From murdoch at stats.uwo.ca  Sat Dec 16 12:37:26 2006
From: murdoch at stats.uwo.ca (Duncan Murdoch)
Date: Sat, 16 Dec 2006 06:37:26 -0500
Subject: [Rd] max.col oddity
In-Reply-To: <5918c61f0612151609v5beb89c1ub02e40b2c7691bf0@mail.gmail.com>
References: <5918c61f0612151609v5beb89c1ub02e40b2c7691bf0@mail.gmail.com>
Message-ID: <4583DA76.6010701@stats.uwo.ca>

On 12/15/2006 7:09 PM, John Zedlewski wrote:
> I've noticed that the max.col function with the default "random"
> option often gives unexpected results. For instance, in this test, it
> seems clear what the answer should be:
> 
>> # second col should always be max
>> x1 = cbind(1:10, 2:11, -Inf)
>>
>> # this works fine
>> max.col(x1, "first")
>  [1] 2 2 2 2 2 2 2 2 2 2
>> # this gives random answers
>> max.col(x1)
>> [1] 3 1 1 2 3 3 1 3 1 1
> 
> Ouch! max.col is randomizing across all values.
> Even without infinite values, something similar can happen:
> 
>> # test 2 --- tolerance problems
>>
>> # clearly column 3 is the max
>> x1 = cbind(-1e9 * 1:10, 1:10, 2:11)
>>
>> # again, first method works:
>> max.col(x1, "first")
>  [1] 3 3 3 3 3 3 3 3 3 3
>> # but random doesn't
>> max.col(x1)
>  [1] 2 3 2 3 3 2 2 2 3 2
> 
> The max.col docs say " there is a relative tolerance of 1e-5, relative
> to the largest entry in the row", but it's really using the maximum
> absolute value entry in the row (appl/maxcol.c, line 35 in R 2.4.0).
> Is this necessary for some sort of S-plus compatibility? If so, I
> think it would be good to make this absolute value property very clear
> in the docs, since it can cause subtle bugs (and did for me).
> 
> Personally, I think the behavior is much nicer with the following patch:
> 
> --- rplain/R-2.4.0/src/appl/maxcol.c    2006-04-09 18:19:58.000000000 -0400
> +++ R-2.4.0/src/appl/maxcol.c   2006-12-14 15:30:56.000000000 -0500
> @@ -26,13 +26,14 @@
>        do_rand = *ties_meth == 1;
> 
>     for (r = 0; r < n_r; r++) {
> -       /* first check row for any NAs and find the largest abs(entry) */
> +       /* first check row for any NAs and find the largest entry */
>        large = 0.0;
>        isna = FALSE;
>        for (c = 0; c < *nc; c++) {
>            a = matrix[r + c * n_r];
>            if (ISNAN(a)) { isna = TRUE; break; }
> -           if (do_rand) large = fmax2(large, fabs(a));
> +           if (!R_FINITE(a)) continue;
> +           if (do_rand) large = fmax2(large, a);
>        }
>        if (isna) { maxes[r] = NA_INTEGER; continue; }
> 
> ---------------- END   ----------------------
> 
> This gives the expected behavior in the two examples above.

I think I'd prefer to be clear about what "largest" means in the docs 
rather than dropping the absolute value, because if all entries are 
negative, your version sets the tolerance to 0.

But ignoring infinite values when calculating the largest absolute value 
might be a good idea:  I can't see why someone would want an infinite 
tolerance.

So I'd propose to add your R_FINITE check, and make this change to the docs:

" there is a relative tolerance of 1e-5, relative
   to the largest finite absolute value in the row"

The copyright notice in the file says this function is from MASS/MASS.c 
by W. N. Venables and B. D. Ripley, so I'd like to hear from at least 
one of them before making a change.

Duncan Murdoch

> 
> (Sorry to crosspost to both this list and R-help, but it was suggested
> that R-devel would be a more appropriate forum for this.)
> 
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[Rd] max.col oddity
Duncan Murdoch