[R] strange `nls' behaviour
Duncan Murdoch
murdoch at stats.uwo.ca
Tue Nov 13 00:59:56 CET 2007
On 12/11/2007 2:56 PM, Joerg van den Hoff wrote:
> On Mon, Nov 12, 2007 at 11:09:21AM -0500, Duncan Murdoch wrote:
>> On 11/12/2007 9:14 AM, Joerg van den Hoff wrote:
>>> On Mon, Nov 12, 2007 at 07:36:34AM -0500, Duncan Murdoch wrote:
>>>> On 11/12/2007 6:51 AM, Joerg van den Hoff wrote:
>>>>> I initially thought, this should better be posted to r-devel
>>>>> but alas! no response.
>>>> I think the reason there was no response is that your example is too
>>>> complicated. You're doing a lot of strange things (fitfunc as a result
>>>> of deriv, using as.name, as.call, as.formula, etc.) You should simplify
>>> thanks for the feedback.
>>>
>>> concerning "lot of strange things": OK. I thought the
>>> context might be important ("why, for heaven's sake do you
>>> want to do this!?"), but, then, maybe not. so the easiest
>>> way to trigger a similar (not the identical) behaviour is
>>> something like
>>>
>>> f <- function (n) {
>>> #---------------------------------------------------------
>>> #define n data points for a (hardcoded) model:
>>> #-----------
>>> x <- seq(0, 5, length = n)
>>> y <- 2 * exp(-1*x) + 2;
>>> y <- rnorm(y,y, 0.01*y)
>>>
>>> #the model (same as the above hardcoded one):
>>> model <- y ~ a * exp (-b*x) + c
>>>
>>> #call nls as usual:
>>> res1 <- try(nls(model, start = c(a=2, b=1, c=2)))
>>>
>>> #call it a bit differently:
>>> res2 <- nls(y ~ eval(model[[3]]), start = c(a=2, b=1, c=2))
>>>
>>> list(res1 = res1, res2 = res2)
>>> #---------------------------------------------------------
>>> }
>> I'd say the problem is relying on the default for the envir parameter to
>> eval. It's reasonable to expect nls to set things up so that terms in
>> the model formula are taken from the right place, but when your model
>> formula is playing with evaluation, you should be very careful to make
>> sure the evaluation takes place in the right context.
>
> agreed.
>
>> The default for envir is "parent.frame()", and that can't be right: that
>> will see local variables in whatever function called it, so if one of
>> them has a variable called "model", you'll subscript it.
>
> for one, in my actual application, I _do_ specify envir (and
> remember the above was really not the original situation
> where the subsetting of `model' is actually done only in the
> `deriv' call). second, if I'm not missing something, doing
> the evaluation in parent.frame() is fine in the above
> example and does not explain the error, whose triggering
> solely depends on the number of data points used.
You are missing something. parent.frame() will be evaluated by eval(),
so it refers to whatever function calls eval(). You don't know what
function that will be, because it's buried deep within nls().
Perhaps you think that the formula
y ~ eval(model[[3]])
is the same as the original one? It's not. Try printing it:
> y ~ eval(model[[3]])
y ~ eval(model[[3]])
The eval doesn't get called at this point, it gets called for every step
of the least squares minimization. Who knows what parent.frame() means
then?
>> If I were trying to do what you're doing, I would construct the formula
>> before the call to nls, and pass that. I.e. something like the
>> following silly code:
>>
>> model2 <- model
>> model2[[3]] <- model[[3]] # The eval() is implicit
>> res2 <- nls(model2, start = c(a=2, b=1, c=2))
>
>
> I was trying that (more or less) in my original example,
> I think, but I will reexamine my application and see, whether I can bypass
> the problem somehow along these lines.
>
>> If you really want to put eval() in a formula, then I can't see how you
>> could avoid an explicit specification of the envir parameter. So I'd
>> call this a bug in your code.
>
>
> as I said, this seems right in principle (still, if the call
> does happen at some well defined place such as a small
> function local to a user visible one, the eval without envir
> might be quite OK) but not w.r.t. explaining the nls crash.
No, it's not okay. Your formula is looking in places it shouldn't. It
makes absolutely no sense for your formula to depend on what function
evaluates it. It should only depend on the data that is available in
the data argument to nls() or visible in the current environment.
> katherine mullen seems to have located the exact spot in
> `nls' where something goes wrong. so, for now I think martin
> might be right ("bug in my thinking" by assuming I'm allowed
> to use eval in this place), but otherwise it is a property
> (or bug) of `nls'.
She may have discovered where the error call was triggered, but things
went wrong in this example when you mis-used eval(). If you think your
original code used it properly, then simplify that down to a minimal
example that triggers the "bug". Don't put things in the example unless
they are necessary to trigger the error. For example:
- drop the wrapper function f.
- fix n
- use fixed data, not random data.
- use an extremely simple model, e.g. y ~ a
Etc.
Duncan Murdoch
>
> joerg van den hoff
>
>> Duncan Murdoch
>>
>>
>>> this is without all the overhead of my first example and now
>>> (since not quite the same) the problem arises at n == 3
>>> where the fit can't really procede (there are also 3
>>> parameters -- the first example was more relevant in this
>>> respect) but anyway the second nls-call does not procede
>>> beyond the parsing phase of `model.frame'.
>>>
>>> so, I can't see room for a real bug in my code, but very
>>> well a chance that I misuse `nls' (i.e. not understanding
>>> what really is tolerable for the `model' argument of `nls').
>>> but if the latter is not the case, I would think there is a
>>> bug in `nls' (or, actually, rather in `model.frame' or
>>> whatever) when parsing the nls call.
>>
>>>
>>>> it down to isolate the bug. Thats a lot of work, but you're the one in
>>>> the best position to do it. I'd say there's at least an even chance
>>>> that the bug is in your code rather than in nls().
>>>>
>>>> And 2.5.0 *is* ancient; please confirm the bug exists in R-patched if it
>>>> turns out to be an R bug.
>>> if need be, I'll do that (if I get it compiled under
>>> macosX). but assuming that you have R-patched installed
>>> anyway, I would appreciate if you would copy the new example
>>> above or the old one below to your R- prompt and see,
>>> whether it crashes with the same error message if called
>>> with the special number of data points (3 for the new, 5 for
>>> the old example)? and if so, maybe bring this to the
>>> attention of d. bates?
>>>
>>>
>>> j. van den hoff
>>>> Duncan Murdoch
>>>>
>>>>
>>>>
>>>> so I try it here. sory for the
>>>>> lengthy explanation but it seems unavoidable. to quickly see
>>>>> the problem simply copy the litte example below and execute
>>>>>
>>>>> f(n=5)
>>>>>
>>>>> which crashes. called with n != 5 (and of course n>3 since
>>>>> there are 3 parameters in the model...) everything is as it
>>>>> should be.
>>>>>
>>>>> in detail:
>>>>> I stumbled over the follwing _very_ strange behaviour/error
>>>>> when using `nls' which I'm tempted (despite the implied
>>>>> "dangers") to call a bug:
>>>>>
>>>>> I've written a driver for `nls' which allows specifying the
>>>>> model and the data vectors using arbitrary symbols. these
>>>>> are internally mapped to consistent names, which poses a
>>>>> slight complication when using `deriv' to provide analytic
>>>>> derivatives. the following fragment gives the idea:
>>>>>
>>>>> #-----------------------------------------
>>>>> f <- function(n = 4) {
>>>>>
>>>>> x <- seq(0, 5, length = n)
>>>>>
>>>>> y <- 2 * exp(-1*x) + 2;
>>>>> y <- rnorm(y,y, 0.01*y)
>>>>>
>>>>> model <- y ~ a * exp (-b*x) + c
>>>>>
>>>>> fitfunc <- deriv(model[[3]], c("a", "b", "c"), c("a", "b", "c", "x"))
>>>>>
>>>>> #"standard" call of nls:
>>>>> res1 <- nls(y ~ fitfunc(a, b, c, x), start = c(a=1, b=1, c=1))
>>>>>
>>>>> call.fitfunc <-
>>>>> c(list(fitfunc), as.name("a"), as.name("b"), as.name("c"),
>>>> as.name("x"))
>>>>> call.fitfunc <- as.call(call.fitfunc)
>>>>> frml <- as.formula("y ~ eval(call.fitfunc)")
>>>>>
>>>>> #"computed" call of nls:
>>>>> res2 <- nls(frml, start = c(a=1, b=1, c=1))
>>>>>
>>>>> list(res1 = res1, res2 = res2)
>>>>> }
>>>>> #-----------------------------------------
>>>>>
>>>>> the argument `n' defines the number of (simulated) data
>>>>> points x/y which are going to be fitted by some model ( here
>>>>> y ~ a*exp(-b*x)+c )
>>>>>
>>>>> the first call to `nls' is the standard way of calling `nls'
>>>>> when knowing all the variable and parameter names.
>>>>>
>>>>> the second call (yielding `res2') uses a constructed formula
>>>>> in `frml' (which in this example is of course not necessary,
>>>>> but in the general case 'a,b,c,x,y' are not a priori known
>>>>> names).
>>>>>
>>>>> now, here is the problem: the call
>>>>>
>>>>> f(4)
>>>>>
>>>>> runs fine/consistently, as does every call with n > 5.
>>>>>
>>>>> BUT: for n = 5 (i.e. issuing f(5))
>>>>>
>>>>> the second fit leads to the error message:
>>>>>
>>>>> "Error in model.frame(formula, rownames, variables, varnames, extras,
>>>>> extranames, : invalid type (language) for variable 'call.fitfunc'"
>>>>>
>>>>> I cornered this to a spot in `nls' where a model frame is
>>>>> constructed in variable `mf'. the parsing/constructing here
>>>>> seems simply to be messed up for n = 5: `call.fitfunc' is
>>>>> interpreted as variable.
>>>>>
>>>>> I, moreover, empirically noted that the problem occurs when
>>>>> the total number of parameters plus dependent/independent
>>>>> variables equals the number of data points (in the present
>>>>> example a,b,c,x,y).
>>>>>
>>>>> so it is not the 'magic' number of 5 but rather the identity
>>>>> of data vector length and number of parameters+variables in
>>>>> the model which leads to the problem.
>>>>>
>>>>> this is with 2.5.0 (which hopefully is not considered
>>>>> ancient) and MacOSX 10.4.10.
>>>>>
>>>>> any ideas?
>>>>>
>>>>> thanks
>>>>>
>>>>> joerg
>>>>>
>>>>> ______________________________________________
>>>>> R-help at r-project.org mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>> PLEASE do read the posting guide
>>>>> http://www.R-project.org/posting-guide.html
>>>>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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