[R] Can DEoptim trace output be customized?

[David Reiner]

Katharine,
Thank you for the pointer, and thanks to Josh Ulrich and William Dunlap for good suggestions.
(Also thanks to Dirk Eddelbuettel for shaming me into modifying the code.)
William's fnTracer wrapper technique doesn't require rebuilding the package, so it's easier in some ways,
especially for users who cannot build packages for some reason.
(https://stat.ethz.ch/pipermail/r-help/2013-May/353237.html)

However, I decided to make a change preserving the previous behavior,
and letting negative trace value indicate abbreviated trace output.

## When trace < 0 just print the iteration and value
$ diff ~/DEoptim/src/de4_0.c  ~/DEoptim/src/de4_0.c.ORIG 
527,530d526
<     } else if ( trace < 0 ) {
<       if( (i_iter % (-trace)) == 0 ) {
<         Rprintf("Iteration: %d bestvalit: %f\n", i_iter, t_bestC);
<       }

## Allow trace < 0
diff ~/DEoptim/R/DEoptim.R ~/DEoptim/R/DEoptim.R.ORIG 
28,31c28,31
< #  if ( trace < 0 ) {
< #    warning("'trace' cannot be negative; set to 'TRUE'")
< #    trace <- TRUE
< #  }
---
>   if ( trace < 0 ) {
>     warning("'trace' cannot be negative; set to 'TRUE'")
>     trace <- TRUE
>   }

Feel free to ignore or incorporate this change.

Thanks to all the DEoptim developers and researchers.
This package is really great!
-- David

From: Katharine Mullen [mailto:mullenkate at gmail.com] 
Sent: Thursday, May 09, 2013 2:01 PM
To: David Reiner
Cc: r-help at r-project.org
Subject: Re: Can DEoptim trace output be customized?

Dear David, 

The package doesn't have an option to customize the output of the trace.

However, you can create a custom version of the package that doesn't print the
parameters.  Get the package source code, uncompress it, and find the file
de4_0.c in the src/ directory.  Then comment out the calls to Rprintf that
print the parameter values, to read:

        Rprintf("Iteration: %d bestvalit: %f bestmemit:", i_iter, t_bestC);
        // for (j = 0; j < i_D; j++)
        //  Rprintf("%12.6f", gt_bestP[j]); 
        Rprintf("\n");

Then re-build and re-install the package (instructions are at
http://cran.r-project.org/doc/manuals/r-release/R-exts.html#Checking-and-building-packages).

On Thu, May 9, 2013 at 11:27 AM, David Reiner <David.Reiner at xrtrading.com> wrote:
I'm running DEoptim - it works great!
(A HUGE THANK YOU to David Ardia, Katharine Mullen, Brian Peterson, and Joshua Ulrich, and  Kris Boudt!!!).
Sometimes I set trace to a number so I can see a few intermediate points in the optimization.
However, I have a large number of variables and would like to omit the bestmemit, which hides what I'm more interested in: bestvalit.

Is there a way to customize the output of trace so it omits the best member?

Thanks,
David L. Reiner


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