[Rd] suggested modification to the 'mle' documentation?
Gabor Grothendieck
ggrothendieck at gmail.com
Fri Dec 7 14:32:26 CET 2007
On Dec 7, 2007 8:10 AM, Peter Dalgaard <P.Dalgaard at biostat.ku.dk> wrote:
> Ben Bolker wrote:
> > At this point I'd just like to advertise the "bbmle" package
> > (on CRAN) for those who respectfully disagree, as I do, with Peter over
> > this issue. I have added a data= argument to my version
> > of the function that allows other variables to be passed
> > to the objective function. It seems to me that this is perfectly
> > in line with the way that other modeling functions in R
> > behave.
> >
> This is at least cleaner than abusing the "fixed" argument. As you know,
> I have reservations, one of which is that it is not a given that I want
> it to behave just like other modeling functions, e.g. a likelihood
> function might refer to more than one data set, and/or data that are not
> structured in the traditional data frame format. The design needs more
> thought than just adding arguments.
>
> I still prefer a design based a plain likelihood function. Then we can
> discuss how to construct such a function so that the data are
> incorporated in a flexible way. There are many ways to do this, I've
> shown one, here's another:
>
> > f <- function(lambda) -sum(dpois(x, lambda, log=T))
> > d <- data.frame(x=rpois(10000, 12.34))
> > environment(f)<-evalq(environment(),d)
> > mle(f, start=list(lambda=10))
>
> Call:
> mle(minuslogl = f, start = list(lambda = 10))
>
> Coefficients:
> lambda
> 12.3402
>
The explicit environment manipulation is what I was referring to but
we can simplify it using proto. Create a proto object to hold
f and x then pass the f in the proto object (rather than the
original f) to mle. That works because proto automatically resets
the environment of f when its added to avoiding the evalq.
> set.seed(1)
> library(proto)
> f <- function(lambda) -sum(dpois(x, lambda, log=TRUE))
> p <- proto(f = f, x = rpois(100, 12.34))
> mle(p[["f"]], start = list(lambda = 10))
Call:
mle(minuslogl = p[["f"]], start = list(lambda = 10))
Coefficients:
lambda
12.46000
> It is not at all an unlikely design to have mle() as a generic function
> which works on many kinds of objects, the default method being
> function(object,...) mle(minuslogl(obj)) and minuslogl is an extractor
> function returning (tada!) the negative log likelihood function.
> > (My version also has a cool formula interface and other
> > bells and whistles, and I would love to get feedback from other
> > useRs about it.)
> >
> > cheers
> > Ben Bolker
> >
> >
>
>
> --
>
> O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
>
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