Merge pull request #450 from QBatista/invalid_inputs_brent_max

ENH: Add errors for invalid inputs for `brent_max`
QuantEcon · Dec 11, 2018 · ab0c261 · ab0c261
2 parents 083e003 + cde2f7b
commit ab0c261
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Showing 2 changed files with 34 additions and 8 deletions.
diff --git a/quantecon/optimize/scalar_maximization.py b/quantecon/optimize/scalar_maximization.py
@@ -34,7 +34,7 @@ def brent_max(func, a, b, args=(), xtol=1e-5, maxiter=500):
     info : tuple
         A tuple of the form (status_flag, num_iter).  Here status_flag
         indicates whether or not the maximum number of function calls was
-        attained.  A value of 0 implies that the maximum was not hit.  
+        attained.  A value of 0 implies that the maximum was not hit.
         The value `num_iter` is the number of function calls.
 
     Example
@@ -49,7 +49,15 @@ def f(x):
     ```
 
     """
-
+    if not np.isfinite(a):
+        raise ValueError("a must be finite.")
+
+    if not np.isfinite(b):
+        raise ValueError("b must be finite.")
+
+    if not a < b:
+        raise ValueError("a must be less than b.")
+
     maxfun = maxiter
     status_flag = 0
 

diff --git a/quantecon/optimize/tests/test_scalar_max.py b/quantecon/optimize/tests/test_scalar_max.py
@@ -4,38 +4,43 @@
 """
 import numpy as np
 from numpy.testing import assert_almost_equal
+from nose.tools import raises
 from numba import njit
 
 from quantecon.optimize import brent_max
 
+
 @njit
 def f(x):
     """
     A function for testing on.
     """
     return -(x + 2.0)**2 + 1.0
 
+
 def test_brent_max():
     """
-    Uses the function f defined above to test the scalar maximization 
+    Uses the function f defined above to test the scalar maximization
     routine.
     """
     true_fval = 1.0
     true_xf = -2.0
     xf, fval, info = brent_max(f, -2, 2)
     assert_almost_equal(true_fval, fval, decimal=4)
     assert_almost_equal(true_xf, xf, decimal=4)
-
+
+
 @njit
 def g(x, y):
     """
     A multivariate function for testing on.
     """
     return -x**2 + y
-
+
+
 def test_brent_max():
     """
-    Uses the function f defined above to test the scalar maximization 
+    Uses the function f defined above to test the scalar maximization
     routine.
     """
     y = 5
@@ -46,6 +51,21 @@ def test_brent_max():
     assert_almost_equal(true_xf, xf, decimal=4)
 
 
+@raises(ValueError)
+def test_invalid_a_brent_max():
+    brent_max(f, -np.inf, 2)
+
+
+@raises(ValueError)
+def test_invalid_b_brent_max():
+    brent_max(f, -2, np.inf)
+
+
+@raises(ValueError)
+def test_invalid_a_b_brent_max():
+    brent_max(f, 1, 0)
+
+
 if __name__ == '__main__':
     import sys
     import nose
@@ -54,5 +74,3 @@ def test_brent_max():
     argv.append('--verbose')
     argv.append('--nocapture')
     nose.main(argv=argv, defaultTest=__file__)
-
-