[R] pass data to log-likelihood function

[Duncan Murdoch]

On 9/4/2008 10:54 AM, Jinsong Zhao wrote:
> Hi there,
> 
> When I do bootstrap on a maximum likelihood estimation, I try the
> following code, however, I get error:
> 
> Error in minuslogl(alpha = 0, beta = 0) : object "x" not found
> 
> It seems that mle() only get data from workspace, other than the
> boot.fun().

This is the way R does scoping.  Your ll function was defined in the 
global environment, so that's where it will look for x, n and r.  If you 
want it to look at the local variables in boot.fun, then you should 
define it in boot.fun.

Duncan Murdoch

> My question is how to pass the data to mle() in my case.
> 
> I really appreciated to any suggestions.
> 
> Best wishes,
> Jinsong
> 
> #-----------code start here---------------
> x <- c(32, 16, 8, 4, 2, 1)
> r <- c(20, 12, 10, 8, 6, 0)
> n <- c(20, 20, 20, 20, 20, 20)
> 
> mydata <- data.frame(x = x, r = r, n = n)
> rm(x, r, n) #if not rmed, it will affect the final result.
> 
> 
> ll <- function(alpha, beta) { #how to pass the data to this function?
>   x <- log10(x)
>   P <- pnorm(alpha + beta * x)
>   P <- pmax(pmin(P,1),0)
>   -(sum(r * log(P)) + sum((n - r)* log(1-P)))
> }
> 
> boot.fun <- function(data, index) {
>     boot.data <- data[index, ]
>     # it seems that the following three line dose nothing with the mle()
>     x <- boot.data$x
>     r <- boot.data$r
>     n <- boot.data$n
>     fit <- mle(ll, start = list(alpha = 0, beta = 0), method = "BFGS")
>     boot.coef <- coef(fit)
>     stats <- -boot.coef[1] / boot.coef[2]
> }
> 
> library(stats4)
> library(boot)
> 
> myboot <- boot(mydata, boot.fun, R = 199)
> # give the error message:
> # Error in minuslogl(alpha = 0, beta = 0) : object "x" not found
> #-----------code end here---------------
> 
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