Report standard errors when Hessian present in tidy_optim() (#530)

Fixes #529

DESCRIPTION

@@ -38,7 +38,8 @@ Authors@R: c(
     person("Ben", "Schneider", email = "benjamin.julius.schneider@gmail.com", role = "ctb"),
     person("Patrick", "Kennedy", email = "pkqstr@protonmail.com", role = "ctb"),
     person("Brian", "Fannin", email = "captain@pirategrunt.com", role = "ctb"),
-    person("Jason", "Muhlenkamp", email = "jason.muhlenkamp@gmail.com", role = "ctb"))
+    person("Jason", "Muhlenkamp", email = "jason.muhlenkamp@gmail.com", role = "ctb"),
+    person("Bill", "Denney", email = "wdenney@humanpredictions.com", role = "ctb", comment = c(ORCID = "0000-0002-5759-428X")))
 Maintainer: David Robinson <admiral.david@gmail.com>
 Description: Summarizes key information about statistical objects in tidy
     tibbles. This makes it easy to report results, create plots and consistently

NEWS.md

@@ -29,6 +29,7 @@ in the augment method for the chi sq test, .residuals column was renamed to .res
 - tidy.kmeans now defaults to using variable names in output columns
 - Bug fix for tidy.ridgelm returning inconsistent columns (#532)
 - Correct output for  `tidy.mlm(, quick=TRUE)`, add tests (#539 by @MatthieuStigler)
+- `tidy_optim()` provides the standard error if the Hessian is present. (#529 by @billdenney)
 
 
 ## Deprecations

R/list-optim-tidiers.R

@@ -4,7 +4,7 @@
 #' @param x A list returned from [stats::optim()].
 #' @template param_unused_dots
 #'
-#' @evalRd return_tidy("parameter", "value")
+#' @evalRd return_tidy("parameter", "value", "std.error", .post="\\code{std.error} is only provided as a column if the Hessian is calculated.")
 #'
 #' @examples
 #'
@@ -21,10 +21,13 @@ tidy_optim <- function(x, ...) {
   if (is.null(names(x$par))) {
     names(x$par) <- paste0("parameter", seq_along(x$par))
   }
-  tibble(parameter = names(x$par), value = unname(x$par))
+  ret <- tibble(parameter = names(x$par), value = unname(x$par))
+  if ("hessian" %in% names(x)) {
+    ret$std.error <- sqrt(diag(solve(x$hessian)))
+  }
+  ret
 }
 
-
 #' @templateVar class optim
 #' @template title_desc_tidy_list
 #'

tests/testthat/test-list-optim.R

@@ -20,3 +20,19 @@ test_that("optim tidiers works", {
   gl <- glance(o)
   check_glance_outputs(gl)
 })
+
+test_that("optim std.error inclusion works", {
+  func <- function(x) {
+    (x[1] - 2)^2 + (x[2] - 3)^2 + (x[3] - 8)^2
+  }
+
+  o <- optim(c(1, 1, 1), func, hessian = TRUE)
+
+  check_arguments(tidy_optim)
+  check_arguments(glance_optim)
+
+  td <- tidy(o)
+  check_tidy_output(td)
+  check_dims(td, 3, 3)
+  expect_true("std.error" %in% names(td))
+})