Bug in family$mu_fun() (or in a call)?

[fweber144]

Sorry, I currently don't have the time to create a reprex for this. But an inspection of the code might already be sufficient for confirming whether this is a bug or not.

Consider lines

projpred/R/cv_varsel.R

Lines 413 to 415 in ef3cfc2

	mu_k <- family$mu_fun(submodels[[k]]$sub_fit,
	obs = inds,
	offset = refmodel$offset)

and the definition of family$mu_fun() in

projpred/R/refmodel.R

Lines 631 to 637 in ef3cfc2

	family$mu_fun <- function(fit, obs = NULL, newdata = NULL, offset = NULL) {
	newdata <- fetch_data(data, obs = obs, newdata = newdata)
	if (is.null(offset)) {
	offset <- rep(0, nrow(newdata))
	}
	family$linkinv(proj_predfun(fit, newdata = newdata) + offset)
	}

Then shouldn't the offsets also be reduced to the observations from obs? This could be done either inside of family$mu_fun() or in the call to it (for the latter, it would make sense to add an input check to family$mu_fun() which tests in case of !is.null(offset) whether offset is of length 1 or nrow(newdata) (after newdata has been pre-processed)).

Compare with lines

projpred/R/summary_funs.R

Lines 7 to 9 in ef3cfc2

	mu <- family$mu_fun(sub_fit,
	obs = test_points,
	offset = refmodel$offset[test_points])

which indicate that from the two proposed ways for reducing the offsets, it's probably the latter one (i.e., in the call to family$mu_fun()) which is intended by projpred.

[fweber144]

I think a basic input check for length(offset) would also be desirable for situations like in lines

projpred/R/methods.R

Lines 182 to 183 in ef3cfc2

	mu <- proj$family$mu_fun(proj$sub_fit,
	newdata = newdata, offset = offsetnew)

, i.e., where newdata is specified.

[fweber144]

This is indeed a bug, as can be seen from debugging the call to cv_varsel() for a tstsetup which has validate_search = FALSE in the test "setting nloo smaller than the number of observations works" (and omitting the suppressWarnings() call around cv_varsel()).

[fweber144]

Fixed in develop, so a corresponding label may be added here.