Example usage of the Vectorize() function in R for evaluation of a likelihood surface for multiple values of the parameter

Vectorize_script.R

y = rnorm(5)

log_like = function(theta, y) {
  sum(dnorm(y,theta,log=TRUE))
}

thetas = c(1,2)

# Evaluating the theta vector one at a time works,
log_like(thetas[1],y)
log_like(thetas[2],y)

# but evaluating the vector theta does not give the 
# desired result, i.e. a vector of log_likelihood values
log_like(thetas,y)

# See, they aren't equal
all.equal(c(log_like(thetas[1],y),
            log_like(thetas[2],y)),
          log_like(thetas,y))

################################################
# But we can vectorize the function
vlog_like = Vectorize(log_like, vectorize.args='theta')

# and now it works as desired
all.equal(c(vlog_like(thetas[1],y),
            vlog_like(thetas[2],y)),
          vlog_like(thetas,y))