[R] deriv when one term is indexed
Ken Knoblauch
knoblauch at lyon.inserm.fr
Sat Nov 18 09:42:56 CET 2006
Thank you for your rapid response.
This is reproducible on my system. Here it is again, with, I hope,
sufficient detail to properly document what does not work and what
does on my system,
But my original question, properly motivated or not, concerns whether
there is a way to use or adapt deriv() to work if a term is indexed,
as here my term beta is indexed by Gun?
In any case, it is puzzling that the error is not reproducible and so
I would be curious to track that down, if it is specific to my system.
Thank you. Before retrying, I upgraded to the latest patched version
(details at the end).
####The data, again
dd
Lum GL Gun mBl
0.15 0 rouge 0.09
0.07 15 rouge 0.01
0.1 31 rouge 0.04
0.19 47 rouge 0.13
0.4 63 rouge 0.34
0.73 79 rouge 0.67
1.2 95 rouge 1.14
1.85 111 rouge 1.79
2.91 127 rouge 2.85
3.74 143 rouge 3.68
5.08 159 rouge 5.02
6.43 175 rouge 6.37
8.06 191 rouge 8
9.84 207 rouge 9.78
12 223 rouge 11.94
14.2 239 rouge 14.14
16.6 255 rouge 16.54
0.1 0 vert 0.04
0.1 15 vert 0.04
0.17 31 vert 0.11
0.46 47 vert 0.4
1.08 63 vert 1.02
2.22 79 vert 2.16
3.74 95 vert 3.68
5.79 111 vert 5.73
8.36 127 vert 8.3
11.6 143 vert 11.54
15.4 159 vert 15.34
19.9 175 vert 19.84
24.6 191 vert 24.54
30.4 207 vert 30.34
36.1 223 vert 36.04
43 239 vert 42.94
49.9 255 vert 49.84
0.06 0 bleu 0
0.06 15 bleu 0
0.08 31 bleu 0.02
0.13 47 bleu 0.07
0.25 63 bleu 0.19
0.43 79 bleu 0.37
0.66 95 bleu 0.6
1.02 111 bleu 0.96
1.46 127 bleu 1.4
1.93 143 bleu 1.87
2.49 159 bleu 2.43
3.2 175 bleu 3.14
3.96 191 bleu 3.9
4.9 207 bleu 4.84
5.68 223 bleu 5.62
6.71 239 bleu 6.65
7.93 255 bleu 7.87
###For initial values - this time using plinear algorithm insted of optim
gg <- model.matrix(~-1 + Gun/GL, dd)[ , c(4:6)]
dd.plin <- nls(Lum ~ cbind(rep(1, 51), gg^gamm), data = dd,
start = list(gamm = 2.4),
alg = "plinear"
)
B <- as.vector(coef(dd.plin))
st <-list(Blev = B[2], beta = B[3:5], gamm = B[1])
dd.nls <- nls(Lum ~ Blev + beta[Gun] * GL^gamm,
data = dd, start = st
)
confint(dd.plin)
Waiting for profiling to be done...
Error in eval(expr, envir, enclos) : (subscript) logical subscript too long
### Here is the error that I observe
confint(dd.nls)
Waiting for profiling to be done...
Error in prof$getProfile() : step factor 0.000488281 reduced below
'minFactor' of 0.000976562
dd.deriv2 <- function (Blev, beta, gamm, GL)
{
.expr1 <- GL^gamm
.value <- Blev + rep(beta, each = 17) * .expr1
.grad <- array(0, c(length(.value), 5), list(NULL, c("Blev",
"beta.rouge", "beta.vert", "beta.bleu", "gamm")))
.grad[, "Blev"] <- 1
.grad[1:17, "beta.rouge"] <- .expr1[1:17]
.grad[18:34, "beta.vert"] <- .expr1[1:17]
.grad[35:51, "beta.bleu"] <- .expr1[1:17]
.grad[, "gamm"] <- ifelse(GL == 0, 0, rep(beta, each = 17) * (.expr1 *
log(GL)))
attr(.value, "gradient") <- .grad
.value
}
dd.nls.d2 <- nls(Lum ~ dd.deriv2(Blev, beta, gamm, GL), subset(dd, Gun !=
"gris"),
start = list(Blev = B[2], beta = B[3:5], gamm = B[1]))
#####But not here
confint(dd.nls.d2)
Waiting for profiling to be done...
2.5% 97.5%
Blev -1.612492e-01 2.988387e-02
beta1 1.269000e-05 1.792914e-05
beta2 3.844042e-05 5.388546e-05
beta3 6.108282e-06 8.762679e-06
gamm 2.481102e+00 2.542966e+00
R version 2.4.0 Patched (2006-11-16 r39921)
i386-apple-darwin8.8.1
locale:
C
attached base packages:
[1] "stats" "graphics" "grDevices" "utils" "datasets"
[6] "methods" "base"
other attached packages:
MASS lattice
"7.2-29" "0.14-13"
best,
ken
Gabor Grothendieck wrote:
> Please provide reproducible code which shows the error.
>
>>
>> st <- list(Blev = -0.06551802, beta = c(1.509686e-05, 4.55525e-05,
> + 7.32272e-06), gamm = 2.51187)
>>
>> dd.nls <- nls(Lum ~ Blev + beta[Gun] * GL^gamm,
> + data = dd, start = st)
>>
>> confint(dd.nls)
> Waiting for profiling to be done...
> 2.5% 97.5%
> Blev -1.612492e-01 2.988388e-02
> beta1 6.108282e-06 8.762679e-06
> beta2 1.269000e-05 1.792914e-05
> beta3 3.844042e-05 5.388546e-05
> gamm 2.481102e+00 2.542966e+00
>> R.version.string
> [1] "R version 2.4.0 Patched (2006-10-24 r39722)"
>
>
>
>
> On 11/17/06, Ken Knoblauch <knoblauch at lyon.inserm.fr> wrote:
>> Hi,
>>
>> I'm fitting a standard nonlinear model to the luminances measured
>> from the red, green and blue guns of a TV display, using nls.
>>
>> The call is:
>>
>> dd.nls <- nls(Lum ~ Blev + beta[Gun] * GL^gamm,
>> data = dd, start = st)
>> where st was initally estimated using optim()
>>
>> st
>> $Blev
>> [1] -0.06551802
>>
>> $beta
>> [1] 1.509686e-05 4.555250e-05 7.322720e-06
>>
>> $gamm
>> [1] 2.511870
>>
>> This works fine but I received an error message when I tried to
>> use confint(). I thought that getting derivatives with deriv might
>> help but found that deriv does not automatically handle the
>> indexing of the beta parameter. I modified the output of deriv
>> from the case when the term beta is not indexed to give:
>>
>> dd.deriv2 <- function (Blev, beta, gamm, GL)
>> {
>> .expr1 <- GL^gamm
>> .value <- Blev + rep(beta, each = 17) * .expr1
>> .grad <- array(0, c(length(.value), 5), list(NULL, c("Blev",
>> "beta.rouge", "beta.vert", "beta.bleu", "gamm" )))
>> .grad[, "Blev"] <- 1
>> .grad[1:17, "beta.rouge"] <- .expr1[1:17]
>> .grad[18:34, "beta.vert"] <- .expr1[1:17]
>> .grad[35:51, "beta.bleu"] <- .expr1[1:17]
>> .grad[, "gamm"] <- ifelse(GL == 0, 0, rep(beta, each = 17) * (.expr1
>> *
>> log(GL)))
>> attr(.value, "gradient") <- .grad
>> .value
>> }
>>
>> which is not general but
>> now I can get a result from confint. My question: Can deriv()
>> be made to handle an indexed term more automatically (elegantly)?
>> I think that this would become more urgent (or require more work
>> on my part) if I were to want the Hessian, too, for example, in
>> anticipation of using rms.curv as described in the on-line
>> complements for MASS.
>>
>> The plinear algorithm can be used for this model (it is similar in some
>> respects to the example given on p 218 of MASS, but the intercept
>> terms are indexed instead, there).
>>
>> Thanks for any suggestions.
>>
>> best,
>>
>> Ken
>>
>>
>> --
>> Ken Knoblauch
>> Inserm U371
>> Institut Cellule Souche et Cerveau
>> Département Neurosciences Intégratives
>> 18 avenue du Doyen Lépine
>> 69500 Bron
>> France
>> tel: +33 (0)4 72 91 34 77
>> fax: +33 (0)4 72 91 34 61
>> portable: +33 (0)6 84 10 64 10
>> http://www.lyon.inserm.fr/371/
>>
>> ______________________________________________
>> 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.
>>
>
--
Ken Knoblauch
Inserm U371
Institut Cellule Souche et Cerveau
Département Neurosciences Intégratives
18 avenue du Doyen Lépine
69500 Bron
France
tel: +33 (0)4 72 91 34 77
fax: +33 (0)4 72 91 34 61
portable: +33 (0)6 84 10 64 10
http://www.lyon.inserm.fr/371/
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