R Under development (unstable) (2023-12-13 r85679 ucrt) -- "Unsuffered Consequences"
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> 
> library(aster)
> library(trust)
> 
> options(digits=4) # avoid rounding differences
> 
> data(radish)
> 
> pred <- c(0,1,2)
> fam <- c(1,3,2)
> 
> ### need object of type aster to supply to penmlogl and pickle
> 
> aout <- aster(resp ~ varb + fit : (Site * Region + Block + Pop),
+     pred, fam, varb, id, root, data = radish)
> 
> ### model matrices for fixed and random effects
> 
> modmat.fix <- model.matrix(resp ~ varb + fit : (Site * Region),
+     data = radish)
> modmat.blk <- model.matrix(resp ~ 0 + fit:Block, data = radish)
> modmat.pop <- model.matrix(resp ~ 0 + fit:Pop, data = radish)
> 
> rownames(modmat.fix) <- NULL
> rownames(modmat.blk) <- NULL
> rownames(modmat.pop) <- NULL
> 
> idrop <- match(aout$dropped, colnames(modmat.fix))
> idrop <- idrop[! is.na(idrop)]
> modmat.fix <- modmat.fix[ , - idrop]
> 
> nfix <- ncol(modmat.fix)
> nblk <- ncol(modmat.blk)
> npop <- ncol(modmat.pop)
> 
> ### try penmlogl
> 
> sigma.start <- c(1, 1)
> 
> alpha.start <- aout$coefficients[match(colnames(modmat.fix),
+     names(aout$coefficients))]
> parm.start <- c(alpha.start, rep(0, nblk + npop))
> 
> tout <- trust(objfun = penmlogl, parm.start, rinit = 1, rmax = 10,
+     sigma = sigma.start, fixed = modmat.fix,
+     random = list(modmat.blk, modmat.pop), obj = aout)
> 
> eff <- tout$argument * tout$scale
> eff.blk <- eff[seq(nfix + 1, nfix + nblk)]
> eff.pop <- eff[seq(nfix + nblk + 1, nfix + nblk + npop)]
> sigma.crude <- sqrt(c(var(eff.blk), var(eff.pop)))
> 
> pout <- pickle(sigma.crude, tout$argument, fixed = modmat.fix,
+     random = list(modmat.blk, modmat.pop), obj = aout)
> 
> # try optim with method = "Nelder-Mead" and pickle
> 
> cache <- new.env(parent = emptyenv())
> oout <- optim(sigma.crude, pickle, parm = tout$argument,
+     fixed = modmat.fix, random = list(modmat.blk, modmat.pop),
+     obj = aout, cache = cache)
> oout$convergence == 0
[1] TRUE
> 
> sigma.mle <- oout$par
> tout <- trust(objfun = penmlogl, cache$parm, rinit = 1, rmax = 10,
+     sigma = sigma.mle, fixed = modmat.fix,
+     random = list(modmat.blk, modmat.pop), obj = aout)
> stopifnot(tout$converged)
> parm.mle <- tout$argument
> 
> # try pickle1
> 
> zwz <- makezwz(sigma.mle, parm.mle, fixed = modmat.fix,
+     random = list(modmat.blk, modmat.pop), obj = aout)
> 
> pout <- pickle1(sigma.mle, parm.mle, fixed = modmat.fix,
+     random = list(modmat.blk, modmat.pop), obj = aout, zwz = zwz, deriv = 1)
> 
> foo <- function(sigma) {
+     pout <- pickle1(sigma.mle, parm.mle, fixed = modmat.fix,
+         random = list(modmat.blk, modmat.pop), obj = aout, zwz = zwz,
+         deriv = 1)
+     result <- pout$value
+     attr(result, "gradient") <- pout$gradient
+     return(result)
+ }
> 
> nout <- nlm(foo, sigma.mle)
> nout$code
[1] 3
> nout$iterations
[1] 1
> 
> nrand <- c(nblk, npop)
> qux <- function(parm, sigma, zwz) {
+     foo <- function(alphaceesigma) pickle3(alphaceesigma, fixed = modmat.fix,
+         random = list(modmat.blk, modmat.pop), obj = aout, zwz = zwz, deriv = 2)
+     sigma <- as.vector(sigma)
+     parm <- as.vector(parm)
+     zwz <- as.matrix(zwz)
+     iter <- NULL
+     repeat {
+         tout <- trust(foo, c(parm, sigma), rinit = 1, rmax = 10)
+         stopifnot(tout$converged)
+         iter <- c(iter, tout$iterations)
+         sigma.old <- sigma
+         sigma <- tout$argument[nfix + sum(nrand) + seq(along = nrand)]
+         parm <- tout$argument[seq(1, nfix + sum(nrand))]
+         zwz <- makezwz(sigma, parm, fixed = modmat.fix,
+             random = list(modmat.blk, modmat.pop), obj = aout)
+         # cat("iteration", length(iter), ":",
+         #     all.equal(sigma, sigma.old, check.attributes = FALSE), "\n")
+         if (isTRUE(all.equal(sigma, sigma.old))) break
+     }
+     return(list(sigma = sigma, parm = parm, zwz = zwz, iterations = iter))
+ }
> 
> qout <- qux(parm.mle, sigma.mle, zwz)
> 
> sigma.mle <- qout$sigma
> parm.mle <- qout$parm
> zwz.mle <- qout$zwz
> alpha.mle <- parm.mle[1:nfix]
> c.mle <- parm.mle[-(1:nfix)]
> a.mle <- rep(sigma.mle, times = nrand)
> b.mle <- a.mle * c.mle
> 
> # use optim to get hessian of q(alpha, sigma)
> # note: nice analytic formula in inst/doc/re.pdf doesn't work
> # with inexact computer arithmetic due to catastrophic cancellation
> 
> alphasigma.mle <- c(alpha.mle, sigma.mle)
> 
> objfun <- function(alphasigma) pickle2(alphasigma, parm = c.mle,
+     fixed = modmat.fix, random = list(modmat.blk, modmat.pop),
+     obj = aout, zwz = zwz.mle)$value
> gradfun <- function(alphasigma) pickle2(alphasigma, parm = c.mle,
+     fixed = modmat.fix, random = list(modmat.blk, modmat.pop),
+     obj = aout, zwz = zwz.mle, deriv = 1)$gradient
> 
> oout2 <- optim(alphasigma.mle, objfun, gradfun, method = "BFGS", hessian = TRUE)
> 
>  foo <- new.env(parent = emptyenv())
>  bar <- suppressWarnings(try(load("pickle.rda", foo), silent = TRUE))
>  if (inherits(bar, "try-error")) {
+      save(oout, qout, oout2, file = "pickle.rda")
+  } else {
+      print(all.equal(oout, foo$oout))
+      qout$iterations <- NULL
+      foo$qout$iterations <- NULL
+      ## changes needed for alternative BLASes
+      qout$counts <- foo$qout$counts <- NULL
+      oout2$counts <- foo$oout2$counts <- NULL
+      print(all.equal(qout, foo$qout, tolerance = 1e-4))
+      print(all.equal(oout2, foo$oout2, tolerance = 1e-4))
+  }
[1] TRUE
[1] TRUE
[1] TRUE
> 
> ########## ?????????? LOOKS LIKE UNFINISHED ??????????
> 
> 
> proc.time()
   user  system elapsed 
   1.70    0.26    1.96