[R] wrapping mle()

[Gabor Grothendieck]

That has two disadvantages:

(1) it only works if the user is defining ll himself; however, if the
user is getting
ll from somewhere else then its not applicable since the user no
longer controls its
scope whereas resetting the environment method still works

(2) its "cleaner" for the developer but harder for the user who is now
forced into
a more complicated construct, i.e. the nested double function construct

By the way, here is one additional solution using the proto package that
avoids explicitly resetting of the environment in favor implicitly setting it.
A new proto object is created which to hold FUN and since proto methods have
their object as their scope, their environment is implicitly reset:

library(proto)
library(stats4)
ll <- function(ymax=15, xhalf=6) {
  -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
}
fit.mle <- function(FUN, x, y)
  mle(proto(FUN = match.fun(FUN))[["FUN"]], method="L-BFGS-B", lower=c(0, 0))
fit.mle("ll", x=0:10, y=c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8))






On 12/30/06, Luke Tierney <luke at stat.uiowa.edu> wrote:
> It is much cleaner to do this sort of thing with lexical scope.  For
> example,
>
>     mkll <- function(x, y) {
>        function(ymax=15, xhalf=6) {
>           -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
>        }
>     }
>
> creates a log-likelihood likelyhood function for data x,y that can
> then be used by
>
>     fit.mle <- function(mkfun, x, y) {
>         loglik.fun <- mkfun(x, y)
>         mle(loglik.fun, method="L-BFGS-B", lower=c(0, 0))
>     }
>
> as in
>
>
>     > fit.mle(mkll, x=0:10, y=c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8))
>
>     Call:
>     mle(minuslogl = loglik.fun, method = "L-BFGS-B", lower = c(0,
>         0))
>
>     Coefficients:
>          ymax     xhalf
>     24.999420  3.055779
>
> It is not clear why you want to be able to pass ll as a character
> string or why you want to assume that the thing passed in will refer
> to variables named 'x' and 'y', both usually bad ideas, so this
> specific approach may not apply, but something variant should.
>
> The ability to use environment(f)<-env to change the environment of a
> function is one of the most dubious language features of R (maybe the
> most dubious, though there are a couple of other strong contenders)
> and should not be used except in very rare circumstances.
>
> Best,
>
> luke
>
> On Sat, 30 Dec 2006, Gabor Grothendieck wrote:
>
> > Add the line marked ### so that the environment of loglik.fun is reset to
> > the environment within fit.mle so that it can find y there:
> >
> > library(stats4)
> > ll <- function(ymax=15, xhalf=6) {
> >   -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
> > }
> > fit.mle <- function(FUN, x, y) {
> >   loglik.fun <- match.fun(FUN)
> >   environment(loglik.fun) <- environment() ###
> >   mle(loglik.fun, method="L-BFGS-B", lower=c(0, 0))
> > }
> > fit.mle("ll", x=0:10, y=c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8))
> >
> >
> >
> > On 12/30/06, Sebastian P. Luque <spluque at gmail.com> wrote:
> >> Hi,
> >>
> >> How can we set the environment for the minuslog function in mle()?  The
> >> call in this code fails because the "ll" function cannot find the object
> >> 'y'.  Modifying from the example in ?mle:
> >>
> >>
> >> library(stats4)
> >> ll <- function(ymax=15, xhalf=6) {
> >>    -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
> >> }
> >> fit.mle <- function(FUN, x, y) {
> >>    loglik.fun <- match.fun(FUN)
> >>    mle(loglik.fun, method="L-BFGS-B", lower=c(0, 0))
> >> }
> >> fit.mle("ll", x=0:10, y=c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8))
> >>
> >>
> >> How should "fit.mle" be constructed so that "ll" works on the appropriate
> >> environment?  Thanks in advance for any advice on this.
> >>
> >>
> >> --
> >> Seb
> >>
> >> ______________________________________________
> >> R-help at stat.math.ethz.ch mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
> --
> Luke Tierney
> Chair, Statistics and Actuarial Science
> Ralph E. Wareham Professor of Mathematical Sciences
> University of Iowa                  Phone:             319-335-3386
> Department of Statistics and        Fax:               319-335-3017
>    Actuarial Science
> 241 Schaeffer Hall                  email:      luke at stat.uiowa.edu
> Iowa City, IA 52242                 WWW:  http://www.stat.uiowa.edu
>