Optim function does not work as expected due to warnings message - r

Question

I would like to write estimation function to estimate model parameters. I wrote my function without any error, however optim function does not work as expected. When I run my code line by line I found that my condition returns me warnings messages (the condition has length > 1 and only the first element will be used). So, I think this is the problem that makes optim does not work as expected. That because, when I run my code line by line, I got this message and when I run optim function I got this:
~Error in optim(par = start.parm, fn = t_LL, method = "L-BFGS-B", lower = low, :
object 'low' not found
However, I am not sure.
Here is my code:
library(VineCopula)
simdata <– BiCopSim(300, 5, -2)
## I call my function like this:
Myfun <- MLE(simdata, family = 5, par = -2, par2 = 0)
MLE <- function(data, family, par,par2) {
n <- dim(data)[1]
start.parm <- c(par,par2)
if (family %in% c(3, 13)) {
low <- 1e-04
up <- 100
} else if (family %in% c(4, 14)) {
low <- 1.0001
up <- 100
} else if (family %in% c(5)) {
low <- -100
up <- 100
}
t_LL <- function(param, family, start, start2) {
start <- param[[1]]
start2 <- param[[2]]
ll <- sum(log(BiCopPDF(data[,1], data[,2], family, start, start2)))
return(ll)
}
optimout <- optim(par = start.parm,
fn = t_LL,
family= family,
start=start,
start2=start2,
method = "L-BFGS-B",
lower = low,
upper = up,
control = list(fnscale = -1, maxit = 500))
out <- list()
out$par <- optimout$par[1]
out$value <- optimout$value
out
}
Any help, please?

Answer 1

The problem that you're having in your real case is that you're: 1) passing a vector argument to family; 2) only its first value gets used for the if block; 3) it doesn't match any of the values you check for; and 4) as a result low and up don't get assigned.
If you want to be able to pass a vector argument family, take a look at ifelse to replace your if block. If not, throw an error if length(family) > 1 and add an else to your if block to throw an error if the given family doesn't match any of your choices.