The eval() call could also throw an error that would leave the input
environment modified. Better change along the lines described in the
bug report at
https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17831
Best,
luke
On Tue, 16 Jun 2020, Raimundo Neto wrote:
Dear all
As far as I could trace, looking at the function C function numeric_deriv,
this unwanted behavior comes from the inner most loop in, at the very end of
the function,
for(i = 0, start = 0; i < LENGTH(theta); i++) {
for(j = 0; j < LENGTH(VECTOR_ELT(pars, i)); j++, start += LENGTH(ans)) {
SEXP ans_del;
double origPar, xx, delta;
origPar = REAL(VECTOR_ELT(pars, i))[j];
xx = fabs(origPar);
delta = (xx == 0) ? eps : xx*eps;
REAL(VECTOR_ELT(pars, i))[j] += rDir[i] * delta;
PROTECT(ans_del = eval(expr, rho));
if(!isReal(ans_del)) ans_del = coerceVector(ans_del, REALSXP);
UNPROTECT(1);
for(k = 0; k < LENGTH(ans); k++) {
if (!R_FINITE(REAL(ans_del)[k]))
error(_("Missing value or an infinity produced when evaluating the
model"));
REAL(gradient)[start + k] = rDir[i] * (REAL(ans_del)[k] -
REAL(ans)[k])/delta;
}
REAL(VECTOR_ELT(pars, i))[j] = origPar;
}
}
Maybe a (naive?) fix is change the if statement in the inner most loop to
if (!R_FINITE(REAL(ans_del)[k])) {
REAL(VECTOR_ELT(pars, i))[j] = origPar;
error(_("Missing value or an infinity produced when evaluating the
model"));
}
Regards,
Raimundo Neto
Em ter., 16 de jun. de 2020 às 11:31, <[email protected]> escreveu:
Thanks; definitely a bug. I've submitted it to the bug tracker
at
https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17831
Best,
luke
On Mon, 15 Jun 2020, Raimundo Neto wrote:
> Dear R developers,
>
> I've run into a weird behavior of the numericDeriv function
(from the stats
> package) which I also posted on StackOverflow (question has
same title as
> this email, except for the version of R).
>
> Running the code bellow we can see that the numericDeriv
function gives an
> error as the derivative of x^a wrt a is x^a * log(x) and log
is not defined
> for negative numbers. However, seems like the function changes
the value of
> env1$a from 3 to 3.000000044703483581543. If x is a vector of
positive
> values numericDeriv function completes the task without
errors and env1$a
> remains unchanged as expected.
>
> This happened to me running R 4.0.1 on Ubuntu 20.04 and also
to another
> StackOverflow user using running the same version of R on
Windows 10. I
> wonder, is this an intended behavior of the function or really
a bug?
>
> options(digits=22)
> env1 = new.env()
> env1$x = rnorm(10)
> env1$a = 3
> eval(quote(x^a), env1)
> numericDeriv(quote(x^a), "a", env1)
> eval(quote(x^a), env1)
> env1$a
>
> Thank you!
> Raimundo Neto
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [email protected] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
--
Luke Tierney
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa Phone:
319-335-3386
Department of Statistics and Fax:
319-335-3017
Actuarial Science
241 Schaeffer Hall email:
[email protected]
Iowa City, IA 52242 WWW:
http://www.stat.uiowa.edu
--
Luke Tierney
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa Phone: 319-335-3386
Department of Statistics and Fax: 319-335-3017
Actuarial Science
241 Schaeffer Hall email: [email protected]
Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu
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