Thanks Berend, I will make that change and submit to CRAN.
Best, Göran On 2017-02-10 16:13, Berend Hasselman wrote:
On 10 Feb 2017, at 14:53, Göran Broström <goran.brost...@umu.se> wrote: Thanks to all who answered my third question. I learned something, but: On 2017-02-09 17:44, Martin Maechler wrote:On 9 Feb 2017, at 16:00, Göran Broström <goran.brost...@umu.se> wrote: In my package 'glmmML' I'm using old C code and linpack in the optimizing procedure. Specifically, one part of the code looks like this: F77_CALL(dpoco)(*hessian, &bdim, &bdim, &rcond, work, info); if (*info == 0){ F77_CALL(dpodi)(*hessian, &bdim, &bdim, det, &job); ........ This usually works OK, but with an ill-conditioned data set (from a user of glmmML) it happened that the hessian was all nan. However, dpoco returned *info = 0 (no error!) and then the call to dpodi hanged R! I googled for C and nan and found a work-around: Change 'if ...' to if (*info == 0 & (hessian[0][0] == hessian[0][0])){ which works as a test of hessian[0][0] (not) being NaN. I'm using the .C interface for calling C code. Any thoughts on how to best handle the situation? Is this a bug in dpoco? Is there a simple way to test for any NaNs in a vector?You should/could use macro R_FINITE to test each entry of the hessian. In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac:for (j = 0; j < *n; j++) for (i = 0; i < *n; i++) { if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) ) error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1); rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i]; }A minor hint on that: While REAL(.) (or INTEGER(.) ...) is really cheap in the R sources themselves, that is not the case in package code. Hence, not only nicer to read but even faster is double *fj = REAL(sexp_fjac); for (j = 0; j < *n; j++) for (i = 0; i < *n; i++) { if( !R_FINITE(fj[(*n)*j + i]) ) error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1); rjac[(*ldr)*j + i] = fj[(*n)*j + i]; }[...] isn't this even easier to read (and correct?): for (j = 0; j < n*; j++) for (i = 0; i < n*; i++){ if ( !R_FINITE(hessian[i][j]) ) error("blah...") } ? In .C land, that is. (And sure, I'm afraid of ±Inf in this context.)Only if you have lda and n equal (which you indeed have; but still worth mentioning) when calling dpoco. Berend
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