[Rd] getting names of p vector in nlm function...

[Prof Brian Ripley]

The names never change, so having nlm/optim preserve them is just a 
(considerable) waste of resources.  You can however pass them as a 
separate parameter via the ... argument of nlm/optim.

On Mon, 6 Oct 2003, Jeff D. Hamann wrote:

> Dear R programming folks:
> 
> I'm trying to finish off a package for non-linear simultaneous system
> estimation and I've been trying to figure out how to get the names of the
> parameter vector variables when inside the function that nlm calls to return
> the objective function value:
> 
> knls <- function( theta, eqns, data, fitmethod="OLS", instr=NULL, S=NULL )
>   {
> 
>     ##     print( names( theta ) )              # returns NULL
>     ## get the values of the parameters
>     for( i in 1:length( theta ) )
>       {
>         val <- theta[i]
>         storage.mode( val ) <-  "double"
>         assign( names( theta )[i], val )          # gags here cause I can't
> get the names...
>       }
> 
>     ## resids = eval( lhs ) - eval( rhs )
>     for( i in length( eqns ) )
>       {
>         lhs[[i]] <- eval( formula( eqns[[i]] )[2] )
>         rhs[[i]] <- eval( formula( eqns[[i]] )[3] )
>         residi[[i]] <- lhs[[i]] - rhs[[i]]
>         r <- rbind( r, as.matrix( residi[[i]] ) )
>       }
> 
>     ## blah, blah, blah....
> 
>     knls <- obj
> }
> 
> 
> print( "calling nlstest" )
> demand2 <- q ~ d0 + d1 * p + d2 * d
> supply2 <- q ~ s0 + s1 * p + s2 * f + s3 * a
> system2 <- list( demand2, supply2 )
> sv2 <- c(d0=3,d2=4,d1=4.234,s0=-2.123,s2=2.123,s3=4.234,s1=0.234)
> 
> ### call the nlm function to get the estimates...
> estnew <- nlm( knls, sv2, hessian=TRUE, print.level=1, eqns=system2,
> data=kmenta, fitmethod="OLS" )
> 
> My question is why can't I simply call names on the vector (sv2) that is
> passed into the nlm function to get the parameters? I was assuming that the
> names, if available, are always present no matter where they get passed. Is
> that not correct? Optim give the same results. Is it possible to "get"
> nlm/optim to preserve the names without modifying the C code? I started
> looking at the R and C code to examine where to change this and found the
> 
> SEXP do_nlm(SEXP call, SEXP op, SEXP args, SEXP rho)
> 
> function, but I'm not really sure how to modifiy yet to preserve the
> variable names, if there are variable names when it gets to that function.
> Plus I'd have to install lots of new and potentially conflicting tools on my
> win32 machine and then debug to the code... so i think I'm going to have to
> find another solution to my problem, which is a drag as the solution I
> originally thought of (get the names from p vector) would be the best one so
> far.
> 
> 
> 
> Thanks,
> Jeff.
> 
> 
> ---
> Jeff D. Hamann
> Hamann, Donald and Associates, Inc.
> PO Box 1421
> Corvallis, Oregon USA 97339-1421
> (office) 541-754-1428
> (cell) 541-740-5988
> jeff_hamann at hamanndonald.com
> www.hamanndonald.com
> 
> ______________________________________________
> R-devel at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
> 
> 

-- 
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