[Rd] Problem with mle in stats4 (R 1.9.1)

[Peter Dalgaard]

Peter Dalgaard <p.dalgaard at biostat.ku.dk> writes:

> > (original posting with quick workaround
> > http://tolstoy.newcastle.edu.au/R/help/04/07/1778.html)
> 
> Could well be fix, not just workaround.... Given that optim wasn't
> designed to be able to hold arguments constant, any fix is going to be
> somewhat kludgy.

Had another look and your workaround turned out to be a bit too
kludgy. This seems to work (the eval() is important):

        if (!is.null(call$control$ndeps))
           call$control$ndeps <- eval(call$control$ndeps)[-i]
        if (!is.null(call$control$parscale))
           call$control$parscale <- eval(call$control$parscale)[-i]

and a bit further down, I think you need to move the assignment to
"call" inside the "for (i in which)" loop, so that the changes don't
accumulate. 

Leaves one issue, namely *where* to eval, and the above code is not
quite right (you might capture a local variable of profile.mle, and if
you called mle from a function, references to local variables inside
that function can not be passed). Then again it actually never was
right since the try(eval(call),....) call has the same issue. We
really ought to save the environment of the original call to mle to be
safe. How best to do that is a bit unclear to me. Could add a slot of
just set the environment of the call (but that seems not to be
documented to work...).

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907