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PO'optimize' not finding variables inside a function call
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  1. PO'optimize' not finding variables inside a function call
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    copied!<p>I have the following function that draws some data from a chi-squared distribution and compares the distribution of X to a known chi-squared distribution using maximum likelihood. This procedure is simulated <code>nSims</code> times. (I compare these results to results from a permutation test, but that code is excluded.)</p> <pre><code>chi2c &lt;- function(xdf=2, yObs=100, xObs=100, nSims=1000, nPerm=500, alpha=0.05){ simResults &lt;- sapply(1:nSims, function(x){ # Draw variables x &lt;- rchisq(xObs, df=xdf) # Other variables not relevant here # [[snip]] # Permutation test # [[snip]] # Calculate the statistics necessary for maximum likelihood n &lt;&lt;- length(x) sumlx &lt;&lt;- sum(log(x)) sumx &lt;&lt;- sum(x) # Calculate the maximum likelihood estimate dfhat &lt;- optimize(f=c2ll, interval=c(1, 10), maximum=TRUE)$maximum # Calculate the test statistic: -2 times the log likelihood ratio llr &lt;- -2 * (c2ll(2) - c2ll(dfhat)) # Compare the test statistic to its asymptotic dist: chi-squared lReject &lt;- llr &gt; qchisq(1 - alpha, df=1) # Provide the results # [[snip]] }) # Calcuate means across simulations rowMeans(simResults) } </code></pre> <p>This function calls <code>c2ll</code>, the chi-squared likelihood function</p> <pre><code>c2ll &lt;- function(dfHat){ -n * log(gamma(dfHat/2)) - n * (dfHat/2) * log(2) + (dfHat/2 - 1) * sumlx - sumx/2 } </code></pre> <p>This function does just what I would like and is accurate, but I don't understand why I have to set the maximum likelihood statistics (<code>n</code>, <code>sumlx</code>, and <code>sumx</code>) globally to get it to work; <code>optimize</code> doesn't find them if I only set them inside the function using <code>&lt;-</code>. I tried setting them inside of <code>optimize</code>, but that didn't work either. Thanks for your help.</p> <p>Charlie</p>
 

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