Question

I’m using the IMIS package (Incremental Mixture Importance Sampling) to estimate parameters. Unfortunately, it’s written to look for functions likelihood, sample.prior, and prior in the environment it’s called in, so I can’t wrap it in a function (my end goal). The univariate example from ?IMIS works just fine,

require(IMIS)
likelihood <- function(theta) exp(-1*sin(3*theta)*sin(theta^2) - 0.1*theta^2)
prior <- function(theta) dnorm(theta, 0, 5)
sample.prior <- function(n) rnorm(n, 0, 5)
result = IMIS(500, 3000, 100, 10)

## also fine using do.call (pertinent below)
result <- do.call(IMIS, args = list(B = 500, B.re = 3000, number_k = 100, D = 10))

but unsurprisingly, wrapping it in a function does not:

rm(likelihood, prior, sample.prior, result)
imisWrap <- function() {
    likelihood <- function(theta) exp(-1*sin(3*theta)*sin(theta^2) - 0.1*theta^2)
    prior <- function(theta) dnorm(theta, 0, 5)
    sample.prior <- function(n) rnorm(n, 0, 5)
    result = IMIS(500, 3000, 100, 10)
    return(result)
}
imisWrap() ## can't find sample.prior

I think the way around this is to create an environment in my wrapper (or use its environment) and then use do.call to run IMIS in that environment, but I don’t know how to create a new environment that has likelihood, prior, sample.prior, and result in it.

---

Edit: Using @BenBolker’s excellent comments I have an improved but still not working attempt:

imisWrap2 <- function() {
    likelihood <- function(theta) exp(-1*sin(3*theta)*sin(theta^2) - 0.1*theta^2)
    prior <- function(theta) dnorm(theta, 0, 5)
    sample.prior <- function(n) rnorm(n, 0, 5)
    imisEnv <- new.env()
    assign("likelihood", likelihood, envir = imisEnv)
    assign("sample.prior", sample.prior, envir = imisEnv)
    assign("prior", prior, envir = imisEnv)
    result = do.call(IMIS,
                     args = list(B = 500, B.re = 3000, number_k = 100, D = 10),
                     envir = imisEnv)
    return(result)
}

But this still can’t find the functions.

Answer 1

You can put environment(IMIS) <- environment() at the top of imisWrap to get it to work. This only modifies the behavior of IMIS in imisWrap. The version of the function in the package namespace is unchanged.