Release 2.4.3

* fix nonmatching matrix dimensions (#63)
* update GH actions: R, ubuntu

.github/workflows/Coverage.yaml

@@ -11,25 +11,29 @@ on:
 
 
 jobs:
-  coverage-ubuntu-16-04-R-3-6:
-    runs-on: ubuntu-16.04
+  coverage-ubuntu-20-04-R-release:
+    runs-on: ubuntu-20.04
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       # to install binaries on ubuntu
-      RSPM: "https://demo.rstudiopm.com/all/__linux__/xenial/latest"
+      RSPM: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest"
     steps:
       - uses: actions/checkout@v2
-      - uses: r-lib/actions/setup-r@master
+      - uses: r-lib/actions/setup-r@v1
         with:
-          r-version: 3.6
+          r-version: release
+
       - name: Install system dependencies
         env:
           RHUB_PLATFORM: linux-x86_64-ubuntu-gcc
         run: |
           Rscript -e "install.packages(c('remotes'))"
-          Rscript -e "remotes::install_github('r-hub/sysreqs')"
-          sysreqs=$(Rscript -e "cat(sysreqs::sysreq_commands('DESCRIPTION'))")
-          sudo -s eval "$sysreqs"
+          while read -r cmd
+          do
+            eval sudo $cmd
+          done < <(Rscript -e 'writeLines(remotes::system_requirements(os="ubuntu", os_release="20.04"))')
+
+
       - name: Install package dependencies
         run: |
           remotes::install_deps(dependencies = TRUE) # installs binaries

.github/workflows/R-CMD-check.yaml

@@ -14,15 +14,15 @@ jobs:
           - {os: windows-latest, r: 'devel'}
           - {os: macOS-latest,   r: 'release'}
           - {os: windows-latest, r: 'release'}
-          - {os: ubuntu-16.04,   r: 'release', rspm: "https://demo.rstudiopm.com/all/__linux__/xenial/latest"}
+          - {os: ubuntu-20.04,   r: 'release', rspm: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest"}
 
     env:
         R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
         RSPM: ${{ matrix.config.rspm }}
 
     steps:
         - uses: actions/checkout@v2
-        - uses: r-lib/actions/setup-r@master
+        - uses: r-lib/actions/setup-r@v1
           with:
             r-version: ${{ matrix.config.r }}
         - name: Query dependencies
@@ -44,10 +44,10 @@ jobs:
           env:
             RHUB_PLATFORM: linux-x86_64-ubuntu-gcc
           run: |
-            Rscript -e "remotes::install_github('r-hub/sysreqs')"
-            sysreqs=$(Rscript -e "cat(sysreqs::sysreq_commands('DESCRIPTION'))")
-            sudo -s eval "$sysreqs"
-            sudo apt-get install -y qpdf # qpdf needed on ubuntu
+            while read -r cmd
+            do
+              eval sudo $cmd
+            done < <(Rscript -e 'writeLines(remotes::system_requirements("ubuntu", "20.04"))')
 
         - name: Install package dependencies
           run: |
@@ -58,5 +58,16 @@ jobs:
           shell: Rscript {0}
 
         - name: Check
-          run: rcmdcheck::rcmdcheck(args = c("--no-tests", "--as-cran", "--no-manual"), error_on = "warning", check_dir = "check")
+          env:
+            _R_CHECK_CRAN_INCOMING_REMOTE_: false
+          run: |
+            options(crayon.enabled = TRUE)
+            rcmdcheck::rcmdcheck(args = c("--no-tests", "--as-cran", "--no-manual"), error_on = "warning", check_dir = "check")
           shell: Rscript {0}
+
+        - name: Upload check results
+          if: failure()
+          uses: actions/upload-artifact@main
+          with:
+            name: ${{ runner.os }}-r${{ matrix.config.r }}-results
+            path: check

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: REndo
 Title: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
 Type: Package
-Version: 2.4.2
-Date: 2021-02-09
+Version: 2.4.3
+Date: 2021-09-03
 Authors@R: c(
     person(given="Raluca", family="Gui",         email = "raluca.gui@business.uzh.ch", role = c("cre","aut")),
     person(given="Markus", family="Meierer",     email = "markus.meierer@business.uzh.ch", role = "aut"),

NEWS.md

@@ -1,3 +1,10 @@
+# REndo 2.4.3
+
+### BUG FIXES
+* In method `multilevelIV` matrices could not be constructed if all groups were of the same size. Thanks to pinson06 for reporting.
+
+
+
 # REndo 2.4.2
 
 ### BUG FIXES

R/f_multilevel_2levels.R

@@ -92,10 +92,10 @@ multilevel_2levels <- function(cl, f.orig, dt.model.data, res.VC,
   #   Qsc = i(Tsc) - Wsc*Zsc*ginv(Zsc`*Wsc*Wsc*Zsc)*Zsc`*Wsc;
   #
   # Move the diagonal outside as the blocks are all square and therefore the diagnoal is the same
-  l.Q <- mapply(l.Z2, l.W, FUN = function(g.z2, g.w){
+  l.Q <- mapply(l.Z2, l.W, SIMPLIFY = FALSE, FUN = function(g.z2, g.w){
     g.w %*% g.z2 %*% corpcor::pseudoinverse(Matrix::crossprod(g.z2, g.w) %*% g.w %*% g.z2) %*%
       Matrix::crossprod(g.z2, g.w)
-  })
+    })
 
   Q <- Matrix::Diagonal(x=1, n=nrow(W)) - Matrix::bdiag(l.Q)
 

R/f_multilevel_3levels.R

@@ -129,10 +129,11 @@ multilevel_3levels <- function(cl, f.orig, dt.model.data, res.VC,
 
   # . Q at L3 level ------------------------------------------------------------------------------------
   # Move the diagonal outside as the blocks are all square and therefore the diagonal is the same
-  l.L3.Q <- mapply(l.L3.Z3, l.L3.W, FUN = function(g.z3, g.w3){
+  l.L3.Q <- mapply(l.L3.Z3, l.L3.W, SIMPLIFY = FALSE, FUN = function(g.z3, g.w3){
     g.w3 %*% g.z3 %*% corpcor::pseudoinverse(Matrix::crossprod(g.z3, g.w3) %*% g.w3 %*% g.z3) %*%
       Matrix::crossprod(g.z3, g.w3)
-  })
+    })
+
   L3.Q <- Matrix::Diagonal(x=1, n=nrow(W)) - Matrix::bdiag(l.L3.Q)
 
 
@@ -144,9 +145,10 @@ multilevel_3levels <- function(cl, f.orig, dt.model.data, res.VC,
                                            name.split.by=name.split.by.L2)
 
   # Move the diagonal outside as the blocks are all square and therefore the diagnoal is the same
-  l.L2.Q <- mapply(l.L2.Z2, l.L2.W, FUN = function(g.z2, g.w2){
+  l.L2.Q <- mapply(l.L2.Z2, l.L2.W, SIMPLIFY = FALSE, FUN = function(g.z2, g.w2){
     g.w2 %*% g.z2 %*%corpcor::pseudoinverse(t(g.z2)%*%(g.w2%*%g.w2)%*%g.z2) %*% Matrix::crossprod(g.z2, g.w2)
-  })
+    })
+
   L2.Q <- Matrix::Diagonal(x=1, n=nrow(W)) - Matrix::bdiag(l.L2.Q)
 
   # Calc P -------------------------------------------------------------------------------------

R/f_multilevel_omittedvar.R

@@ -29,8 +29,10 @@ multilevel_omittedvartest <- function(IV1, IV2,
 
   # Residuals ----------------------------------------------------------------------------
   m.coef.IV1 <- matrix(data = coef.IV1, ncol=1)
-  l.Lhighest.resid.e <- mapply(l.Lhighest.y, l.Lhighest.X, FUN=function(g.y,g.x){
-                                  g.y - g.x %*% m.coef.IV1})
+  l.Lhighest.resid.e <- mapply(l.Lhighest.y, l.Lhighest.X, SIMPLIFY = FALSE, FUN=function(g.y,g.x){
+    g.y - g.x %*% m.coef.IV1
+    })
+
   # resid * resid' in blocks
   V.hat <- Matrix::tcrossprod(Matrix::bdiag(l.Lhighest.resid.e))
 

cran-comments.md

@@ -1,12 +1,12 @@
 # Comment from the authors
-This is version 2.4.2 which fixes 2 bugs in the copulaCorrection method for 1 endogenous regressor where the implementation deviated from the formula.
+This is version 2.4.3 which fixes 1 bug in the multilevelIV method where matrices could not be constructed if all groups were of the same size.
 
 
 ## Test environments
-* local install on OS X 10.15.17, R 4.0.1, devtools 2.3.2
+* local install on OS X 10.15.7, R 4.0.4, devtools 2.4.2
 * github actions: win, osx, linux (release and devel)
-* win-builder (rdevel, release)
-(* rhub is currently not working)
+* win-builder: release and devel
+* rhub: check_for_cran
 
 ## R CMD check results 
 There were 0 ERRORs, 0 WARNINGs, and 1-3 insignificant NOTEs (mis-spellings, invalid DOI).

src/RcppExports.cpp

@@ -6,6 +6,11 @@
 
 using namespace Rcpp;
 
+#ifdef RCPP_USE_GLOBAL_ROSTREAM
+Rcpp::Rostream<true>&  Rcpp::Rcout = Rcpp::Rcpp_cout_get();
+Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
+#endif
+
 // copulaCorrection_LL_rcpp
 double copulaCorrection_LL_rcpp(const NumericVector& params, const NumericVector& vec_y, const NumericMatrix& m_data_exo_endo, const NumericVector& vec_data_endo_pstar, const IntegerVector& param_pos_data, const int& param_pos_sigma, const int& param_pos_rho);
 RcppExport SEXP _REndo_copulaCorrection_LL_rcpp(SEXP paramsSEXP, SEXP vec_ySEXP, SEXP m_data_exo_endoSEXP, SEXP vec_data_endo_pstarSEXP, SEXP param_pos_dataSEXP, SEXP param_pos_sigmaSEXP, SEXP param_pos_rhoSEXP) {

tests/testthat/pinson06_rankdeficient_samesizegroup.csv

@@ -0,0 +1,35 @@
+album_id,y,e,f,a,w,l,w2,w_l,f_l,e_l,e_w,a_w,a_l,a_e,e_w_l,f_w_l,f_a_l,f_e_l,a_w_l,f_a_e_l,pr,v,t
+3,4.86,0.44,0.65,-1.01,-8,0,64,0,0,0,-3.50,8.06,0,-0.44,0,0,0,0,0,0,-0.75,-1.75,1.95
+3,4.83,0.44,0.65,-1.01,-7,0,49,0,0,0,-3.06,7.05,0,-0.44,0,0,0,0,0,0,-0.75,-1.75,1.95
+3,4.80,0.44,0.65,-1.01,-6,0,36,0,0,0,-2.63,6.04,0,-0.44,0,0,0,0,0,0,-0.67,-1.75,1.95
+3,4.80,0.44,0.65,-1.01,-5,0,25,0,0,0,-2.19,5.04,0,-0.44,0,0,0,0,0,0,-0.29,-1.75,1.95
+3,4.76,0.44,0.65,-1.01,-4,0,16,0,0,0,-1.75,4.03,0,-0.44,0,0,0,0,0,0,-0.75,-1.75,1.95
+3,4.71,0.44,0.65,-1.01,-3,0,9,0,0,0,-1.31,3.02,0,-0.44,0,0,0,0,0,0,-0.75,-1.75,1.95
+3,4.67,0.44,0.65,-1.01,-2,0,4,0,0,0,-0.88,2.01,0,-0.44,0,0,0,0,0,0,-0.67,-1.75,1.95
+3,5.00,0.44,0.65,-1.01,-1,0,1,0,0,0,-0.44,1.01,0,-0.44,0,0,0,0,0,0,-0.29,-1.75,1.95
+3,8.45,0.44,0.65,-1.01,0,1,0,0,0.65,0.44,0,0,-1.01,-0.44,0,0,-0.65,0.28,0,-0.29,-0.29,-1.75,1.95
+3,7.87,0.44,0.65,-1.01,1,1,1,1,0.65,0.44,0.44,-1.01,-1.01,-0.44,0.44,0.65,-0.65,0.28,-1.01,-0.29,-0.60,-1.75,1.95
+3,7.78,0.44,0.65,-1.01,2,1,4,2,0.65,0.44,0.88,-2.01,-1.01,-0.44,0.88,1.30,-0.65,0.28,-2.01,-0.29,-0.60,-1.75,1.95
+3,7.81,0.44,0.65,-1.01,3,1,9,3,0.65,0.44,1.31,-3.02,-1.01,-0.44,1.31,1.95,-0.65,0.28,-3.02,-0.29,-0.67,-1.75,1.95
+3,7.79,0.44,0.65,-1.01,4,1,16,4,0.65,0.44,1.75,-4.03,-1.01,-0.44,1.75,2.60,-0.65,0.28,-4.03,-0.29,-0.67,-1.75,1.95
+3,7.69,0.44,0.65,-1.01,5,1,25,5,0.65,0.44,2.19,-5.04,-1.01,-0.44,2.19,3.25,-0.65,0.28,-5.04,-0.29,-0.67,-1.75,1.95
+3,7.63,0.44,0.65,-1.01,6,1,36,6,0.65,0.44,2.63,-6.04,-1.01,-0.44,2.63,3.89,-0.65,0.28,-6.04,-0.29,-0.67,-1.75,1.95
+3,7.57,0.44,0.65,-1.01,7,1,49,7,0.65,0.44,3.06,-7.05,-1.01,-0.44,3.06,4.54,-0.65,0.28,-7.05,-0.29,-0.67,-1.75,1.95
+3,7.60,0.44,0.65,-1.01,8,1,64,8,0.65,0.44,3.50,-8.06,-1.01,-0.44,3.50,5.19,-0.65,0.28,-8.06,-0.29,-0.52,-1.75,1.95
+4,1.42,-0.86,0.83,-0.47,-8,0,64,0,0,0,6.85,3.75,0,0.40,0,0,0,0,0,0,0.31,-0.41,0.07
+4,1.49,-0.86,0.83,-0.47,-7,0,49,0,0,0,5.99,3.28,0,0.40,0,0,0,0,0,0,0.31,-0.41,0.07
+4,1.84,-0.86,0.83,-0.47,-6,0,36,0,0,0,5.14,2.81,0,0.40,0,0,0,0,0,0,-0.44,-0.41,0.07
+4,1.45,-0.86,0.83,-0.47,-5,0,25,0,0,0,4.28,2.35,0,0.40,0,0,0,0,0,0,0.31,-0.41,0.07
+4,1.09,-0.86,0.83,-0.47,-4,0,16,0,0,0,3.42,1.88,0,0.40,0,0,0,0,0,0,-0.44,-0.41,0.07
+4,1.26,-0.86,0.83,-0.47,-3,0,9,0,0,0,2.57,1.41,0,0.40,0,0,0,0,0,0,1.80,-0.41,0.07
+4,1.69,-0.86,0.83,-0.47,-2,0,4,0,0,0,1.71,0.94,0,0.40,0,0,0,0,0,0,1.05,-0.41,0.07
+4,1.61,-0.86,0.83,-0.47,-1,0,1,0,0,0,0.86,0.47,0,0.40,0,0,0,0,0,0,0.31,-0.41,0.07
+4,2.50,-0.86,0.83,-0.47,0,1,0,0,0.83,-0.86,0,0,-0.47,0.40,0,0,-0.39,-0.71,0,0.33,1.05,-0.41,0.07
+4,1.98,-0.86,0.83,-0.47,1,1,1,1,0.83,-0.86,-0.86,-0.47,-0.47,0.40,-0.86,0.83,-0.39,-0.71,-0.47,0.33,0.31,-0.41,0.07
+4,1.89,-0.86,0.83,-0.47,2,1,4,2,0.83,-0.86,-1.71,-0.94,-0.47,0.40,-1.71,1.67,-0.39,-0.71,-0.94,0.33,1.05,-0.41,0.07
+4,1.58,-0.86,0.83,-0.47,3,1,9,3,0.83,-0.86,-2.57,-1.41,-0.47,0.40,-2.57,2.50,-0.39,-0.71,-1.41,0.33,1.05,-0.41,0.07
+4,1.71,-0.86,0.83,-0.47,4,1,16,4,0.83,-0.86,-3.42,-1.88,-0.47,0.40,-3.42,3.33,-0.39,-0.71,-1.88,0.33,1.05,-0.41,0.07
+4,1.56,-0.86,0.83,-0.47,5,1,25,5,0.83,-0.86,-4.28,-2.35,-0.47,0.40,-4.28,4.16,-0.39,-0.71,-2.35,0.33,1.05,-0.41,0.07
+4,1.26,-0.86,0.83,-0.47,6,1,36,6,0.83,-0.86,-5.14,-2.81,-0.47,0.40,-5.14,5.00,-0.39,-0.71,-2.81,0.33,0.31,-0.41,0.07
+4,1.36,-0.86,0.83,-0.47,7,1,49,7,0.83,-0.86,-5.99,-3.28,-0.47,0.40,-5.99,5.83,-0.39,-0.71,-3.28,0.33,-0.44,-0.41,0.07
+4,1.04,-0.86,0.83,-0.47,8,1,64,8,0.83,-0.86,-6.85,-3.75,-0.47,0.40,-6.85,6.66,-0.39,-0.71,-3.75,0.33,0.31,-0.41,0.07

tests/testthat/test-runability_multilevel.R

@@ -151,3 +151,17 @@ test_that("Works with slopes as factors and chars", {
                                 X31 + X32 + X33 + factorSLP+(0+factorSLP| SID) | endo(X15),
                               data = dataMultilevelIV, verbose = FALSE), regexp = "singular")
 })
+
+test_that("Works with rank-deficient and all same-size groups, see issue #63",{
+  #Model specification and example data from pinson06
+  skip_on_cran()
+
+  # Is in tests/testthat folder
+  df.data.pinson06 <- read.csv("pinson06_rankdeficient_samesizegroup.csv", header=TRUE)
+  expect_message(multilevelIV(formula = y ~ e + a + f + w + l + w2 + w_l + f_l + e_l + e_w + a_w + a_l + a_e +
+                                             e_w_l + f_w_l + f_a_l + f_e_l + a_w_l + f_a_e_l + v + pr + t +
+                                             (1 | album_id) | endo(e,a,f),
+                                           data = df.data.pinson06, verbose=FALSE),
+                 regexp = "matrix is rank deficient")
+
+})