# File src/library/stats/tests/nafns.R # Part of the R package, https://www.R-project.org # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ ## Tests of functions handling NAs in fits ## These functions were introduced in 1.3.0. ## They are used by lm and glm in base R, and by ## packages MASS, rpart and survival. ## Comparison strictness is set at 256eps, increased from 100eps for v.2.1.0 ## May look lenient, but notice that the Ozone levels that are being modeled ## can be more than 100. dim(airquality) nd <- airquality[c(6,25:27), ] sm <- function(x) cat("length", length(x), "with", sum(is.na(x)), "NAs\n") # default is to omit some rows fit <- lm(Ozone ~ ., data=airquality, na.action=na.omit) summary(fit) sm(fitted(fit)) sm(resid(fit)) sm(predict(fit)) (pp <- predict(fit, nd)) fit2 <- lm(Ozone ~ ., data=airquality, na.action=na.exclude) summary(fit2) # same as before sm(fitted(fit2)) sm(resid(fit2)) sm(predict(fit2)) (pp2 <- predict(fit2, nd)) ## same as before: napredict is only applied to predictions on the ## original data, following Therneau's original code (and S-PLUS). ## However, as from R 1.8.0 there is a separate na.action arg to predict.lm() stopifnot(all.equal(pp, pp2)) ## should fail try(fit3 <- lm(Ozone ~ ., data=airquality, na.action=na.fail)) ## more precise tests. f1 <- fitted(fit) f2 <- fitted(fit2) common <- match(names(f1), names(f2)) stopifnot(max(abs(f1 - f2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(f2[-common]))) r1 <- resid(fit) r2 <- resid(fit2) common <- match(names(r1), names(r2)) stopifnot(max(abs(r1 - r2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(r2[-common]))) p1 <- predict(fit) p2 <- predict(fit2) common <- match(names(p1), names(p2)) stopifnot(max(abs(p1 - p2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(p2[-common]))) ### now try out glm gfit <- glm(Ozone ~ ., data=airquality, na.action=na.omit) summary(gfit) sm(fitted(gfit)) sm(resid(gfit)) sm(predict(gfit)) predict(gfit, nd) (pp <- predict(gfit, nd)) gfit2 <- glm(Ozone ~ ., data=airquality, na.action=na.exclude) summary(gfit2) # same as before sm(fitted(gfit2)) sm(resid(gfit2)) sm(predict(gfit2)) (pp2 <- predict(gfit2, nd)) stopifnot(all.equal(pp, pp2)) ## more precise tests. f1 <- fitted(gfit) f2 <- fitted(gfit2) common <- match(names(f1), names(f2)) stopifnot(max(abs(f1 - f2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(f2[-common]))) r1 <- resid(gfit) r2 <- resid(gfit2) common <- match(names(r1), names(r2)) stopifnot(max(abs(r1 - r2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(r2[-common]))) p1 <- predict(gfit) p2 <- predict(gfit2) common <- match(names(p1), names(p2)) stopifnot(max(abs(p1 - p2[common])) <= 256*.Machine$double.eps) stopifnot(all(is.na(p2[-common]))) ## tests of diagnostic measures. x <- 1:10 y <- c(rnorm(9),NA) fit <- lm(y ~ x, na.action=na.exclude) fit2 <- lm(y ~ x, subset=-10) lm.influence(fit2); lm.influence(fit) rstandard(fit2); rstandard(fit) rstudent(fit2); rstudent(fit) dffits(fit2); dffits(fit) dfbetas(fit2); dfbetas(fit) covratio(fit2); covratio(fit) cooks.distance(fit2); cooks.distance(fit) (inf <- influence.measures(fit)) (inf2 <- influence.measures(fit2)) summary(inf) summary(inf2) plot(fit)