[Rd] stats::line() does not produce correct Tukey line when n mod 6 is 2 or 3

[GlenB]

> Tukey divides the points into three groups, not the x and y values
separately.

> I'll try to get hold of the book for a direct quote, might take a couple
of days.

Ah well, I can't get it for a week. But the fact that it's often called
Tukey's three group line (try a search on *tukey three group line* and
you'll get plenty of hits) is pretty much a giveaway.


On Mon, May 29, 2017 at 2:19 PM, GlenB <glnbrntt at gmail.com> wrote:

> Tukey divides the points into three groups, not the x and y values
> separately.
>
> I'll try to get hold of the book for a direct quote, might take a couple
> of days.
>
>
>
> On Mon, May 29, 2017 at 8:40 AM, Duncan Murdoch <murdoch.duncan at gmail.com>
> wrote:
>
>> On 27/05/2017 9:28 PM, GlenB wrote:
>>
>>> Bug: stats::line() does not produce correct Tukey line when n mod 6 is 2
>>> or
>>> 3
>>>
>>> Example: line(1:9,1:9) should have intercept 0 and slope 1 but it gives
>>> intercept -1 and slope 1.2
>>>
>>> Trying line(1:i,1:i) across a range of i makes it clear there's a cycle
>>> of
>>> length 6, with four of every six correct.
>>>
>>> Bug has been present across many versions.
>>>
>>> The machine I just tried it on just now has R3.2.3:
>>>
>>
>> If you look at the source (in src/library/stats/src/line.c), the
>> explanation is clear:  the x value is chosen as the 1/6 quantile (according
>> to a particular definition of quantile), and the y value is chosen as the
>> median of the y values where x is less than or equal to the 1/3 quantile.
>> Those are different definitions (though I think they would be
>> asymptotically equivalent under pretty weak assumptions), so it's not
>> surprising the x value doesn't correspond perfectly to the y value, and the
>> line ends up "wrong".
>>
>> So is it a bug?  Well, that depends on Tukey's definition.  I don't have
>> a copy of his book handy so I can't really say.  Maybe the R function is
>> doing exactly what Tukey said it should, and that's not a bug.  Or maybe R
>> is wrong.
>>
>> Duncan Murdoch
>>
>>
>

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