Multi-objective Optimal Design of experiments (MOODE) for targeting the experimental objectives directly, ensuring as such that the full set of research questions is answered as economically as possible.
Install from CRAN with:
install.packages("MOODE")
You can install the development version of MOODE
from
GitHub with:
# install.packages("devtools")
devtools::install_github("vkstats/MOODE")
As a basic example, consider an experiment with K=2
factors, each
having Levels = 3
levels. The primary (assumed) model contains
first-order terms, and the potential model also contains squared terms.
The experiment will have Nruns = 24
runs. An optimal compound design
will be sought combining $DP_S$-, $LoF-D$- and $MSE(D)$-optimality; see
Koutra et al. (2024). We
define the parameters for this experiment using the mood
function.
library("MOODE")
ex.mood <- mood(K = 2, Levels = 3, Nruns = 24,
model_terms = list(primary.terms = c("x1", "x2"),
potential.terms = c("x12", "x22")),
criterion.choice = "MSE.D",
kappa = list(kappa.DP = 1 / 3, kappa.LoF = 1 / 3,
kappa.mse = 1 / 3))
The kappa
list defines weights for each criterion, with
$\kappa_i\ge 0$ and $\sum \kappa_i = 1$.
Optimal designs are found using a point exchange algorithm, via the
Search
function.
search.ex <- Search(ex.mood)
#> ✔ Design search complete. Final compound objective function value = 0.19717
The best design found is available as element X.design
, ordered here
by treatment number.
fd <- search.ex$X.design[order(search.ex$X1[, 1]),]
cbind(fd[1:12, ], fd[13:24, ])
#> x1 x2 x1 x2
#> [1,] -1 -1 0 1
#> [2,] -1 -1 0 1
#> [3,] -1 -1 1 -1
#> [4,] -1 0 1 -1
#> [5,] -1 0 1 -1
#> [6,] -1 1 1 -1
#> [7,] -1 1 1 0
#> [8,] -1 1 1 0
#> [9,] -1 1 1 1
#> [10,] 0 -1 1 1
#> [11,] 0 -1 1 1
#> [12,] 0 0 1 1
The path
element records the compound objective function value from
each of the (by default) 10 attempts of the algorithm from different
random starting designs.
search.ex$path
#> [1] 0.1971797 0.1971700 0.1971714 0.1971458 0.1971621 0.1971951 0.1971238
#> [8] 0.1972105 0.1979960 0.1971959
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