Floating Point Precision Issues in 1.1.2 vs. 1.1.3

[yilisg]

Hi Jason,

Thanks for the great package. I've recently upgraded from 1.1.2 to 1.1.3 and it has broken some of my existing code (in another package I've written). After tracking down the issue, it seems that roll_sd is returning 0 if the values and weights are too small. This was not a problem in 1.1.2.

Here's a minimal reproducible example.

library(roll)
getNamespaceVersion("roll") # 1.1.2

set.seed(42)
x <- matrix(runif(100)) / 1000
width <- 10
x_sd_large_wts_112  <- roll_sd(x, width = width, weights = rep(1, width))
x_sd_small_wts_112  <- roll_sd(x, width = width, weights = rep(0.01, width))

all.equal(x_sd_large_wts_112, x_sd_small_wts_112) # TRUE
tail(x_sd_large_wts_112) # some small numbers
tail(x_sd_small_wts_112) # some small numbers

After upgrading to the new release,

detach("package:roll", unload=TRUE)
install.packages("roll")
library(roll)
getNamespaceVersion("roll") # 1.1.3

set.seed(42)
x <- matrix(runif(100)) / 1000
width <- 10
x_sd_large_wts_113  <- roll_sd(x, width = width, weights = rep(1, width))
x_sd_small_wts_113  <- roll_sd(x, width = width, weights = rep(0.01, width))

all.equal(x_sd_large_wts_113, x_sd_small_wts_113) # FALSE
tail(x_sd_large_wts_113) # some small numbers
tail(x_sd_small_wts_113) # all zeros

Thanks for looking into this!

[jasonjfoster]

Thanks for the report. I have fixed the issue in the development version:

# devtools::install_github("jjf234/roll")

library(roll)

set.seed(42)
x <- matrix(runif(100)) / 1000
width <- 10
x_sd_large_wts_113  <- roll_sd(x, width = width, weights = rep(1, width))
x_sd_small_wts_113  <- roll_sd(x, width = width, weights = rep(0.01, width))

> all.equal(x_sd_large_wts_113, x_sd_small_wts_113) # some small numbers
[1] TRUE

For reference, I removed some (overly) restrictive conditions that were added in version 1.1.3.

[yilisg]

Thanks Jason for the quick reply. I can confirm that the issue is fixed in the dev version. I am closing the issue.