[Rd] Problem with mle in stats4 (R 1.9.1)

Daniel Hoppe daniel.hoppe at univie.ac.at
Mon Sep 13 18:12:44 CEST 2004


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

     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,


(original posting with quick workaround

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

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