Creating function arguments from a named list (with an application to stats4::mle)

Question

I should start by saying what I\'m trying to do: I want to use the mle function without having to re-write my log likelihood function each time I want to try a different model s

Answer 1

It might be easier to use optim directly; that's what mle is using anyway.

ll2 <- function(par, X, Y){
  beta <- matrix(c(par[-1]), ncol=1)
  -sum(log(dnorm(Y - X %*% beta, 0, par[1])))
}
getp <- function(X, sigma=1, beta=0.1) {
  p <- c(sigma, rep(beta, ncol(X)))
  names(p) <- c("sigma", paste("beta", 0:(ncol(X)-1), sep=""))
  p
}

set.seed(5)
n <- 100
df <- data.frame(x1 = runif(n), x2 = runif(n), y = runif(n))
Y <- df$y
X1 <- model.matrix(y ~ x1, data = df) 
X2 <- model.matrix(y ~ x1 + x2, data = df)
optim(getp(X1), ll2, X=X1, Y=Y)$par
optim(getp(X2), ll2, X=X2, Y=Y)$par

With the output of

> optim(getp(X1), ll2, X=X1, Y=Y)$par
      sigma       beta0       beta1 
 0.30506139  0.47607747 -0.04478441 
> optim(getp(X2), ll2, X=X2, Y=Y)$par
      sigma       beta0       beta1       beta2 
 0.30114079  0.39452726 -0.06418481  0.17950760