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
>
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