This, i.e. quadrature, is another area where the "default" or "base" R functionality needs enhancement, just like the functionality for optimization. While `integrate' is good, it can be improved.
Hans Werner, what routines do you use for quadrature? Best, Ravi -----Original Message----- From: r-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org] On Behalf Of Hans W Borchers Sent: Wednesday, July 17, 2013 3:36 PM To: Martyn Plummer Cc: r-devel@r-project.org Subject: Re: [Rd] Problem following an R bug fix to integrate() Thanks for the help. What bothers me is that it works on most systems and does not work on some more 'exotic' systems -- though it should work everywhere however small the user chooses the tolerance (with some warnings, maybe). I decided I will apply my own integration routines in this example as they appear to work more reliably. Hans Werner On Wed, Jul 17, 2013 at 7:37 PM, Martyn Plummer <plumm...@iarc.fr> wrote: > On Tue, 2013-07-16 at 13:55 +0200, Hans W Borchers wrote: >> I have been told by the CRAN administrators that the following code >> generated an error on 64-bit Fedora Linux (gcc, clang) and on Solaris >> machines (sparc, x86), but runs well on all other systems): >> >> > fn <- function(x, y) ifelse(x^2 + y^2 <= 1, 1 - x^2 - y^2, 0) >> >> > tol <- 1.5e-8 >> > fy <- function(x) integrate(function(y) fn(x, y), 0, 1, >> subdivisions = 300, rel.tol = tol)$value >> > Fy <- Vectorize(fy) >> >> > xa <- -1; xb <- 1 >> > Q <- integrate(Fy, xa, xb, >> subdivisions = 300, rel.tol = tol)$value >> >> Error in integrate(Fy, xa, xb, subdivisions = 300, rel.tol = tol) : >> roundoff error was detected >> >> Obviously, this realizes a double integration, split up into two >> 1-dimensional integrations, and the result shall be pi/4. I wonder what a >> 'roundoff error' >> means in this situation. >> >> In my package, this test worked well, w/o error or warnings, since >> July 2011, on Windows, Max OS X, and Ubuntu Linux. I have no chance >> to test it on one of the above mentioned systems. Of course, I can >> simply disable these tests, but I would not like to do so w/o good reason. >> >> If there is a connection to a bug fix to integrate(), with NEWS item >> >> "integrate() reverts to the pre-2.12.0 behaviour. (PR#15219)", >> >> then I do not understand what this pre-2.12.0 behavior really means. >> >> Thanks for any help or a hint to what shall be changed. > > You can see the bug report here: > > https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15219 > > It concerns the behaviour of integrate with a small error tolerance. > From 2.12.0 to 3.0.1 integrate was not working correctly with small > error tolerance values, in the sense that small values did not improve > accuracy and the accuracy was mis-reported. > > The tolerance in your example (1.5e-8) is considerably smaller than > the default (1.2e-4). My guess is that the rounding error always > existed but was not detected due to the bug. You might try a larger > tolerance. I have tested your example and increasing the tolerance to > 1.5e-7 removes the error. > > Martyn > > >> Hans W Borchers >> >> PS: >> This kind of tricky definition in function 'fn' has caused some >> discussion on this list in July 2009. I still think it should be >> allowed to proceed in this way. >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel > > ---------------------------------------------------------------------- > - This message and its attachments are strictly > confiden...{{dropped:8}} ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
