marginalOptim {BIGL} | R Documentation |
Fit two 4-parameter log-logistic functions with common baseline
Description
This function is an alternative to non-linear least squares and
provides optimization framework with optim
function.
It is however noticeably slower than NLS methods and can be especially
time consuming in large datasets, in particular if bootstrap statistics
are calculated.
Usage
marginalOptim(data, transforms = NULL, start, model, ...)
Arguments
data |
Dose-response dataframe. Marginal data will be extracted from it automatically. |
transforms |
Transformation functions. If non-null, |
start |
Starting parameter values. If not specified, they will be
obtained from |
model |
List with model parameters. Typically, this is an output from
|
... |
Further parameters passed to |
Value
Variance-covariance matrix which is returned by optim
is based on the fact that minimization of sum-of-squared residuals leads
essentially to a maximum likelihood estimator and so variance-covariance
matrix can be estimated using inverse Hessian evaluated at the optimal
parameters. In some cases, so obtained variance-covariance matrix might not
be positive-definite which probably means that estimates are unstable
because of either a poor choice of initial values or poor properties of the
data itself.