R devel - Sep 2004 - Problem with mle in stats4 (R 1.9.1)

Hi!

This is a repost of an earlier message (with a clearer example
demonstrating the problem I ran into). If you run the mle example in
stats4

     library(stats4)
     x <- 0:10
     y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
     ll <- function(ymax=15, xhalf=6)
         -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
     (fit <- mle(ll))
     plot(profile(fit), absVal=FALSE)

everything works fine. Now run 

     (fit <- mle(ll, method="BFGS", control=list(ndeps=c(1e-3,
1e-3))))
     plot(profile(fit), absVal=FALSE)

and you will get

Error in interpSpline.default(obj[[i]]$par.vals[, i], obj[[i]]$z,
na.action = na.omit) : 
        only 0's may mix with negative subscripts

This happens because optim gets the old ndeps but just one variable to
optimize. The optim error is not reported, so the problem is rather hard
to trace. Would you agree that this would be worth fixing?

Best regards,

Daniel

(original posting with quick workaround
http://tolstoy.newcastle.edu.au/R/help/04/07/1778.html)

--
Daniel Hoppe
Department of Marketing
University of Vienna
Bruenner Strasse 72
1210 Vienna
Austria

We are currently on R 2.0.0 alpha.  If you submit a bug fix, preferably 
this week and at the latest next week, it will be considered for 2.0.0.

Please take seriously that R is an open project and does not have `staff' 
to fix bugs.  If you think it is worth fixing, please fix it for us
by providing a complete analysis and fixes for all the possible options 
that might be affected.

The best place for a patch to be sent is R-bugs.

On Mon, 13 Sep 2004, Daniel Hoppe wrote:
> Hi!
> 
> This is a repost of an earlier message (with a clearer example
> demonstrating the problem I ran into). If you run the mle example in
> stats4
> 
>      library(stats4)
>      x <- 0:10
>      y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
>      ll <- function(ymax=15, xhalf=6)
>          -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
>      (fit <- mle(ll))
>      plot(profile(fit), absVal=FALSE)
> 
> everything works fine. Now run 
> 
>      (fit <- mle(ll, method="BFGS", control=list(ndeps=c(1e-3,
1e-3))))
>      plot(profile(fit), absVal=FALSE)
> 
> and you will get
> 
> Error in interpSpline.default(obj[[i]]$par.vals[, i], obj[[i]]$z,
> na.action = na.omit) : 
>         only 0's may mix with negative subscripts
> 
> This happens because optim gets the old ndeps but just one variable to
> optimize. The optim error is not reported, so the problem is rather hard
> to trace. Would you agree that this would be worth fixing?
> 
> Best regards,
> 
> Daniel
> 
> (original posting with quick workaround
> http://tolstoy.newcastle.edu.au/R/help/04/07/1778.html)
> 
> --
> Daniel Hoppe
> Department of Marketing
> University of Vienna
> Bruenner Strasse 72
> 1210 Vienna
> Austria
> 
> ______________________________________________
> R-devel@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
> 
> 
-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

"Daniel Hoppe" <daniel.hoppe@univie.ac.at> writes:
> Hi!
> 
> This is a repost of an earlier message (with a clearer example
> demonstrating the problem I ran into). If you run the mle example in
> stats4
....
> This happens because optim gets the old ndeps but just one variable to
> optimize. The optim error is not reported, so the problem is rather hard
> to trace. Would you agree that this would be worth fixing?
Definitely (and the problem is still in 2.0.0 alpha). Thanks for the
reminder.
> (original posting with quick workaround
> http://tolstoy.newcastle.edu.au/R/help/04/07/1778.html)
Could well be fix, not just workaround.... Given that optim wasn't
designed to be able to hold arguments constant, any fix is going to be
somewhat kludgy.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907