Dear Prof. Ripley,
thank you very much for the fast response. I am very grateful for all
the work that the R Core does and so I try to contribute my humble part
as a tester.
Prof Brian Ripley wrote:
On Wed, 3 Dec 2008, Thomas Petzoldt wrote:
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?
The 'idiosyncratic behavior' is to expect that a new vector of
parameters will magically inherit names from the start vector. optim()
was changed (and documented) because some users asked for this, and if a
user who wants it for nlminb provides a tested patch, I am sure it will
be considered.
O.K., than I will make my, surely naive, suggestion to change file:
src/library/stats/R/nlminb.R
As far I can oversee it, names are dropped at the beginning in:
## Establish the working vectors and check and set options
n <- length(par <- as.double(start))
so it may be sufficient to add something like:
names(par) <- names(start)
anywhere before:
assign(".par", par, envir = rho)
This change was sufficient to make my example working and (at a first
look) I did not find negative side-effects. At least:
R CMD check stats
passed without problems. I had also a look into port.c and found nothing
obvious there so I, again naively, assume that there is (hopefully)
nothing to do at the C level. It would be very kind if someone more
experienced can validate (or falsify) this.
Thank you very much
Thomas Petzoldt
Index: nlminb.R
===================================================================
--- nlminb.R (revision 47039)
+++ nlminb.R (working copy)
@@ -48,6 +48,7 @@
## Establish the objective function and its environment
obj <- quote(objective(.par, ...))
rho <- new.env(parent = environment())
+ names(par) <- names(start)
assign(".par", par, envir = rho)
## Create values of other arguments if needed
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