suggested modification to the 'mle' documentation?
On Sat, 8 Dec 2007, Peter Dalgaard wrote:
Luke Tierney wrote: [misc snippage]
But I'd prefer to avoid the necessity for users to manipulate the environment of a function. I think the pattern model( f, data=d )
For working at the general likelihood I think is is better to
encourage the approach of definign likelihood constructor functions.
The problem with using f, data is that you need to mathc the names
used in f and in data, so either you have to explicitly write out f
with the names you have in data or you have to modify data to use the
names f likes -- in the running example think
f <- function(lambda) -sum(dpois(x, lambda, log=T))
d <- data.frame(y=rpois(10000, 12.34))
somebody has to connext up the x in f with the y in d.
[more snippage] That's not really worse than having to match the names in a model formula to the names of the data frame in lm(), is it?
Yes and no.
If the likelihood is simple engough to include in line, is in
d <- data.frame(y=rpois(100,12.34))
mle(function(lambda) -sum(dpois(d$y, lambda, log = TRUE)),
start = list(lambda=10))
or neaarly in line, eg in a with or local construct, like
with(d, {
f <- function(lambda) -sum(dpois(y, lambda, log = TRUE))
mle(f, start = list(lambda=10))
})
or
local({
y <- d$y
f <- function(lambda) -sum(dpois(y, lambda, log = TRUE))
mle(f, start = list(lambda=10))
})
then I think it is essentially the same. But if the function is
complex enough that you will want to define and debug it separately
then you will probably want to be able to reuse your code directly,
not with copy-paste-edit. At that point things are different.
In a sense this difference also exists with model formulas as well. We
usually write formular in line, rather than something like
f <- y ~ x
lm(f)
With simple formulalas that is reasonable. But it would be nice to be
able to abstract out common patterns of more complex fomulas for
simple reuse. A simple-minded example might be to be able to define a
splitPlot formula operator so one can write
yield ~ splitPlot(whole = fertilizer, sub = variety)
This sort of thing would become more useful in more complicated
multi-level models. I could be wrong but I don't think BUGS has the
ability to abstract out submodel patterns in this way. Don't know if
any of the other multi-level modeling systems provide this. Might be
worth looking into; it's not unrelated to the issues you raise below.
luke
The thing that I'm looking for in these matters is a structure which allows us to operate on likelihood functions in a rational way, e.g. reparametrize them, join multiple likelihoods with some parameters in common, or integrate them. The join operation is illustrative: You can easily do negljoint <- function(alpha, beta, gamma, delta) negl1(alpha, beta, gamma) + negl2(beta, gamma, delta) and with a bit of diligence, this could be the result of Join(negl1, negl2). But if the convention is that likelihods have their their data as an argument, you also need to also automatically define a data argument fot negljoint, (presumably a list of two) and organize that the calls to negl1 and negl2 contains the appropriate subdata. It is the sort of thing that might be doable, but you'd rather do without. -pd
Luke Tierney
Chair, Statistics and Actuarial Science
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa Phone: 319-335-3386
Department of Statistics and Fax: 319-335-3017
Actuarial Science
241 Schaeffer Hall email: luke at stat.uiowa.edu
Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu