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
