Re: [Rd] NaN in R distribution functions

From: Gregor Gorjanc <gregor.gorjanc_at_bfro.uni-lj.si>
Date: Thu 29 Dec 2005 - 08:48:14 GMT

Prof Brian Ripley wrote:
> On Wed, 28 Dec 2005, Gregor Gorjanc wrote:
>
>> Dear R developers,
>>
>> I noticed that core R distribution functions return NaN, when parameter
>> values are out of parameter space. I have looked in source code and
>> found that warnings and return of NaN are done internally in C code. For
>> dgamma.c the line 49 is:
>>
>> if (shape <= 0 || scale <= 0) ML_ERR_return_NAN;
>>
>> OK. How should this be implemented if distribution functions are written
>> directly in R? I came up with this
>>
>> if (any(shape <= 0)) {
>> warning("shape must be positive")
>> return(NaN)
>> }
>
>
> As the R-level code is vectorized, NaN is unlikely to be the appropriate
> return value. You will find that only the relevant entries are NaN, for
> example
>
>> dgamma(1, shape=-1:2)
>
> [1] NaN NaN 0.3678794 0.3678794
> Warning message:
> NaNs produced in: dgamma(x, shape, scale, log)
>

Yes, you are right.

>> I think that it would be nice that returning NaN for undefined parameter
>> values in distribution functions would also be documented in Writing R
>> Extension.
>
> It is purely a convention for use in the standalone libRmath with which
> the code is shared. Otherwise returning NA or giving an error would
> seem more appropriate.
>
> `Writing R Extensions' does not cover writing distribution functions,
> and is certainly not intended to mandate how such extensions are written.

I understand, however it would be really nice to have some guideline so that developers would write more or less similar code. I had a problem with one such functions, since it stopped if parameters values were out of parameter space. I used that function in optim() and it was annoyingly stopping the optimization. It was not much to change the function to return NaN (this could be as well NA as you have pointed out), but it would be nice that this would be the default.

-- 
Lep pozdrav / With regards,
     Gregor Gorjanc

----------------------------------------------------------------------
University of Ljubljana     PhD student
Biotechnical Faculty
Zootechnical Department     URI: http://www.bfro.uni-lj.si/MR/ggorjan
Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si 

SI-1230 Domzale             tel: +386 (0)1 72 17 861
Slovenia, Europe            fax: +386 (0)1 72 17 888 

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Received on Thu Dec 29 19:52:30 2005

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