Re: [Rd] problem with function 'optimise' (PR#9438)

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>
Date: Thu 04 Jan 2007 - 12:13:58 GMT

the issue here is a numerical one; for instance in your first example check:

eps <- sqrt(.Machine$double.eps)
opt1 <- optimise(ex1, lower = 0 - eps, upper = 0.5, maximum = TRUE)

# or

opt1 <- optimise(ex1, lower = 0 + eps, upper = 0.5, maximum = TRUE)

which gives the correct results.

I hope it helps.

Best,
Dimitris



Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm



> Full_Name: Karsten Krug
> Version: 2.4.0
> OS: Open Suse 10.0, Windows XP
> Submission from: (NULL) (88.134.13.50)
>
>
>
> I found a problem in the 'optimise' function for one dimensional
> optimisation.
>
>
> Example 1:
> Try to find a maximum of the function below with the use of
> 'optimise' in the
> interval [0,0.5]. The function follows a parabola and has two local
> maxima
> located at the margins of the interval [0,0.5]. Please try the
> following code
> which performs this optimisation, produces a plot of the function
> within the
> given interval and adds the computed maximum returned by
> 'optimise()'
>
> ex1 <- function(x) log(4 * x^2 - 2 * x + 0.5)
> opt1 <- optimise(ex1, lower=0, upper=0.5, maximum=T)
> x <- seq(0,0.5,0.001)
> plot(x, ex1(x), type="l")
> abline(v=opt1$maximum, col="red")
>
> The returned value of the maximum is 0.309017 which is definitely
> wrong.
>
>
> Example 2:
> The next function has also two equivalent maxima this time not
> located at the
> margins of the interval [0, 9/41]. Thus, the maxima are real
> analytic extrema.
> The function 'optimise()' again returns a wrong value.
>
> ex2 <- function(x) log((18/41) * x - 2 * x^2) + 16 * log(4 * x^2 -
> (36/41) * x
> + (9/41)) + 24 * log((23/82) + (18/41) * x - 2 * x^2)
> opt2 <- optimise(ex2, lower=0, upper=(9/41), maximum=T)
> x <- seq(0,9/41,0.001)
> plot(x,ex2(x),type="l")
> abline(v=opt2$maximum, col="red")
>
>
> The two functions are not only of theoretical interest but have to
> be optimised
> as likelihood functions when dealing with SNP data.
>
> I observed this problem on Windows XP and Open Suse 10.0. Other
> platforms have
> to be tested.
>
>
> Some informations:
>
> Open Suse 10.0
>
> platform i686-pc-linux-gnu
> arch i686
> os linux-gnu
> system i686, linux-gnu
> status
> major 2
> minor 4.0
> year 2006
> month 10
> day 03
> svn rev 39566
> language R
> version.string R version 2.4.0 (2006-10-03)
>
> Windows XP:
>
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 2
> minor 4.0
> year 2006
> month 10
> day 03
> svn rev 39566
> language R
> version.string R version 2.4.0 (2006-10-03)
>
>
>
> With best regards,
>
> Karsten Krug
> Student at University of Leipzig
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

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