Hi Aristide and welcome to R-help!
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В Wed, 30 Oct 2024 17:45:29 +0100
Elysée Aristide <ariel92...@gmail.com> пишет:
> I am using the gmm function from the gmm package and encountered an
> unexpected error. No model can be estimated if I load formula.tools—I
> need to restart R each time.
I can reproduce the problem:
library(gmm)
data(Finance)
r <- Finance[1:300, 1:10]
rm <- Finance[1:300, "rm"]
rf <- Finance[1:300, "rf"]
z <- as.matrix(r-rf)
zm <- rm-rf
res <- gmm(z ~ zm, x = ~ zm)
library(formula.tools)
gmm(z ~ zm, x = ~ zm) # signals an error
Looking at the traceback(), I see the formula being transformed into NA
~ NA at some point:
10: terms.formula(formula, data = data) # <-- error happens here
9: terms(formula, data = data)
8: model.frame.default(data = object$data, formula = NA ~ NA,
drop.unused.levels = TRUE,
na.action = "na.pass")
7: model.frame(data = object$data, formula = NA ~ NA, drop.unused.levels =
TRUE,
na.action = "na.pass") # <-- formula is already NA ~ NA here
6: eval(mfh, parent.frame())
5: eval(mfh, parent.frame())
4: getDat(object$g, object$x, data = object$data)
3: getModel.baseGmm(all_args, ...)
2: getModel(all_args, ...)
1: gmm(z ~ zm, x = ~zm)
It seems that in base R, as.character(z ~ zm) returns a three-element
character vector, while with formula.tools loaded, it only returns a
single string, 'z ~ zm'. This breaks formula manipulation in getDat().
An immediate workaround is to replace the method provided by
formula.tools with one that immediately delegates back to R:
.S3method('as.character', 'formula', function (x, ...) NextMethod())
gmm(z ~ zm, x = ~ zm) # seems to work once again
(Is there a way to truly unregister an S3 method?)
Perhaps gmm::getDat could be made more robust by working directly on
the formula/call object instead of going through the string
representation.
--
Best regards,
Ivan
[*] https://stat.ethz.ch/pipermail/r-help/2024-October/480157.html
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