relErr: Relative Error When Appropriate, Absolute Otherwise

In mmaechler/sfsmisc: Utilities from 'Seminar fuer Statistik' ETH Zurich

Relative Error When Appropriate, Absolute Otherwise

Description

relErrV():

Compute the signed relative error componentwise (“vectorized”) between the target and current vectors, using the absolute error, i.e., the difference in case the relative error is not well defined, i.e., when target is zero or infinite.

relErr():

simply the mean absolute value of the relative errors between target and current vectors; typically the “same” as all.equal.numeric(target, vector, tolerance=0, countEQ=TRUE).

Currently useful only when both vectors are finite.

Usage

relErrV(target, current, eps0 = .Machine$double.xmin)
relErr (target, current)

Arguments

target	numeric, possibly scalar.
current	numeric vector of length() a multiple of length(target); if an array (incl matrix), dimensions are preserved; for vectors, names(target) are preserved.
eps0	non-negative number; values abs(target) < eps0 should be treated as zero (and hence absolute instead of relative error be computed). This may be crucial when target is an "mpfr"-number vector.

Value

relErrV():

a numeric vector of the same length (or array of the same dimension) as current.

relErr():

a single number.

Author(s)

Martin Maechler, originally as part of Matrix package's ‘test-tools.R’.

See Also

all.equal.numeric() is similar in spirit but returns TRUE or string containing the mean relative or absolute error.

Examples

## relErrV() test example: showing how it works fine with {NA, Inf, 0} :
eps <- 1e-4*c(-9, -8, -6, -4, 0.5, 1, 5)
target  <- c(-1:1, 0,   0, NA, NaN, Inf, -Inf, Inf, 0 , Inf, 1 , -3:3)
current <- c(-1:1,1e-7,NaN,NA,  0 , Inf,  Inf,  0, Inf,  1, Inf, -3:3+ eps)
cbind(target, current, absE = current-target,
                       relE = relErrV(target,current)) -> M ; M
stopifnot(exprs = {
         is.logical(isFr <- is.finite(rF <- M[,"relE"]))
  target==current | isFr == is.finite(aF <- M[,"absE"])
  identical(aF[!isFr] , rF[!isFr])
  identical(numeric(), relErrV(numeric(), integer())) # length 0 {used to fail}
})
tools::assertError(relErrV(1, numeric()), verbose=TRUE) # no longer allowed
## relErr() is pretty simple --- (possibly too simple, currently)
relErr
relErr(target, current) # NA (of course)
all.equal.numeric(target, current) ## "'is.NA' value mismatch ..."

## comparison after dropping NA's :
hasN <- is.na(target) | is.na(current)
all.equal(target[!hasN], current[!hasN], tolerance=0) # "Mean abs. diff.: Inf"
   relErr(target[!hasN], current[!hasN]) # NaN  (to improve?)

## comparison after only keeping cases where both are finite:
finN <- is.finite(target) & is.finite(current)
all.equal(target[finN], current[finN], tol=0)          # "Mean abs.d.: 0.000279.."
all.equal(target[finN], current[finN], tol=0, countEQ=TRUE) #   "  " : 0.000239..
   relErr(target[finN], current[finN]) # 0.0002392929

mmaechler/sfsmisc documentation built on April 29, 2024, 5:20 p.m.