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On 03/05/2019 10:31, Serguei Sokol wrote: > On 02/05/2019 21:35, Florian Gerber wrote: >> Dear all, >> >> when using optim() for a function that uses the parent environment, I >> see the following unexpected behavior: >> >> makeFn <- function(){ >> ???? xx <- ret <- NA >> ???? fn <- function(x){ >> ??????? if(!is.na(xx)

Yes, I think you are right. I was at first confused by the fact that after the optim() call, > environment(fn)$xx [1] 10 > environment(fn)$ret [1] 100.02 so not 9.999, but this could come from x being assigned the final value without calling fn. -pd > On 3 May 2019, at 11:58 , Duncan Murdoch <murdoch.duncan at gmail.com> wrote: > > Your results below make it look like a

Dear all, when using optim() for a function that uses the parent environment, I see the following unexpected behavior: makeFn <- function(){ ??? xx <- ret <- NA ??? fn <- function(x){ ?????? if(!is.na(xx) && x==xx){ ?????????? cat("x=", xx, ", ret=", ret, " (memory)", fill=TRUE, sep="") ?????????? return(ret) ?????? } ?????? xx

Optim's Nelder-Mead works correctly for this example. > optim(par=10, fn=fn, method="Nelder-Mead") x=10, ret=100.02 (memory) x=11, ret=121 (calculate) x=9, ret=81 (calculate) x=8, ret=64 (calculate) x=6, ret=36 (calculate) x=4, ret=16 (calculate) x=0, ret=0 (calculate) x=-4, ret=16 (calculate) x=-4, ret=16 (memory) x=2, ret=4 (calculate) x=-2, ret=4 (calculate) x=1, ret=1

Your results below make it look like a bug in optim(): it is not duplicating a value when it should, so changes to x affect xx as well. Duncan Murdoch On 03/05/2019 4:41 a.m., Serguei Sokol wrote: > On 03/05/2019 10:31, Serguei Sokol wrote: >> On 02/05/2019 21:35, Florian Gerber wrote: >>> Dear all, >>> >>> when using optim() for a function that uses the

It looks as though this happens when calculating numerical gradients: x is reduced by eps, and fn is called; then x is increased by eps, and fn is called again. No check is made that x has other references after the first call to fn. I'll put together a patch if nobody else gets there first... Duncan Murdoch On 03/05/2019 7:13 a.m., peter dalgaard wrote: > Yes, I think you are

That's consistent/not surprising if the problem lies in the numerical gradient calculation step ... On 2019-05-06 10:06 a.m., Ravi Varadhan wrote: > Optim's Nelder-Mead works correctly for this example. > > >> optim(par=10, fn=fn, method="Nelder-Mead") > x=10, ret=100.02 (memory) > x=11, ret=121 (calculate) > x=9, ret=81 (calculate) > x=8, ret=64

It seems that it's an old bug that was found in some other packages, but at that time not optim: https://bugs.r-project.org/bugzilla/show_bug.cgi?id=15958 and that Duncan Murdoch posted a patch already last Friday :) Thomas Am 06.05.2019 um 16:40 schrieb Ben Bolker: > That's consistent/not surprising if the problem lies in the numerical > gradient calculation step ... >

On 02/05/2019 21:35, Florian Gerber wrote: > Dear all, > > when using optim() for a function that uses the parent environment, I > see the following unexpected behavior: > > makeFn <- function(){ > ??? xx <- ret <- NA > ??? fn <- function(x){ > ?????? if(!is.na(xx) && x==xx){ > ?????????? cat("x=", xx, ", ret=", ret, "

R 2.15.1 OS X Colleagues, I am reading a 1 GB file into R using read.table. The file consists of 100 tables, each of which is headed by two lines of characters. The first of these lines is: TABLE NO. 1 The second is a list of column headers. For example: TABLE NO. 1 COL1 COL2 COL3 COL4 COL5 COL6 COL7 COL8 COL9 COL10

I would like to use setTimeLimit to abort operations that are stuck waiting (idle) after n seconds. Below a toy example in which Sys.sleep is a placeholder call that is idle: testlimit <- function(){ setTimeLimit(elapsed=3, transient=TRUE); Sys.sleep(10); } system.time(testlimit()); However this is giving inconsistent results. On windows and in r-studio server (linux) the call is

Unsubscribe -----Original Message----- From: r-help-request at r-project.org Date: Wed, 05 May 2010 12:00:09 To: <r-help at r-project.org> Subject: R-help Digest, Vol 87, Issue 5 Send R-help mailing list submissions to r-help at r-project.org To subscribe or unsubscribe via the World Wide Web, visit https://stat.ethz.ch/mailman/listinfo/r-help or, via email, send a message with subject