cv.remix {REMixed} | R Documentation |
REMixed algorithm over a grid of \lambda
Description
Regularization and Estimation in MIXed effects model, over a regularization path.
Usage
cv.remix(
project = NULL,
final.project = NULL,
dynFUN,
y,
ObsModel.transfo,
alpha,
lambda.grid = NULL,
alambda = 0.001,
nlambda = 50,
lambda_max = NULL,
eps1 = 10^(-2),
eps2 = 10^(-1),
selfInit = FALSE,
pop.set1 = NULL,
pop.set2 = NULL,
prune = NULL,
n = NULL,
parallel = TRUE,
ncores = NULL,
print = TRUE,
digits = 3,
trueValue = NULL,
unlinkBuildProject = TRUE,
max.iter = +Inf
)
Arguments
project |
directory of the Monolix project (in .mlxtran). If NULL, the current loaded project is used (default is NULL). |
final.project |
directory of the final Monolix project (default add "_upd" to the Monolix project). |
dynFUN |
function computing the dynamics of interest for a set of parameters. This function need to contain every sub-function that it may needs (as it is called in a
.
See |
y |
initial condition of the mechanism model, conform to what is asked in dynFUN. |
ObsModel.transfo |
list containing two lists of transformations and two vectors linking each transformations to their observation model name in the Monolix project. The list should include identity transformations and be named Both
;
|
alpha |
named list of named vector " |
lambda.grid |
grid of user-suuplied penalisation parameters for the lasso regularization (if NULL, the sequence is computed based on the data). |
alambda |
if |
nlambda |
if |
lambda_max |
if |
eps1 |
integer (>0) used to define the convergence criteria for the regression parameters. |
eps2 |
integer (>0) used to define the convergence criteria for the likelihood. |
selfInit |
logical, if the SAEM is already done in the monolix project should be use as the initial point of the algorithm (if FALSE, SAEM is automatically compute according to |
pop.set1 |
population parameters setting for initialisation (see details). |
pop.set2 |
population parameters setting for iterations. |
prune |
percentage for prunning ( |
n |
number of points for gaussian quadrature (see |
parallel |
logical, if the computation should be done in parallel when possible (default TRUE). |
ncores |
number of cores for parallelization (default NULL and |
print |
logical, if the results and algotihm steps should be displayed in the console (default to TRUE). |
digits |
number of digits to print (default to 3). |
trueValue |
-for simulation purposes- named vector of true value for parameters. |
unlinkBuildProject |
logical, if the build project of each lambda should be deleted. |
max.iter |
maximum number of iteration (default 20). |
Details
See REMixed-package
for details on the model.
For each \lambda\in\Lambda
, the remix
is launched.
For population parameter estimation settings, see (<https://monolixsuite.slp-software.com/r-functions/2024R1/setpopulationparameterestimationsettings>).
Value
A list of outputs of the final project and of the iterative process over each value of lambda.grid
:
info
Information about the parameters.
project
The project path if not unlinked.
lambda
The grid of
\lambda
.BIC
Vector of BIC values for the model built over the grid of
\lambda
.BICc
Vector of BICc values for the model built over the grid of
\lambda
.LL
Vector of log-likelihoods for the model built over the grid of
\lambda
.LL.pen
Vector of penalized log-likelihoods for the model built over the grid of
\lambda
.res
List of all REMixed results for each
\lambda
(seeremix
).outputs
List of all REMixed outputs for each
\lambda
(seeremix
).
Examples
## Not run:
project <- getMLXdir()
ObsModel.transfo = list(S=list(AB=log10),
linkS="yAB",
R=rep(list(S=function(x){x}),5),
linkR = paste0("yG",1:5))
alpha=list(alpha0=NULL,
alpha1=setNames(paste0("alpha_1",1:5),paste0("yG",1:5)))
y = c(S=5,AB=1000)
res = cv.remix(project = project,
dynFUN = dynFUN_demo,
y = y,
ObsModel.transfo = ObsModel.transfo,
alpha = alpha,
selfInit = TRUE,
eps1=10**(-2),
ncores=8,
nlambda=8,
eps2=1)
## End(Not run)