constr_crits: Specificying arbitrary constraints on parameters

In Infusion: Inference Using Simulation

Specificying arbitrary constraints on parameters

Description

constr_crits is an argument of init_reftable, add_reftable, infer_SLik_joint, and profile.SLik_j, allowing to specify constraints on parameters, beyond the ones defined by the ranges over each parameter. Depending on the function it controls, this argument will affect the generation of parameter points or the maximization of the summary-likelihood. The infer_SLik_joint return value contains the constr_crits information it was given, allowing subsequent refine calls to take constraints into account.

The constraints are represented as a mathematical expression for a vector of quantities that should all be negative when the constraints are satisfied. For example, to incorporate the constraint t1 < t3 && t2 < t3 between three time parameters t1, t2 and t3 present in the reference table, one can use
constr_crits = quote({ c(t1-t3, t2-t3) }).
See Examples in infer_SLik_joint for a nice artificial toy example.

For computational efficiency, it may be better to avoid using this feature when the constraints can be represented as box constraints (i.e., independent ranges for each parameter) by some intuitive reparametrization.

Infusion documentation built on Sept. 30, 2024, 9:16 a.m.