[Rd] [External] numericDeriv alters result of eval in R 4.0.1

[iuke-tier@ey m@iii@g oii uiow@@edu]

The eval() call could also throw an error that would leave the input
environment modified. Better change along the lines described in the
bug report at

https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17831

Best,

luke

On Tue, 16 Jun 2020, Raimundo Neto wrote:

> Dear all
> 
> As far as I could trace, looking at the function C function numeric_deriv,
> this unwanted behavior comes from the inner most loop in, at the very end of
> the function,
> for(i = 0, start = 0; i < LENGTH(theta); i++) {
>   for(j = 0; j < LENGTH(VECTOR_ELT(pars, i)); j++, start += LENGTH(ans)) {
>     SEXP ans_del;
>     double origPar, xx, delta;
> 
>     origPar = REAL(VECTOR_ELT(pars, i))[j];
>     xx = fabs(origPar);
>     delta = (xx == 0) ? eps : xx*eps;
>     REAL(VECTOR_ELT(pars, i))[j] += rDir[i] * delta;
>     PROTECT(ans_del = eval(expr, rho));
>     if(!isReal(ans_del)) ans_del = coerceVector(ans_del, REALSXP);
>     UNPROTECT(1);
>     for(k = 0; k < LENGTH(ans); k++) {
>       if (!R_FINITE(REAL(ans_del)[k]))
>         error(_("Missing value or an infinity produced when evaluating the
> model"));
>       REAL(gradient)[start + k] = rDir[i] * (REAL(ans_del)[k] -
> REAL(ans)[k])/delta;
>     }
>     REAL(VECTOR_ELT(pars, i))[j] = origPar;
>   }
> }
> Maybe a (naive?) fix is change the if statement in the inner most loop to
> 
> if (!R_FINITE(REAL(ans_del)[k])) {
>   REAL(VECTOR_ELT(pars, i))[j] = origPar;
>   error(_("Missing value or an infinity produced when evaluating the
> model"));
> }
> 
> 
> Regards,
> Raimundo Neto
> 
> 
> Em ter., 16 de jun. de 2020 às 11:31, <luke-tierney using uiowa.edu> escreveu:
>       Thanks; definitely a bug. I've submitted it to the bug tracker
>       at
>
>       https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17831
>
>       Best,
>
>       luke
>
>       On Mon, 15 Jun 2020, Raimundo Neto wrote:
>
>       > Dear R developers,
>       >
>       > I've run into a weird behavior of the numericDeriv function
>       (from the stats
>       > package) which I also posted on StackOverflow (question has
>       same title as
>       > this email, except for the version of R).
>       >
>       > Running the code bellow we can see that the numericDeriv
>       function gives an
>       > error as the derivative of x^a wrt a is x^a * log(x) and log
>       is not defined
>       > for negative numbers. However, seems like the function changes
>       the value of
>       > env1$a from 3 to 3.000000044703483581543. If x is a vector of
>       positive
>       > values numericDeriv function completes the task without
>       errors  and env1$a
>       > remains unchanged as expected.
>       >
>       > This happened to me running R 4.0.1 on Ubuntu 20.04 and also
>       to another
>       > StackOverflow user using running the same version of R on
>       Windows 10. I
>       > wonder, is this an intended behavior of the function or really
>       a bug?
>       >
>       > options(digits=22)
>       > env1 = new.env()
>       > env1$x = rnorm(10)
>       > env1$a = 3
>       > eval(quote(x^a), env1)
>       > numericDeriv(quote(x^a), "a", env1)
>       > eval(quote(x^a), env1)
>       > env1$a
>       >
>       > Thank you!
>       > Raimundo Neto
>       >
>       >       [[alternative HTML version deleted]]
>       >
>       > ______________________________________________
>       > R-devel using r-project.org mailing list
>       > https://stat.ethz.ch/mailman/listinfo/r-devel
>       >
>
>       --
>       Luke Tierney
>       Ralph E. Wareham Professor of Mathematical Sciences
>       University of Iowa                  Phone:           
>        319-335-3386
>       Department of Statistics and        Fax:             
>        319-335-3017
>           Actuarial Science
>       241 Schaeffer Hall                  email: 
>        luke-tierney using uiowa.edu
>       Iowa City, IA 52242                 WWW: 
>       http://www.stat.uiowa.edu
> 
> 
>

-- 
Luke Tierney
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa                  Phone:             319-335-3386
Department of Statistics and        Fax:               319-335-3017
    Actuarial Science
241 Schaeffer Hall                  email:   luke-tierney using uiowa.edu
Iowa City, IA 52242                 WWW:  http://www.stat.uiowa.edu