| mxFitFunctionAlgebra {OpenMx} | R Documentation |
Create MxFitFunctionAlgebra Object
Description
mxFitFunctionAlgebra returns an MxFitFunctionAlgebra object.
Usage
mxFitFunctionAlgebra(algebra, numObs = NA, numStats = NA, ..., gradient =
NA_character_, hessian = NA_character_, verbose = 0L,
units="-2lnL", strict=TRUE)
Arguments
algebra |
A character string indicating the name of an MxAlgebra or MxMatrix object to use for optimization. |
numObs |
(optional) An adjustment to the total number of observations in the model. |
numStats |
(optional) An adjustment to the total number of observed statistics in the model. |
... |
Not used. Forces remaining arguments to be specified by name. |
gradient |
(optional) A character string indicating the name of an MxAlgebra object. |
hessian |
(optional) A character string indicating the name of an MxAlgebra object. |
verbose |
(optional An integer to increase the level of runtime log output. |
units |
(optional) The units of the fit statistic. |
strict |
Whether to require that all derivative entries reference free parameters. |
Details
If you want to fit a multigroup model, the preferred way is to use mxFitFunctionMultigroup.
Fit functions are functions for which free parameter values are chosen such that the value of the objective function is minimized. While the other fit functions in OpenMx require an expectation function for the model, the mxAlgebraObjective function uses the referenced MxAlgebra or MxMatrix object as the function to be minimized.
If a model's fit function is an mxFitFunctionAlgebra objective function, then the referenced algebra in the objective function must return a 1 x 1 matrix (when using OpenMx's default optimizer). There is no restriction on the dimensions of an fit function that is not the primary, or ‘topmost’, objective function.
To evaluate an algebra fit function, place the following objects in a MxModel object: a mxFitFunctionAlgebra, MxAlgebra and MxMatrix entities referenced by the MxAlgebraObjective, and optional MxBounds and MxConstraint objects. This model may then be evaluated using the mxRun function. The results of the optimization may be obtained using the mxEval function on the name of the MxAlgebra, after the model has been run.
First and second derivatives can be provided with the algebra fit function. The dimnames on the gradient and hessian MxAlgebras are matched against names of free variables. Names that do not match are ignored. The fit is assumed to be in deviance units (-2 log likelihood units). If you are working in log likelihood units, the -2 scaling factor is not applied automatically. You have to multiply by -2 yourself.
Value
Returns an MxFitFunctionAlgebra object. MxFitFunctionAlgebra objects should be included with models with referenced MxAlgebra and MxMatrix objects.
References
The OpenMx User's guide can be found at https://openmx.ssri.psu.edu/documentation/.
See Also
Other fit functions:
mxFitFunctionMultigroup, mxFitFunctionML,
mxFitFunctionWLS, mxFitFunctionGREML,
mxFitFunctionR, mxFitFunctionRow
To create an algebra suitable as a reference function to be minimized see: mxAlgebra
More information about the OpenMx package may be found here.
Examples
# Create and fit a very simple model that adds two numbers using mxFitFunctionAlgebra
library(OpenMx)
# Create a matrix 'A' with no free parameters
A <- mxMatrix('Full', nrow = 1, ncol = 1, values = 1, name = 'A')
# Create an algebra 'B', which defines the expression A + A
B <- mxAlgebra(A + A, name = 'B')
# Define the objective function for algebra 'B'
objective <- mxFitFunctionAlgebra('B')
# Place the algebra, its associated matrix and
# its objective function in a model
tmpModel <- mxModel(model="Addition", A, B, objective)
# Evalulate the algebra
tmpModelOut <- mxRun(tmpModel)
# View the results
tmpModelOut$output$minimum