From bla at udec.cl  Sat May 26 16:43:43 2007
From: bla at udec.cl (bla at udec.cl)
Date: Sat, 26 May 2007 16:43:43 +0200 (CEST)
Subject: [Rd] bug from nlm function (PR#9711)
Message-ID: <20070526144343.214FC4889A@slim.kubism.ku.dk>

Full_Name: bernardo moises lagos alvarez
Version: 2.4.0 
OS:  Windows XP professional
Submission from: (NULL) (152.74.219.16)


I need obtained the MLE of weibull parameters using the nlm with exact gradient
an 
hessian. I am doing. bug report :Erro en log(b) : el argumento "b" est? ausente,
sin default

1.Construction to objectiv functin with n=1 data

>fllwform<-formula(~log(a)-log(b)-(a-1)*(log(x)-log(b))- (x^a)/(b^a))

> fllwfuncH <-deriv(fllwform,c("a","b"),function(a,b,x){})

> fllwfuncH
function (a, b, x) 

{

    .expr2 <- log(b)

    .expr4 <- a - 1

    .expr5 <- log(x)

    .expr6 <- .expr5 - .expr2

    .expr9 <- x^a

    .expr10 <- b^a

    .expr19 <- .expr10^2

    .expr23 <- 1/b

    .value <- log(a) - .expr2 - .expr4 * .expr6 - .expr9/.expr10

    .grad <- array(0, c(length(.value), 2), list(NULL, c("a", 

        "b")))

    .grad[, "a"] <- 1/a - .expr6 - (.expr9 * .expr5/.expr10 - 

        .expr9 * (.expr10 * .expr2)/.expr19)

    .grad[, "b"] <- -(.expr23 - .expr4 * .expr23 - .expr9 * (b^.expr4 * 

        a)/.expr19)

    attr(.value, "gradient") <- .grad

    .value

}

2. change the x argument on fllwfuncH function to data with n>1 (on fnlmw file)


fllwfuncHnew <-

function (a, b, x) 

{

    .n<-length(x)

    .expr2 <- log(b)

    .expr4 <- a - 1

    .expr5 <- log(x)

    .expr6 <- .expr5 - .expr2

    .expr9 <- x^a

    .expr10 <- b^a

    .expr19 <- .expr10^2

    .expr23 <- 1/b

    .value <- .n*(log(a) - .expr2) - .expr4 *sum(.expr6) - sum(.expr9)/.expr10

    .grad <- array(0, c(length(.value), 2), list(NULL, c("a", 

        "b")))

    .grad[, "a"] <- .n/a - sum(.expr6) - (sum(.expr9 * .expr5)/.expr10 - 

        sum(.expr9) * (.expr10 * .expr2)/.expr19)

    .grad[, "b"] <- -(.n*.expr23 - .n*.expr4 * .expr23 - sum(.expr9) * (b^.expr4
* 

        a)/.expr19)

    attr(.value, "gradient") <- .grad

    .value

}

> set.seed(99)

> xdat <-rweibull(42,shape=1,scale=20)
> sum(dweibull(xdat,1,20,log=T))

[1] -174.6415


3. Use the fllwfuncHnew function on nlm:

> source("fnlmw")

> fllwfuncHnew(1,20,xdat)

[1] -174.6415

attr(,"gradient")

            a         b

[1,] 30.88661 0.3410358

> nlm(fllwfuncHnew,p=c(1,20),x=xdat)

Erro en log(b) : el argumento "b" est? ausente, sin default



[Rd] bug from nlm function (PR#9711)
bla at udec.cl