From Thomas.Petzoldt at tu-dresden.de  Wed Dec  3 12:18:25 2008
From: Thomas.Petzoldt at tu-dresden.de (Thomas Petzoldt)
Date: Wed, 03 Dec 2008 12:18:25 +0100
Subject: [Rd] nlminb: names of parameter vector not passed to objective
	function
Message-ID: <49366B01.8070202@tu-dresden.de>

Dear R developers,

I tried to use nlminb instead of optim for a current problem (fitting 
parameters of a differential equation model). The PORT algorithm 
converged much better than any of optim's methods and the identified 
parameters are plausible. However, it took me a while before spotting 
the reason of a technical problem that nlminb, in contrast to optim, 
does not pass names of the start parameters to the objective function.

Please find below a minimum reproducible example. There is, of course, a 
workaround, but in order to make optim and nlme more compatible I would 
ask whether it would be possible to change this idiosyncratic behavior?

Tested with:

R version 2.8.0 Patched (2008-11-04 r46830) i386-pc-mingw32

and also

R version 2.9.0 Under development (unstable) (2008-12-03 r47039)
i386-pc-mingw32

Thanks a lot

Thomas Petzoldt



set.seed(3577) # make it reproducible

## 1) example taken from  ?nlminb -------------------------------------
x <- rnbinom(100, mu = 10, size = 10)
hdev <- function(par) {
     -sum(dnbinom(x, mu = par[1], size = par[2], log = TRUE))
}
nlminb(c(20, 20), hdev, lower = 0.001, upper = Inf)
## --> works without problems

## 2) same example, but with named vectors -----------------------------
hdev <- function(par) {
     cat(names(par), "\n")  # show what happens
     -sum(dnbinom(x, mu = par["mu"], size = par["size"], log = TRUE))
}
start <- c(mu=20, size=20)

optim(start, hdev, lower = 0.001, upper = Inf, method="L-BFGS-B")
## --> works without problems

## 3) THE PROBLEM
nlminb(start, hdev, lower = 0.001, upper = Inf)
## --> $objective is NA because names of "start" are not passed through

## 4) workaround -------------------------------------------------------
hdev <- function(par, pnames) {
     names(par) <- pnames
     -sum(dnbinom(x, mu = par["mu"], size = par["size"], log = TRUE))
}

nlminb(start, hdev, pnames = names(start), lower = 0.001, upper = Inf)

## --> works, but is it possible to improve nlminb
##     so that the workaround can be avoided ?






-- 
Thomas Petzoldt
Technische Universitaet Dresden
Institut fuer Hydrobiologie        thomas.petzoldt at tu-dresden.de
01062 Dresden                      http://tu-dresden.de/hydrobiologie/
GERMANY



[Rd] nlminb: names of parameter vector not passed to objective function
Thomas Petzoldt