pcode_lkh {pCODE} | R Documentation |
pcode_lkh (likelihood and multiple dimension version)
Description
Obtain estimates of both structural and nuisance parameters of an ODE model by parameter cascade method.
Usage
pcode_lkh(data, likelihood.fun, time, ode.model, par.names,
state.names, par.initial, basis.list, lambda, controls)
Arguments
data |
A data frame or a matrix contain observations from each dimension of the ODE model. |
likelihood.fun |
A function computes the likelihood or the loglikelihood of the errors. |
time |
A vector contains observation ties or a matrix if time points are different between dimesion. |
ode.model |
An R function that computes the time derivative of the ODE model given observations of states variable and structural parameters. |
par.names |
The names of structural parameters defined in the 'ode.model'. |
state.names |
The names of state variables defined in the 'ode.model'. |
par.initial |
Initial value of structural parameters to be optimized. |
basis.list |
A list of basis objects for smoothing each dimension's observations. Can be the same or different across dimensions. |
lambda |
Penalty parameter. |
controls |
A list of control parameters. See ‘Details’. |
Details
The controls
argument is a list providing addition inputs for the nonlinear least square optimizer:
-
nquadpts
Determine the number of quadrature points for approximating an integral. Default is 101. -
smooth.lambda
Determine the smoothness penalty for obtaining initial value of nuisance parameters. -
tau
Initial value of Marquardt parameter. Small values indicate good initial values for structural parameters. -
tolx
Tolerance for parameters of objective functions. Default is set at 1e-6. -
tolg
Tolerance for the gradient of parameters of objective functions. Default is set at 1e-6. -
maxeval
The maximum number of evaluation of the optimizer. Default is set at 20.
Value
structural.par |
The structural parameters of the ODE model. |
nuisance.par |
The nuisance parameters or the basis coefficients for interpolating observations. |