[Rd] integrate function (PR#9557)
Duncan Murdoch
murdoch at stats.uwo.ca
Mon Mar 12 19:42:07 CET 2007
On 3/12/2007 2:13 PM, Simone Giannerini wrote:
> I think the behaviour is somehow documented, see ?integrate, in any case
> I take the opportunity to report some more on integrate:
>
>
> Under Win XP (AMD 64 3700+ 2Gb RAM)
>
>> integrate(dnorm,0,2,sub=1e+09)
> Error: cannot allocate vector of size 1889872 Kb
> In addition: Warning messages:
> 1: Reached total allocation of 1536Mb: see help(memory.size)
> 2: Reached total allocation of 1536Mb: see help(memory.size)
>
>> integrate(dnorm,0,2,sub=1e+10)
> Error in if (limit < 1 || (abs.tol <= 0 && rel.tol < max(50 *
> .Machine$double.eps, :
> missing value where TRUE/FALSE needed
> In addition: Warning message:
> NAs introduced by coercion
>
> but .....
>
>> integrate(dnorm,0,2,sub=1e+08)
>
> crashes the RGUI with an access violation error
I see this in 2.4.1 and R-patched, but not in R-devel. It appears to
have been fixed by Brian Ripley as part of his improvement of the
allocation error messages; I'll port just the fix part over to R-patched.
Duncan Murdoch
>> R.version
> _
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 2
> minor 4.1
> year 2006
> month 12
> day 18
> svn rev 40228
> language R
> version.string R version 2.4.1 (2006-12-18)
>
>
> *****************************************************************************************
> Under LINUX SUSE 10.2 (Quad Opteron 8218 32Gb RAM)
>
>> integrate(dnorm,0,2,sub=1e+08)
> 0.4772499 with absolute error < 5.3e-15
>
>> integrate(dnorm,0,2,sub=1e+09)
>
> *** caught segfault ***
> address (nil), cause 'memory not mapped'
>
> Traceback:
> 1: .External("call_dqags", ff, rho = environment(), as.double(lower),
> as.double(upper), as.double(abs.tol), as.double(rel.tol),
> limit = limit, PACKAGE = "base")
> 2: integrate(dnorm, 0, 2, sub = 1e+09)
>
>
>
>> R.version
> _
> platform x86_64-unknown-linux-gnu
> arch x86_64
> os linux-gnu
> system x86_64, linux-gnu
> status
> major 2
> minor 4.1
> year 2006
> month 12
> day 18
> svn rev 40228
> language R
> version.string R version 2.4.1 (2006-12-18)
>
> ______________________________________________________
>
> Simone Giannerini
> Dipartimento di Scienze Statistiche "Paolo Fortunati"
> Universita' di Bologna
> Via delle belle arti 41 - 40126 Bologna, ITALY
> Tel: +39 051 2098262 Fax: +39 051 232153
> ______________________________________________________
>
>
> On 3/8/07, Bert.DeBoeck at ugent.be <Bert.DeBoeck at ugent.be> wrote:
>> Full_Name: Bert De Boeck
>> Version: R 2.2.0
>> OS: Windows
>> Submission from: (NULL) (157.193.193.152)
>>
>>
>> I think there is a bug when using integrate for integrating a function which is
>> 0 in a whole sub-interval. For example:
>>
>> #define uniform function
>> f<-function(x){ifelse(x<1,0,ifelse(x<3,1,0))}
>>
>> #this is the correct integral
>> integrate(f,-10,10)
>>
>> #here there is a problem
>> integrate(f,-50,50)
>> integrate(f,-10,50)
>> integrate(f,-50,10)
>> integrate(f,-50,50,sub=10000)
>>
>> # I noticed this for a more complex function, but as you see even for a trivial
>>
>> # function there is a serious problem
>>
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>
>
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