R/checkBhhhGrad.R

In maxLik: Maximum Likelihood Estimation and Related Tools

checkBhhhGrad <- function( g, theta, analytic, fixed=NULL) {
   ## This function controls if the user-supplied analytic or
   ## numeric gradient of the right dimension.
   ## If not, signals an error.
   ##
   ## analytic:   logical, do we have a user-supplied analytic
   ##             gradient?
   if(is.null(fixed)) {
      activePar <- rep(T, length=length(theta))
   }
   else {
      activePar <- !fixed
   }
   if( analytic ) {
         ## Gradient supplied by the user.
         ## Check whether the gradient has enough rows (about enough
         ## observations in data)
         if( !is.matrix( g ) ) {
            stop("gradient is not a matrix but of class '", class( g ), "';\n",
                 "the BHHH method requires that the gradient function\n",
                 "(argument 'grad') returns a numeric matrix,\n",
                 "where each row must correspond to the gradient(s)\n",
                 "of the log-likelihood function at an individual\n",
                 "(independent) observation and each column must\n",
                 "correspond to a parameter" )
         } else if( nrow( g ) < length( theta[activePar] ) ) {
            stop( "the matrix returned by the gradient function",
               " (argument 'grad') must have at least as many",
               " rows as the number of parameters (", length( theta ), "),",
               " where each row must correspond to the gradients",
               " of the log-likelihood function of an individual",
               " (independent) observation:\n",
               " currently, there are (is) ", length( theta ), " parameter(s)",
               " but the gradient matrix has only ", nrow( g ), " row(s)" )
         } else if( ncol( g ) != length( theta ) ) {
            stop( "the matrix returned by the gradient function",
               " (argument 'grad') must have exactly as many columns",
               " as the number of parameters:\n",
               " currently, there are (is) ", length( theta ), " parameter(s)",
               " but the gradient matrix has ", ncol( g ), " columns" )
         }
      } else {
         ## numeric gradient
         ## Check whether the gradient has enough rows.  This is the case
         ## if and only if loglik has enough rows, hence the error message
         ## about loglik.
         if( !is.matrix( g ) || nrow( g ) == 1 ) {
            stop( "if the gradients (argument 'grad') are not provided by the user,",
               " the BHHH method requires that the log-likelihood function",
               " (argument 'fn') returns a numeric vector,",
               " where each element must be the log-likelihood value corresponding",
               " to an individual (independent) observation" )
         }
         if( nrow( g ) < length( theta ) ) {
            stop( "the vector returned by the log-likelihood function",
               " (argument 'fn') must have at least as many elements",
               " as the number of parameters,",
               " where each element must be the log-likelihood value corresponding",
               " to an individual (independent) observation:\n",
               " currently, there are (is) ", length( theta ), " parameter(s)",
               " but the log likelihood function return only ", nrow( g ),
               " element(s)" )
         }
      }
      return( NULL )
}