R devel - Jun 2020 - [External] numericDeriv alters result of eval in R 4.0.1

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

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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]]
>
> ______________________________________________
> R-devel at 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-tierney at uiowa.edu
Iowa City, IA 52242                 WWW:  http://www.stat.uiowa.edu

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 ?s 11:31, <luke-tierney at uiowa.edu>
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]]
> >
> > ______________________________________________
> > R-devel at 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-tierney at uiowa.edu
> Iowa City, IA 52242                 WWW:  http://www.stat.uiowa.edu
>
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