如果在 R 中的函数内发生错误，则跳过行

Question

我目前正在尝试解决一个错误，但我认为我正在处理的数据可能过于复杂并导致通常不应该发生的错误。我编写了一个函数，并希望添加一个try 或tryCatch 语句以在发生错误时跳过该错误。我目前有：

library(glmnet)
foo <- function(data, ols_ps = TRUE, index) {
  # index is the bootstrap sample index
  x <- data[index, -1]
  y <- data[index, 1]
  ridge <- cv.glmnet(x, y, alpha = 0)
  ## The intercept estimate should be dropped.
  weights <- as.numeric(coef(ridge, s = ridge$lambda.min))[-1]
  # alpha=1, lasso
  alasso <- cv.glmnet(x, y, alpha = 1,
                      penalty.factor = 1 / abs(weights))
  # Select nonzero coefficients
  coef <- as.vector(coef(alasso, s = alasso$lambda.min, 
                         exact = TRUE, x = x, y = y,
                         penalty.factor = 1 / abs(weights)))[-1]
  if (ols_ps == TRUE) {
    coef_nonzero <- coef != 0
    new_x <- tryCatch(x[, coef_nonzero, drop = FALSE], 
                      error=function(e) NA)
    if (!any(is.na(new_x)) & ncol(new_x) > 0) {
      ls.obj <- lm(y ~ new_x)
      ls_coef <- (ls.obj$coefficients)[-1]
      coef[coef_nonzero] <- ls_coef
    } else {
      coef <- coef
    }
  } else {
    coef <- coef
  }
  return(coef)
}

这通常适用于大多数数据集。我认为错误可能来自复杂的数据集。如果出现以下错误，是否可以跳过 OLS？

"x[, coef_nonzero, drop = FALSE] 中的错误：\n (下标) 逻辑下标太长\n" attr(,"类")

这是每个请求的最小工作示例。

set.seed(123)
matrix <- matrix(runif(1000), ncol=10)
boot(matrix,foo,R=50)

提前致谢。

Answer 1

可能是这样的？

foo <- function(data, index) {
  # index is the bootstrap sample index
  x <- data[index, -1]
  y <- data[index, 1]
  ridge <- cv.glmnet(x, y, alpha = 0)
  ## The intercept estimate should be dropped.
  weights <- as.numeric(coef(ridge, s = ridge$lambda.min))[-1]
  # alpha=1, lasso
  alasso <- cv.glmnet(x, y, alpha = 1,
                      penalty.factor = 1 / abs(weights))
  # Select nonzero coefficients
  coef <- as.vector(coef(alasso, s = alasso$lambda.min, 
                         exact = TRUE, x = x, y = y,
                         penalty.factor = 1 / abs(weights)))[-1]
  coef_nonzero <- coef != 0
  new_x <- tryCatch(x[, coef_nonzero, drop = FALSE], 
                    error=function(e) NA)
  if (!any(is.na(new_x))) {
    ls.obj <- lm(y ~ new_x)
    ls_coef <- (ls.obj$coefficients)[-1]
    coef[coef_nonzero] <- ls_coef
  }
  return(coef)
}

问题是到目前为止我们还没有失败的案例。