From wdunl@p @ending from tibco@com  Tue Aug 14 00:00:45 2018
From: wdunl@p @ending from tibco@com (William Dunlap)
Date: Mon, 13 Aug 2018 15:00:45 -0700
Subject: [Rd] trace in uniroot() ?
In-Reply-To: <941b7615-6075-6c74-537e-70ad0bc16652@gmail.com>
References: <941b7615-6075-6c74-537e-70ad0bc16652@gmail.com>
Message-ID: <CAF8bMcZBbNF74F-x-7G0gRW9Q6FA5GbGnouMMw9FD_FRefdXHQ@mail.gmail.com>

I tend to avoid the the trace/verbose arguments for the various root
finders and optimizers and instead use the trace function or otherwise
modify the function handed to the operator.  You can print or plot the
arguments or save them.  E.g.,

> trace(ff, print=FALSE, quote(cat("x=", deparse(x), "\n", sep="")))
[1] "ff"
> ff0 <- uniroot(ff, c(0, 10))
x=0
x=10
x=0.0678365490630423
x=5.03391827453152
x=0.490045026724842
x=2.76198165062818
x=1.09760394309444
x=1.92979279686131
x=1.34802524899502
x=1.38677998493585
x=1.3862897003949
x=1.38635073555115
x=1.3862897003949

or

> X <- numeric()
> trace(ff, print=FALSE, quote(X[[length(X)+1]] <<- x))
[1] "ff"
> ff0 <- uniroot(ff, c(0, 10))
> X
 [1]  0.00000000 10.00000000  0.06783655
 [4]  5.03391827  0.49004503  2.76198165
 [7]  1.09760394  1.92979280  1.34802525
[10]  1.38677998  1.38628970  1.38635074
[13]  1.38628970

This will not tell you why the objective function is being called (e.g. in
a line search
or in derivative estimation), but some plotting or other postprocessing can
ususally figure that out.


Bill Dunlap
TIBCO Software
wdunlap tibco.com

On Mon, Jul 30, 2018 at 11:35 AM, J C Nash <profjcnash at gmail.com> wrote:

> In looking at rootfinding for the histoRicalg project (see
> gitlab.com/nashjc/histoRicalg),
> I thought I would check how uniroot() solves some problems. The following
> short example
>
> ff <- function(x){ exp(0.5*x) - 2 }
> ff(2)
> ff(1)
> uniroot(ff, 0, 10)
> uniroot(ff, c(0, 10), trace=1)
> uniroot(ff, c(0, 10), trace=TRUE)
>
>
> shows that the trace parameter, as described in the Rd file, does not seem
> to
> be functional except in limited situations (and it suggests an
> integer, then uses a logical for the example, e.g.,
>  ## numerically, f(-|M|) becomes zero :
>      u3 <- uniroot(exp, c(0,2), extendInt="yes", trace=TRUE)
> )
>
> When extendInt is set, then there is some information output, but trace
> alone
> produces nothing.
>
> I looked at the source code -- it is in R-3.5.1/src/library/stats/R/nlm.R
> and
> calls zeroin2 code from R-3.5.1/src/library/stats/src/optimize.c as far
> as I
> can determing. My code inspection suggests trace does not show the
> iterations
> of the rootfinding, and only has effect when the search interval is allowed
> to be extended. It does not appear that there is any mechanism to ask
> the zeroin2 C code to display intermediate work.
>
> This isn't desperately important for me as I wrote an R version of the
> code in
> package rootoned on R-forge (which Martin Maechler adapted as unirootR.R in
> Rmpfr so multi-precision roots can be found). My zeroin.R has 'trace' to
> get
> the pattern of different steps. In fact it is a bit excessive. Note
> unirootR.R uses 'verbose' rather than 'trace'. However, it would be nice
> to be
> able to see what is going on with uniroot() to verify equivalent operation
> at
> the same precision level. It is very easy for codes to be very slightly
> different and give quite widely different output.
>
> Indeed, even without the trace, we see (zeroin from rootoned here)
>
> > zeroin(ff, c(0, 10), trace=FALSE)
> $root
> [1] 1.386294
>
> $froot
> [1] -5.658169e-10
>
> $rtol
> [1] 7.450581e-09
>
> $maxit
> [1] 9
>
> > uniroot(ff, c(0, 10), trace=FALSE)
> $root
> [1] 1.38629
>
> $f.root
> [1] -4.66072e-06
>
> $iter
> [1] 10
>
> $init.it
> [1] NA
>
> $estim.prec
> [1] 6.103516e-05
>
> >
>
> Is the lack of trace a bug, or at least an oversight? Being able to follow
> iterations is a
> classic approach to checking that computations are proceeding as they
> should.
>
> Best, JN
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

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[Rd] trace in uniroot() ?
William Dunlap