如何处理 R 中 for 循环中的缺失数据 (NA)

Question

I am trying to calculate Chi Square discrepancies for the observed and simulated data and evaluate the model fit using Bayesian inference. The observed dataset contains missing ("NA") values. However, there are no missing values for the simulated one. Thus, I am unable to compare the discrepancy stats between them.

The code presented below is an example, which is similar to my work:

p <- array(runif(3000*195*6, 0, 1), c(3000, 195, 6))
N <- array(rpois(3000*195, 10), c(3000, 195))
y <- array(0, c(195, 6))
for(j in 1:195){
  for(k in 1:6){
    y[j,k] <- (rbinom(1, N[j], p[1,j,k]))
  }
}

foo <- runif(50, 1, 195)
bar <- runif(50, 1, 6)
for(i in 1:50){
  y[foo[i], bar[i]] <- NA
}

The code derives the response variable y including some missing values ("NA"). Then, I calculated Chi Square for the data "y" and the simulated "ideal" dataset "y.new". On the contrary, y.new does not have any missing values. Thus, when I try to compare the sum of E and E.new, E.new should always be larger if I leave out the missing data in y but not y.new.

eval <- array(NA, c(3000, 195, 6))
E <- array(NA, c(3000, 195, 6))
E.new <- array(NA, c(3000, 195, 6))
y.new <- array(NA, c(195, 6))
for(i in 1:3000){
  for(j in 1:195){
    for(k in 1:6){
       eval[i,j,k] <- p[i,j,k]*N[i,j]
       E[i,j,k] <- ((y[j,k] - eval[i,j,k])^2) / (eval[i,j,k] + 0.5)
       y.new[i,j,k] <- rbinom(1, N[i,j], p[i,j,k])  # Create new "ideal" dataset
       E.new[i,j,k] <- ((y.new[i,j,k] - eval[i,j,k])^2) / (eval[i,j,k] + 0.5)
    }
  }
} # very slow! think about how to vectorize instead of nested for loops

fit <- sum(E)
fit.new <- sum(E.new)

Now, my question is how to handle the missing values? Currently, the code above cannot subtract eval from y because of the missing values. Even if it could, the fit and fit.new wouldn't be comparable. My idea is to find the location of the missing values in y and drop those same [j,k] values from all the other arrays that I'm using. Any suggestions on how to best do this?

EDIT: I'm getting a very strange result. Whether I run the code as above or as below (using sweep), E[1,,] is much smaller than E[>1,,]. What is particularly strange is that eval[1,,] and eval[>1,,] appear to be the same. I even tried replicating y[j,k] to make it y[i,j,k] where each y[i,,] were equal, just to see if it was the handling of different size matrices that was the problem. Does anyone know why this would be the case? In theory, with this simulated data, I think all the iterations of E[i,,] and E.new[i,,] should be somewhat similar. Below is some summary info to show what I'm talking about. This seems like a new question, but it relates to my original question, I just thought it must be the NA that were causing the problem but it seems like that might not be the only thing going on.

> summary(eval[1,,])
       V1                 V2                 V3                V4          
 Min.   : 0.01167   Min.   : 0.01476   Min.   : 0.0293   Min.   : 0.01953  
 1st Qu.: 2.60909   1st Qu.: 2.35093   1st Qu.: 2.5239   1st Qu.: 1.85789  
 Median : 4.85460   Median : 5.12719   Median : 5.2480   Median : 4.35639  
 Mean   : 5.09371   Mean   : 5.39451   Mean   : 5.3891   Mean   : 4.72061  
 3rd Qu.: 6.91273   3rd Qu.: 7.44676   3rd Qu.: 7.5431   3rd Qu.: 7.06119  
 Max.   :15.81298   Max.   :14.94309   Max.   :14.9851   Max.   :16.25751  

> summary(eval1[2,,])
       V1                 V2                 V3                V4           
 Min.   : 0.06346   Min.   : 0.06468   Min.   : 0.2092   Min.   : 0.006769  
 1st Qu.: 2.44825   1st Qu.: 1.93702   1st Qu.: 2.4226   1st Qu.: 2.426689  
 Median : 4.16865   Median : 4.01536   Median : 5.0771   Median : 4.833679  
 Mean   : 4.85646   Mean   : 4.64887   Mean   : 5.3450   Mean   : 5.169656  
 3rd Qu.: 6.64691   3rd Qu.: 6.96278   3rd Qu.: 7.7034   3rd Qu.: 7.229125  
 Max.   :13.00335   Max.   :13.79093   Max.   :17.2673   Max.   :17.915080  

> summary(E[1,,])
       V1                V2                V3                 V4          
 Min.   :0.00001   Min.   :0.00000   Min.   :0.000003   Min.   :0.000008  
 1st Qu.:0.02744   1st Qu.:0.02723   1st Qu.:0.023008   1st Qu.:0.035854  
 Median :0.11750   Median :0.11889   Median :0.109138   Median :0.146706  
 Mean   :0.39880   Mean   :0.41636   Mean   :0.353876   Mean   :0.479533  
 3rd Qu.:0.46435   3rd Qu.:0.40993   3rd Qu.:0.390625   3rd Qu.:0.604021  
 Max.   :4.43466   Max.   :4.83871   Max.   :6.254577   Max.   :5.231650  
 NA's   :10        NA's   :8         NA's   :8          NA's   :10        

> summary(E[2,,])
       V1                 V2                  V3           
 Min.   :  0.0000   Min.   :  0.00003   Min.   :  0.00002  
 1st Qu.:  0.8213   1st Qu.:  0.42091   1st Qu.:  0.36853  
 Median :  2.0454   Median :  2.31697   Median :  2.39892  
 Mean   :  8.0619   Mean   :  9.40838   Mean   :  6.38919  
 3rd Qu.:  5.6755   3rd Qu.:  6.34782   3rd Qu.:  4.89749  
 Max.   :395.9499   Max.   :172.83324   Max.   :120.93648  
 NA's   :10         NA's   :8           NA's   :8          

Thanks, Dan

Answer 1

You can add a test inside the inner loop and change the order of the loops as follows:

...
for(j in 1:195){
   for(k in 1:6){
      if ( !is.na(y(j,k)) ) {
         for(i in 1:3000){
             ...
         }
      }
   }
}
...

For more efficiency vectorize the inner loops (as described in the comments above).

It is also possible to define a logical array with the same dimensions as y representing the subset of defined positions, eg, subset <-.is.na(y) and use it instead.