---
layout: post
title: "Quantities for R -- Ready for a CRAN release"
date: "31 August, 2018"
comments: true
author: IĆ±aki Ucar
categories: r
---
TOC
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This is the fourth blog post on [`quantities`](https://github.com/r-quantities/quantities), an R-Consortium funded project for quantity calculus with R. It is aimed at providing integration of the 'units' and 'errors' packages for a complete quantity calculus system for R vectors, matrices and arrays, with automatic propagation, conversion, derivation and simplification of magnitudes and uncertainties. This article summarises the latest enhancements and investigates how to fit linear regressions with quantities. In previous articles, we discussed [a first working prototype](https://www.r-spatial.org/r/2018/03/01/quantities-first-prototype.html), [units and errors parsing](https://www.r-spatial.org/r/2018/05/07/parsing-quantities.html), and [data wrangling operations with quantities](https://www.r-spatial.org/r/2018/06/27/wrangling-quantities.html).
## Latest enhancements
In the following, we briefly describe some important enhancements made to the `units`, `errors` and `quantities` packages. Also, we would like to note that, thanks to Katharine Mullen's careful review, packages `units`, `errors` and `constants` are now listed in the [ChemPhys CRAN Task View](https://cran.r-project.org/view=ChemPhys).
### Mixed units
Apart from various minor improvements and bug fixes, the most notable new feature is the **support for mixed units**, that will be released on CRAN, foreseeably, within a month.
One of the most prominent design decisions made in the `units` package (which applies to `errors` and `quantities` as well), following R's philosophy, is that `units` objects are fundamentally vectors. This means that a `units` (`errors`, `quantities`) object represents one or more measurement values of the same quantity, with the same unit (for instance, repeated measurements of the same quantity). Thus, different quantities, with different units, must belong to different objects.
However, Bill Denney raised an interesting use case ([#134](https://github.com/r-quantities/units/issues/134), [#145](https://github.com/r-quantities/units/issues/145)) in which different quantities need to be manipulated in a single data structure. Very briefly, he receives heterogeneous measurements of different analytes from clinical studies as follows:
```{r}
(analytes <- data.frame(
analyte=c("glucose", "insulin", "glucagon"),
original_unit=c("mg/dL", "IU/L", "mmol/L"),
original_value=c(1, 2, 3),
new_unit=c("mmol/L", "mg/dL", "mg/L"),
stringsAsFactors=FALSE
))
```
To be able to convert these values to the new units, first we need to define some conversion constants between grams and IUs (which stands for *International Unit*) or moles *of a particular substance* (note: numbers may be wrong):
```{r}
# some adjustments
(analytes <- within(analytes, {
for (i in seq_along(analyte)) {
original_unit[i] <- gsub("(mol|IU)", paste0("\\1_", analyte[i]), original_unit[i])
new_unit[i] <- gsub("(mol|IU)", paste0("\\1_", analyte[i]), new_unit[i])
}
i <- NULL
}))
library(units)
install_conversion_constant("mol_glucose", "g", 180.156)
install_conversion_constant("g", "IU_insulin", 25113.32)
install_conversion_constant("mol_glucagon", "g", 3482.80)
```
Then, the development version of `units` provides a new method called `mixed_units()` intended for this use case:
```{r}
(analytes <- within(analytes, {
original_value <- mixed_units(original_value, original_unit)
new_value <- set_units(original_value, new_unit)
original_unit <- new_unit <- NULL
}))
```
Mixed units are basically lists with a custom class, and each element of the list is a `units` object:
```{r}
analytes$original_value
class(analytes$original_value)
unclass(analytes$original_value)
class(analytes$original_value[[1]])
```
Still, `units` objects cannot be concatenated into mixed lists unless explicitly enabled by the user, thus maintaining backwards compatibility:
```{r, error=TRUE}
c(as_units("m"), as_units("s")) # error, cannot convert, cannot mix
c(as_units("m"), as_units("s"), allow_mixed=TRUE)
```
This behaviour can be controlled also by the global option `allow_mixed` (see `help(units_options)`). Finally, note that mixed units with non-heterogeneous units are not simplified either unless explicitly requested:
```{r, error=TRUE}
(x <- mixed_units(1:3, c("m", "s", "m")))
as_units(x) # error, cannot convert, cannot mix
x[c(1, 3)]
as_units(x[c(1, 3)])
```
Compatibility with this feature has been also added to the `quantities` package. Specifically, lists of mixed units can contain either `units` or `quantities` objects, and additional methods have been defined to deal with them transparently.
```{r}
library(quantities)
c(set_quantities(1, m, 0.1), set_quantities(2, s, 0.3), allow_mixed=TRUE)
(x <- mixed_units(set_errors(1:2, c(0.1, 0.3)), c("m", "km")))
as_units(x)
# etc.
```
Of course, parsers also aware of this new feature (see also the new vignette on [parsing quantities](https://github.com/r-quantities/quantities/blob/master/vignettes/parsing.Rmd)):
```{r}
parse_quantities(c("1.02(5) g", "2.51(0.01) V", "(3.23 +/- 0.12) m"))
```
We kindly invite the community to try out this new feature (currently on GitHub only) and report any issue or proposal for improvement.
### Support for correlations
Version 0.3.0 of `errors` hit CRAN a month ago with a very important feature that was missing before: **support for correlations between quantities**.
Due to the design of these packages, as discussed before, the advantage of having separate vectorised variables to operate freely with them without having to build an expression (as in the `propagate` package, for example) makes it harder to store pairwise correlations and operate with them. This has been finally resolved in this version thanks to an internal hash table, which automatically cleans up dangling correlations when the associated objects are garbage-collected.
The manual page `help("errors-package")` provides a nice introductory example on how to set up correlations and how these are propagated (see `help("correl")` for more detailed information):
```{r}
library(errors)
# Simultaneous measurements of voltage, intensity and phase
GUM.H.2
# Obtain mean values and uncertainty from measured values
V <- mean(set_errors(GUM.H.2$V))
I <- mean(set_errors(GUM.H.2$I))
phi <- mean(set_errors(GUM.H.2$phi))
# Set correlations between variables
correl(V, I) <- with(GUM.H.2, cor(V, I))
correl(V, phi) <- with(GUM.H.2, cor(V, phi))
correl(I, phi) <- with(GUM.H.2, cor(I, phi))
# Computation of resistance, reactance and impedance values
(R <- (V / I) * cos(phi))
(X <- (V / I) * sin(phi))
(Z <- (V / I))
# Correlations between derived quantities
correl(R, X)
correl(R, Z)
correl(X, Z)
```
In a similar way, correlations transparently work with `quantities` objects. For example, let us suppose that we measured the position of a particle at several time instants:
```{r}
library(quantities)
x <- set_quantities(1:5, m, 0.05)
t <- set_quantities(1:5, s, 0.05)
```
Each measurement has some uncertainty (the same for all values here for simplicity). Now we can compute the distance covered in each interval, and then the instantaneous velocity, which is constant here:
```{r}
dx <- diff(x)
dt <- diff(t)
(v <- dx/dt)
```
Obviously, there should be a strong correlation between the instantaneous velocity and the distance covered for each interval. And here it is:
```{r}
correl(dx, v)
```
## Fitting linear models with quantities
A linear regression models the relationship between a dependent variable and one or more explanatory variables. These variables are usually quantities, some measurements with some unit and uncertainty associated. Therefore, the output from a linear regression (coefficients, fitted values, predictions...) are quantities as well. However, functions such as `lm` are not compatible with `quantities`. This section describes current issues and discusses several approaches to overcome them, along with their benefits, advantages and limitations.
### Current issues
Let us generate some artificial data with the classical formula for uniformly accelerated movement, $s(t) = s_0 + v_0t + \frac{1}{2}at^2$:
```{r}
library(quantities)
set.seed(1234)
t <- seq(1, 10, 0.1)
s <- 3 + 2*t + t^2
# some noise added
df <- data.frame(
t = set_quantities(t + rnorm(length(t), 0, 0.01), s, 0.01),
s = set_quantities(s + rnorm(length(t), 0, 1), m, 1)
)
plot(df)
```
Then, we try to adjust a linear model using `lm`:
```{r, error=TRUE}
fit <- lm(s ~ poly(t, 2), df) # error Ops.units
```
First issue: it seems that `poly` computes powers in a vectorised way (i.e., `t^0L:degree`), which is not currently supported in `units`, because it would generate *different* units for each value. Now that mixed units are supported, this could be a way to circumvent this, but it is not clear whether the resulting list of mixed units may create more problems. This is something that we should explore anyway.
Let us try this time by explicitly defining the powers:
```{r}
(fit <- lm(s ~ t + I(t^2), df))
```
Now it works. We obtain the (unitless, errorless) coefficients, and these are other parameters and summaries:
```{r, error=TRUE}
coef(fit) # plain numeric, as show above
residuals(fit)[1:5] # wrong uncertainty, copied from 's'
fitted(fit)[1:5] # wrong uncertainty
predict(fit, data.frame(t=11:15)) # plain numeric
summary(fit) # error Ops.units
```
In summary, we do not get the benefit of obtaining coefficients, fitted values, predictions... with the right units and uncertainty, and the whole object is a mess due to diverse incompatibilities.
### Wrapping linear models
There are several possible ways to overcome the issues above. The most direct one would be to wrap the `lm` call, so that `quantities` are dropped before calling `lm`, and the resulting object is modified to set up the proper `quantities` *a posteriori*. However, in this way, some `lm` methods may work while some others may still be broken.
A cleaner approach would be to wrap the `lm` call to add a custom class to the hierarchy and save units and errors for later use:
```{r}
qlm <- function(formula, data, ...) {
# get units info, then drop quantities
row <- data[1,]
for (var in colnames(data)) if (inherits(data[[var]], "quantities")) {
data[[var]] <- drop_quantities(data[[var]])
}
# fit linear model and add units info for later use
fit <- lm(formula, data, ...)
fit$units <- lapply(eval(attr(fit$terms, "variables"), row), units)
class(fit) <- c("qlm", class(fit))
fit
}
(fit <- qlm(s ~ t + I(t^2), df))
class(fit)
```
Then, this custom class can be used to build specific methods of interest:
```{r}
coef.qlm <- function(object, ...) {
# compute coefficients' units
coef.units <- lapply(object$units, as_units)
for (i in seq_len(length(coef.units)-1)+1)
coef.units[[i]] <- coef.units[[1]]/coef.units[[i]]
coef.units <- lapply(coef.units, units)
# use units above and vcov diagonal to set quantities
coef <- mapply(set_quantities, NextMethod(), coef.units,
sqrt(diag(vcov(object))), mode="symbolic", SIMPLIFY=FALSE)
# use the rest of the vcov to set correlations
p <- combn(names(coef), 2)
for (i in seq_len(ncol(p)))
covar(coef[[p[1, i]]], coef[[p[2, i]]]) <- vcov(fit)[p[1, i], p[2, i]]
coef
}
coef(fit)
fitted.qlm <- function(object, ...) {
# set residuals as std. errors of fitted values
set_quantities(NextMethod(), object$units[[1]],
residuals(object), mode="symbolic")
}
fitted(fit)[1:5]
predict.qlm <- function(object, ...) {
# set se.fit as std. errors of predictions
set_quantities(NextMethod(), object$units[[1]],
NextMethod(se.fit=TRUE)$se.fit, mode="symbolic")
}
predict(fit, data.frame(t=11:15))
```
and so on and so forth.
### Open problems
This analysis is limited to the `lm` function, but there are others, both in R base (such as `glm`) and in other packages, which have different sets of input parameters and output. Instead of developing multiple sets of wrappers and methods, it would be desirable to manage everything through a common wrapper, class and set of methods (see, e.g., how `ggplot2::geom_smooth` works). It should be assessed whether this is possible, at least for a limited, widely-used, group of functions.
Also, there may be users interested in fitting linear models with units only, or with uncertainty only. As with the rest of the functionalities in these packages, it should be studied how to wisely break down this feature.
## Summary
This article summarises the latest enhancements in the `units`, `errors` and `quantities` packages, and provides some initial prospects on fitting linear models with quantities. Also, this is the last deliverable of the R-quantities project, which has reached the following milestones:
1. [A first working prototype](https://www.r-spatial.org/r/2018/03/01/quantities-first-prototype.html).
2. Support for [units and errors parsing](https://www.r-spatial.org/r/2018/05/07/parsing-quantities.html).
3. An analysis of [data wrangling operations with quantities](https://www.r-spatial.org/r/2018/06/27/wrangling-quantities.html).
4. Prospects on fitting linear models with quantities.
And along the way, there have been multiple exciting improvements, both in `units` and `errors`, to support all these features and make `quantities` possible, which is ready for an imminent CRAN release. This project ends, but the [r-quantities](https://github.com/r-quantities/) GitHub organisation will continue to thrive and to provide the best tools for quantity calculus to the R community.
## Acknowledgements
This project gratefully acknowledges financial support from the R Consortium. Also I would like to thank Edzer Pebesma for his continued support and collaboration.