bug in polychor with R 2.6.0

Ben,

At 7:15 PM -0400 9/16/07, Ben Bolker wrote:

   Has anyone noticed that the problem (whatever it is)
seems to occur in code from the included mvtnorm
package (specifically the guts of the
mvt() function), *not* the polycor package?
[cc'd to mvtnorm package maintainer]

  At least that solves the polychor problem.  You are right.
I tried it with just the mvtnorm package and the error occurs.

Error trace follows:

  sessionInfo()

R version 2.6.0 alpha (2007-09-15 r42871)
i386-apple-darwin8.10.1

locale:
en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base   

other attached packages:
[1] mvtnorm_0.8-1

  example(pmvnorm)

pmvnrm> n <- 5

pmvnrm> mean <- rep(0, 5)

pmvnrm> lower <- rep(-1, 5)

pmvnrm> upper <- rep(3, 5)

pmvnrm> corr <- diag(5)

pmvnrm> corr[lower.tri(corr)] <- 0.5

pmvnrm> corr[upper.tri(corr)] <- 0.5

pmvnrm> prob <- pmvnorm(lower, upper, mean, corr)

  *** caught bus error ***
address 0x0, cause 'non-existent physical address'

Traceback:
  1: .Fortran("mvtdst", N = as.integer(n), NU = as.integer(df), LOWER
= as.double(lower),     UPPER = as.double(upper), INFIN =
as.integer(infin), CORREL = as.double(corrF),     DELTA =
as.double(delta), MAXPTS = as.integer(maxpts), ABSEPS =
as.double(abseps),     RELEPS = as.double(releps), error =
as.double(error), value = as.double(value),     inform =
as.integer(inform), PACKAGE = "mvtnorm")
  2: mvt(lower = lower, upper = upper, df = 0, corr = corr, delta =
mean,     maxpts = maxpts, abseps = abseps, releps = releps)
  3: pmvnorm(lower, upper, mean, corr)
  4: eval.with.vis(expr, envir, enclos)
  5: eval.with.vis(ei, envir)
  6: source(zfile, local, echo = echo, prompt.echo =
paste(prompt.prefix,     getOption("prompt"), sep = ""),
continue.echo = paste(prompt.prefix,     getOption("continue"), sep =
""), verbose = verbose, max.deparse.length = Inf,     encoding =
encoding, skip.echo = skips)
  7: example(pmvnorm)

Bill

On Sep 15, 2007, at 10:49 AM, William Revelle wrote:

John,
     I have been testing out R2.6.0 alpha to see if my psych package
works.   I am running the R Gui for the Mac.

There seems to be a problem with the polychor function in your
polycor package.  I think this might be a general problem with R
2.6.0 alpha  but I am not sure.  I am copying the R mac list to see
if this is a general problem with the alpha gui.

Bill


  From a clean start

[Workspace restored from /Volumes/WR/bill/.RData]

  version

                 _
platform       i386-apple-darwin8.10.1
arch           i386
os             darwin8.10.1
system         i386, darwin8.10.1
status         alpha
major          2
minor          6.0
year           2007
month          09
day            14
svn rev        42851
language       R
version.string R version 2.6.0 alpha (2007-09-14 r42851)

  library(polycor)

Loading required package: mvtnorm

  ?polychor             #to get the help file with the following demo
  set.seed(12345)
 >>>>  data <- rmvnorm(1000, c(0, 0), matrix(c(1, .5, .5, 1), 2, 2))
  x <- data[,1]
  y <- data[,2]
  cor(x, y)  # sample correlation

[1] 0.5285446

  x <- cut(x, c(-Inf, .75, Inf))
  y <- cut(y, c(-Inf, -1, .5, 1.5, Inf))
  polychor(x, y)  # 2-step estimate

   *** caught bus error ***
address 0x0, cause 'non-existent physical address'

Traceback:
   1: .Fortran("mvtdst", N = as.integer(n), NU = as.integer(df), LOWER
= as.double(lower),     UPPER = as.double(upper), INFIN =
as.integer(infin), CORREL = as.double(corrF),     DELTA =
as.double(delta), MAXPTS = as.integer(maxpts), ABSEPS =
as.double(abseps),     RELEPS = as.double(releps), error =
as.double(error), value = as.double(value),     inform =
as.integer(inform), PACKAGE = "mvtnorm")
   2: mvt(lower = lower, upper = upper, df = 0, corr = corr, delta =
mean,     maxpts = maxpts, abseps = abseps, releps = releps)
   3: pmvnorm(lower = c(row.cuts[i], col.cuts[j]), upper = c(row.cuts[i
+     1], col.cuts[j + 1]), corr = R)
   4: binBvn(rho, row.cuts, col.cuts)
   5: f(arg, ...)
   6: function (arg) f(arg, ...)(-0.23606797749979)
   7: optimise(f, interval = c(-1, 1))
   8: polychor(x, y)

--
William Revelle		http://personality-project.org/revelle.html
Professor			http://personality-project.org/personality.html
Department of Psychology             http://www.wcas.northwestern.edu/psych/
Northwestern University	http://www.northwestern.edu/
Use R for statistics: 
http://personality-project.org/r