R help - Dec 2006 - wrapping mle()

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

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
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

On Fri, 29 Dec 2006, Sebastian P. Luque 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.
You need to set the environment of ll to that containing your data 
objects.  This would happen automatically if you defined ll in the 
function fit.mle.  A brutal solution would be

fit.mle <- function(FUN, x, y) {
    loglik.fun <- match.fun(FUN)
    environment(loglik.fun) <- sys.frame(sys.nframe())
    mle(loglik.fun, method="L-BFGS-B", lower=c(0, 0))
}

but of course that would remove the previous environment from the scope, 
so you may need something like

    env <- sys.frame(sys.nframe())
    parent.env(env) <- environment(ll)
    environment(loglik.fun) <- env


-- 
Brian D. Ripley,                  ripley at 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

On Sat, 30 Dec 2006 07:41:48 +0000 (GMT),
Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:

[...]
> You need to set the environment of ll to that containing your data
> objects.  This would happen automatically if you defined ll in the
> function fit.mle.  A brutal solution would be
> fit.mle <- function(FUN, x, y) { loglik.fun <- match.fun(FUN)
> environment(loglik.fun) <- sys.frame(sys.nframe()) mle(loglik.fun,
> method="L-BFGS-B", lower=c(0, 0))
> }
> but of course that would remove the previous environment from the scope,
> so you may need something like
>     env <- sys.frame(sys.nframe()) parent.env(env) <- environment(ll)
> environment(loglik.fun) <- env
Thanks to both of you.  I really need to get to grips with environments.


Happy new year,

-- 
Seb