Re: [Rd] [External] numericDeriv alters result of eval in R 4.0.1
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$a from 3 to 3.00044703483581543. If x is a vector of positive values numericDeriv function completes the task without errors and env1$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]] __ R-devel@r-project.org 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 andFax: 319-335-3017 Actuarial Science 241 Schaeffer Hall email: luke-tier...@uiowa.edu Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] [External] numericDeriv alters result of eval in R 4.0.1
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, 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 3.00044703483581543. 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]]
> >
> > __
> > R-devel@r-project.org 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 andFax: 319-335-3017
> Actuarial Science
> 241 Schaeffer Hall email: luke-tier...@uiowa.edu
> Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu
>
[[alternative HTML version deleted]]
__
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] [External] numericDeriv alters result of eval in R 4.0.1
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, 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$a from 3 to 3.00044703483581543. If x is a vector of
positive
> values numericDeriv function completes the task without
errors and env1$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]]
>
> __
> R-devel@r-project.org 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:
luke-tier...@uiowa.edu
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 andFax: 319-335-3017
Actuarial Science
241 Schaeffer Hall email: luke-tier...@uiowa.edu
Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu
__
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
