[R] strange `nls' behaviour
Katharine Mullen
kate at few.vu.nl
Mon Nov 12 13:13:53 CET 2007
I can confirm this behavior on R-2.6.0 but don't have time to look into it
further at the moment.
On Mon, 12 Nov 2007, Joerg van den Hoff wrote:
>
> I initially thought, this should better be posted to r-devel
> but alas! no response. so I try it here. sory for the
> lengthy explanation but it seems unavoidable. to quickly see
> the problem simply copy the litte example below and execute
>
> f(n=5)
>
> which crashes. called with n != 5 (and of course n>3 since
> there are 3 parameters in the model...) everything is as it
> should be.
>
> in detail:
> I stumbled over the follwing _very_ strange behaviour/error
> when using `nls' which I'm tempted (despite the implied
> "dangers") to call a bug:
>
> I've written a driver for `nls' which allows specifying the
> model and the data vectors using arbitrary symbols. these
> are internally mapped to consistent names, which poses a
> slight complication when using `deriv' to provide analytic
> derivatives. the following fragment gives the idea:
>
> #-----------------------------------------
> f <- function(n = 4) {
>
> x <- seq(0, 5, length = n)
>
> y <- 2 * exp(-1*x) + 2;
> y <- rnorm(y,y, 0.01*y)
>
> model <- y ~ a * exp (-b*x) + c
>
> fitfunc <- deriv(model[[3]], c("a", "b", "c"), c("a", "b", "c", "x"))
>
> #"standard" call of nls:
> res1 <- nls(y ~ fitfunc(a, b, c, x), start = c(a=1, b=1, c=1))
>
> call.fitfunc <-
> c(list(fitfunc), as.name("a"), as.name("b"), as.name("c"), as.name("x"))
> call.fitfunc <- as.call(call.fitfunc)
> frml <- as.formula("y ~ eval(call.fitfunc)")
>
> #"computed" call of nls:
> res2 <- nls(frml, start = c(a=1, b=1, c=1))
>
> list(res1 = res1, res2 = res2)
> }
> #-----------------------------------------
>
> the argument `n' defines the number of (simulated) data
> points x/y which are going to be fitted by some model ( here
> y ~ a*exp(-b*x)+c )
>
> the first call to `nls' is the standard way of calling `nls'
> when knowing all the variable and parameter names.
>
> the second call (yielding `res2') uses a constructed formula
> in `frml' (which in this example is of course not necessary,
> but in the general case 'a,b,c,x,y' are not a priori known
> names).
>
> now, here is the problem: the call
>
> f(4)
>
> runs fine/consistently, as does every call with n > 5.
>
> BUT: for n = 5 (i.e. issuing f(5))
>
> the second fit leads to the error message:
>
> "Error in model.frame(formula, rownames, variables, varnames, extras, extranames, :
> invalid type (language) for variable 'call.fitfunc'"
>
> I cornered this to a spot in `nls' where a model frame is
> constructed in variable `mf'. the parsing/constructing here
> seems simply to be messed up for n = 5: `call.fitfunc' is
> interpreted as variable.
>
> I, moreover, empirically noted that the problem occurs when
> the total number of parameters plus dependent/independent
> variables equals the number of data points (in the present
> example a,b,c,x,y).
>
> so it is not the 'magic' number of 5 but rather the identity
> of data vector length and number of parameters+variables in
> the model which leads to the problem.
>
> this is with 2.5.0 (which hopefully is not considered
> ancient) and MacOSX 10.4.10.
>
> any ideas?
>
> thanks
>
> joerg
>
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