[Rd] Problem with mle in stats4 (R 1.9.1)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Sep 13 18:58:53 CEST 2004
We are currently on R 2.0.0 alpha. If you submit a bug fix, preferably
this week and at the latest next week, it will be considered for 2.0.0.
Please take seriously that R is an open project and does not have `staff'
to fix bugs. If you think it is worth fixing, please fix it for us
by providing a complete analysis and fixes for all the possible options
that might be affected.
The best place for a patch to be sent is R-bugs.
On Mon, 13 Sep 2004, Daniel Hoppe wrote:
> Hi!
>
> This is a repost of an earlier message (with a clearer example
> demonstrating the problem I ran into). If you run the mle example in
> stats4
>
> library(stats4)
> x <- 0:10
> y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
> ll <- function(ymax=15, xhalf=6)
> -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
> (fit <- mle(ll))
> plot(profile(fit), absVal=FALSE)
>
> everything works fine. Now run
>
> (fit <- mle(ll, method="BFGS", control=list(ndeps=c(1e-3, 1e-3))))
> plot(profile(fit), absVal=FALSE)
>
> and you will get
>
> Error in interpSpline.default(obj[[i]]$par.vals[, i], obj[[i]]$z,
> na.action = na.omit) :
> only 0's may mix with negative subscripts
>
> This happens because optim gets the old ndeps but just one variable to
> optimize. The optim error is not reported, so the problem is rather hard
> to trace. Would you agree that this would be worth fixing?
>
> Best regards,
>
> Daniel
>
> (original posting with quick workaround
> http://tolstoy.newcastle.edu.au/R/help/04/07/1778.html)
>
> --
> Daniel Hoppe
> Department of Marketing
> University of Vienna
> Bruenner Strasse 72
> 1210 Vienna
> Austria
>
> ______________________________________________
> R-devel at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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