optextras (version 2019-12.4)

fnchk: Run tests, where possible, on user objective function

Description

fnchk checks a user-provided R function, ffn.

Usage

fnchk(xpar, ffn, trace=0, ... )

Arguments

xpar

the (double) vector of parameters to the objective funcion

ffn

a user-provided function to compute the objective function

trace

set >0 to provide output from fnchk to the console, 0 otherwise

…

optional arguments passed to the objective function.

Value

The output is a list consisting of list(fval=fval, infeasible=infeasible, excode=excode, msg=msg)

fval

The calculated value of the function at parameters xpar if the function can be evaluated.

infeasible

FALSE if the function can be evaluated, TRUE if not.

excode

An exit code, which has a relationship to

msg

A text string giving information about the result of the function check: Messages and the corresponding values of excode are:

• fnchk OK; excode = 0; infeasible = FALSE

• Function returns INADMISSIBLE; excode = -1; infeasible = TRUE

• Function returns a vector not a scalar; excode = -4; infeasible = TRUE

• Function returns a list not a scalar; excode = -4; infeasible = TRUE

• Function returns a matrix list not a scalar; excode = -4; infeasible = TRUE

• Function returns an array not a scalar; excode = -4; infeasible = TRUE

• Function returned not length 1, despite not vector, matrix or array; excode = -4; infeasible = TRUE

• Function returned non-numeric value; excode = 0; excode = -1; infeasible = TRUE

• Function returned Inf or NA (non-computable); excode = -1; infeasible = TRUE

Details

fnchk attempts to discover various errors in function setup in user-supplied functions primarily intended for use in optimization calculations. There are always more conditions that could be tested!

Examples

# NOT RUN {
# Want to illustrate each case.
# Ben Bolker idea for a function that is NOT scalar
# rm(list=ls())
# library(optimx)
sessionInfo()
benbad<-function(x, y){
  # y may be provided with different structures
  f<-(x-y)^2
} # very simple, but ...

y<-1:10
x<-c(1)
cat("fc01: test benbad() with y=1:10, x=c(1)\n")
fc01<-fnchk(x, benbad, trace=4, y)
print(fc01)

y<-as.vector(y)
cat("fc02: test benbad() with y=as.vector(1:10), x=c(1)\n")
fc02<-fnchk(x, benbad, trace=1, y)
print(fc02)

y<-as.matrix(y)
cat("fc03: test benbad() with y=as.matrix(1:10), x=c(1)\n")
fc03<-fnchk(x, benbad, trace=1, y)
print(fc03)

y<-as.array(y)
cat("fc04: test benbad() with y=as.array(1:10), x=c(1)\n")
fc04<-fnchk(x, benbad, trace=1, y)
print(fc04)

y<-"This is a string"
cat("test benbad() with y a string, x=c(1)\n")
fc05<-fnchk(x, benbad, trace=1, y)
print(fc05)

cat("fnchk with Rosenbrock\n")
fr <- function(x) {   ## Rosenbrock Banana function
  x1 <- x[1]
  x2 <- x[2]
  100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
xtrad<-c(-1.2,1)
ros1<-fnchk(xtrad, fr, trace=1)
print(ros1)
npar<-2
opros<-list2env(list(fn=fr, gr=NULL, hess=NULL, MAXIMIZE=FALSE, PARSCALE=rep(1,npar), FNSCALE=1,
                     KFN=0, KGR=0, KHESS=0, dots=NULL))
uros1<-fnchk(xtrad, fr, trace=1)
print(uros1)


# }