stan-dev / stan-dev/rstanarm

`kfold()` does not work for `stan_polr()` fit

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Description

Summary:

There seems to be a bug in kfold.stanreg() when applied to a stan_polr() fit.

Description:

When calling kfold.stanreg() on a stan_polr() fit, the error

Error in x$z[omitted_k, , drop = FALSE] : incorrect number of dimensions

is thrown. This is probably due to the fact that in lines https://github.com/stan-dev/rstanarm/blob/3dab09cabb4c889ae9fab2f98351757bfb267a84/R/loo-kfold.R#L196, https://github.com/stan-dev/rstanarm/blob/3dab09cabb4c889ae9fab2f98351757bfb267a84/R/loo-kfold.R#L219, and https://github.com/stan-dev/rstanarm/blob/3dab09cabb4c889ae9fab2f98351757bfb267a84/R/loo-kfold.R#L241, x$z is expanded to x$zeta.

Reproducible Steps:
options(mc.cores = parallel::detectCores(logical = FALSE))
data(inhaler, package = "brms")
inhaler$rating <- paste0("rtg", inhaler$rating)
library(rstanarm)
rfit <- stan_polr(rating ~ period + carry + treat,
                  data = inhaler,
                  prior = R2(location = 0.5, what = "median"),
                  seed = 1140350788)
rkfold <- kfold(rfit, K = 2, cores = 1)

RStanARM Version:

2.21.3

R Version:

4.1.3

Operating System:

Ubuntu 20.04.4 LTS

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start in R/loo-kfold.R at the referenced lines 196, 219, and 241, then reproduce the failure with the stan_polr() and kfold() example in the issue. Compare how x$z is handled for this fit and verify that the example completes without the incorrect-number-of-dimensions error.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Clearly specified
Newbie friendliness
55/100

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