[Rd] data argument and environments

[Duncan Murdoch]

On 11/04/2009 6:50 PM, roger koenker wrote:
> I'm having difficulty with an environmental issue:  I have an additive  
> model fitting function
> with a typical call that looks like this:
> 
> require(quantreg)
> n <- 100
> x <- runif(n,0,10)
> y <- sin(x) + rnorm(n)/5
> d <- data.frame(x,y)
> lam <- 2
> 
> 	f <- rqss(y ~ qss(x, lambda = lam), data = d)
> 
> this is fine when invoked as is; x and y are found in d, and lam is  
> found the .GlobalEnv,
> or at least this is how I understand it.  Now,  I'd like to have a  
> function say,
> 
> 	h <- function(lam)
> 		AIC(rqss(y ~ qss(x, lambda = lam), data = d))
> 
> but now,  if I do:
> 
> 	rm(lam)
> 	h(1)
> Error in qss1(x, constraint = constraint, lambda = lambda, dummies =  
> dummies,  :
>    object "lam" not found
> 
> worse, if there is a "lam"  in the .GlobalEnv it is used instead of  
> the argument specified to h().
> If I remove the data=d argument in the function definition then lam is  
> passed correctly.
> presumably because data defaults to parent.env().   I recognize that  
> this is probably an elementary confusion on my part, but my  
> understanding of environments is very limited.
> I did read  the entry for FAQ 7.12,  but I'm still unenlightened.

Formulas have environments attached to them, and modelling functions 
should look there if they don't find the object in the data argument. 
If your h is defined exactly as you wrote it, then the environment of 
the y ~ qss(...) formula will automatically be the evaluation frame of 
h, so it should be able to find lam.

You wrote rqss, right?  So perhaps you aren't evaluating the variables 
in the formula in the right place.  Do you use model.frame to do it? 
(See lm() for an example:  it takes the original call to lm, throws away 
all but a few arguments, and turns it into a call to model.frame() to 
find the necessary variables.)  model.frame() knows about environments 
and stuff, but assumes linear model-like data.

Duncan Murdoch

> 
> url:    www.econ.uiuc.edu/~roger                Roger Koenker
> email   rkoenker at uiuc.edu                       Department of Economics
> vox:    217-333-4558                            University of Illinois
> fax:    217-244-6678                            Champaign, IL 61820
> 
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