anova() and aov()) actually relies on successive orthogonalization. This does yield a QR decomposition but the reverse is not true. A generic X=QR decomposition does orthogonalize, but it does not necessarily hold that the first k columns of Q spans the same subspace as the first k columns of X. LINPACK's QR happens to be implemented as successive orthogonalization, but LAPACK's is not, so only the former is usable with lm().

So, I suppose what I am getting at is that not even lm() uses qr(), it calls LINPACK directly.

-pd
Charles Determan
# 
Thanks for the input Peter.  I suppose I never looked at lm() to see how it
was used there.  Given that though, do you see any reason then to not
create an S3/S4 method if different methods are used for different
functions?  I'm just looking for some design guidance from the community
here before I just implement something that may cause more confusion.

Regards,
Charles
On Tue, Aug 2, 2016 at 4:34 PM, Peter Dalgaard <pdalgd at gmail.com> wrote:

            

      
      
      
    

        

      
      
    

            

      
      
      
    

        

  
  


  


      

    

    

      
      

        


  

        

      John C Nash
    

    

      
      #
    

  


  

      
Closely related to the different QR variations, Claudia Beleites and I
have a very crude start on some attempts to categorize different svd
approaches in R. Perhaps it's worth combining efforts with QR because of
the overlap and producing a sort of enlarged vignette or even a Task
View. I suggest contacting me offline (I use nashjc _at_ uottawa.ca as
my working email, and the one above for mailing lists) if interested.
However, I view my current effort as a useful ongoing set of notes
rather than a definitive treatment of the issues.

Best, JN

        
On 16-08-03 09:16 AM, Charles Determan wrote: