EW_ForLion_MLM_Optimal: EW ForLion function for multinomial logit models

In ForLion: 'ForLion' Algorithm to Find D-Optimal Designs for Experiments

EW ForLion function for multinomial logit models

Description

EW ForLion function for multinomial logit models

Usage

EW_ForLion_MLM_Optimal(
  J,
  n.factor,
  factor.level,
  hfunc,
  h.prime,
  bvec_matrix,
  link = "continuation",
  EW_Fi.func = EW_Fi_MLM_func,
  delta = 1e-05,
  epsilon = 1e-12,
  reltol = 1e-05,
  rel.diff = 0,
  maxit = 100,
  random = FALSE,
  nram = 3,
  rowmax = NULL,
  Xini = NULL,
  random.initial = FALSE,
  nram.initial = 3,
  optim_grad = FALSE
)

Arguments

J	number of response levels in the multinomial logit model
n.factor	vector of numbers of distinct levels, "0" indicates continuous factors, "0"s always come first, "2" or above indicates discrete factor, "1" is not allowed
factor.level	list of distinct levels, (min, max) for continuous factor, continuous factors first, should be the same order as n.factor
hfunc	function for obtaining model matrix h(y) for given design point y, y has to follow the same order as n.factor
h.prime	function to obtain dX/dx
bvec_matrix	the matrix of the bootstrap parameter values of beta
link	link function, default "continuation", other choices "baseline", "cumulative", and "adjacent"
EW_Fi.func	function to calculate row-wise Expectation of Fisher information Fi, default is EW_Fi_MLM_func
delta	tuning parameter, the generated design pints distance threshold, || x_i(0) - x_j(0) || >= delta, default 1e-5
epsilon	determining f.det > 0 numerically, f.det <= epsilon will be considered as f.det <= 0, default 1e-12
reltol	the relative convergence tolerance, default value 1e-5
rel.diff	points with distance less than that will be merged, default value 0
maxit	the maximum number of iterations, default value 100
random	TRUE or FALSE, if TRUE then the function will run EW lift-one with additional "nram" number of random approximate allocation, default to be FALSE
nram	when random == TRUE, the function will run EW lift-one nram number of initial proportion p00, default is 3
rowmax	maximum number of points in the initial design, default NULL indicates no restriction
Xini	initial list of design points, default NULL will generate random initial design points
random.initial	TRUE or FALSE, if TRUE then the function will run EW ForLion with additional "nram.initial" number of random initial design points, default FALSE
nram.initial	when random.initial == TRUE, the function will run EW ForLion algorithm with nram.initial number of initial design points Xini, default is 3
optim_grad	TRUE or FALSE, default is FALSE, whether to use the analytical gradient function or numerical gradient for searching optimal new design point

Value

m the number of design points

x.factor matrix of experimental factors with rows indicating design point

p the reported EW D-optimal approximate allocation

det the determinant of the maximum Expectation of Fisher information

convergence TRUE or FALSE, whether converge

min.diff the minimum Euclidean distance between design points

x.close pair of design points with minimum distance

itmax iteration of the algorithm

Examples

J=3
p=5
hfunc.temp = function(y){
matrix(data=c(1,y,y*y,0,0,0,0,0,1,y,0,0,0,0,0), nrow=3, ncol=5, byrow=TRUE)
} #hfunc is a 3*5 matrix, transfer x design matrix to model matrix for emergence of flies example

hprime.temp = function(y){
matrix(data=c(0, 1, 2*y, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0), nrow=3, ncol=5, byrow=TRUE)
}

link.temp = "continuation"
n.factor.temp = c(0)  # 1 continuous factor no discrete factor in EW ForLion
factor.level.temp = list(c(80,200)) #boundary for continuous parameter in Forlion
bvec_bootstrap<-matrix(c(-0.2401, -1.9292, -2.7851, -1.614,-1.162,
                         -0.0535, -0.0274, -0.0096,-0.0291, -0.04,
                          0.0004,  0.0003,  0.0002,  0.0003,  0.1,
                         -9.2154, -9.7576, -9.6818, -8.5139, -8.56),nrow=4,byrow=TRUE)
EW_ForLion_MLM_Optimal(J=J, n.factor=n.factor.temp, factor.level=factor.level.temp,
         hfunc=hfunc.temp,h.prime=h.prime.temp, bvec_matrix=bvec_bootstrap,rel.diff=1,
         link=link.temp, optim_grad=FALSE)

ForLion documentation built on April 11, 2025, 5:38 p.m.