Re: [R] About object of class mle returned by user defined functions

2005-07-22 Thread Christophe Pouzat
Dear Prof Ripley, Your solution: Call <- quote(mle()) Call$minuslogl <- minusLogLikelihood ... Works beautifully (and simply)! Thanks a lot, Christophe. Prof Brian Ripley wrote: > confint has to be able to re-fit the function to form the profile > likelihood. The fit you return refers to v

Re: [R] About object of class mle returned by user defined functions

2005-07-22 Thread Prof Brian Ripley
confint has to be able to re-fit the function to form the profile likelihood. The fit you return refers to values inside the function you used, and those are not available in the environment you call confint from. You need to ensure that those values are substituted and not referred to. Comp

Re: [R] About object of class mle returned by user defined functions

2005-07-22 Thread Christophe Pouzat
Guys, I apologize for being slightly misleading in my previous e-mail. First, I generated some confusion between the scale and rate parameters in the gamma distribution. My direct call to mle use a minuslogl function "working" with a scale parameter while my call to mle from my function used

[R] About object of class mle returned by user defined functions

2005-07-21 Thread Christophe Pouzat
Hi, There is something I don't get with object of class "mle" returned by a function I wrote. More precisely it's about the behaviour of method "confint" and "profile" applied to these object. I've written a short function (see below) whose arguments are: 1) A univariate sample (arising from a