Vandenman - 10 months ago 59

R Question

I have encountered a situation where

`DEoptim`

It is rather difficult to create a reproducible example, so I simply saved the entire environment 50 iterations before the DEoptim freezes. The file below,

`'Envir650.Rdata'`

`rm(list = ls())`

library(DstarM)

library(DEoptim)

load('Envir650.Rdata') # load the environment

# Adjust one function

argsList$fun.density = DstarM::Voss.density

argsList$control$trace = 1 # show intermediate output

argsList$control$parallelType = 0 # don't use parallel processing

.Random.seed = randomseed # set seed

out = do.call(DEoptim, argsList) # freezes at iteration 21 and crashes R.

Many thanks in advance!

EDIT: I hope the problem is now reproducible.

Answer

The problem is in rtdists package, source file density.c, function integrate. The loop

```
for(x = a+0.5*step; x < b; x += step) {
result += step * F->f(x, F->data);
}
```

becomes infinite because `step`

is too small. It is so small that `x+step==x`

and `x`

never reaches `b`

. The code of `integrate`

should be changed so that `step`

is never smaller than `EPSILON`

:

```
--- orig/rtdists/src/density.c 2016-07-15 10:28:56.000000000 +0200
+++ mine/rtdists/src/density.c 2016-08-29 17:41:53.831078335 +0200
@@ -72 +72 @@
- double step = width / N;
+ double step = fmax(width / N, EPSILON);
```

With this change applied, your example finishes at iteration 51 without looping or crashing. I've notified the rtdists authors; the fix is now in the github version of the package.

Source (Stackoverflow)