fisher_optimization {MIXFIM}

Optimization of the sampling times (or doses) in Nonlinear Mixed Effect Models using Markov Chains Monte Carlo

Description

fisher_optimization is used to optimize the sampling times (or doses), through maximization of the determinant of the Fisher Information Matrix, for both continuous and discrete data in nonlinear mixed effect models using Markov Chains Monte Carlo.

Usage

fisher_optimization(nb_t, set_t, y_ini, model, model2, model3, params, dim_b, 
set_seed=TRUE, seed=42, step_mc, n_samp_min=30, n_samp_max, n_rep=1, n_iter, 
n_burn, L_boot=1000, plot_graph=TRUE, nb_patients=1, det_graph=FALSE)

Arguments

nb_t

Number of sampling times (or doses) to select.

set_t

A vector containing the set of possible sampling times in which to select the nb_t optimal ones.

y_ini

A possible value for the response y to initialize the MCMC process.

model

Compiled STAN model describing the response model to sample in the conditionnal distribution of b given y.

model2

Compiled STAN model describing the response model for calculating the derivative of the log-likelihood with respoect to each parameter.

model3

Compiled STAN model describing the response model to sample in the marginal distribution of the response y.

params

Vector of parameters given as follows: fixed effetcs, variances of the random effets, standard deviations of the residual errors (if continuous data).

dim_b

Number of random effects.

set_seed

Boolean indicating if the seed shoud be fixed. The default value is set at TRUE.

seed

Integer for the fixed seed. Used only if set_seed is TRUE. The default value is set at 42.

step_mc

Number of Monte Carlo (MC) samples after which the remaining combinations of sampling times are re-evaluated for optimum determination.

n_samp_min

Integer representing the minimum number of MC samples to perform at the first step to evaluate all combinations of sampling times (or doses).

n_samp_max

Integer representing the maximum number of MC samples to perform (for one combination of sampling times). Either the algorithm will stop for finding a unique combination of optimal sampling times before reaching n_samp_max or for reaching it. In the second case, the sampling times corresponding to the highest determinant of the FIM will be selected as the optimum.

n_rep

Integer representing the number of repeated measures at the same time (or dose) for each patient. The default value is set at 1 (for continuous data).

n_iter

Integer representing the number of Markov Chains Monte Carlo (MCMC) samples.

n_burn

Integer representing the number of burn-in samples for MCMC.

L_boot

Number of samples for bootstrap estimation of the confidence intervals of the determinant of the FIM. The default value is set at 1000.

plot_graph

A boolean indicating if at each step (every step_mc), a graph with the determinant of the FIM and its bootstrap confidence intervals for the remaining combinations of sampling times should be plotted and saved. The default value is set at TRUE.

nb_patients

Number of patients with the same elementary design for which the FIM and its determinant are evaluated. The default value is set at 1.

det_graph

A boolean indicating if the normalized determinant of the FIM for the selected optimal design should be plotted in function of the number of MC samples. The default value is set at FALSE.

Details

The algorithm will first test all combinations of nb_t sampling times (or doses) in ens_t on at least n_samp_min MC samples. Then and after each step (every step_mc), only combinations of sampling times for which the upper bound of the bootstrap confidence interval is above the maximum estimated determinant of the FIM will be selected for the next step. The algorithm will stop either for finding a unique combination of optimal sampling times before reaching n_samp_max or for reaching it. In the second case, the combination of sampling times corresponding to the highest determinant of the FIM will be selected as the optimum. However, in this case the graph (plot_graph=TRUE) could help to distinguish the remaining combinations of sampling times.

Value

An list is returned, composed of the following variables:

opt_t

Optimal protocol, i.e. sampling times (or doses).

FIM_opt_t

Expected Fisher information matrix (FIM) for the optimal protocol. Of note, the FIM is an individual FIM and is calculated for nb_patients patients.

FIM_covar_opt_t

Variance-covariance matrix of the FIM for the optimal protocol. (Of note, its dimension is of size 4 as the FIM is in dimension 2.)

inv_FIM_opt_t

Inverse of the FIM for the optimal protocol.

RSE_opt_t

Relative standard errors for the optimal protocol (square root of the diagonal elements of the inverse of the FIM).

RSE_inf_boot_opt_t

Vector containing the lower bound of the bootstrap confidence interval of the RSEs for the optimal protocol.

RSE_sup_boot_opt_t

Vector containing the upper bound of the bootstrap confidence interval of the RSEs for the optimal protocol.

det_norm_FIM_opt_t

Normalized determinant of the FIM for the optimal protocol.

IC_normal_opt_t

Vector containing the lower and upper bound of the confidence interval of the normalized determinant of the FIM assuming normal distribution for the optimal protocol.

IC_boot_opt_t

Vector containing the lower and upper bound of the bootstrap confidence interval of the normalized determinant of the FIM for the optimal protocol.

list_select

A list containing at each step the combinations of sampling times selected.

list_det

A list containing at each step the determinant of the FIM for each combination of sampling times selected.

list_boot_inf

A list containing at each step the lower bound of the bootstrap confidence interval of determinant of the FIM for each combination of sampling times selected.

list_boot_sup

A list containing at each step the upper bound of the bootstrap confidence interval of determinant of the FIM for each combination of sampling times selected.

list_fim

A list containing at each step the FIM for each combination of sampling times selected.

In addition, for the optimal protocol selected at the end, a graph of the normalized determinant of the FIM with normal and bootstrap confidence intervals in function of the number of MC samples is plotted.

Author(s)

Marie-Karelle Riviere-Jourdan [e-mail]

Examples

############################
# PLEASE UNCOMMENT EXAMPLE #
############################
#params = c(1,8,0.15,0.6,0.02,0.07,0.1)
#times_poss = c(0.1,0.5,1,2,3,6,12,24,36,48,72,120,240)

# Files can be found in external data
#model = stan_model("model_b_given_y.stan")
#model2 = stan_model("model_derivatives.stan")
#model3 = stan_model("model_y.stan")

#opt1 = fisher_optimization(nb_t=3, set_t=times_poss, y_ini=0.5, model=model, 
#model2=model2, model3=model3, params=params, dim_b=3, set_seed=TRUE, seed=42, 
#step_mc=100, n_samp_min=30, n_samp_max=2000, n_rep=1, n_iter=500, n_burn=500,
#nb_patients=32)
#opt1