[Rd] help with extended mle package?

From: Ben Bolker <bolker_at_zoo.ufl.edu>
Date: Tue 31 Oct 2006 - 14:50:06 GMT

  A while back, I wrote to the list/engaged in some debate with Peter Dalgaard about the mle() function in the stats4 package -- in particular, I wanted it to have a data= argument so that parameters could be estimated for different sets of data with the same minuslogl function: Peter disagreed, suggesting that a function-defining-function (e.g. something like

minusloglfun <- function(data) {


      function(param1,param2) {
         [negative log-likelihood expression]

) was a good solution.

  I also had some confusion/misunderstanding about the differences between the fullcoef and coef slots within the mle object.

  Since then I've done a fair amount with my version of mle() [bbmle, available from
http://www.zoo.ufl.edu/bolker/R/src/bbmle_0.3.0.tar.gz ] ;

  I'm afraid, however, that my code is now getting somewhat idiosyncratic and spaghetti-ish -- I ran into this particularly when trying to add some options to the AIC method to allow (e.g.) small-sample corrections or calculation of AIC weights a la Burnham and Anderson.

  I did have the original goal of also extending mle in the direction of allowing more analytic expressions for parameters of known distributions (like Jim Lindsey's packages, but ideally (?) more robust), but I haven't gotten there yet. My main goal is to make mle a practical, robust and convenient tool for analysis ... in the long run I would love it if at least some of my changes got rolled back into stats4.

   Anyone out there interesting in hacking on this a bit more with me/providing some perspective on which bells and whistles are really necessary and which are unnecessary complications?

    Ben Bolker

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Received on Thu Nov 02 01:14:30 2006

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