[R] lme4/Matrix: Call to .Call("mer_update_y"...) and LMEoptimize gives unexpected side effect...
Søren Højsgaard
Soren.Hojsgaard at agrsci.dk
Thu Mar 16 22:43:53 CET 2006
Dear all
I want to compute Monte Carlo p-values in lmer-models based on sampled data sets. To speed up calculations, I've tried to use internal functions from the Matrix package (as suggested ealier on the list by Doug Bates).
So I did:
fm2 <- lmer(resistance ~ ET + position + (1|Grp), Semiconductor,method='ML')
simdata<-simulate(fm2,nsim=1)
ynew <- simdata[,1]
mer <- fm2
.Call("mer_update_y", mer, ynew, PACKAGE = "Matrix")
mer1u <- LMEoptimize(mer, lmerControl(mer))
What puzzles me is that this call alters my original model fm2 as some kind of side effect. In fact, after the call fm2 is the same as mer1u. Is this side effect intentional and is it possible to avoid?
A detail is that "LMEoptmize" and "LMEoptimize<-" are not exported from the namespace in Matrix, so I simply copied the LMEoptimize function and made it an ordinary function as shown below.
Thanks in advance
Søren
LMEoptimize <- function(x, value)
{
if (value$msMaxIter < 1) return(x)
nc <- x at nc
constr <- unlist(lapply(nc, function(k) 1:((k*(k+1))/2) <= k))
fn <- function(pars)
deviance(.Call("mer_coefGets", x, pars, 2, PACKAGE = "Matrix"))
gr <- if (value$gradient)
function(pars) {
if (!isTRUE(all.equal(pars,
.Call("mer_coef", x,
2, PACKAGE = "Matrix"))))
.Call("mer_coefGets", x, pars, 2, PACKAGE = "Matrix")
.Call("mer_gradient", x, 2, PACKAGE = "Matrix")
}
else NULL
optimRes <- nlminb(.Call("mer_coef", x, 2, PACKAGE = "Matrix"),
fn, gr,
lower = ifelse(constr, 5e-10, -Inf),
control = list(iter.max = value$msMaxIter,
trace = as.integer(value$msVerbose)))
.Call("mer_coefGets", x, optimRes$par, 2, PACKAGE = "Matrix")
if (optimRes$convergence != 0) {
warning(paste("nlminb returned message",
optimRes$message,"\n"))
}
return(x)
}
lmerControl <-
function(maxIter = 200, # used in ../src/lmer.c only
tolerance = sqrt(.Machine$double.eps),# ditto
msMaxIter = 200,
## msTol = sqrt(.Machine$double.eps),
## FIXME: should be able to pass tolerances to nlminb()
msVerbose = getOption("verbose"),
niterEM = 15,
EMverbose = getOption("verbose"),
PQLmaxIt = 30,# FIXME: unused; PQL currently uses 'maxIter' instead
gradient = TRUE,
Hessian = FALSE # unused _FIXME_
)
{
list(maxIter = as.integer(maxIter),
tolerance = as.double(tolerance),
msMaxIter = as.integer(msMaxIter),
## msTol = as.double(msTol),
msVerbose = as.integer(msVerbose),# "integer" on purpose
niterEM = as.integer(niterEM),
EMverbose = as.logical(EMverbose),
PQLmaxIt = as.integer(PQLmaxIt),
gradient = as.logical(gradient),
Hessian = as.logical(Hessian))
}
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