[R] Trouble embedding functions (e.g., deltaMethod) in other functions

[John Fox]

Dear Blaser and Pat,

I missed the original posting because "deltaMethod" appears near the end of
the message subject and was truncated by my email reader.

The problem is caused by lexical scoping. That is, deltaMethod(), which is
in the car namespace, will see objects in the global environment, but not in
the environment of your function -- you're proceeding as if R used dynamic
scoping.

Here's another solution, which also cleans up some other problems in your
function, is more general, and doesn't depend on variables in the global
environment:

deltaSE <- function(mod, x, func, ...){
    constants <- c(...)
    for (i in seq_along(constants)) assign(names(constants[i]),
constants[i])
    myDelta <- car:::deltaMethod.default
    exists.method <- car:::exists.method
    environment(myDelta) <- environment()
    b <- coef(mod)
    V <- vcov(mod)
    mod.SE <- vector(length(x), mode="list")
    for(i in 1:length(x)){
        z <- x[i]
        mod.SE[[i]] <- myDelta(b, func, vcov.=V, ...)$SE
    }
    mod.SE
}
unlist(deltaSE(nlls, xVal, "(mm0^(1/lambda) - (z *
mm0/tt0)^(1/lambda))^lambda", mm0=m0, tt0=t0))

Maybe this approach can be adapted to make deltaMethod() in car more
flexible.

I hope this helps,
 John
    
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Blaser Nello
> Sent: Friday, March 22, 2013 9:14 AM
> To: PatGauthier; r-help at r-project.org
> Subject: Re: [R] Trouble embedding functions (e.g., deltaMethod) in
> other functions
> 
> Instead of NaN's, I get the error message: Error in eval(expr, envir,
> enclos) : object 'z' not found. The reason you get the NaN's is,
> because you defined z in your global environment. The deltaMethod
> doesn't find the z defined in your function. I don't know why or how to
> fix this. Somebody with more R experience could probably do this. But
> if you look at the source code of deltaMethod you can solve the problem
> in your specific case with these function.
> 
> deltaMethod2 <- function(object, g, vcov., z, ...){
>   if (!is.character(g))
>     stop("The argument 'g' must be a character string")
>   if ((car:::exists.method("coef", object, default = FALSE) ||
> (!is.atomic(object) &&
>     !is.null(object$coefficients))) && car:::exists.method("vcov",
>                                                      object, default =
> FALSE)) {
>     if (missing(vcov.))
>       vcov. <- vcov(object)
>     object <- coef(object)
>   }
>   para <- object
>   para.names <- names(para)
>   g <- parse(text = g)
>   q <- length(para)
>   for (i in 1:q) {
>     assign(names(para)[i], para[i])
>   }
>   est <- eval(g)
>   names(est) <- NULL
>   gd <- rep(0, q)
>   for (i in 1:q) {
>     gd[i] <- eval(D(g, names(para)[i]))
>   }
>   se.est <- as.vector(sqrt(t(gd) %*% vcov. %*% gd))
>   data.frame(Estimate = est, SE = se.est)
> }
> deltaSE <- function(mod, x){
>   mod.SE <- list()
>   for(i in 1:length(x)){
>     z <- x[i]
>     mod.SE[[i]] <- deltaMethod2(mod, g="(m0^(1/lambda) - (z *
> m0/t0)^(1/lambda))^lambda", z=z)$SE
>   }
>   mod.SE
> }
> deltaSE(nlls, xVal)
> 
> 
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of PatGauthier
> Sent: Freitag, 22. März 2013 13:54
> To: r-help at r-project.org
> Subject: Re: [R] Trouble embedding functions (e.g., deltaMethod) in
> other functions
> 
> Ah Yes, good point. However, it still does not correct the situation. I
> still get NaN's.
> 
> 
> 
> --
> View this message in context: http://r.789695.n4.nabble.com/Trouble-
> embedding-functions-e-g-deltaMethod-in-other-functions-
> tp4662178p4662187.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.