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Ensure positive input for sqrt() in get_stat() #514

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Merged
fweber144 merged 4 commits into from
May 5, 2025
Merged

Ensure positive input for sqrt() in get_stat() #514

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cf41e28
fix `sqrt()` of negative value in MSE calculation
fweber144 May 5, 2025
f98216c
fix possible `sqrt()` of negative value in RMSE calculation
fweber144 May 5, 2025
1ce889a
add function `sqrt_cut0()` to avoid redundancies in the code
fweber144 May 5, 2025
8ca624c
use `sqrt()` instead of `sqrt_cut0()` where possible
fweber144 May 5, 2025
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12 changes: 12 additions & 0 deletions R/misc.R
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Original file line number Diff line number Diff line change
Expand Up @@ -743,3 +743,15 @@ use_progressr <- function() {
interactive() &&
identical(foreach::getDoParName(), "doFuture"))
}

sqrt_cut0 <- function(x) {
if (!is.na(x) && sign(x) == -1) {
if (abs(x) < sqrt(.Machine$double.eps)) {
x <- 0
} else {
stop("Negative (and numerically non-zero) value used as input to ",
"sqrt_cut0().")
}
}
return(sqrt(x))
}
22 changes: 7 additions & 15 deletions R/summary_funs.R
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Original file line number Diff line number Diff line change
Expand Up @@ -377,7 +377,7 @@ get_stat <- function(summaries, summaries_baseline = NULL,
((mu_baseline - y)^2 - mse_b)) / (n_full - 1)
}
if (stat != "rmse") {
value_se <- sqrt(value_se^2 - 2 * cov_mse_e_b + var_mse_b)
value_se <- sqrt_cut0(value_se^2 - 2 * cov_mse_e_b + var_mse_b)
}
}
if (stat == "mse") {
Expand All @@ -389,9 +389,9 @@ get_stat <- function(summaries, summaries_baseline = NULL,
if (is.null(summaries_baseline)) {
value_se <- sqrt(value_se^2 / mse_e / 4)
} else {
value_se <- sqrt((value_se^2 / mse_e -
2 * cov_mse_e_b / sqrt(mse_e * mse_b) +
var_mse_b / mse_b) / 4)
value_se <- sqrt_cut0((value_se^2 / mse_e -
2 * cov_mse_e_b / sqrt(mse_e * mse_b) +
var_mse_b / mse_b) / 4)
}
} else if (stat == "R2") {
y_mean_w <- mean(wobs * y)
Expand Down Expand Up @@ -438,17 +438,9 @@ get_stat <- function(summaries, summaries_baseline = NULL,
# delta=TRUE
mse_e <- mse_e - mse_b
}
value_se_sq <- (value_se^2 -
2 * mse_e / mse_y * cov_mse_e_y +
(mse_e / mse_y)^2 * var_mse_y) / mse_y^2
if (!is.na(value_se_sq) && sign(value_se_sq) == -1) {
if (abs(value_se_sq) < sqrt(.Machine$double.eps)) {
value_se_sq <- 0
} else {
stop("Negative (and numerically non-zero) `value_se_sq`.")
}
}
value_se <- sqrt(value_se_sq)
value_se <- sqrt_cut0((value_se^2 -
2 * mse_e / mse_y * cov_mse_e_y +
(mse_e / mse_y)^2 * var_mse_y) / mse_y^2)
}
} else if (stat %in% c("acc", "pctcorr", "auc")) {
y <- y_wobs_test$y
Expand Down