[Rd] bug in 'optim' documentation : "Brent" method doesn't copy 'par' names
Carles Bretó Martínez
cbreto@@t@t @ending from gm@il@com
Fri Jun 22 20:31:18 CEST 2018
The optim documentation states (second from last sentence of Details Section) that "Any names given to par will be copied to the vectors passed to \code{fn} and \code{gr}." This does not seem to be the case when the method argument is set to "Brent".
Consider finding an optimum with the "Brent" method and a fn argument that does not rely on a named par argument, e.g.,
> quad <- function (x) x^2 + x
> par <- -0.75
> x <- optim(par = par, method = "Brent", lower = -1, upper = 0, fn = quad)
> x$par
[1] -0.5
> x$value
[1] -0.25
However, if the fn argument relies in the names in par, this optimum might not be achieved, e.g.,
> names(par) <- "par_name"
> par
par_name
-0.75
> named <- function (x) if (length(names(x)) > 0) quad(x) else 123.456
> y <- optim(par = par, method = "Brent", lower = -1, upper = 0, fn = named)
> y$par
[1] -6.474096e-09
> y$value
[1] 123.456
The y$value suggests that the names of par are not being "copied to the vectors passed to \code{fn}." Note the lack of
> warnings()
>
> sessionInfo()
R version 3.5.0 (2018-04-23)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 14.04.5 LTS
Matrix products: default
BLAS: /usr/lib/atlas-base/atlas/libblas.so.3.0
LAPACK: /usr/lib/lapack/liblapack.so.3.0
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] compiler_3.5.0
>
> proc.time()
user system elapsed
0.328 0.056 0.443
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