maxLik (version 0.5-6)

fnSubset: Call fnFull with variable and fixed parameters

Description

Combine variable parameters in x with xFixed and pass to fnFull. Useful for optimizing over a subset of parameters without writing a separate function. Values are combined by name if available. Otherwise, xFull is constructed by position (the default).

Usage

fnSubset(x, fnFull, xFixed, xFull=c(x, xFixed), ...)

Arguments

x

Variable parameters to be passed to fnFull.

fnFull

Function whose first argument has length = length(xFull).

xFixed

Parameters to be combined with x to construct the first argument for a call to fnFull.

xFull

Prototype initial argument for fnFull.

...

Optional arguments passed to fnFull.

Value

• value returned by fnFull

Details

1. Confirm that length(x) + length(xFixed) = length(xFull) 2. If xFull has names, match at least xFixed by name. Else xFull = c(x, xFixes), the default. 3. fnFull(xFull, ...)

See Also

optim dlmMLE maxLik maxNR

Examples

##
## Test with 'optim'
##
fn <- function(x, x0)(x[2]-2*x[1]-x0)^2
fullEst <- optim(1:2, fn, x0=3)

# Fix the last component 
est4 <- optim(1, fnSubset, x0=3, fnFull=fn, xFixed=4)

# Fix the first component
fnSubset(1, fn, c(a=4), c(a=1, b=2), x0=3)
# After substitution:  xFull = c(a=4, b=1),
# so fn = (1-2*4-3)^2 = (-10)^2 = 100 

est4. <- optim(1, fnSubset, x0=3, fnFull=fn, xFixed=c(a=4), 
               xFull=c(a=1, b=2))
# At optim: xFull=c(a=4, b=10.9),
# so fn = (10.9-2*4-3)^2 = (-0.1)^2 = 0.01 

##
## Test with maxNR
##
#  fn2max = -fn
fn2max <- function(x, x0, ...)(-(x[2]-2*x[1]-x0)^2)
#  Need "..." here when called directly from maxNR,
#  because maxNR will also pass 'constantPar'  
# Fix the last component 
NR4 <- maxNR(fnSubset, start=1, x0=3, fnFull=fn2max, xFixed=4)
# Same thing using maxNR(..., activePar)
NR4. <- maxNR(fn2max, start=c(1, 4), x0=3, constantPar=2)

##
## Test with maxLik
##
# Same as maxNR
max4 <- maxLik(fnSubset, start=1, x0=3, fnFull=fn2max, xFixed=4)
# Same thing using constantPar in maxNR, called by maxLik 
max4 <- maxLik(fn2max, start=c(1, 4), x0=3, constantPar=2)