[Rd] segmentation fault in integrate (PR#812)

[Uwe Ligges]

Prof Brian D Ripley wrote:
> 
> On Fri, 12 Jan 2001, Torsten Hothorn wrote:
> 
> >
> > > I tried to integrate numerically a function wich is similar to the
> > > following:
> > >
> > > > dummy <- function(x) { exp(-1*x) * dnorm(x) }
> > > > dummy(-100)
> > > [1] 0
> > > > dummy(-1000)
> > > [1] NaN
> > > > dummy(-10000)
> > > [1] NaN
> > >
> > > If I choose the lower boundary to be too small integrate causes a
> > > segmentation fault:
> > >
> > > > library(integrate)
> > > > integrate(dummy, -100, 0)$value
> > > [1] 1.387143
> > > > integrate(dummy, -1000, 0)$value
> > > [1] NaN
> > > Warning message:
> > > Ifail=1, maxpts was too small. Check the returned relerr! in: adapt(1,
> > > lower, upper, minpts, maxpts, functn, eps, ...)
> > > > integrate(dummy, -10000, 0)$value
> > > Segmentation fault
> >
> > Running Version 1.2.0 Patched (2001-01-07) and integrate Version  2.2-3
> > on SuSE 6.4 gives:
> >
> > > integrate(dummy, -1000000, 0)$value
> > [1] NaN
> > Warning message:
> > Ifail=1, maxpts was too small. Check the returned relerr! in: adapt(1,
> > lower, upper, minpts, maxpts, functn, eps, ...)
> >
> > I has not able to reproduce the segfault ;-)
> >
> > BTW: if one uses
> >
> > > dummy <- function(x) { a <-  exp(-1*x) * dnorm(x); ifelse(is.na(a), 0,
> > a) }
> >
> > this returns
> >
> > > integrate(dummy, -100, 0)$value
> > [1] 1.387143
> > > integrate(dummy, -1000, 0, maxpts=1000)$value
> > [1] 0.6935715
> 
> Better, try
> 
> dummy <- function(x) { exp(-1*x + dnorm(x, log=TRUE))}
> 
> that is, do your calculations on log scale as far as possible.  This is
> more accurate than cop-ing out at Inf*0.
> 
> Even better, you can adjust the normal mean to cancel the linear term
> exactly: dnorm(x, mu) has linear term -mu*x. So use
> 
> dummy <- function(x) exp(0.5)*dnorm(x, -1)
> 
> You will still need to adjust maxpts or find a sensible lower end.
> 
> (BTW, I don't get a segfault either, and we need you to debug it
> on your system, I am afraid.)


But crashes also on:
- NT4.0, R-1.2.0
- sparc-sun-solaris2.7, R-1.2.0
- SuSE 7.0, R-1.2.0 Patched (2001-01-07), integrate Version  2.2-3

Strange: With the same version of R-1.2.0 Patched (2001-01-07) and
integrate (2.2-3), the crash happens on SuSE 7.0, but not on SuSE 6.4,
as Torsten told us.

Uwe
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