[Rd] suggested modification to the 'mle' documentation?
Peter Dalgaard
P.Dalgaard at biostat.ku.dk
Fri Dec 7 14:10:22 CET 2007
Ben Bolker wrote:
> At this point I'd just like to advertise the "bbmle" package
> (on CRAN) for those who respectfully disagree, as I do, with Peter over
> this issue. I have added a data= argument to my version
> of the function that allows other variables to be passed
> to the objective function. It seems to me that this is perfectly
> in line with the way that other modeling functions in R
> behave.
>
This is at least cleaner than abusing the "fixed" argument. As you know,
I have reservations, one of which is that it is not a given that I want
it to behave just like other modeling functions, e.g. a likelihood
function might refer to more than one data set, and/or data that are not
structured in the traditional data frame format. The design needs more
thought than just adding arguments.
I still prefer a design based a plain likelihood function. Then we can
discuss how to construct such a function so that the data are
incorporated in a flexible way. There are many ways to do this, I've
shown one, here's another:
> f <- function(lambda) -sum(dpois(x, lambda, log=T))
> d <- data.frame(x=rpois(10000, 12.34))
> environment(f)<-evalq(environment(),d)
> mle(f, start=list(lambda=10))
Call:
mle(minuslogl = f, start = list(lambda = 10))
Coefficients:
lambda
12.3402
It is not at all an unlikely design to have mle() as a generic function
which works on many kinds of objects, the default method being
function(object,...) mle(minuslogl(obj)) and minuslogl is an extractor
function returning (tada!) the negative log likelihood function.
> (My version also has a cool formula interface and other
> bells and whistles, and I would love to get feedback from other
> useRs about it.)
>
> cheers
> Ben Bolker
>
>
--
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