R help - Apr 2005 - Can't get function to run iteratively

Trying to do something very simple...
> numerical.grad
function(func,x, eps=1e-12) {
#  very simple (crude) numerical approximation
  f <-func(x)
  df <-1:length(x)
  for (i in 1:length(x)) {
    dx <- x
    dx[i] <- dx[i] +eps 
    df[i] <- (func(dx)-f)/eps
   }
df
}
> test<-function(x){x^2}
> y<-seq(0.1,0.5,0.1)
> numerical.grad(test,y)
[1] 0.1999997 0.0000000 0.0000000 0.0000000 0.0000000
Warning messages: 
1: number of items to replace is not a multiple of replacement length 
2: number of items to replace is not a multiple of replacement length 
3: number of items to replace is not a multiple of replacement length 
4: number of items to replace is not a multiple of replacement length 
5: number of items to replace is not a multiple of replacement length
> 

Any thoughts why this doesn't seem to be working ?


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R is a vectorized language, look at this:

fd <- function(b, gn, ..., eps=sqrt(.Machine$double.neg.eps)){
    n <- length(b)
    g0 <- gn(b, ...)
    out <- numeric(n)
    b. <-  b + eps*max(abs(b), 1)
    c(gn(b., ...) - g0) / (b. - b)
}
##############
test <- function(x) x*x
fd(seq(0.1, 0.5, 0.1), test)
2*seq(0.1, 0.5, 0.1)


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Uzuner, Tolga" <tolga.uzuner at csfb.com>
To: <r-help at stat.math.ethz.ch>
Sent: Friday, April 08, 2005 12:08 PM
Subject: [R] Can't get function to run iteratively

> Trying to do something very simple...
>
>> numerical.grad
> function(func,x, eps=1e-12) {
> #  very simple (crude) numerical approximation
>  f <-func(x)
>  df <-1:length(x)
>  for (i in 1:length(x)) {
>    dx <- x
>    dx[i] <- dx[i] +eps
>    df[i] <- (func(dx)-f)/eps
>   }
> df
> }
>> test<-function(x){x^2}
>> y<-seq(0.1,0.5,0.1)
>> numerical.grad(test,y)
> [1] 0.1999997 0.0000000 0.0000000 0.0000000 0.0000000
> Warning messages:
> 1: number of items to replace is not a multiple of replacement 
> length
> 2: number of items to replace is not a multiple of replacement 
> length
> 3: number of items to replace is not a multiple of replacement 
> length
> 4: number of items to replace is not a multiple of replacement 
> length
> 5: number of items to replace is not a multiple of replacement 
> length
>>
>
>
> Any thoughts why this doesn't seem to be working ?
>
>
>
=============================================================================>
This message is for the sole use of the intended recipient. If you
> received
> this message in error please delete it and notify us. If this 
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> CSFB
> retains and monitors electronic communications sent through its 
> network.
> Instructions transmitted over this system are not binding on CSFB 
> until they
> are confirmed by us. Message transmission is not guaranteed to be 
> secure.
>
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