meff: Calculates Relative Efficiency for Minimax Optimal Designs

In ICAOD: Optimal Designs for Nonlinear Statistical Models by Imperialist Competitive Algorithm (ICA)

Description

Given a parameter space for the unknown parameters, this function calculates the D-efficiency of a design ξ_1 with respect to a design ξ_2. Usually, ξ_2 is an optimal design.

Usage

meff(
  formula,
  predvars,
  parvars,
  family = gaussian(),
  lp,
  up,
  fimfunc = NULL,
  x2,
  w2,
  x1,
  w1,
  standardized = FALSE,
  localdes = NULL,
  crt.minimax.control = list(),
  npar = length(lp)
)

Arguments

formula	A linear or nonlinear model formula. A symbolic description of the model consists of predictors and the unknown model parameters. Will be coerced to a formula if necessary.
predvars	A vector of characters. Denotes the predictors in the formula.
parvars	A vector of characters. Denotes the unknown parameters in the formula.
family	A description of the response distribution and the link function to be used in the model. This can be a family function, a call to a family function or a character string naming the family. Every family function has a link argument allowing to specify the link function to be applied on the response variable. If not specified, default links are used. For details see family. By default, a linear gaussian model gaussian() is applied.
lp	Vector of lower bounds for the model parameters. Should be in the same order as parvars or param in the argument fimfunc.
up	Vector of upper bounds for the model parameters. Should be in the same order as parvars or param in the argument fimfunc. When a parameter is known (has a fixed value), its associated lower and upper bound values in lp and up must be set equal.
fimfunc	A function. Returns the FIM as a matrix. Required when formula is missing. See 'Details' of minimax.
x2	Vector of design (support) points of the optimal design (ξ_2). Similar to x.
w2	Vector of corresponding design weights for x2.
x1	Vector of design (support) points of ξ_1. See 'Details' of leff.
w1	Vector of corresponding design weights for x.
standardized	Maximin standardized design? When standardized = TRUE, the argument localdes must be given. Defaults to FALSE. See 'Details' of minimax.
localdes	A function that takes the parameter values as inputs and returns the design points and weights of the locally optimal design. Required when standardized = "TRUE". See 'Details' of minimax.
crt.minimax.control	Control parameters to optimize the minimax or standardized maximin criterion at a given design over a continuous parameter space (when n.grid = 0). For details, see the function crt.minimax.control.
npar	Number of model parameters. Used when fimfunc is given instead of formula to specify the number of model parameters. If not specified truly, the sensitivity (derivative) plot may be shifted below the y-axis. When NULL (default), it is set to length(lp).

Details

See Masoudi et al. (2017) for formula details.

The argument x1 is the vector of design points. For design points with more than one dimension (the models with more than one predictors), it is a concatenation of the design points, but dimension-wise. For example, let the model has three predictors (I, S, Z). Then, a two-point optimal design has the following points: {point1 = (I1, S1, Z1), point2 = (I2, S2, Z2)}. Then, the argument x is equal to x = c(I1, I2, S1, S2, Z1, Z2).

Value

A value between 0 and 1.

Examples

# Relative D-efficiency with respect to the minimax criterion
meff(formula = ~1/(1 + exp(-b * (x-a))), predvars = "x",
     parvars = c("a", "b"), family = "binomial",
     lp = c(-3, .5), up = c(3, 2),
     x2 = c(-3, -1.608782, 0, 1.608782, 3),
     w2 = c(0.22291601, 0.26438449, 0.02539899, 0.26438449, 0.22291601),
     x1 = c(-1, 1), w1 = c(.5, .5))



# A function to calculate the locally D-optimal design for the 2PL model
Dopt_2pl <- function(a, b){
  x <- c(a + (1/b) * 1.5434046, a - (1/b) * 1.5434046)
  return(list(x = x, w = c(.5, .5)))
}
# Relative D-efficiency with respect to the standardized maximin criterion
meff (formula = ~1/(1 + exp(-b * (x-a))), predvars = "x",
      parvars = c("a", "b"), family = "binomial",
      lp = c(-3, .5), up = c(3, 2),
      x2 = c(-3, -1.611255, 0, 1.611255, 3),
      w2 = c(0.22167034, 0.26592974, 0.02479984, 0.26592974, 0.22167034),
      x1 = c(0, -1), w1 = c(.5, .5),
      standardized = TRUE,
      localdes = Dopt_2pl)

ICAOD documentation built on Oct. 23, 2020, 6:40 p.m.