Nothing
R/mirt.R
In mirt: Multidimensional Item Response Theory
Defines functions
mirt
Documented in
mirt
#' Full-Information Item Factor Analysis (Multidimensional Item Response
#' Theory)
#'
#' \code{mirt} fits a maximum likelihood (or maximum a posteriori) factor analysis model
#' to any mixture of dichotomous and polytomous data under the item response theory paradigm
#' using either Cai's (2010) Metropolis-Hastings Robbins-Monro (MHRM) algorithm, with
#' an EM algorithm approach outlined by Bock and Aitkin (1981) using rectangular or
#' quasi-Monte Carlo integration grids, or with the stochastic EM (i.e., the first two stages
#' of the MH-RM algorithm). Models containing 'explanatory' person or item level predictors
#' can only be included by using the \code{\link{mixedmirt}} function, though latent
#' regression models can be fit using the \code{formula} input in this function.
#' Tests that form a two-tier or bi-factor structure should be estimated with the
#' \code{\link{bfactor}} function, which uses a dimension reduction EM algorithm for
#' modeling item parcels. Multiple group analyses (useful for DIF and DTF testing) are
#' also available using the \code{\link{multipleGroup}} function.
#'
#' @section Confirmatory and Exploratory IRT:
#'
#' Specification of the confirmatory item factor analysis model follows many of
#' the rules in the structural equation modeling framework for confirmatory factor analysis. The
#' variances of the latent factors are automatically fixed to 1 to help
#' facilitate model identification. All parameters may be fixed to constant
#' values or set equal to other parameters using the appropriate declarations.
#' Confirmatory models may also contain 'explanatory' person or item level predictors, though
#' including predictors is currently limited to the \code{\link{mixedmirt}} function.
#'
#' When specifying a single number greater than 1 as the \code{model} input to mirt
#' an exploratory IRT model will be estimated. Rotation and target matrix options are available
#' if they are passed to generic functions such as \code{\link{summary-method}} and
#' \code{\link{fscores}}. Factor means and variances are fixed to ensure proper identification.
#'
#' If the model is an exploratory item factor analysis estimation will begin
#' by computing a matrix of quasi-polychoric correlations. A
#' factor analysis with \code{nfact} is then extracted and item parameters are
#' estimated by \eqn{a_{ij} = f_{ij}/u_j}, where \eqn{f_{ij}} is the factor
#' loading for the \emph{j}th item on the \emph{i}th factor, and \eqn{u_j} is
#' the square root of the factor uniqueness, \eqn{\sqrt{1 - h_j^2}}. The
#' initial intercept parameters are determined by calculating the inverse
#' normal of the item facility (i.e., item easiness), \eqn{q_j}, to obtain
#' \eqn{d_j = q_j / u_j}. A similar implementation is also used for obtaining
#' initial values for polytomous items.
#'
#' @section A note on upper and lower bound parameters:
#'
#' Internally the \eqn{g} and \eqn{u} parameters are transformed using a logit
#' transformation (\eqn{log(x/(1-x))}), and can be reversed by using \eqn{1 / (1 + exp(-x))}
#' following convergence. This also applies when computing confidence intervals for these
#' parameters, and is done so automatically if \code{coef(mod, rawug = FALSE)}.
#'
#' As such, when applying prior distributions to these parameters it is recommended to use a prior
#' that ranges from negative infinity to positive infinity, such as the normally distributed
#' prior via the \code{'norm'} input (see \code{\link{mirt.model}}).
#'
#' @section Convergence for quadrature methods:
#'
#' Unrestricted full-information factor analysis is known to have problems with
#' convergence, and some items may need to be constrained or removed entirely
#' to allow for an acceptable solution. As a general rule dichotomous items with
#' means greater than .95, or items that are only .05 greater than the
#' guessing parameter, should be considered for removal from the analysis or
#' treated with prior parameter distributions. The same type of reasoning is
#' applicable when including upper bound parameters as well. For polytomous items, if categories
#' are rarely endorsed then this will cause similar issues. Also, increasing the
#' number of quadrature points per dimension, or using the
#' quasi-Monte Carlo integration method, may help to stabilize the estimation process
#' in higher dimensions. Finally, solutions that are not well defined also will have difficulty
#' converging, and can indicate that the model has been misspecified (e.g., extracting too many
#' dimensions).
#'
#' @section Convergence for MH-RM method:
#'
#' For the MH-RM algorithm, when the number of iterations grows very high (e.g., greater than 1500)
#' or when \code{Max Change = .2500} values are repeatedly printed
#' to the console too often (indicating that the parameters were being constrained since they are
#' naturally moving in steps greater than 0.25) then the model may either be ill defined or have a
#' very flat likelihood surface, and genuine maximum-likelihood parameter estimates may be difficult
#' to find. Standard errors are computed following the model convergence by passing
#' \code{SE = TRUE}, to perform an addition MH-RM stage but treating the maximum-likelihood
#' estimates as fixed points.
#'
#' @return function returns an object of class \code{SingleGroupClass}
#' (\link{SingleGroupClass-class})
#'
#' @section Additional helper functions:
#'
#' Additional functions are available in the package which can be useful pre- and post-estimation.
#' These are:
#'
#' \describe{
#' \item{\code{\link{mirt.model}}}{
#' Define the IRT model specification use special syntax. Useful for defining between and within
#' group parameter constraints, prior parameter distributions, and specifying the slope
#' coefficients for each factor}
#' \item{\code{\link{coef-method}}}{
#' Extract raw coefficients from the model, along with their standard errors and confidence
#' intervals}
#' \item{\code{\link{summary-method}}}{
#' Extract standardized loadings from model. Accepts a \code{rotate} argument for exploratory
#' item response model}
#' \item{\code{\link{anova-method}}}{
#' Compare nested models using likelihood ratio statistics as well as information criteria
#' such as the AIC and BIC}
#' \item{\code{\link{residuals-method}}}{
#' Compute pairwise residuals between each item using methods such as the LD statistic
#' (Chen & Thissen, 1997), as well as response pattern residuals}
#' \item{\code{\link{plot-method}}}{
#' Plot various types of test level plots including the test score and information functions
#' and more}
#' \item{\code{\link{itemplot}}}{
#' Plot various types of item level plots, including the score, standard error, and information
#' functions, and more}
#' \item{\code{\link{createItem}}}{
#' Create a customized \code{itemtype} that does not currently exist in the package}
#' \item{\code{\link{imputeMissing}}}{
#' Impute missing data given some computed Theta matrix}
#' \item{\code{\link{fscores}}}{
#' Find predicted scores for the latent traits using estimation methods such as EAP, MAP, ML,
#' WLE, and EAPsum}
#' \item{\code{\link{wald}}}{
#' Compute Wald statistics follow the convergence of a model with a suitable information matrix}
#' \item{\code{\link{M2}}}{
#' Limited information goodness of fit test statistic based to determine how well the model fits
#' the data}
#' \item{\code{\link{itemfit}} and \code{\link{personfit}}}{
#' Goodness of fit statistics at the item and person levels, such as the S-X2, infit, outfit,
#' and more}
#' \item{\code{\link{boot.mirt}}}{
#' Compute estimated parameter confidence intervals via the bootstrap methods}
# \item{\code{\link{read.mirt}}}{
# Translates mirt objects into objects suitable for use with the \code{plink} package}
#' \item{\code{\link{mirtCluster}}}{
#' Define a cluster for the package functions to use for capitalizing on multi-core architecture
#' to utilize available CPUs when possible. Will help to decrease estimation times for tasks
#' that can be run in parallel}
#'
#' }
#'
#' @section IRT Models:
#'
#' The parameter labels use the follow convention, here using two factors and \eqn{K} as the total
#' number of categories (using \eqn{k} for specific category instances).
#'
#' \describe{
#' \item{Rasch}{
#' Only one intercept estimated, and the latent variance of \eqn{\theta} is freely estimated. If
#' the data have more than two categories then a partial credit model is used instead (see
#' 'gpcm' below).
#' \deqn{P(x = 1|\theta, d) = \frac{1}{1 + exp(-(\theta + d))}}
#' }
#' \item{2-4PL}{
#' Depending on the model \eqn{u} may be equal to 1 and \eqn{g} may be equal to 0.
#' \deqn{P(x = 1|\theta, \psi) = g + \frac{(u - g)}{
#' 1 + exp(-(a_1 * \theta_1 + a_2 * \theta_2 + d))}}
#' }
#' \item{5PL}{
#' Currently restricted to unidimensional models
#' \deqn{P(x = 1|\theta, \psi) = g + \frac{(u - g)}{
#' 1 + exp(-(a_1 * \theta_1 + d))^S}}
#' where \eqn{S} allows for asymmetry in the response function and
#' is transformation constrained to be greater than 0 (i.e., \code{log(S)} is estimated rather than \code{S})
#' }
#' \item{CLL}{
#' Complementary log-log model (see Shim, Bonifay, and Wiedermann, 2022)
#' \deqn{P(x = 1|\theta, b) = 1 - exp(-exp(\theta - b))}
#' Currently restricted to unidimensional dichotomous data.
#' }
#' \item{graded}{
#' The graded model consists of sequential 2PL models,
#' \deqn{P(x = k | \theta, \psi) = P(x \ge k | \theta, \phi) - P(x \ge k + 1 | \theta, \phi)}
#' Note that \eqn{P(x \ge 1 | \theta, \phi) = 1} while \eqn{P(x \ge K + 1 | \theta, \phi) = 0}
#' }
#' \item{ULL}{
#' The unipolar log-logistic model (ULL; Lucke, 2015) is defined the same as
#' the graded response model, however
#' \deqn{P(x \le k | \theta, \psi) = \frac{\lambda_k\theta^\eta}{1 + \lambda_k\theta^\eta}}.
#' Internally the \eqn{\lambda} parameters are exponentiated to keep them positive, and should
#' therefore the reported estimates should be interpreted in log units
#' }
#' \item{grsm}{
#' A more constrained version of the graded model where graded spacing is equal across item
#' blocks and only adjusted by a single 'difficulty' parameter (c) while the latent variance
#' of \eqn{\theta} is freely estimated (see Muraki, 1990 for this exact form).
#' This is restricted to unidimensional models only.
#' }
#' \item{gpcm/nominal}{For the gpcm the \eqn{d} values are treated as fixed and ordered values
#' from \eqn{0:(K-1)} (in the nominal model \eqn{d_0} is also set to 0). Additionally, for
#' identification in the nominal model \eqn{ak_0 = 0}, \eqn{ak_{(K-1)} = (K - 1)}.
#' \deqn{P(x = k | \theta, \psi) =
#' \frac{exp(ak_{k-1} * (a_1 * \theta_1 + a_2 * \theta_2) + d_{k-1})}
#' {\sum_{k=1}^K exp(ak_{k-1} * (a_1 * \theta_1 + a_2 * \theta_2) + d_{k-1})}}
#'
#' For the partial credit model (when \code{itemtype = 'Rasch'}; unidimensional only) the above
#' model is further constrained so that \eqn{ak = (0,1,\ldots, K-1)}, \eqn{a_1 = 1}, and the
#' latent variance of \eqn{\theta_1} is freely estimated. Alternatively, the partial credit model
#' can be obtained by containing all the slope parameters in the gpcms to be equal.
#' More specific scoring function may be included by passing a suitable list or matrices
#' to the \code{gpcm_mats} input argument.
#'
#' In the nominal model this parametrization helps to identify the empirical ordering of the
#' categories by inspecting the \eqn{ak} values. Larger values indicate that the item category
#' is more positively related to the latent trait(s) being measured. For instance, if an item
#' was truly ordinal (such as a Likert scale), and had 4 response categories, we would expect
#' to see \eqn{ak_0 < ak_1 < ak_2 < ak_3} following estimation. If on the other hand
#' \eqn{ak_0 > ak_1} then it would appear that the second category is less related to to the
#' trait than the first, and therefore the second category should be understood as the
#' 'lowest score'.
#'
#' NOTE: The nominal model can become numerical unstable if poor choices for the high and low
#' values are chosen, resulting in \code{ak} values greater than \code{abs(10)} or more. It is
#' recommended to choose high and low anchors that cause the estimated parameters to fall
#' between 0 and \eqn{K - 1} either by theoretical means or by re-estimating
#' the model with better values following convergence.
#' }
#' \item{gpcmIRT and rsm}{
#' The gpcmIRT model is the classical generalized partial credit model for unidimensional response
#' data. It will obtain the same fit as the \code{gpcm} presented above, however the parameterization
#' allows for the Rasch/generalized rating scale model as a special case.
#'
#' E.g., for a K = 4 category response model,
#'
#' \deqn{P(x = 0 | \theta, \psi) = exp(0) / G}
#' \deqn{P(x = 1 | \theta, \psi) = exp(a(\theta - b1) + c) / G}
#' \deqn{P(x = 2 | \theta, \psi) = exp(a(2\theta - b1 - b2) + 2c) / G}
#' \deqn{P(x = 3 | \theta, \psi) = exp(a(3\theta - b1 - b2 - b3) + 3c) / G}
#' where
#' \deqn{G = exp(0) + exp(a(\theta - b1) + c) + exp(a(2\theta - b1 - b2) + 2c) +
#' exp(a(3\theta - b1 - b2 - b3) + 3c)}
#' Here \eqn{a} is the slope parameter, the \eqn{b} parameters are the threshold
#' values for each adjacent category, and \eqn{c} is the so-called difficulty parameter when
#' a rating scale model is fitted (otherwise, \eqn{c = 0} and it drops out of the computations).
#'
#' The gpcmIRT can be constrained to the partial credit IRT model by either constraining all the
#' slopes to be equal, or setting the slopes to 1 and freeing the latent variance parameter.
#'
#' Finally, the rsm is a more constrained version of the (generalized) partial
#' credit model where the spacing is equal
#' across item blocks and only adjusted by a single 'difficulty' parameter (c). Note that this
#' is analogous to the relationship between the graded model and the grsm (with an additional
#' constraint regarding the fixed discrimination parameters).
#' }
#' \item{sequential/Tutz}{
#' The multidimensional sequential response model has the form
#' \deqn{P(x = k | \theta, \psi) = \prod (1 - F(a_1 \theta_1 + a_2 \theta_2 + d_{sk}))
#' F(a_1 \theta_1 + a_2 \theta_2 + d_{jk})}
#' where \eqn{F(\cdot)} is the cumulative logistic function.
#' The Tutz variant of this model (Tutz, 1990) (via \code{itemtype = 'Tutz'})
#' assumes that the slope terms are all equal to 1 and the latent
#' variance terms are estimated (i.e., is a Rasch variant).
#'
#' }
#' \item{ideal}{
#' The ideal point model has the form, with the upper bound constraint on \eqn{d} set to 0:
#' \deqn{P(x = 1 | \theta, \psi) = exp(-0.5 * (a_1 * \theta_1 + a_2 * \theta_2 + d)^2)}
#' }
#' \item{partcomp}{Partially compensatory models consist of the product of 2PL probability curves.
#' \deqn{P(x = 1 | \theta, \psi) = g + (1 - g) (\frac{1}{1 + exp(-(a_1 * \theta_1 + d_1))} *
#' \frac{1}{1 + exp(-(a_2 * \theta_2 + d_2))})}
#'
#' Note that constraining the slopes to be equal across items will reduce the model to
#' Embretson's (a.k.a. Whitely's) multicomponent model (1980).
#' }
#' \item{2-4PLNRM}{Nested logistic curves for modeling distractor items. Requires a scoring key.
#' The model is broken into two components for the probability of endorsement. For successful
#' endorsement the probability trace is the 1-4PL model, while for unsuccessful endorsement:
#' \deqn{P(x = 0 | \theta, \psi) =
#' (1 - P_{1-4PL}(x = 1 | \theta, \psi)) * P_{nominal}(x = k | \theta, \psi)}
#' which is the product of the complement of the dichotomous trace line with the nominal
#' response model. In the nominal model, the slope parameters defined above are constrained
#' to be 1's, while the last value of the \eqn{ak} is freely estimated.
#' }
#' \item{ggum}{The (multidimensional) generalized graded unfolding model is a
#' class of ideal point models useful for ordinal response data. The form is
#' \deqn{P(z=k|\theta,\psi)=\frac{exp\left[\left(z\sqrt{\sum_{d=1}^{D}
#' a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+\sum_{k=0}^{z}\psi_{ik}\right]+
#' exp\left[\left((M-z)\sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]}{\sum_{w=0}^{C}\left(exp\left[\left(w
#' \sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]+exp\left[\left((M-w)
#' \sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]\right)}}
#' where \eqn{\theta_{jd}} is the location of the \eqn{j}th individual on the \eqn{d}th dimension,
#' \eqn{b_{id}} is the difficulty location of the \eqn{i}th item on the \eqn{d}th dimension,
#' \eqn{a_{id}} is the discrimination of the \eqn{j}th individual on the \eqn{d}th dimension
#' (where the discrimination values are constrained to be positive),
#' \eqn{\psi_{ik}} is the \eqn{k}th subjective response category threshold for the \eqn{i}th item,
#' assumed to be symmetric about the item and constant across dimensions, where
#' \eqn{\psi_{ik} = \sum_{d=1}^D a_{id} t_{ik}}
#' \eqn{z = 1,2,\ldots, C} (where \eqn{C} is the number of categories minus 1),
#' and \eqn{M = 2C + 1}.
#' }
#' \item{spline}{Spline response models attempt to model the response curves uses non-linear and potentially
#' non-monotonic patterns. The form is
#' \deqn{P(x = 1|\theta, \eta) = \frac{1}{1 + exp(-(\eta_1 * X_1 + \eta_2 * X_2 + \cdots + \eta_n * X_n))}}
#' where the \eqn{X_n} are from the spline design matrix \eqn{X} organized from the grid of \eqn{\theta}
#' values. B-splines with a natural or polynomial basis are supported, and the \code{intercept} input is
#' set to \code{TRUE} by default.}
#' \item{monopoly}{Monotone polynomial model for polytomous response data of the form
#' \deqn{P(x = k | \theta, \psi) =
#' \frac{exp(\sum_1^k (m^*(\psi) + \xi_{c-1})}
#' {\sum_1^C exp(\sum_1^K (m^*(\psi) + \xi_{c-1}))}}
#' where \eqn{m^*(\psi)} is the monotone polynomial function without the intercept.
#' }
#' }
#'
#' @section HTML help files, exercises, and examples:
#'
#' To access examples, vignettes, and exercise files that have been generated with knitr please
#' visit \url{https://github.com/philchalmers/mirt/wiki}.
#'
#' @aliases mirt
#' @param data a \code{matrix} or \code{data.frame} that consists of
#' numerically ordered data, organized in the form of integers,
#' with missing data coded as \code{NA} (to convert from an ordered factor
#' \code{data.frame} see \code{\link{data.matrix}})
#' @param model a string to be passed (or an object returned from) \code{\link{mirt.model}},
#' declaring how the IRT model is to be estimated (loadings, constraints, priors, etc).
#' For exploratory IRT models, a single numeric value indicating the number
#' of factors to extract is also supported. Default is 1, indicating that a unidimensional
#' model will be fit unless otherwise specified
#' @param itemtype type of items to be modeled, declared as a vector for each item or a single value
#' which will be recycled for each item. The \code{NULL} default assumes that the items follow a graded or
#' 2PL structure, however they may be changed to the following:
#' \itemize{
#' \item \code{'Rasch'} - Rasch/partial credit model by constraining slopes to 1 and freely estimating
#' the variance parameters (alternatively, can be specified by applying equality constraints to the
#' slope parameters in \code{'gpcm'}; Rasch, 1960)
#' \item \code{'2PL'}, \code{'3PL'}, \code{'3PLu'}, and \code{'4PL'} - 2-4 parameter logistic model,
#' where \code{3PL} estimates the lower asymptote only while \code{3PLu} estimates the upper asymptote only
#' (Lord and Novick, 1968; Lord, 1980)
#' \item \code{'5PL'} - 5 parameter logistic model to estimate asymmetric logistic
#' response curves. Currently restricted to unidimensional models
#' \item \code{'CLL'} - complementary log-log link model.
#' Currently restricted to unidimensional models
#' \item \code{'ULL'} - unipolar log-logistic model (Lucke, 2015). Note the use of this itemtype
#' will automatically use a log-normal distribution for the latent traits
#' \item \code{'graded'} - graded response model (Samejima, 1969)
#' \item \code{'grsm'} - graded ratings scale model in the
#' classical IRT parameterization (restricted to unidimensional models; Muraki, 1992)
#' \item \code{'gpcm'} and \code{'gpcmIRT'} - generalized partial credit model in the slope-intercept
#' and classical parameterization. \code{'gpcmIRT'} is restricted to unidimensional models. Note that
#' optional scoring matrices for \code{'gpcm'} are available with the \code{gpcm_mats} input (Muraki, 1992)
#' \item \code{'rsm'} - Rasch rating scale model using the \code{'gpcmIRT'} structure
#' (unidimensional only; Andrich, 1978)
#' \item \code{'nominal'} - nominal response model (Bock, 1972)
#' \item \code{'ideal'} - dichotomous ideal point model (Maydeu-Olivares, 2006)
#' \item \code{'ggum'} - generalized graded unfolding model (Roberts, Donoghue, & Laughlin, 2000)
#' and its multidimensional extension
#' \item \code{'sequential'} - multidimensional sequential response model (Tutz, 1990) in slope-intercept form
#' \item \code{'Tutz'} - same as the \code{'sequential'} itemtype, except the slopes are fixed to 1
#' and the latent variance terms are freely estimated (similar to the \code{'Rasch'} itemtype input)
#' \item \code{'PC2PL'} and \code{'PC3PL'} - 2-3 parameter partially compensatory model.
#' Note that constraining the slopes to be equal across items will reduce the model to
#' Embretson's (a.k.a. Whitely's) multicomponent model (1980).
#' \item \code{'2PLNRM'}, \code{'3PLNRM'}, \code{'3PLuNRM'}, and \code{'4PLNRM'} - 2-4 parameter nested
#' logistic model, where \code{3PLNRM} estimates the lower asymptote only while \code{3PLuNRM} estimates
#' the upper asymptote only (Suh and Bolt, 2010)
#' \item \code{'spline'} - spline response model with the \code{\link{bs}} (default)
#' or the \code{\link{ns}} function (Winsberg, Thissen, and Wainer, 1984)
#' \item \code{'monopoly'} - monotonic polynomial model for unidimensional tests
#' for dichotomous and polytomous response data (Falk and Cai, 2016)
#' }
#'
#' Additionally, user defined item classes can also be defined using the \code{\link{createItem}} function
#' @param method a character object specifying the estimation algorithm to be used. The default is
#' \code{'EM'}, for the standard EM algorithm with fixed quadrature, \code{'QMCEM'} for
#' quasi-Monte Carlo EM estimation, or \code{'MCEM'} for Monte Carlo EM estimation.
#' The option \code{'MHRM'} may also be passed to use the MH-RM algorithm,
#' \code{'SEM'} for the Stochastic EM algorithm (first
#' two stages of the MH-RM stage using an optimizer other than a single Newton-Raphson iteration),
#' and \code{'BL'} for the Bock and Lieberman
#' approach (generally not recommended for longer tests).
#'
#' The \code{'EM'} is generally effective with 1-3 factors, but methods such as the \code{'QMCEM'},
#' \code{'MCEM'}, \code{'SEM'}, or \code{'MHRM'} should be used when the dimensions are 3 or more. Note that
#' when the optimizer is stochastic the associated \code{SE.type} is automatically changed to
#' \code{SE.type = 'MHRM'} by default to avoid the use of quadrature
#' @param optimizer a character indicating which numerical optimizer to use. By default, the EM
#' algorithm will use the \code{'BFGS'} when there are no upper and lower bounds box-constraints and
#' \code{'nlminb'} when there are.
#'
#' Other options include the Newton-Raphson (\code{'NR'}),
#' which can be more efficient than the \code{'BFGS'} but not as stable for more complex
#' IRT models (such as the nominal or nested logit models)
#' and the related \code{'NR1'} which is also the Newton-Raphson
#' but consists of only 1 update that has been coupled with RM Hessian (only
#' applicable when the MH-RM algorithm is used). The MH-RM algorithm uses the \code{'NR1'} by default,
#' though currently the \code{'BFGS'}, \code{'L-BFGS-B'}, and \code{'NR'}
#' are also supported with this method (with
#' fewer iterations by default) to emulate stochastic EM updates.
#' As well, the \code{'Nelder-Mead'} and \code{'SANN'}
#' estimators are available, but their routine use generally is not required or recommended.
#'
#' Additionally, estimation subroutines from the \code{Rsolnp} and \code{nloptr}
#' packages are available by passing the arguments \code{'solnp'} and \code{'nloptr'},
#' respectively. This should be used in conjunction with the \code{solnp_args} and
#' \code{nloptr_args} specified below. If equality constraints were specified in the
#' model definition only the parameter with the lowest \code{parnum}
#' in the \code{pars = 'values'} data.frame is used in the estimation vector passed
#' to the objective function, and group hyper-parameters are omitted.
#' Equality an inequality functions should be of the form \code{function(p, optim_args)},
#' where \code{optim_args} is a list of internally parameters that largely can be ignored
#' when defining constraints (though use of \code{browser()} here may be helpful)
#' @param SE logical; estimate the standard errors by computing the parameter information matrix?
#' See \code{SE.type} for the type of estimates available
#' @param SE.type type of estimation method to use for calculating the parameter information matrix
#' for computing standard errors and \code{\link{wald}} tests. Can be:
#'
#' \itemize{
#' \item \code{'Richardson'}, \code{'forward'}, or \code{'central'} for the numerical Richardson,
#' forward difference, and central difference evaluation of observed Hessian matrix
#' \item \code{'crossprod'} and \code{'Louis'} for standard error computations based on the variance of the
#' Fisher scores as well as Louis' (1982) exact computation of the observed information matrix.
#' Note that Louis' estimates can take a long time to obtain for large sample sizes and long tests
#' \item \code{'sandwich'} for the sandwich covariance estimate based on the
#' \code{'crossprod'} and \code{'Oakes'} estimates (see Chalmers, 2018, for details)
#' \item \code{'sandwich.Louis'} for the sandwich covariance estimate based on the
#' \code{'crossprod'} and \code{'Louis'} estimates
#' \item \code{'Oakes'} for Oakes' (1999) method using a central difference approximation
#' (see Chalmers, 2018, for details)
#' \item \code{'SEM'} for the supplemented EM (disables the \code{accelerate} option automatically; EM only)
#' \item \code{'Fisher'} for the expected information, \code{'complete'} for information based
#' on the complete-data Hessian used in EM algorithm
#' \item \code{'MHRM'} and \code{'FMHRM'} for stochastic approximations of observed information matrix
#' based on the Robbins-Monro filter or a fixed number of MHRM draws without the RM filter.
#' These are the only options supported when \code{method = 'MHRM'}
#' \item \code{'numerical'} to obtain the numerical estimate from a call to \code{\link{optim}}
#' when \code{method = 'BL'}
#' }
#'
#' Note that both the \code{'SEM'} method becomes very sensitive if the ML solution has
#' has not been reached with sufficient precision, and may be further sensitive
#' if the history of the EM cycles is not stable/sufficient for convergence of the respective estimates.
#' Increasing the number of iterations (increasing \code{NCYCLES} and decreasing
#' \code{TOL}, see below) will help to improve the accuracy, and can be
#' run in parallel if a \code{\link{mirtCluster}} object has been defined (this will be
#' used for Oakes' method as well). Additionally,
#' inspecting the symmetry of the ACOV matrix for convergence issues by passing
#' \code{technical = list(symmetric = FALSE)} can be helpful to determine if a sufficient
#' solution has been reached
#'
#' @param guess fixed pseudo-guessing parameters. Can be entered as a single
#' value to assign a global guessing parameter or may be entered as a numeric
#' vector corresponding to each item
#' @param upper fixed upper bound parameters for 4-PL model. Can be entered as a single
#' value to assign a global guessing parameter or may be entered as a numeric
#' vector corresponding to each item
#' @param accelerate a character vector indicating the type of acceleration to use. Default
#' is \code{'Ramsay'}, but may also be \code{'squarem'} for the SQUAREM procedure (specifically,
#' the gSqS3 approach) described in Varadhan and Roldand (2008).
#' To disable the acceleration, pass \code{'none'}
#' @param constrain a list of user declared equality constraints. To see how to define the
#' parameters correctly use \code{pars = 'values'} initially to see how the parameters are
#' labeled. To constrain parameters to be equal create a list with separate concatenated
#' vectors signifying which parameters to constrain. For example, to set parameters 1 and 5
#' equal, and also set parameters 2, 6, and 10 equal use
#' \code{constrain = list(c(1,5), c(2,6,10))}. Constraints can also be specified using the
#' \code{\link{mirt.model}} syntax (recommended)
# @param parprior a list of user declared prior item probabilities. To see how to define the
# parameters correctly use \code{pars = 'values'} initially to see how the parameters are
# labeled. Can define either normal (e.g., intercepts, lower/guessing and upper bounds),
# log-normal (e.g., for univariate slopes), or beta prior probabilities.
# To specify a prior the form is c('priortype', ...), where normal priors
# are \code{parprior = list(c(parnumbers, 'norm', mean, sd))},
# \code{parprior = list(c(parnumbers, 'lnorm', log_mean, log_sd))} for log-normal, and
# \code{parprior = list(c(parnumbers, 'beta', alpha, beta))} for beta, and
# \code{parprior = list(c(parnumbers, 'expbeta', alpha, beta))} for the beta distribution
# after applying the function \code{\link{plogis}} to the input value
# (note, this is specifically for applying a beta
# prior to the lower/upper-bound parameters in 3/4PL models). Priors can also be
# specified using \code{\link{mirt.model}} syntax (recommended)
#' @param pars a data.frame with the structure of how the starting values, parameter numbers,
#' estimation logical values, etc, are defined. The user may observe how the model defines the
#' values by using \code{pars = 'values'}, and this object can in turn be modified and input back
#' into the estimation with \code{pars = mymodifiedpars}
#' @param quadpts number of quadrature points per dimension (must be larger than 2).
#' By default the number of quadrature uses the following scheme:
#' \code{switch(as.character(nfact), '1'=61, '2'=31, '3'=15, '4'=9, '5'=7, 3)}.
#' However, if the method input is set to \code{'QMCEM'} and this argument is left blank then
#' the default number of quasi-Monte Carlo integration nodes will be set to 5000 in total
#' @param TOL convergence threshold for EM or MH-RM; defaults are .0001 and .001. If
#' \code{SE.type = 'SEM'} and this value is not specified, the default is set to \code{1e-5}.
#' To evaluate the model using only the starting values pass \code{TOL = NaN}, and
#' to evaluate the starting values without the log-likelihood pass \code{TOL = NA}
#' @param dentype type of density form to use for the latent trait parameters. Current options include
#'
#' \itemize{
#' \item \code{'Gaussian'} (default) assumes a multivariate Gaussian distribution with an associated
#' mean vector and variance-covariance matrix
#' \item \code{'empiricalhist'} or \code{'EH'} estimates latent distribution using an empirical histogram described by
#' Bock and Aitkin (1981). Only applicable for unidimensional models estimated with the EM algorithm.
#' For this option, the number of cycles, TOL, and quadpts are adjusted accommodate for
#' less precision during estimation (namely: \code{TOL = 3e-5}, \code{NCYCLES = 2000}, \code{quadpts = 121})
#' \item \code{'empiricalhist_Woods'} or \code{'EHW'} estimates latent distribution using an empirical histogram described by
#' Bock and Aitkin (1981), with the same specifications as in \code{dentype = 'empiricalhist'},
#' but with the extrapolation-interpolation method described by Woods (2007). NOTE: to improve stability
#' in the presence of extreme response styles (i.e., all highest or lowest in each item) the \code{technical} option
#' \code{zeroExtreme = TRUE} may be required to down-weight the contribution of these problematic patterns
#' \item \code{'Davidian-#'} estimates semi-parametric Davidian curves described by Woods and Lin (2009),
#' where the \code{#} placeholder represents the number of Davidian parameters to estimate
#' (e.g., \code{'Davidian-6'} will estimate 6 smoothing parameters). By default, the number of
#' \code{quadpts} is increased to 121, and this method is only applicable for
#' unidimensional models estimated with the EM algorithm
#' }
#'
#' Note that when \code{itemtype = 'ULL'} then a log-normal(0,1) density is used to support the unipolar scaling
#' @param survey.weights a optional numeric vector of survey weights to apply for each case in the
#' data (EM estimation only). If not specified, all cases are weighted equally (the standard IRT
#' approach). The sum of the \code{survey.weights} must equal the total sample size for proper
#' weighting to be applied
#' @param GenRandomPars logical; generate random starting values prior to optimization instead of
#' using the fixed internal starting values?
#' @param gpcm_mats a list of matrices specifying how the scoring coefficients in the (generalized)
#' partial credit model should be constructed. If omitted, the standard gpcm format will be used
#' (i.e., \code{seq(0, k, by = 1)} for each trait). This input should be used if traits
#' should be scored different for each category (e.g., \code{matrix(c(0:3, 1,0,0,0), 4, 2)} for a
#' two-dimensional model where the first trait is scored like a gpcm, but the second trait is only
#' positively indicated when the first category is selected). Can be used when \code{itemtype}s
#' are \code{'gpcm'} or \code{'Rasch'}, but only when the respective element in
#' \code{gpcm_mats} is not \code{NULL}
#' @param grsm.block an optional numeric vector indicating where the blocking should occur when
#' using the grsm, NA represents items that do not belong to the grsm block (other items that may
#' be estimated in the test data). For example, to specify two blocks of 3 with a 2PL item for
#' the last item: \code{grsm.block = c(rep(1,3), rep(2,3), NA)}. If NULL the all items are assumed
#' to be within the same group and therefore have the same number of item categories
#' @param rsm.block same as \code{grsm.block}, but for \code{'rsm'} blocks
#' @param monopoly.k a vector of values (or a single value to repeated for each item) which indicate
#' the degree of the monotone polynomial fitted, where the monotone polynomial
#' corresponds to \code{monopoly.k * 2 + 1} (e.g., \code{monopoly.k = 2} fits a
#' 5th degree polynomial). Default is \code{monopoly.k = 1}, which fits a 3rd degree polynomial
#' @param covdata a data.frame of data used for latent regression models
#' @param formula an R formula (or list of formulas) indicating how the latent traits
#' can be regressed using external covariates in \code{covdata}. If a named list
#' of formulas is supplied (where the names correspond to the latent trait names in \code{model})
#' then specific regression effects can be estimated for each factor. Supplying a single formula
#' will estimate the regression parameters for all latent traits by default
#' @param key a numeric vector of the response scoring key. Required when using nested logit item
#' types, and must be the same length as the number of items used. Items that are not nested logit
#' will ignore this vector, so use \code{NA} in item locations that are not applicable
#' @param calcNull logical; calculate the Null model for additional fit statistics (e.g., TLI)?
#' Only applicable if the data contains no NA's and the data is not overly sparse
#' @param large a \code{logical} indicating whether unique response patterns should be obtained prior
#' to performing the estimation so as to avoid repeating computations on identical patterns.
#' The default \code{TRUE} provides the correct degrees of freedom for the model since all unique patterns
#' are tallied (typically only affects goodness of fit statistics such as G2, but also will influence
#' nested model comparison methods such as \code{anova(mod1, mod2)}), while \code{FALSE} will use the
#' number of rows in \code{data} as a placeholder for the total degrees of freedom. As such, model
#' objects should only be compared if all flags were set to \code{TRUE} or all were set to \code{FALSE}
#'
#' Alternatively, if the collapse table of frequencies is desired for the purpose of saving computations
#' (i.e., only computing the collapsed frequencies for the data onte-time) then a character vector can
#' be passed with the arguement \code{large = 'return'} to return a list of all the desired
#' table information used by \code{mirt}. This list object can then be reused by passing it back
#' into the \code{large} argument to avoid re-tallying the data again
#' (again, useful when the dataset are very large and computing the tabulated data is
#' computationally burdensome). This strategy is shown below:
#' \describe{
#' \item{Compute organized data}{e.g., \code{internaldat <- mirt(Science, 1, large = 'return')}}
#' \item{Pass the organized data to all estimation functions}{e.g.,
#' \code{mod <- mirt(Science, 1, large = internaldat)}}
#' }
#' @param draws the number of Monte Carlo draws to estimate the log-likelihood for the MH-RM
#' algorithm. Default is 5000
#' @param verbose logical; print observed- (EM) or complete-data (MHRM) log-likelihood
#' after each iteration cycle? Default is TRUE
#' @param spline_args a named list of lists containing information to be passed to the \code{\link{bs}} (default)
#' and \code{\link{ns}} for each spline itemtype. Each element must refer to the name of the itemtype with the
#' spline, while the internal list names refer to the arguments which are passed. For example, if item 2 were called
#' 'read2', and item 5 were called 'read5', both of which were of itemtype 'spline' but item 5 should use the
#' \code{\link{ns}} form, then a modified list for each input might be of the form:
#'
#' \code{spline_args = list(read2 = list(degree = 4),
#' read5 = list(fun = 'ns', knots = c(-2, 2)))}
#'
#' This code input changes the \code{bs()} splines function to have a \code{degree = 4} input,
#' while the second element changes to the \code{ns()} function with knots set a \code{c(-2, 2)}
#' @param technical a list containing lower level technical parameters for estimation. May be:
#' \describe{
#' \item{NCYCLES}{maximum number of EM or MH-RM cycles; defaults are 500 and 2000}
#' \item{MAXQUAD}{maximum number of quadratures, which you can increase if you have more than
#' 4GB or RAM on your PC; default 20000}
#' \item{theta_lim}{range of integration grid for each dimension; default is \code{c(-6, 6)}. Note that
#' when \code{itemtype = 'ULL'} a log-normal distribution is used and the range is change to
#' \code{c(.01, and 6^2)}, where the second term is the square of the \code{theta_lim} input instead}
#' \item{set.seed}{seed number used during estimation. Default is 12345}
#' \item{SEtol}{standard error tolerance criteria for the S-EM and MHRM computation of the
#' information matrix. Default is 1e-3}
#' \item{symmetric}{logical; force S-EM/Oakes information matrix estimates to be symmetric? Default is TRUE
#' so that computation of standard errors are more stable. Setting this to FALSE can help
#' to detect solutions that have not reached the ML estimate}
#' \item{SEM_window}{ratio of values used to define the S-EM window based on the
#' observed likelihood differences across EM iterations. The default is
#' \code{c(0, 1 - SEtol)}, which provides nearly the very full S-EM window (i.e.,
#' nearly all EM cycles used). To use the a smaller SEM window change the window to
#' to something like \code{c(.9, .999)} to start at a point farther into the EM history}
#' \item{warn}{logical; include warning messages during estimation? Default is TRUE}
#' \item{message}{logical; include general messages during estimation? Default is TRUE}
#' \item{customK}{a numeric vector used to explicitly declare the number of response
#' categories for each item. This should only be used when constructing mirt model for
#' reasons other than parameter estimation (such as to obtain factor scores), and requires
#' that the input data all have 0 as the lowest category. The format is the same as the
#' \code{extract.mirt(mod, 'K')} slot in all converged models}
#' \item{customPriorFun}{a custom function used to determine the normalized density for
#' integration in the EM algorithm. Must be of the form \code{function(Theta, Etable){...}},
#' and return a numeric vector with the same length as number of rows in \code{Theta}. The
#' \code{Etable} input contains the aggregated table generated from the current E-step
#' computations. For proper integration, the returned vector should sum to
#' 1 (i.e., normalized). Note that if using the \code{Etable} it will be NULL
#' on the first call, therefore the prior will have to deal with this issue accordingly}
#' \item{zeroExtreme}{logical; assign extreme response patterns a \code{survey.weight} of 0
#' (formally equivalent to removing these data vectors during estimation)?
#' When \code{dentype = 'EHW'}, where Woods' extrapolation is utilized,
#' this option may be required if the extrapolation causes expected densities to tend towards
#' positive or negative infinity. The default is \code{FALSE}}
#' \item{customTheta}{a custom \code{Theta} grid, in matrix form, used for integration.
#' If not defined, the grid is determined internally based on the number of \code{quadpts}}
#' \item{nconstrain}{same specification as the \code{constrain} list argument,
#' however imposes a negative equality constraint instead (e.g., \eqn{a12 = -a21}, which
#' is specified as \code{nconstrain = list(c(12, 21))}). Note that each specification
#' in the list must be of length 2, where the second element is taken to be -1 times the
#' first element}
#' \item{delta}{the deviation term used in numerical estimates when computing the ACOV matrix
#' with the 'forward' or 'central' numerical approaches, as well as Oakes' method with the
#' Richardson extrapolation. Default is 1e-5}
#' \item{parallel}{logical; use the parallel cluster defined by \code{\link{mirtCluster}}?
#' Default is TRUE}
#' \item{storeEMhistory}{logical; store the iteration history when using the EM algorithm?
#' Default is FALSE. When TRUE, use \code{\link{extract.mirt}} to extract}
#' \item{internal_constraints}{logical; include the internal constraints when using certain
#' IRT models (e.g., 'grsm' itemtype). Disable this if you want to use special optimizers
#' such as the solnp. Default is \code{TRUE}}
#' \item{gain}{a vector of two values specifying the numerator and exponent
#' values for the RM gain function \eqn{(val1 / cycle)^val2}.
#' Default is \code{c(0.10, 0.75)}}
#' \item{BURNIN}{number of burn in cycles (stage 1) in MH-RM; default is 150}
#' \item{SEMCYCLES}{number of SEM cycles (stage 2) in MH-RM; default is 100}
#' \item{MHDRAWS}{number of Metropolis-Hasting draws to use in the MH-RM at each iteration; default is 5}
#' \item{MHcand}{a vector of values used to tune the MH sampler. Larger values will
#' cause the acceptance ratio to decrease. One value is required for each group in
#' unconditional item factor analysis (\code{mixedmirt()} requires additional values
#' for random effect). If null, these values are determined internally, attempting to
#' tune the acceptance of the draws to be between .1 and .4}
#' \item{MHRM_SE_draws}{number of fixed draws to use when \code{SE=TRUE} and \code{SE.type = 'FMHRM'}
#' and the maximum number of draws when \code{SE.type = 'MHRM'}. Default is 2000}
#' \item{MCEM_draws}{a function used to determine the number of quadrature points to draw for the
#' \code{'MCEM'} method. Must include one argument which indicates the iteration number of the
#' EM cycle. Default is \code{function(cycles) 500 + (cycles - 1)*2}, which starts the number of
#' draws at 500 and increases by 2 after each full EM iteration}
#' \item{info_if_converged}{logical; compute the information matrix when using the MH-RM algorithm
#' only if the model converged within a suitable number of iterations? Default is \code{TRUE}}
#' \item{logLik_if_converged}{logical; compute the observed log-likelihood when using the MH-RM algorithm
#' only if the model converged within a suitable number of iterations? Default is \code{TRUE}}
#' \item{keep_vcov_PD}{logical; attempt to keep the variance-covariance matrix of the latent traits
#' positive definite during estimation in the EM algorithm? This generally improves the convergence
#' properties when the traits are highly correlated. Default is \code{TRUE}}
#' }
#' @param solnp_args a list of arguments to be passed to the \code{solnp::solnp()} function for
#' equality constraints, inequality constraints, etc
#' @param nloptr_args a list of arguments to be passed to the \code{nloptr::nloptr()}
#' function for equality constraints, inequality constraints, etc
#' @param control a list passed to the respective optimizers (i.e., \code{optim()}, \code{nlminb()},
#' etc). Additional arguments have been included for the \code{'NR'} optimizer: \code{'tol'}
#' for the convergence tolerance in the M-step (default is \code{TOL/1000}), while the default
#' number of iterations for the Newton-Raphson optimizer is 50 (modified with the \code{'maxit'}
#' control input)
#' @param ... additional arguments to be passed
#' @author Phil Chalmers \email{rphilip.chalmers@@gmail.com}
#' @seealso \code{\link{bfactor}}, \code{\link{multipleGroup}}, \code{\link{mixedmirt}},
#' \code{\link{expand.table}}, \code{\link{key2binary}}, \code{\link{mod2values}},
#' \code{\link{extract.item}}, \code{\link{iteminfo}}, \code{\link{testinfo}},
#' \code{\link{probtrace}}, \code{\link{simdata}}, \code{\link{averageMI}},
#' \code{\link{fixef}}, \code{\link{extract.mirt}}, \code{\link{itemstats}}
#'
#' @references
#'
#' Andrich, D. (1978). A rating scale formulation for ordered response categories.
#' \emph{Psychometrika, 43}, 561-573.
#'
#' Bock, R. D., & Aitkin, M. (1981). Marginal maximum likelihood estimation of
#' item parameters: Application of an EM algorithm. \emph{Psychometrika,
#' 46}(4), 443-459.
#'
#' Bock, R. D., Gibbons, R., & Muraki, E. (1988). Full-Information Item Factor
#' Analysis. \emph{Applied Psychological Measurement, 12}(3), 261-280.
#'
#' Bock, R. D. & Lieberman, M. (1970). Fitting a response model for n dichotomously
#' scored items. \emph{Psychometrika, 35}, 179-197.
#'
#' Cai, L. (2010a). High-Dimensional exploratory item factor analysis by a
#' Metropolis-Hastings Robbins-Monro algorithm. \emph{Psychometrika, 75},
#' 33-57.
#'
#' Cai, L. (2010b). Metropolis-Hastings Robbins-Monro algorithm for confirmatory
#' item factor analysis. \emph{Journal of Educational and Behavioral
#' Statistics, 35}, 307-335.
#'
#' Chalmers, R., P. (2012). mirt: A Multidimensional Item Response Theory
#' Package for the R Environment. \emph{Journal of Statistical Software, 48}(6), 1-29.
#' \doi{10.18637/jss.v048.i06}
#'
#' Chalmers, R. P. (2015). Extended Mixed-Effects Item Response Models with the MH-RM Algorithm.
#' \emph{Journal of Educational Measurement, 52}, 200-222. \doi{10.1111/jedm.12072}
#'
#' Chalmers, R. P. (2018). Numerical Approximation of the Observed Information Matrix with Oakes' Identity.
#' \emph{British Journal of Mathematical and Statistical Psychology} \emph{DOI: 10.1111/bmsp.12127}
#'
#' Chalmers, R., P. & Flora, D. (2014). Maximum-likelihood Estimation of Noncompensatory IRT
#' Models with the MH-RM Algorithm. \emph{Applied Psychological Measurement, 38}, 339-358.
#' \doi{10.1177/0146621614520958}
#'
#' Chen, W. H. & Thissen, D. (1997). Local dependence indices for item pairs using item
#' response theory. \emph{Journal of Educational and Behavioral Statistics, 22}, 265-289.
#'
#' Falk, C. F. & Cai, L. (2016). Maximum Marginal Likelihood Estimation of a
#' Monotonic Polynomial Generalized Partial Credit Model with Applications to
#' Multiple Group Analysis. \emph{Psychometrika, 81}, 434-460.
#'
#' Lord, F. M. & Novick, M. R. (1968). Statistical theory of mental test scores. Addison-Wesley.
#'
#' Lucke, J. F. (2015). Unipolar item response models. In S. P. Reise & D. A. Revicki
#' (Eds.), Handbook of item response theory modeling: Applications to
#' typical performance assessment (pp. 272-284). New York, NY: Routledge/Taylor & Francis Group.
#'
#' Ramsay, J. O. (1975). Solving implicit equations in psychometric data analysis.
#' \emph{Psychometrika, 40}, 337-360.
#'
#' Rasch, G. (1960). Probabilistic models for some intelligence and attainment tests.
#' \emph{Danish Institute for Educational Research}.
#'
#' Roberts, J. S., Donoghue, J. R., & Laughlin, J. E. (2000).
#' A General Item Response Theory Model for Unfolding Unidimensional Polytomous Responses.
#' \emph{Applied Psychological Measurement, 24}, 3-32.
#'
#' Shim, H., Bonifay, W., & Wiedermann, W. (2022). Parsimonious asymmetric item response
#' theory modeling with the complementary log-log link. \emph{Behavior Research Methods, 55},
#' 200-219.
#'
#' Maydeu-Olivares, A., Hernandez, A. & McDonald, R. P. (2006).
#' A Multidimensional Ideal Point Item Response Theory Model for Binary Data.
#' \emph{Multivariate Behavioral Research, 41}, 445-471.
#'
#' Muraki, E. (1990). Fitting a polytomous item response model to Likert-type data.
#' \emph{Applied Psychological Measurement, 14}, 59-71.
#'
#' Muraki, E. (1992). A generalized partial credit model: Application of an EM algorithm.
#' \emph{Applied Psychological Measurement, 16}, 159-176.
#'
#' Muraki, E. & Carlson, E. B. (1995). Full-information factor analysis for polytomous
#' item responses. \emph{Applied Psychological Measurement, 19}, 73-90.
#'
#' Samejima, F. (1969). Estimation of latent ability using a response pattern of
#' graded scores. \emph{Psychometrika Monographs}, 34.
#'
#' Suh, Y. & Bolt, D. (2010). Nested logit models for multiple-choice item response data.
#' \emph{Psychometrika, 75}, 454-473.
#'
#' Sympson, J. B. (1977). A model for testing with multidimensional items.
#' Proceedings of the 1977 Computerized Adaptive Testing Conference.
#'
#' Thissen, D. (1982). Marginal maximum likelihood estimation for the one-parameter logistic model.
#' \emph{Psychometrika, 47}, 175-186.
#'
#' Tutz, G. (1990). Sequential item response models with ordered response.
#' \emph{British Journal of Mathematical and Statistical Psychology, 43}, 39-55.
#'
#' Varadhan, R. & Roland, C. (2008). Simple and Globally Convergent Methods for Accelerating
#' the Convergence of Any EM Algorithm. \emph{Scandinavian Journal of Statistics, 35}, 335-353.
#'
#' Whitely, S. E. (1980). Multicomponent latent trait models for ability tests.
#' \emph{Psychometrika, 45}(4), 470-494.
#'
#' Wood, R., Wilson, D. T., Gibbons, R. D., Schilling, S. G., Muraki, E., &
#' Bock, R. D. (2003). \emph{TESTFACT 4 for Windows: Test Scoring, Item Statistics,
#' and Full-information Item Factor Analysis} [Computer software]. Lincolnwood,
#' IL: Scientific Software International.
#'
#' Woods, C. M., and Lin, N. (2009). Item Response Theory With Estimation of the Latent Density Using Davidian Curves.
#' \emph{Applied Psychological Measurement},33(2), 102-117.
#'
#' @keywords models
#' @export mirt
#' @examples
#'
#' # load LSAT section 7 data and compute 1 and 2 factor models
#' data <- expand.table(LSAT7)
#' itemstats(data)
#'
#' (mod1 <- mirt(data, 1))
#' coef(mod1)
#' summary(mod1)
#' plot(mod1)
#' plot(mod1, type = 'trace')
#'
#' \dontrun{
#' (mod2 <- mirt(data, 1, SE = TRUE)) #standard errors via the Oakes method
#' (mod2 <- mirt(data, 1, SE = TRUE, SE.type = 'SEM')) #standard errors with SEM method
#' coef(mod2)
#' (mod3 <- mirt(data, 1, SE = TRUE, SE.type = 'Richardson')) #with numerical Richardson method
#' residuals(mod1)
#' plot(mod1) #test score function
#' plot(mod1, type = 'trace') #trace lines
#' plot(mod2, type = 'info') #test information
#' plot(mod2, MI=200) #expected total score with 95% confidence intervals
#'
#' # estimated 3PL model for item 5 only
#' (mod1.3PL <- mirt(data, 1, itemtype = c('2PL', '2PL', '2PL', '2PL', '3PL')))
#' coef(mod1.3PL)
#'
#' # internally g and u pars are stored as logits, so usually a good idea to include normal prior
#' # to help stabilize the parameters. For a value around .182 use a mean
#' # of -1.5 (since 1 / (1 + exp(-(-1.5))) == .182)
#' model <- 'F = 1-5
#' PRIOR = (5, g, norm, -1.5, 3)'
#' mod1.3PL.norm <- mirt(data, model, itemtype = c('2PL', '2PL', '2PL', '2PL', '3PL'))
#' coef(mod1.3PL.norm)
#' #limited information fit statistics
#' M2(mod1.3PL.norm)
#'
#' # unidimensional ideal point model
#' idealpt <- mirt(data, 1, itemtype = 'ideal')
#' plot(idealpt, type = 'trace', facet_items = TRUE)
#' plot(idealpt, type = 'trace', facet_items = FALSE)
#'
#' # two factors (exploratory)
#' mod2 <- mirt(data, 2)
#' coef(mod2)
#' summary(mod2, rotate = 'oblimin') #oblimin rotation
#' residuals(mod2)
#' plot(mod2)
#' plot(mod2, rotate = 'oblimin')
#'
#' anova(mod1, mod2) #compare the two models
#' scoresfull <- fscores(mod2) #factor scores for each response pattern
#' head(scoresfull)
#' scorestable <- fscores(mod2, full.scores = FALSE) #save factor score table
#' head(scorestable)
#'
#' # confirmatory (as an example, model is not identified since you need 3 items per factor)
#' # Two ways to define a confirmatory model: with mirt.model, or with a string
#'
#' # these model definitions are equivalent
#' cmodel <- mirt.model('
#' F1 = 1,4,5
#' F2 = 2,3')
#' cmodel2 <- 'F1 = 1,4,5
#' F2 = 2,3'
#'
#' cmod <- mirt(data, cmodel)
#' # cmod <- mirt(data, cmodel2) # same as above
#' coef(cmod)
#' anova(cmod, mod2)
#' # check if identified by computing information matrix
#' (cmod <- mirt(data, cmodel, SE = TRUE))
#'
#' ###########
#' # data from the 'ltm' package in numeric format
#' itemstats(Science)
#'
#' pmod1 <- mirt(Science, 1)
#' plot(pmod1)
#' plot(pmod1, type = 'trace')
#' plot(pmod1, type = 'itemscore')
#' summary(pmod1)
#'
#' # Constrain all slopes to be equal with the constrain = list() input or mirt.model() syntax
#' # first obtain parameter index
#' values <- mirt(Science,1, pars = 'values')
#' values #note that slopes are numbered 1,5,9,13, or index with values$parnum[values$name == 'a1']
#' (pmod1_equalslopes <- mirt(Science, 1, constrain = list(c(1,5,9,13))))
#' coef(pmod1_equalslopes)
#'
#' # using mirt.model syntax, constrain all item slopes to be equal
#' model <- 'F = 1-4
#' CONSTRAIN = (1-4, a1)'
#' (pmod1_equalslopes <- mirt(Science, model))
#' coef(pmod1_equalslopes)
#'
#' coef(pmod1_equalslopes)
#' anova(pmod1_equalslopes, pmod1) #significantly worse fit with almost all criteria
#'
#' pmod2 <- mirt(Science, 2)
#' summary(pmod2)
#' plot(pmod2, rotate = 'oblimin')
#' itemplot(pmod2, 1, rotate = 'oblimin')
#' anova(pmod1, pmod2)
#'
#' # unidimensional fit with a generalized partial credit and nominal model
#' (gpcmod <- mirt(Science, 1, 'gpcm'))
#' coef(gpcmod)
#'
#' # for the nominal model the lowest and highest categories are assumed to be the
#' # theoretically lowest and highest categories that related to the latent trait(s)
#' (nomod <- mirt(Science, 1, 'nominal'))
#' coef(nomod) #ordering of ak values suggest that the items are indeed ordinal
#' anova(gpcmod, nomod)
#' itemplot(nomod, 3)
#'
#' # generalized graded unfolding model
#' (ggum <- mirt(Science, 1, 'ggum'))
#' coef(ggum, simplify=TRUE)
#' plot(ggum)
#' plot(ggum, type = 'trace')
#' plot(ggum, type = 'itemscore')
#'
#' # monotonic polyomial models
#' (monopoly <- mirt(Science, 1, 'monopoly'))
#' coef(monopoly, simplify=TRUE)
#' plot(monopoly)
#' plot(monopoly, type = 'trace')
#' plot(monopoly, type = 'itemscore')
#'
#' # unipolar IRT model
#' unimod <- mirt(Science, itemtype = 'ULL')
#' coef(unimod, simplify=TRUE)
#' plot(unimod)
#' plot(unimod, type = 'trace')
#' itemplot(unimod, 1)
#'
#' # following use the correct log-normal density for latent trait
#' itemfit(unimod)
#' M2(unimod, type = 'C2')
#' fs <- fscores(unimod)
#' hist(fs, 20)
#' fscores(unimod, method = 'EAPsum', full.scores = FALSE)
#'
#' ## example applying survey weights.
#' # weight the first half of the cases to be more representative of population
#' survey.weights <- c(rep(2, nrow(Science)/2), rep(1, nrow(Science)/2))
#' survey.weights <- survey.weights/sum(survey.weights) * nrow(Science)
#' unweighted <- mirt(Science, 1)
#' weighted <- mirt(Science, 1, survey.weights=survey.weights)
#'
#' ###########
#' # empirical dimensionality testing that includes 'guessing'
#'
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' itemstats(data)
#'
#' mod1 <- mirt(data, 1)
#' extract.mirt(mod1, 'time') #time elapsed for each estimation component
#'
#' # optionally use Newton-Raphson for (generally) faster convergence in the M-step's
#' mod1 <- mirt(data, 1, optimizer = 'NR')
#' extract.mirt(mod1, 'time')
#'
#' mod2 <- mirt(data, 2, optimizer = 'NR')
#' # difficulty converging with reduced quadpts, reduce TOL
#' mod3 <- mirt(data, 3, TOL = .001, optimizer = 'NR')
#' anova(mod1,mod2)
#' anova(mod2, mod3) #negative AIC, 2 factors probably best
#'
#' # same as above, but using the QMCEM method for generally better accuracy in mod3
#' mod3 <- mirt(data, 3, method = 'QMCEM', TOL = .001, optimizer = 'NR')
#' anova(mod2, mod3)
#'
#' # with fixed guessing parameters
#' mod1g <- mirt(data, 1, guess = .1)
#' coef(mod1g)
#'
#' ###########
#' # graded rating scale example
#'
#' # make some data
#' set.seed(1234)
#' a <- matrix(rep(1, 10))
#' d <- matrix(c(1,0.5,-.5,-1), 10, 4, byrow = TRUE)
#' c <- seq(-1, 1, length.out=10)
#' data <- simdata(a, d + c, 2000, itemtype = rep('graded',10))
#' itemstats(data)
#'
#' mod1 <- mirt(data, 1)
#' mod2 <- mirt(data, 1, itemtype = 'grsm')
#' coef(mod2)
#' anova(mod2, mod1) #not sig, mod2 should be preferred
#' itemplot(mod2, 1)
#' itemplot(mod2, 5)
#' itemplot(mod2, 10)
#'
#' ###########
#' # 2PL nominal response model example (Suh and Bolt, 2010)
#' data(SAT12)
#' SAT12[SAT12 == 8] <- NA #set 8 as a missing value
#' head(SAT12)
#'
#' # correct answer key
#' key <- c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5)
#' scoredSAT12 <- key2binary(SAT12, key)
#' mod0 <- mirt(scoredSAT12, 1)
#'
#' # for first 5 items use 2PLNRM and nominal
#' scoredSAT12[,1:5] <- as.matrix(SAT12[,1:5])
#' mod1 <- mirt(scoredSAT12, 1, c(rep('nominal',5),rep('2PL', 27)))
#' mod2 <- mirt(scoredSAT12, 1, c(rep('2PLNRM',5),rep('2PL', 27)), key=key)
#' coef(mod0)$Item.1
#' coef(mod1)$Item.1
#' coef(mod2)$Item.1
#' itemplot(mod0, 1)
#' itemplot(mod1, 1)
#' itemplot(mod2, 1)
#'
#' # compare added information from distractors
#' Theta <- matrix(seq(-4,4,.01))
#' par(mfrow = c(2,3))
#' for(i in 1:5){
#' info <- iteminfo(extract.item(mod0,i), Theta)
#' info2 <- iteminfo(extract.item(mod2,i), Theta)
#' plot(Theta, info2, type = 'l', main = paste('Information for item', i), ylab = 'Information')
#' lines(Theta, info, col = 'red')
#' }
#' par(mfrow = c(1,1))
#'
#' # test information
#' plot(Theta, testinfo(mod2, Theta), type = 'l', main = 'Test information', ylab = 'Information')
#' lines(Theta, testinfo(mod0, Theta), col = 'red')
#'
#' ###########
#' # using the MH-RM algorithm
#' data(LSAT7)
#' fulldata <- expand.table(LSAT7)
#' (mod1 <- mirt(fulldata, 1, method = 'MHRM'))
#'
#' # Confirmatory models
#'
#' # simulate data
#' a <- matrix(c(
#' 1.5,NA,
#' 0.5,NA,
#' 1.0,NA,
#' 1.0,0.5,
#' NA,1.5,
#' NA,0.5,
#' NA,1.0,
#' NA,1.0),ncol=2,byrow=TRUE)
#'
#' d <- matrix(c(
#' -1.0,NA,NA,
#' -1.5,NA,NA,
#' 1.5,NA,NA,
#' 0.0,NA,NA,
#' 3.0,2.0,-0.5,
#' 2.5,1.0,-1,
#' 2.0,0.0,NA,
#' 1.0,NA,NA),ncol=3,byrow=TRUE)
#'
#' sigma <- diag(2)
#' sigma[1,2] <- sigma[2,1] <- .4
#' items <- c(rep('2PL',4), rep('graded',3), '2PL')
#' dataset <- simdata(a,d,2000,items,sigma)
#'
#' # analyses
#' # CIFA for 2 factor crossed structure
#'
#' model.1 <- '
#' F1 = 1-4
#' F2 = 4-8
#' COV = F1*F2'
#'
#' # compute model, and use parallel computation of the log-likelihood
#' if(interactive()) mirtCluster()
#' mod1 <- mirt(dataset, model.1, method = 'MHRM')
#' coef(mod1)
#' summary(mod1)
#' residuals(mod1)
#'
#' #####
#' # bifactor
#' model.3 <- '
#' G = 1-8
#' F1 = 1-4
#' F2 = 5-8'
#'
#' mod3 <- mirt(dataset,model.3, method = 'MHRM')
#' coef(mod3)
#' summary(mod3)
#' residuals(mod3)
#' anova(mod1,mod3)
#'
#' #####
#' # polynomial/combinations
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#'
#' model.quad <- '
#' F1 = 1-32
#' (F1*F1) = 1-32'
#'
#'
#' model.combo <- '
#' F1 = 1-16
#' F2 = 17-32
#' (F1*F2) = 1-8'
#'
#' (mod.quad <- mirt(data, model.quad))
#' summary(mod.quad)
#' (mod.combo <- mirt(data, model.combo))
#' anova(mod.combo, mod.quad)
#'
#' # non-linear item and test plots
#' plot(mod.quad)
#' plot(mod.combo, type = 'SE')
#' itemplot(mod.quad, 1, type = 'score')
#' itemplot(mod.combo, 2, type = 'score')
#' itemplot(mod.combo, 2, type = 'infocontour')
#'
#' ## empirical histogram examples (normal, skew and bimodality)
#' # make some data
#' set.seed(1234)
#' a <- matrix(rlnorm(50, .2, .2))
#' d <- matrix(rnorm(50))
#' ThetaNormal <- matrix(rnorm(2000))
#' ThetaBimodal <- scale(matrix(c(rnorm(1000, -2), rnorm(1000,2)))) #bimodal
#' ThetaSkew <- scale(matrix(rchisq(2000, 3))) #positive skew
#' datNormal <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaNormal)
#' datBimodal <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaBimodal)
#' datSkew <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaSkew)
#'
#' normal <- mirt(datNormal, 1, dentype = "empiricalhist")
#' plot(normal, type = 'empiricalhist')
#' histogram(ThetaNormal, breaks=30)
#'
#' bimodal <- mirt(datBimodal, 1, dentype = "empiricalhist")
#' plot(bimodal, type = 'empiricalhist')
#' histogram(ThetaBimodal, breaks=30)
#'
#' skew <- mirt(datSkew, 1, dentype = "empiricalhist")
#' plot(skew, type = 'empiricalhist')
#' histogram(ThetaSkew, breaks=30)
#'
#' #####
#' # non-linear parameter constraints with Rsolnp package (nloptr supported as well):
#' # Find Rasch model subject to the constraint that the intercepts sum to 0
#'
#' dat <- expand.table(LSAT6)
#' itemstats(dat)
#'
#' # free latent mean and variance terms
#' model <- 'Theta = 1-5
#' MEAN = Theta
#' COV = Theta*Theta'
#'
#' # view how vector of parameters is organized internally
#' sv <- mirt(dat, model, itemtype = 'Rasch', pars = 'values')
#' sv[sv$est, ]
#'
#' # constraint: create function for solnp to compute constraint, and declare value in eqB
#' eqfun <- function(p, optim_args) sum(p[1:5]) #could use browser() here, if it helps
#' LB <- c(rep(-15, 6), 1e-4) # more reasonable lower bound for variance term
#'
#' mod <- mirt(dat, model, sv=sv, itemtype = 'Rasch', optimizer = 'solnp',
#' solnp_args=list(eqfun=eqfun, eqB=0, LB=LB))
#' print(mod)
#' coef(mod)
#' (ds <- sapply(coef(mod)[1:5], function(x) x[,'d']))
#' sum(ds)
#'
#' # same likelihood location as: mirt(dat, 1, itemtype = 'Rasch')
#'
#'
#' #######
#' # latent regression Rasch model
#'
#' # simulate data
#' set.seed(1234)
#' N <- 1000
#'
#' # covariates
#' X1 <- rnorm(N); X2 <- rnorm(N)
#' covdata <- data.frame(X1, X2)
#' Theta <- matrix(0.5 * X1 + -1 * X2 + rnorm(N, sd = 0.5))
#'
#' # items and response data
#' a <- matrix(1, 20); d <- matrix(rnorm(20))
#' dat <- simdata(a, d, 1000, itemtype = '2PL', Theta=Theta)
#'
#' # unconditional Rasch model
#' mod0 <- mirt(dat, 1, 'Rasch')
#'
#' # conditional model using X1 and X2 as predictors of Theta
#' mod1 <- mirt(dat, 1, 'Rasch', covdata=covdata, formula = ~ X1 + X2)
#' coef(mod1, simplify=TRUE)
#' anova(mod0, mod1)
#'
#' # bootstrapped confidence intervals
#' boot.mirt(mod1, R=5)
#'
#' # draw plausible values for secondary analyses
#' pv <- fscores(mod1, plausible.draws = 10)
#' pvmods <- lapply(pv, function(x, covdata) lm(x ~ covdata$X1 + covdata$X2),
#' covdata=covdata)
#' # population characteristics recovered well, and can be averaged over
#' so <- lapply(pvmods, summary)
#' so
#'
#' # compute Rubin's multiple imputation average
#' par <- lapply(so, function(x) x$coefficients[, 'Estimate'])
#' SEpar <- lapply(so, function(x) x$coefficients[, 'Std. Error'])
#' averageMI(par, SEpar)
#'
#' ############
#' # Example using Gauss-Hermite quadrature with custom input functions
#'
#' library(fastGHQuad)
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' GH <- gaussHermiteData(50)
#' Theta <- matrix(GH$x)
#'
#' # This prior works for uni- and multi-dimensional models
#' prior <- function(Theta, Etable){
#' P <- grid <- GH$w / sqrt(pi)
#' if(ncol(Theta) > 1)
#' for(i in 2:ncol(Theta))
#' P <- expand.grid(P, grid)
#' if(!is.vector(P)) P <- apply(P, 1, prod)
#' P
#' }
#'
#' GHmod1 <- mirt(data, 1, optimizer = 'NR',
#' technical = list(customTheta = Theta, customPriorFun = prior))
#' coef(GHmod1, simplify=TRUE)
#'
#' Theta2 <- as.matrix(expand.grid(Theta, Theta))
#' GHmod2 <- mirt(data, 2, optimizer = 'NR', TOL = .0002,
#' technical = list(customTheta = Theta2, customPriorFun = prior))
#' summary(GHmod2, suppress=.2)
#'
#' ############
#' # Davidian curve example
#'
#' dat <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' dav <- mirt(dat, 1, dentype = 'Davidian-4') # use four smoothing parameters
#' plot(dav, type = 'Davidian') # shape of latent trait distribution
#' coef(dav, simplify=TRUE)
#'
#' fs <- fscores(dav) # assume normal prior
#' fs2 <- fscores(dav, use_dentype_estimate=TRUE) # use Davidian estimated prior shape
#' head(cbind(fs, fs2))
#'
#' itemfit(dav) # assume normal prior
#' itemfit(dav, use_dentype_estimate=TRUE) # use Davidian estimated prior shape
#'
#' ###########
#' # 5PL and restricted 5PL example
#' dat <- expand.table(LSAT7)
#'
#' mod2PL <- mirt(dat)
#' mod2PL
#'
#' # Following does not converge without including strong priors
#' # mod5PL <- mirt(dat, itemtype = '5PL')
#' # mod5PL
#'
#' # restricted version of 5PL (asymmetric 2PL)
#' model <- 'Theta = 1-5
#' FIXED = (1-5, g), (1-5, u)'
#'
#' mod2PL_asym <- mirt(dat, model=model, itemtype = '5PL')
#' mod2PL_asym
#' coef(mod2PL_asym, simplify=TRUE)
#' coef(mod2PL_asym, simplify=TRUE, IRTpars=TRUE)
#'
#' # no big difference statistically or visually
#' anova(mod2PL, mod2PL_asym)
#' plot(mod2PL, type = 'trace')
#' plot(mod2PL_asym, type = 'trace')
#'
#' }
mirt <- function(data, model = 1, itemtype = NULL, guess = 0, upper = 1, SE = FALSE,
covdata = NULL, formula = NULL, SE.type = 'Oakes', method = 'EM',
optimizer = NULL, dentype = 'Gaussian',
pars = NULL, constrain = NULL,
calcNull = FALSE, draws = 5000, survey.weights = NULL,
quadpts = NULL, TOL = NULL, gpcm_mats = list(), grsm.block = NULL,
rsm.block = NULL, monopoly.k = 1L, key = NULL,
large = FALSE, GenRandomPars = FALSE, accelerate = 'Ramsay', verbose = TRUE,
solnp_args = list(), nloptr_args = list(), spline_args = list(),
control = list(), technical = list(), ...)
{
Call <- match.call()
latent.regression <- latentRegression_obj(data=data, covdata=covdata,
dentype=dentype, formula=formula, method=method)
if(!is.null(latent.regression$data))
data <- latent.regression$data
mod <- ESTIMATION(data=data, model=model, group=rep('all', nrow(data)),
itemtype=itemtype, guess=guess, upper=upper, grsm.block=grsm.block,
pars=pars, method=method, constrain=constrain, SE=SE, TOL=TOL,
quadpts=quadpts, monopoly.k=monopoly.k,
technical=technical, verbose=verbose, survey.weights=survey.weights,
calcNull=calcNull, SE.type=SE.type, large=large, key=key,
accelerate=accelerate, draws=draws, rsm.block=rsm.block,
GenRandomPars=GenRandomPars, optimizer=optimizer,
solnp_args=solnp_args, nloptr_args=nloptr_args,
latent.regression=latent.regression, gpcm_mats=gpcm_mats,
control=control, spline_args=spline_args, dentype=dentype, ...)
if(is(mod, 'SingleGroupClass'))
mod@Call <- Call
return(mod)
}
Try the mirt package in your browser
Any scripts or data that you put into this service are public.
mirt documentation built on Sept. 11, 2024, 7:14 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Defines functions mirt
Documented in mirt
#' Full-Information Item Factor Analysis (Multidimensional Item Response
#' Theory)
#'
#' \code{mirt} fits a maximum likelihood (or maximum a posteriori) factor analysis model
#' to any mixture of dichotomous and polytomous data under the item response theory paradigm
#' using either Cai's (2010) Metropolis-Hastings Robbins-Monro (MHRM) algorithm, with
#' an EM algorithm approach outlined by Bock and Aitkin (1981) using rectangular or
#' quasi-Monte Carlo integration grids, or with the stochastic EM (i.e., the first two stages
#' of the MH-RM algorithm). Models containing 'explanatory' person or item level predictors
#' can only be included by using the \code{\link{mixedmirt}} function, though latent
#' regression models can be fit using the \code{formula} input in this function.
#' Tests that form a two-tier or bi-factor structure should be estimated with the
#' \code{\link{bfactor}} function, which uses a dimension reduction EM algorithm for
#' modeling item parcels. Multiple group analyses (useful for DIF and DTF testing) are
#' also available using the \code{\link{multipleGroup}} function.
#'
#' @section Confirmatory and Exploratory IRT:
#'
#' Specification of the confirmatory item factor analysis model follows many of
#' the rules in the structural equation modeling framework for confirmatory factor analysis. The
#' variances of the latent factors are automatically fixed to 1 to help
#' facilitate model identification. All parameters may be fixed to constant
#' values or set equal to other parameters using the appropriate declarations.
#' Confirmatory models may also contain 'explanatory' person or item level predictors, though
#' including predictors is currently limited to the \code{\link{mixedmirt}} function.
#'
#' When specifying a single number greater than 1 as the \code{model} input to mirt
#' an exploratory IRT model will be estimated. Rotation and target matrix options are available
#' if they are passed to generic functions such as \code{\link{summary-method}} and
#' \code{\link{fscores}}. Factor means and variances are fixed to ensure proper identification.
#'
#' If the model is an exploratory item factor analysis estimation will begin
#' by computing a matrix of quasi-polychoric correlations. A
#' factor analysis with \code{nfact} is then extracted and item parameters are
#' estimated by \eqn{a_{ij} = f_{ij}/u_j}, where \eqn{f_{ij}} is the factor
#' loading for the \emph{j}th item on the \emph{i}th factor, and \eqn{u_j} is
#' the square root of the factor uniqueness, \eqn{\sqrt{1 - h_j^2}}. The
#' initial intercept parameters are determined by calculating the inverse
#' normal of the item facility (i.e., item easiness), \eqn{q_j}, to obtain
#' \eqn{d_j = q_j / u_j}. A similar implementation is also used for obtaining
#' initial values for polytomous items.
#'
#' @section A note on upper and lower bound parameters:
#'
#' Internally the \eqn{g} and \eqn{u} parameters are transformed using a logit
#' transformation (\eqn{log(x/(1-x))}), and can be reversed by using \eqn{1 / (1 + exp(-x))}
#' following convergence. This also applies when computing confidence intervals for these
#' parameters, and is done so automatically if \code{coef(mod, rawug = FALSE)}.
#'
#' As such, when applying prior distributions to these parameters it is recommended to use a prior
#' that ranges from negative infinity to positive infinity, such as the normally distributed
#' prior via the \code{'norm'} input (see \code{\link{mirt.model}}).
#'
#' @section Convergence for quadrature methods:
#'
#' Unrestricted full-information factor analysis is known to have problems with
#' convergence, and some items may need to be constrained or removed entirely
#' to allow for an acceptable solution. As a general rule dichotomous items with
#' means greater than .95, or items that are only .05 greater than the
#' guessing parameter, should be considered for removal from the analysis or
#' treated with prior parameter distributions. The same type of reasoning is
#' applicable when including upper bound parameters as well. For polytomous items, if categories
#' are rarely endorsed then this will cause similar issues. Also, increasing the
#' number of quadrature points per dimension, or using the
#' quasi-Monte Carlo integration method, may help to stabilize the estimation process
#' in higher dimensions. Finally, solutions that are not well defined also will have difficulty
#' converging, and can indicate that the model has been misspecified (e.g., extracting too many
#' dimensions).
#'
#' @section Convergence for MH-RM method:
#'
#' For the MH-RM algorithm, when the number of iterations grows very high (e.g., greater than 1500)
#' or when \code{Max Change = .2500} values are repeatedly printed
#' to the console too often (indicating that the parameters were being constrained since they are
#' naturally moving in steps greater than 0.25) then the model may either be ill defined or have a
#' very flat likelihood surface, and genuine maximum-likelihood parameter estimates may be difficult
#' to find. Standard errors are computed following the model convergence by passing
#' \code{SE = TRUE}, to perform an addition MH-RM stage but treating the maximum-likelihood
#' estimates as fixed points.
#'
#' @return function returns an object of class \code{SingleGroupClass}
#' (\link{SingleGroupClass-class})
#'
#' @section Additional helper functions:
#'
#' Additional functions are available in the package which can be useful pre- and post-estimation.
#' These are:
#'
#' \describe{
#' \item{\code{\link{mirt.model}}}{
#' Define the IRT model specification use special syntax. Useful for defining between and within
#' group parameter constraints, prior parameter distributions, and specifying the slope
#' coefficients for each factor}
#' \item{\code{\link{coef-method}}}{
#' Extract raw coefficients from the model, along with their standard errors and confidence
#' intervals}
#' \item{\code{\link{summary-method}}}{
#' Extract standardized loadings from model. Accepts a \code{rotate} argument for exploratory
#' item response model}
#' \item{\code{\link{anova-method}}}{
#' Compare nested models using likelihood ratio statistics as well as information criteria
#' such as the AIC and BIC}
#' \item{\code{\link{residuals-method}}}{
#' Compute pairwise residuals between each item using methods such as the LD statistic
#' (Chen & Thissen, 1997), as well as response pattern residuals}
#' \item{\code{\link{plot-method}}}{
#' Plot various types of test level plots including the test score and information functions
#' and more}
#' \item{\code{\link{itemplot}}}{
#' Plot various types of item level plots, including the score, standard error, and information
#' functions, and more}
#' \item{\code{\link{createItem}}}{
#' Create a customized \code{itemtype} that does not currently exist in the package}
#' \item{\code{\link{imputeMissing}}}{
#' Impute missing data given some computed Theta matrix}
#' \item{\code{\link{fscores}}}{
#' Find predicted scores for the latent traits using estimation methods such as EAP, MAP, ML,
#' WLE, and EAPsum}
#' \item{\code{\link{wald}}}{
#' Compute Wald statistics follow the convergence of a model with a suitable information matrix}
#' \item{\code{\link{M2}}}{
#' Limited information goodness of fit test statistic based to determine how well the model fits
#' the data}
#' \item{\code{\link{itemfit}} and \code{\link{personfit}}}{
#' Goodness of fit statistics at the item and person levels, such as the S-X2, infit, outfit,
#' and more}
#' \item{\code{\link{boot.mirt}}}{
#' Compute estimated parameter confidence intervals via the bootstrap methods}
# \item{\code{\link{read.mirt}}}{
# Translates mirt objects into objects suitable for use with the \code{plink} package}
#' \item{\code{\link{mirtCluster}}}{
#' Define a cluster for the package functions to use for capitalizing on multi-core architecture
#' to utilize available CPUs when possible. Will help to decrease estimation times for tasks
#' that can be run in parallel}
#'
#' }
#'
#' @section IRT Models:
#'
#' The parameter labels use the follow convention, here using two factors and \eqn{K} as the total
#' number of categories (using \eqn{k} for specific category instances).
#'
#' \describe{
#' \item{Rasch}{
#' Only one intercept estimated, and the latent variance of \eqn{\theta} is freely estimated. If
#' the data have more than two categories then a partial credit model is used instead (see
#' 'gpcm' below).
#' \deqn{P(x = 1|\theta, d) = \frac{1}{1 + exp(-(\theta + d))}}
#' }
#' \item{2-4PL}{
#' Depending on the model \eqn{u} may be equal to 1 and \eqn{g} may be equal to 0.
#' \deqn{P(x = 1|\theta, \psi) = g + \frac{(u - g)}{
#' 1 + exp(-(a_1 * \theta_1 + a_2 * \theta_2 + d))}}
#' }
#' \item{5PL}{
#' Currently restricted to unidimensional models
#' \deqn{P(x = 1|\theta, \psi) = g + \frac{(u - g)}{
#' 1 + exp(-(a_1 * \theta_1 + d))^S}}
#' where \eqn{S} allows for asymmetry in the response function and
#' is transformation constrained to be greater than 0 (i.e., \code{log(S)} is estimated rather than \code{S})
#' }
#' \item{CLL}{
#' Complementary log-log model (see Shim, Bonifay, and Wiedermann, 2022)
#' \deqn{P(x = 1|\theta, b) = 1 - exp(-exp(\theta - b))}
#' Currently restricted to unidimensional dichotomous data.
#' }
#' \item{graded}{
#' The graded model consists of sequential 2PL models,
#' \deqn{P(x = k | \theta, \psi) = P(x \ge k | \theta, \phi) - P(x \ge k + 1 | \theta, \phi)}
#' Note that \eqn{P(x \ge 1 | \theta, \phi) = 1} while \eqn{P(x \ge K + 1 | \theta, \phi) = 0}
#' }
#' \item{ULL}{
#' The unipolar log-logistic model (ULL; Lucke, 2015) is defined the same as
#' the graded response model, however
#' \deqn{P(x \le k | \theta, \psi) = \frac{\lambda_k\theta^\eta}{1 + \lambda_k\theta^\eta}}.
#' Internally the \eqn{\lambda} parameters are exponentiated to keep them positive, and should
#' therefore the reported estimates should be interpreted in log units
#' }
#' \item{grsm}{
#' A more constrained version of the graded model where graded spacing is equal across item
#' blocks and only adjusted by a single 'difficulty' parameter (c) while the latent variance
#' of \eqn{\theta} is freely estimated (see Muraki, 1990 for this exact form).
#' This is restricted to unidimensional models only.
#' }
#' \item{gpcm/nominal}{For the gpcm the \eqn{d} values are treated as fixed and ordered values
#' from \eqn{0:(K-1)} (in the nominal model \eqn{d_0} is also set to 0). Additionally, for
#' identification in the nominal model \eqn{ak_0 = 0}, \eqn{ak_{(K-1)} = (K - 1)}.
#' \deqn{P(x = k | \theta, \psi) =
#' \frac{exp(ak_{k-1} * (a_1 * \theta_1 + a_2 * \theta_2) + d_{k-1})}
#' {\sum_{k=1}^K exp(ak_{k-1} * (a_1 * \theta_1 + a_2 * \theta_2) + d_{k-1})}}
#'
#' For the partial credit model (when \code{itemtype = 'Rasch'}; unidimensional only) the above
#' model is further constrained so that \eqn{ak = (0,1,\ldots, K-1)}, \eqn{a_1 = 1}, and the
#' latent variance of \eqn{\theta_1} is freely estimated. Alternatively, the partial credit model
#' can be obtained by containing all the slope parameters in the gpcms to be equal.
#' More specific scoring function may be included by passing a suitable list or matrices
#' to the \code{gpcm_mats} input argument.
#'
#' In the nominal model this parametrization helps to identify the empirical ordering of the
#' categories by inspecting the \eqn{ak} values. Larger values indicate that the item category
#' is more positively related to the latent trait(s) being measured. For instance, if an item
#' was truly ordinal (such as a Likert scale), and had 4 response categories, we would expect
#' to see \eqn{ak_0 < ak_1 < ak_2 < ak_3} following estimation. If on the other hand
#' \eqn{ak_0 > ak_1} then it would appear that the second category is less related to to the
#' trait than the first, and therefore the second category should be understood as the
#' 'lowest score'.
#'
#' NOTE: The nominal model can become numerical unstable if poor choices for the high and low
#' values are chosen, resulting in \code{ak} values greater than \code{abs(10)} or more. It is
#' recommended to choose high and low anchors that cause the estimated parameters to fall
#' between 0 and \eqn{K - 1} either by theoretical means or by re-estimating
#' the model with better values following convergence.
#' }
#' \item{gpcmIRT and rsm}{
#' The gpcmIRT model is the classical generalized partial credit model for unidimensional response
#' data. It will obtain the same fit as the \code{gpcm} presented above, however the parameterization
#' allows for the Rasch/generalized rating scale model as a special case.
#'
#' E.g., for a K = 4 category response model,
#'
#' \deqn{P(x = 0 | \theta, \psi) = exp(0) / G}
#' \deqn{P(x = 1 | \theta, \psi) = exp(a(\theta - b1) + c) / G}
#' \deqn{P(x = 2 | \theta, \psi) = exp(a(2\theta - b1 - b2) + 2c) / G}
#' \deqn{P(x = 3 | \theta, \psi) = exp(a(3\theta - b1 - b2 - b3) + 3c) / G}
#' where
#' \deqn{G = exp(0) + exp(a(\theta - b1) + c) + exp(a(2\theta - b1 - b2) + 2c) +
#' exp(a(3\theta - b1 - b2 - b3) + 3c)}
#' Here \eqn{a} is the slope parameter, the \eqn{b} parameters are the threshold
#' values for each adjacent category, and \eqn{c} is the so-called difficulty parameter when
#' a rating scale model is fitted (otherwise, \eqn{c = 0} and it drops out of the computations).
#'
#' The gpcmIRT can be constrained to the partial credit IRT model by either constraining all the
#' slopes to be equal, or setting the slopes to 1 and freeing the latent variance parameter.
#'
#' Finally, the rsm is a more constrained version of the (generalized) partial
#' credit model where the spacing is equal
#' across item blocks and only adjusted by a single 'difficulty' parameter (c). Note that this
#' is analogous to the relationship between the graded model and the grsm (with an additional
#' constraint regarding the fixed discrimination parameters).
#' }
#' \item{sequential/Tutz}{
#' The multidimensional sequential response model has the form
#' \deqn{P(x = k | \theta, \psi) = \prod (1 - F(a_1 \theta_1 + a_2 \theta_2 + d_{sk}))
#' F(a_1 \theta_1 + a_2 \theta_2 + d_{jk})}
#' where \eqn{F(\cdot)} is the cumulative logistic function.
#' The Tutz variant of this model (Tutz, 1990) (via \code{itemtype = 'Tutz'})
#' assumes that the slope terms are all equal to 1 and the latent
#' variance terms are estimated (i.e., is a Rasch variant).
#'
#' }
#' \item{ideal}{
#' The ideal point model has the form, with the upper bound constraint on \eqn{d} set to 0:
#' \deqn{P(x = 1 | \theta, \psi) = exp(-0.5 * (a_1 * \theta_1 + a_2 * \theta_2 + d)^2)}
#' }
#' \item{partcomp}{Partially compensatory models consist of the product of 2PL probability curves.
#' \deqn{P(x = 1 | \theta, \psi) = g + (1 - g) (\frac{1}{1 + exp(-(a_1 * \theta_1 + d_1))} *
#' \frac{1}{1 + exp(-(a_2 * \theta_2 + d_2))})}
#'
#' Note that constraining the slopes to be equal across items will reduce the model to
#' Embretson's (a.k.a. Whitely's) multicomponent model (1980).
#' }
#' \item{2-4PLNRM}{Nested logistic curves for modeling distractor items. Requires a scoring key.
#' The model is broken into two components for the probability of endorsement. For successful
#' endorsement the probability trace is the 1-4PL model, while for unsuccessful endorsement:
#' \deqn{P(x = 0 | \theta, \psi) =
#' (1 - P_{1-4PL}(x = 1 | \theta, \psi)) * P_{nominal}(x = k | \theta, \psi)}
#' which is the product of the complement of the dichotomous trace line with the nominal
#' response model. In the nominal model, the slope parameters defined above are constrained
#' to be 1's, while the last value of the \eqn{ak} is freely estimated.
#' }
#' \item{ggum}{The (multidimensional) generalized graded unfolding model is a
#' class of ideal point models useful for ordinal response data. The form is
#' \deqn{P(z=k|\theta,\psi)=\frac{exp\left[\left(z\sqrt{\sum_{d=1}^{D}
#' a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+\sum_{k=0}^{z}\psi_{ik}\right]+
#' exp\left[\left((M-z)\sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]}{\sum_{w=0}^{C}\left(exp\left[\left(w
#' \sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]+exp\left[\left((M-w)
#' \sqrt{\sum_{d=1}^{D}a_{id}^{2}(\theta_{jd}-b_{id})^{2}}\right)+
#' \sum_{k=0}^{z}\psi_{ik}\right]\right)}}
#' where \eqn{\theta_{jd}} is the location of the \eqn{j}th individual on the \eqn{d}th dimension,
#' \eqn{b_{id}} is the difficulty location of the \eqn{i}th item on the \eqn{d}th dimension,
#' \eqn{a_{id}} is the discrimination of the \eqn{j}th individual on the \eqn{d}th dimension
#' (where the discrimination values are constrained to be positive),
#' \eqn{\psi_{ik}} is the \eqn{k}th subjective response category threshold for the \eqn{i}th item,
#' assumed to be symmetric about the item and constant across dimensions, where
#' \eqn{\psi_{ik} = \sum_{d=1}^D a_{id} t_{ik}}
#' \eqn{z = 1,2,\ldots, C} (where \eqn{C} is the number of categories minus 1),
#' and \eqn{M = 2C + 1}.
#' }
#' \item{spline}{Spline response models attempt to model the response curves uses non-linear and potentially
#' non-monotonic patterns. The form is
#' \deqn{P(x = 1|\theta, \eta) = \frac{1}{1 + exp(-(\eta_1 * X_1 + \eta_2 * X_2 + \cdots + \eta_n * X_n))}}
#' where the \eqn{X_n} are from the spline design matrix \eqn{X} organized from the grid of \eqn{\theta}
#' values. B-splines with a natural or polynomial basis are supported, and the \code{intercept} input is
#' set to \code{TRUE} by default.}
#' \item{monopoly}{Monotone polynomial model for polytomous response data of the form
#' \deqn{P(x = k | \theta, \psi) =
#' \frac{exp(\sum_1^k (m^*(\psi) + \xi_{c-1})}
#' {\sum_1^C exp(\sum_1^K (m^*(\psi) + \xi_{c-1}))}}
#' where \eqn{m^*(\psi)} is the monotone polynomial function without the intercept.
#' }
#' }
#'
#' @section HTML help files, exercises, and examples:
#'
#' To access examples, vignettes, and exercise files that have been generated with knitr please
#' visit \url{https://github.com/philchalmers/mirt/wiki}.
#'
#' @aliases mirt
#' @param data a \code{matrix} or \code{data.frame} that consists of
#' numerically ordered data, organized in the form of integers,
#' with missing data coded as \code{NA} (to convert from an ordered factor
#' \code{data.frame} see \code{\link{data.matrix}})
#' @param model a string to be passed (or an object returned from) \code{\link{mirt.model}},
#' declaring how the IRT model is to be estimated (loadings, constraints, priors, etc).
#' For exploratory IRT models, a single numeric value indicating the number
#' of factors to extract is also supported. Default is 1, indicating that a unidimensional
#' model will be fit unless otherwise specified
#' @param itemtype type of items to be modeled, declared as a vector for each item or a single value
#' which will be recycled for each item. The \code{NULL} default assumes that the items follow a graded or
#' 2PL structure, however they may be changed to the following:
#' \itemize{
#' \item \code{'Rasch'} - Rasch/partial credit model by constraining slopes to 1 and freely estimating
#' the variance parameters (alternatively, can be specified by applying equality constraints to the
#' slope parameters in \code{'gpcm'}; Rasch, 1960)
#' \item \code{'2PL'}, \code{'3PL'}, \code{'3PLu'}, and \code{'4PL'} - 2-4 parameter logistic model,
#' where \code{3PL} estimates the lower asymptote only while \code{3PLu} estimates the upper asymptote only
#' (Lord and Novick, 1968; Lord, 1980)
#' \item \code{'5PL'} - 5 parameter logistic model to estimate asymmetric logistic
#' response curves. Currently restricted to unidimensional models
#' \item \code{'CLL'} - complementary log-log link model.
#' Currently restricted to unidimensional models
#' \item \code{'ULL'} - unipolar log-logistic model (Lucke, 2015). Note the use of this itemtype
#' will automatically use a log-normal distribution for the latent traits
#' \item \code{'graded'} - graded response model (Samejima, 1969)
#' \item \code{'grsm'} - graded ratings scale model in the
#' classical IRT parameterization (restricted to unidimensional models; Muraki, 1992)
#' \item \code{'gpcm'} and \code{'gpcmIRT'} - generalized partial credit model in the slope-intercept
#' and classical parameterization. \code{'gpcmIRT'} is restricted to unidimensional models. Note that
#' optional scoring matrices for \code{'gpcm'} are available with the \code{gpcm_mats} input (Muraki, 1992)
#' \item \code{'rsm'} - Rasch rating scale model using the \code{'gpcmIRT'} structure
#' (unidimensional only; Andrich, 1978)
#' \item \code{'nominal'} - nominal response model (Bock, 1972)
#' \item \code{'ideal'} - dichotomous ideal point model (Maydeu-Olivares, 2006)
#' \item \code{'ggum'} - generalized graded unfolding model (Roberts, Donoghue, & Laughlin, 2000)
#' and its multidimensional extension
#' \item \code{'sequential'} - multidimensional sequential response model (Tutz, 1990) in slope-intercept form
#' \item \code{'Tutz'} - same as the \code{'sequential'} itemtype, except the slopes are fixed to 1
#' and the latent variance terms are freely estimated (similar to the \code{'Rasch'} itemtype input)
#' \item \code{'PC2PL'} and \code{'PC3PL'} - 2-3 parameter partially compensatory model.
#' Note that constraining the slopes to be equal across items will reduce the model to
#' Embretson's (a.k.a. Whitely's) multicomponent model (1980).
#' \item \code{'2PLNRM'}, \code{'3PLNRM'}, \code{'3PLuNRM'}, and \code{'4PLNRM'} - 2-4 parameter nested
#' logistic model, where \code{3PLNRM} estimates the lower asymptote only while \code{3PLuNRM} estimates
#' the upper asymptote only (Suh and Bolt, 2010)
#' \item \code{'spline'} - spline response model with the \code{\link{bs}} (default)
#' or the \code{\link{ns}} function (Winsberg, Thissen, and Wainer, 1984)
#' \item \code{'monopoly'} - monotonic polynomial model for unidimensional tests
#' for dichotomous and polytomous response data (Falk and Cai, 2016)
#' }
#'
#' Additionally, user defined item classes can also be defined using the \code{\link{createItem}} function
#' @param method a character object specifying the estimation algorithm to be used. The default is
#' \code{'EM'}, for the standard EM algorithm with fixed quadrature, \code{'QMCEM'} for
#' quasi-Monte Carlo EM estimation, or \code{'MCEM'} for Monte Carlo EM estimation.
#' The option \code{'MHRM'} may also be passed to use the MH-RM algorithm,
#' \code{'SEM'} for the Stochastic EM algorithm (first
#' two stages of the MH-RM stage using an optimizer other than a single Newton-Raphson iteration),
#' and \code{'BL'} for the Bock and Lieberman
#' approach (generally not recommended for longer tests).
#'
#' The \code{'EM'} is generally effective with 1-3 factors, but methods such as the \code{'QMCEM'},
#' \code{'MCEM'}, \code{'SEM'}, or \code{'MHRM'} should be used when the dimensions are 3 or more. Note that
#' when the optimizer is stochastic the associated \code{SE.type} is automatically changed to
#' \code{SE.type = 'MHRM'} by default to avoid the use of quadrature
#' @param optimizer a character indicating which numerical optimizer to use. By default, the EM
#' algorithm will use the \code{'BFGS'} when there are no upper and lower bounds box-constraints and
#' \code{'nlminb'} when there are.
#'
#' Other options include the Newton-Raphson (\code{'NR'}),
#' which can be more efficient than the \code{'BFGS'} but not as stable for more complex
#' IRT models (such as the nominal or nested logit models)
#' and the related \code{'NR1'} which is also the Newton-Raphson
#' but consists of only 1 update that has been coupled with RM Hessian (only
#' applicable when the MH-RM algorithm is used). The MH-RM algorithm uses the \code{'NR1'} by default,
#' though currently the \code{'BFGS'}, \code{'L-BFGS-B'}, and \code{'NR'}
#' are also supported with this method (with
#' fewer iterations by default) to emulate stochastic EM updates.
#' As well, the \code{'Nelder-Mead'} and \code{'SANN'}
#' estimators are available, but their routine use generally is not required or recommended.
#'
#' Additionally, estimation subroutines from the \code{Rsolnp} and \code{nloptr}
#' packages are available by passing the arguments \code{'solnp'} and \code{'nloptr'},
#' respectively. This should be used in conjunction with the \code{solnp_args} and
#' \code{nloptr_args} specified below. If equality constraints were specified in the
#' model definition only the parameter with the lowest \code{parnum}
#' in the \code{pars = 'values'} data.frame is used in the estimation vector passed
#' to the objective function, and group hyper-parameters are omitted.
#' Equality an inequality functions should be of the form \code{function(p, optim_args)},
#' where \code{optim_args} is a list of internally parameters that largely can be ignored
#' when defining constraints (though use of \code{browser()} here may be helpful)
#' @param SE logical; estimate the standard errors by computing the parameter information matrix?
#' See \code{SE.type} for the type of estimates available
#' @param SE.type type of estimation method to use for calculating the parameter information matrix
#' for computing standard errors and \code{\link{wald}} tests. Can be:
#'
#' \itemize{
#' \item \code{'Richardson'}, \code{'forward'}, or \code{'central'} for the numerical Richardson,
#' forward difference, and central difference evaluation of observed Hessian matrix
#' \item \code{'crossprod'} and \code{'Louis'} for standard error computations based on the variance of the
#' Fisher scores as well as Louis' (1982) exact computation of the observed information matrix.
#' Note that Louis' estimates can take a long time to obtain for large sample sizes and long tests
#' \item \code{'sandwich'} for the sandwich covariance estimate based on the
#' \code{'crossprod'} and \code{'Oakes'} estimates (see Chalmers, 2018, for details)
#' \item \code{'sandwich.Louis'} for the sandwich covariance estimate based on the
#' \code{'crossprod'} and \code{'Louis'} estimates
#' \item \code{'Oakes'} for Oakes' (1999) method using a central difference approximation
#' (see Chalmers, 2018, for details)
#' \item \code{'SEM'} for the supplemented EM (disables the \code{accelerate} option automatically; EM only)
#' \item \code{'Fisher'} for the expected information, \code{'complete'} for information based
#' on the complete-data Hessian used in EM algorithm
#' \item \code{'MHRM'} and \code{'FMHRM'} for stochastic approximations of observed information matrix
#' based on the Robbins-Monro filter or a fixed number of MHRM draws without the RM filter.
#' These are the only options supported when \code{method = 'MHRM'}
#' \item \code{'numerical'} to obtain the numerical estimate from a call to \code{\link{optim}}
#' when \code{method = 'BL'}
#' }
#'
#' Note that both the \code{'SEM'} method becomes very sensitive if the ML solution has
#' has not been reached with sufficient precision, and may be further sensitive
#' if the history of the EM cycles is not stable/sufficient for convergence of the respective estimates.
#' Increasing the number of iterations (increasing \code{NCYCLES} and decreasing
#' \code{TOL}, see below) will help to improve the accuracy, and can be
#' run in parallel if a \code{\link{mirtCluster}} object has been defined (this will be
#' used for Oakes' method as well). Additionally,
#' inspecting the symmetry of the ACOV matrix for convergence issues by passing
#' \code{technical = list(symmetric = FALSE)} can be helpful to determine if a sufficient
#' solution has been reached
#'
#' @param guess fixed pseudo-guessing parameters. Can be entered as a single
#' value to assign a global guessing parameter or may be entered as a numeric
#' vector corresponding to each item
#' @param upper fixed upper bound parameters for 4-PL model. Can be entered as a single
#' value to assign a global guessing parameter or may be entered as a numeric
#' vector corresponding to each item
#' @param accelerate a character vector indicating the type of acceleration to use. Default
#' is \code{'Ramsay'}, but may also be \code{'squarem'} for the SQUAREM procedure (specifically,
#' the gSqS3 approach) described in Varadhan and Roldand (2008).
#' To disable the acceleration, pass \code{'none'}
#' @param constrain a list of user declared equality constraints. To see how to define the
#' parameters correctly use \code{pars = 'values'} initially to see how the parameters are
#' labeled. To constrain parameters to be equal create a list with separate concatenated
#' vectors signifying which parameters to constrain. For example, to set parameters 1 and 5
#' equal, and also set parameters 2, 6, and 10 equal use
#' \code{constrain = list(c(1,5), c(2,6,10))}. Constraints can also be specified using the
#' \code{\link{mirt.model}} syntax (recommended)
# @param parprior a list of user declared prior item probabilities. To see how to define the
# parameters correctly use \code{pars = 'values'} initially to see how the parameters are
# labeled. Can define either normal (e.g., intercepts, lower/guessing and upper bounds),
# log-normal (e.g., for univariate slopes), or beta prior probabilities.
# To specify a prior the form is c('priortype', ...), where normal priors
# are \code{parprior = list(c(parnumbers, 'norm', mean, sd))},
# \code{parprior = list(c(parnumbers, 'lnorm', log_mean, log_sd))} for log-normal, and
# \code{parprior = list(c(parnumbers, 'beta', alpha, beta))} for beta, and
# \code{parprior = list(c(parnumbers, 'expbeta', alpha, beta))} for the beta distribution
# after applying the function \code{\link{plogis}} to the input value
# (note, this is specifically for applying a beta
# prior to the lower/upper-bound parameters in 3/4PL models). Priors can also be
# specified using \code{\link{mirt.model}} syntax (recommended)
#' @param pars a data.frame with the structure of how the starting values, parameter numbers,
#' estimation logical values, etc, are defined. The user may observe how the model defines the
#' values by using \code{pars = 'values'}, and this object can in turn be modified and input back
#' into the estimation with \code{pars = mymodifiedpars}
#' @param quadpts number of quadrature points per dimension (must be larger than 2).
#' By default the number of quadrature uses the following scheme:
#' \code{switch(as.character(nfact), '1'=61, '2'=31, '3'=15, '4'=9, '5'=7, 3)}.
#' However, if the method input is set to \code{'QMCEM'} and this argument is left blank then
#' the default number of quasi-Monte Carlo integration nodes will be set to 5000 in total
#' @param TOL convergence threshold for EM or MH-RM; defaults are .0001 and .001. If
#' \code{SE.type = 'SEM'} and this value is not specified, the default is set to \code{1e-5}.
#' To evaluate the model using only the starting values pass \code{TOL = NaN}, and
#' to evaluate the starting values without the log-likelihood pass \code{TOL = NA}
#' @param dentype type of density form to use for the latent trait parameters. Current options include
#'
#' \itemize{
#' \item \code{'Gaussian'} (default) assumes a multivariate Gaussian distribution with an associated
#' mean vector and variance-covariance matrix
#' \item \code{'empiricalhist'} or \code{'EH'} estimates latent distribution using an empirical histogram described by
#' Bock and Aitkin (1981). Only applicable for unidimensional models estimated with the EM algorithm.
#' For this option, the number of cycles, TOL, and quadpts are adjusted accommodate for
#' less precision during estimation (namely: \code{TOL = 3e-5}, \code{NCYCLES = 2000}, \code{quadpts = 121})
#' \item \code{'empiricalhist_Woods'} or \code{'EHW'} estimates latent distribution using an empirical histogram described by
#' Bock and Aitkin (1981), with the same specifications as in \code{dentype = 'empiricalhist'},
#' but with the extrapolation-interpolation method described by Woods (2007). NOTE: to improve stability
#' in the presence of extreme response styles (i.e., all highest or lowest in each item) the \code{technical} option
#' \code{zeroExtreme = TRUE} may be required to down-weight the contribution of these problematic patterns
#' \item \code{'Davidian-#'} estimates semi-parametric Davidian curves described by Woods and Lin (2009),
#' where the \code{#} placeholder represents the number of Davidian parameters to estimate
#' (e.g., \code{'Davidian-6'} will estimate 6 smoothing parameters). By default, the number of
#' \code{quadpts} is increased to 121, and this method is only applicable for
#' unidimensional models estimated with the EM algorithm
#' }
#'
#' Note that when \code{itemtype = 'ULL'} then a log-normal(0,1) density is used to support the unipolar scaling
#' @param survey.weights a optional numeric vector of survey weights to apply for each case in the
#' data (EM estimation only). If not specified, all cases are weighted equally (the standard IRT
#' approach). The sum of the \code{survey.weights} must equal the total sample size for proper
#' weighting to be applied
#' @param GenRandomPars logical; generate random starting values prior to optimization instead of
#' using the fixed internal starting values?
#' @param gpcm_mats a list of matrices specifying how the scoring coefficients in the (generalized)
#' partial credit model should be constructed. If omitted, the standard gpcm format will be used
#' (i.e., \code{seq(0, k, by = 1)} for each trait). This input should be used if traits
#' should be scored different for each category (e.g., \code{matrix(c(0:3, 1,0,0,0), 4, 2)} for a
#' two-dimensional model where the first trait is scored like a gpcm, but the second trait is only
#' positively indicated when the first category is selected). Can be used when \code{itemtype}s
#' are \code{'gpcm'} or \code{'Rasch'}, but only when the respective element in
#' \code{gpcm_mats} is not \code{NULL}
#' @param grsm.block an optional numeric vector indicating where the blocking should occur when
#' using the grsm, NA represents items that do not belong to the grsm block (other items that may
#' be estimated in the test data). For example, to specify two blocks of 3 with a 2PL item for
#' the last item: \code{grsm.block = c(rep(1,3), rep(2,3), NA)}. If NULL the all items are assumed
#' to be within the same group and therefore have the same number of item categories
#' @param rsm.block same as \code{grsm.block}, but for \code{'rsm'} blocks
#' @param monopoly.k a vector of values (or a single value to repeated for each item) which indicate
#' the degree of the monotone polynomial fitted, where the monotone polynomial
#' corresponds to \code{monopoly.k * 2 + 1} (e.g., \code{monopoly.k = 2} fits a
#' 5th degree polynomial). Default is \code{monopoly.k = 1}, which fits a 3rd degree polynomial
#' @param covdata a data.frame of data used for latent regression models
#' @param formula an R formula (or list of formulas) indicating how the latent traits
#' can be regressed using external covariates in \code{covdata}. If a named list
#' of formulas is supplied (where the names correspond to the latent trait names in \code{model})
#' then specific regression effects can be estimated for each factor. Supplying a single formula
#' will estimate the regression parameters for all latent traits by default
#' @param key a numeric vector of the response scoring key. Required when using nested logit item
#' types, and must be the same length as the number of items used. Items that are not nested logit
#' will ignore this vector, so use \code{NA} in item locations that are not applicable
#' @param calcNull logical; calculate the Null model for additional fit statistics (e.g., TLI)?
#' Only applicable if the data contains no NA's and the data is not overly sparse
#' @param large a \code{logical} indicating whether unique response patterns should be obtained prior
#' to performing the estimation so as to avoid repeating computations on identical patterns.
#' The default \code{TRUE} provides the correct degrees of freedom for the model since all unique patterns
#' are tallied (typically only affects goodness of fit statistics such as G2, but also will influence
#' nested model comparison methods such as \code{anova(mod1, mod2)}), while \code{FALSE} will use the
#' number of rows in \code{data} as a placeholder for the total degrees of freedom. As such, model
#' objects should only be compared if all flags were set to \code{TRUE} or all were set to \code{FALSE}
#'
#' Alternatively, if the collapse table of frequencies is desired for the purpose of saving computations
#' (i.e., only computing the collapsed frequencies for the data onte-time) then a character vector can
#' be passed with the arguement \code{large = 'return'} to return a list of all the desired
#' table information used by \code{mirt}. This list object can then be reused by passing it back
#' into the \code{large} argument to avoid re-tallying the data again
#' (again, useful when the dataset are very large and computing the tabulated data is
#' computationally burdensome). This strategy is shown below:
#' \describe{
#' \item{Compute organized data}{e.g., \code{internaldat <- mirt(Science, 1, large = 'return')}}
#' \item{Pass the organized data to all estimation functions}{e.g.,
#' \code{mod <- mirt(Science, 1, large = internaldat)}}
#' }
#' @param draws the number of Monte Carlo draws to estimate the log-likelihood for the MH-RM
#' algorithm. Default is 5000
#' @param verbose logical; print observed- (EM) or complete-data (MHRM) log-likelihood
#' after each iteration cycle? Default is TRUE
#' @param spline_args a named list of lists containing information to be passed to the \code{\link{bs}} (default)
#' and \code{\link{ns}} for each spline itemtype. Each element must refer to the name of the itemtype with the
#' spline, while the internal list names refer to the arguments which are passed. For example, if item 2 were called
#' 'read2', and item 5 were called 'read5', both of which were of itemtype 'spline' but item 5 should use the
#' \code{\link{ns}} form, then a modified list for each input might be of the form:
#'
#' \code{spline_args = list(read2 = list(degree = 4),
#' read5 = list(fun = 'ns', knots = c(-2, 2)))}
#'
#' This code input changes the \code{bs()} splines function to have a \code{degree = 4} input,
#' while the second element changes to the \code{ns()} function with knots set a \code{c(-2, 2)}
#' @param technical a list containing lower level technical parameters for estimation. May be:
#' \describe{
#' \item{NCYCLES}{maximum number of EM or MH-RM cycles; defaults are 500 and 2000}
#' \item{MAXQUAD}{maximum number of quadratures, which you can increase if you have more than
#' 4GB or RAM on your PC; default 20000}
#' \item{theta_lim}{range of integration grid for each dimension; default is \code{c(-6, 6)}. Note that
#' when \code{itemtype = 'ULL'} a log-normal distribution is used and the range is change to
#' \code{c(.01, and 6^2)}, where the second term is the square of the \code{theta_lim} input instead}
#' \item{set.seed}{seed number used during estimation. Default is 12345}
#' \item{SEtol}{standard error tolerance criteria for the S-EM and MHRM computation of the
#' information matrix. Default is 1e-3}
#' \item{symmetric}{logical; force S-EM/Oakes information matrix estimates to be symmetric? Default is TRUE
#' so that computation of standard errors are more stable. Setting this to FALSE can help
#' to detect solutions that have not reached the ML estimate}
#' \item{SEM_window}{ratio of values used to define the S-EM window based on the
#' observed likelihood differences across EM iterations. The default is
#' \code{c(0, 1 - SEtol)}, which provides nearly the very full S-EM window (i.e.,
#' nearly all EM cycles used). To use the a smaller SEM window change the window to
#' to something like \code{c(.9, .999)} to start at a point farther into the EM history}
#' \item{warn}{logical; include warning messages during estimation? Default is TRUE}
#' \item{message}{logical; include general messages during estimation? Default is TRUE}
#' \item{customK}{a numeric vector used to explicitly declare the number of response
#' categories for each item. This should only be used when constructing mirt model for
#' reasons other than parameter estimation (such as to obtain factor scores), and requires
#' that the input data all have 0 as the lowest category. The format is the same as the
#' \code{extract.mirt(mod, 'K')} slot in all converged models}
#' \item{customPriorFun}{a custom function used to determine the normalized density for
#' integration in the EM algorithm. Must be of the form \code{function(Theta, Etable){...}},
#' and return a numeric vector with the same length as number of rows in \code{Theta}. The
#' \code{Etable} input contains the aggregated table generated from the current E-step
#' computations. For proper integration, the returned vector should sum to
#' 1 (i.e., normalized). Note that if using the \code{Etable} it will be NULL
#' on the first call, therefore the prior will have to deal with this issue accordingly}
#' \item{zeroExtreme}{logical; assign extreme response patterns a \code{survey.weight} of 0
#' (formally equivalent to removing these data vectors during estimation)?
#' When \code{dentype = 'EHW'}, where Woods' extrapolation is utilized,
#' this option may be required if the extrapolation causes expected densities to tend towards
#' positive or negative infinity. The default is \code{FALSE}}
#' \item{customTheta}{a custom \code{Theta} grid, in matrix form, used for integration.
#' If not defined, the grid is determined internally based on the number of \code{quadpts}}
#' \item{nconstrain}{same specification as the \code{constrain} list argument,
#' however imposes a negative equality constraint instead (e.g., \eqn{a12 = -a21}, which
#' is specified as \code{nconstrain = list(c(12, 21))}). Note that each specification
#' in the list must be of length 2, where the second element is taken to be -1 times the
#' first element}
#' \item{delta}{the deviation term used in numerical estimates when computing the ACOV matrix
#' with the 'forward' or 'central' numerical approaches, as well as Oakes' method with the
#' Richardson extrapolation. Default is 1e-5}
#' \item{parallel}{logical; use the parallel cluster defined by \code{\link{mirtCluster}}?
#' Default is TRUE}
#' \item{storeEMhistory}{logical; store the iteration history when using the EM algorithm?
#' Default is FALSE. When TRUE, use \code{\link{extract.mirt}} to extract}
#' \item{internal_constraints}{logical; include the internal constraints when using certain
#' IRT models (e.g., 'grsm' itemtype). Disable this if you want to use special optimizers
#' such as the solnp. Default is \code{TRUE}}
#' \item{gain}{a vector of two values specifying the numerator and exponent
#' values for the RM gain function \eqn{(val1 / cycle)^val2}.
#' Default is \code{c(0.10, 0.75)}}
#' \item{BURNIN}{number of burn in cycles (stage 1) in MH-RM; default is 150}
#' \item{SEMCYCLES}{number of SEM cycles (stage 2) in MH-RM; default is 100}
#' \item{MHDRAWS}{number of Metropolis-Hasting draws to use in the MH-RM at each iteration; default is 5}
#' \item{MHcand}{a vector of values used to tune the MH sampler. Larger values will
#' cause the acceptance ratio to decrease. One value is required for each group in
#' unconditional item factor analysis (\code{mixedmirt()} requires additional values
#' for random effect). If null, these values are determined internally, attempting to
#' tune the acceptance of the draws to be between .1 and .4}
#' \item{MHRM_SE_draws}{number of fixed draws to use when \code{SE=TRUE} and \code{SE.type = 'FMHRM'}
#' and the maximum number of draws when \code{SE.type = 'MHRM'}. Default is 2000}
#' \item{MCEM_draws}{a function used to determine the number of quadrature points to draw for the
#' \code{'MCEM'} method. Must include one argument which indicates the iteration number of the
#' EM cycle. Default is \code{function(cycles) 500 + (cycles - 1)*2}, which starts the number of
#' draws at 500 and increases by 2 after each full EM iteration}
#' \item{info_if_converged}{logical; compute the information matrix when using the MH-RM algorithm
#' only if the model converged within a suitable number of iterations? Default is \code{TRUE}}
#' \item{logLik_if_converged}{logical; compute the observed log-likelihood when using the MH-RM algorithm
#' only if the model converged within a suitable number of iterations? Default is \code{TRUE}}
#' \item{keep_vcov_PD}{logical; attempt to keep the variance-covariance matrix of the latent traits
#' positive definite during estimation in the EM algorithm? This generally improves the convergence
#' properties when the traits are highly correlated. Default is \code{TRUE}}
#' }
#' @param solnp_args a list of arguments to be passed to the \code{solnp::solnp()} function for
#' equality constraints, inequality constraints, etc
#' @param nloptr_args a list of arguments to be passed to the \code{nloptr::nloptr()}
#' function for equality constraints, inequality constraints, etc
#' @param control a list passed to the respective optimizers (i.e., \code{optim()}, \code{nlminb()},
#' etc). Additional arguments have been included for the \code{'NR'} optimizer: \code{'tol'}
#' for the convergence tolerance in the M-step (default is \code{TOL/1000}), while the default
#' number of iterations for the Newton-Raphson optimizer is 50 (modified with the \code{'maxit'}
#' control input)
#' @param ... additional arguments to be passed
#' @author Phil Chalmers \email{rphilip.chalmers@@gmail.com}
#' @seealso \code{\link{bfactor}}, \code{\link{multipleGroup}}, \code{\link{mixedmirt}},
#' \code{\link{expand.table}}, \code{\link{key2binary}}, \code{\link{mod2values}},
#' \code{\link{extract.item}}, \code{\link{iteminfo}}, \code{\link{testinfo}},
#' \code{\link{probtrace}}, \code{\link{simdata}}, \code{\link{averageMI}},
#' \code{\link{fixef}}, \code{\link{extract.mirt}}, \code{\link{itemstats}}
#'
#' @references
#'
#' Andrich, D. (1978). A rating scale formulation for ordered response categories.
#' \emph{Psychometrika, 43}, 561-573.
#'
#' Bock, R. D., & Aitkin, M. (1981). Marginal maximum likelihood estimation of
#' item parameters: Application of an EM algorithm. \emph{Psychometrika,
#' 46}(4), 443-459.
#'
#' Bock, R. D., Gibbons, R., & Muraki, E. (1988). Full-Information Item Factor
#' Analysis. \emph{Applied Psychological Measurement, 12}(3), 261-280.
#'
#' Bock, R. D. & Lieberman, M. (1970). Fitting a response model for n dichotomously
#' scored items. \emph{Psychometrika, 35}, 179-197.
#'
#' Cai, L. (2010a). High-Dimensional exploratory item factor analysis by a
#' Metropolis-Hastings Robbins-Monro algorithm. \emph{Psychometrika, 75},
#' 33-57.
#'
#' Cai, L. (2010b). Metropolis-Hastings Robbins-Monro algorithm for confirmatory
#' item factor analysis. \emph{Journal of Educational and Behavioral
#' Statistics, 35}, 307-335.
#'
#' Chalmers, R., P. (2012). mirt: A Multidimensional Item Response Theory
#' Package for the R Environment. \emph{Journal of Statistical Software, 48}(6), 1-29.
#' \doi{10.18637/jss.v048.i06}
#'
#' Chalmers, R. P. (2015). Extended Mixed-Effects Item Response Models with the MH-RM Algorithm.
#' \emph{Journal of Educational Measurement, 52}, 200-222. \doi{10.1111/jedm.12072}
#'
#' Chalmers, R. P. (2018). Numerical Approximation of the Observed Information Matrix with Oakes' Identity.
#' \emph{British Journal of Mathematical and Statistical Psychology} \emph{DOI: 10.1111/bmsp.12127}
#'
#' Chalmers, R., P. & Flora, D. (2014). Maximum-likelihood Estimation of Noncompensatory IRT
#' Models with the MH-RM Algorithm. \emph{Applied Psychological Measurement, 38}, 339-358.
#' \doi{10.1177/0146621614520958}
#'
#' Chen, W. H. & Thissen, D. (1997). Local dependence indices for item pairs using item
#' response theory. \emph{Journal of Educational and Behavioral Statistics, 22}, 265-289.
#'
#' Falk, C. F. & Cai, L. (2016). Maximum Marginal Likelihood Estimation of a
#' Monotonic Polynomial Generalized Partial Credit Model with Applications to
#' Multiple Group Analysis. \emph{Psychometrika, 81}, 434-460.
#'
#' Lord, F. M. & Novick, M. R. (1968). Statistical theory of mental test scores. Addison-Wesley.
#'
#' Lucke, J. F. (2015). Unipolar item response models. In S. P. Reise & D. A. Revicki
#' (Eds.), Handbook of item response theory modeling: Applications to
#' typical performance assessment (pp. 272-284). New York, NY: Routledge/Taylor & Francis Group.
#'
#' Ramsay, J. O. (1975). Solving implicit equations in psychometric data analysis.
#' \emph{Psychometrika, 40}, 337-360.
#'
#' Rasch, G. (1960). Probabilistic models for some intelligence and attainment tests.
#' \emph{Danish Institute for Educational Research}.
#'
#' Roberts, J. S., Donoghue, J. R., & Laughlin, J. E. (2000).
#' A General Item Response Theory Model for Unfolding Unidimensional Polytomous Responses.
#' \emph{Applied Psychological Measurement, 24}, 3-32.
#'
#' Shim, H., Bonifay, W., & Wiedermann, W. (2022). Parsimonious asymmetric item response
#' theory modeling with the complementary log-log link. \emph{Behavior Research Methods, 55},
#' 200-219.
#'
#' Maydeu-Olivares, A., Hernandez, A. & McDonald, R. P. (2006).
#' A Multidimensional Ideal Point Item Response Theory Model for Binary Data.
#' \emph{Multivariate Behavioral Research, 41}, 445-471.
#'
#' Muraki, E. (1990). Fitting a polytomous item response model to Likert-type data.
#' \emph{Applied Psychological Measurement, 14}, 59-71.
#'
#' Muraki, E. (1992). A generalized partial credit model: Application of an EM algorithm.
#' \emph{Applied Psychological Measurement, 16}, 159-176.
#'
#' Muraki, E. & Carlson, E. B. (1995). Full-information factor analysis for polytomous
#' item responses. \emph{Applied Psychological Measurement, 19}, 73-90.
#'
#' Samejima, F. (1969). Estimation of latent ability using a response pattern of
#' graded scores. \emph{Psychometrika Monographs}, 34.
#'
#' Suh, Y. & Bolt, D. (2010). Nested logit models for multiple-choice item response data.
#' \emph{Psychometrika, 75}, 454-473.
#'
#' Sympson, J. B. (1977). A model for testing with multidimensional items.
#' Proceedings of the 1977 Computerized Adaptive Testing Conference.
#'
#' Thissen, D. (1982). Marginal maximum likelihood estimation for the one-parameter logistic model.
#' \emph{Psychometrika, 47}, 175-186.
#'
#' Tutz, G. (1990). Sequential item response models with ordered response.
#' \emph{British Journal of Mathematical and Statistical Psychology, 43}, 39-55.
#'
#' Varadhan, R. & Roland, C. (2008). Simple and Globally Convergent Methods for Accelerating
#' the Convergence of Any EM Algorithm. \emph{Scandinavian Journal of Statistics, 35}, 335-353.
#'
#' Whitely, S. E. (1980). Multicomponent latent trait models for ability tests.
#' \emph{Psychometrika, 45}(4), 470-494.
#'
#' Wood, R., Wilson, D. T., Gibbons, R. D., Schilling, S. G., Muraki, E., &
#' Bock, R. D. (2003). \emph{TESTFACT 4 for Windows: Test Scoring, Item Statistics,
#' and Full-information Item Factor Analysis} [Computer software]. Lincolnwood,
#' IL: Scientific Software International.
#'
#' Woods, C. M., and Lin, N. (2009). Item Response Theory With Estimation of the Latent Density Using Davidian Curves.
#' \emph{Applied Psychological Measurement},33(2), 102-117.
#'
#' @keywords models
#' @export mirt
#' @examples
#'
#' # load LSAT section 7 data and compute 1 and 2 factor models
#' data <- expand.table(LSAT7)
#' itemstats(data)
#'
#' (mod1 <- mirt(data, 1))
#' coef(mod1)
#' summary(mod1)
#' plot(mod1)
#' plot(mod1, type = 'trace')
#'
#' \dontrun{
#' (mod2 <- mirt(data, 1, SE = TRUE)) #standard errors via the Oakes method
#' (mod2 <- mirt(data, 1, SE = TRUE, SE.type = 'SEM')) #standard errors with SEM method
#' coef(mod2)
#' (mod3 <- mirt(data, 1, SE = TRUE, SE.type = 'Richardson')) #with numerical Richardson method
#' residuals(mod1)
#' plot(mod1) #test score function
#' plot(mod1, type = 'trace') #trace lines
#' plot(mod2, type = 'info') #test information
#' plot(mod2, MI=200) #expected total score with 95% confidence intervals
#'
#' # estimated 3PL model for item 5 only
#' (mod1.3PL <- mirt(data, 1, itemtype = c('2PL', '2PL', '2PL', '2PL', '3PL')))
#' coef(mod1.3PL)
#'
#' # internally g and u pars are stored as logits, so usually a good idea to include normal prior
#' # to help stabilize the parameters. For a value around .182 use a mean
#' # of -1.5 (since 1 / (1 + exp(-(-1.5))) == .182)
#' model <- 'F = 1-5
#' PRIOR = (5, g, norm, -1.5, 3)'
#' mod1.3PL.norm <- mirt(data, model, itemtype = c('2PL', '2PL', '2PL', '2PL', '3PL'))
#' coef(mod1.3PL.norm)
#' #limited information fit statistics
#' M2(mod1.3PL.norm)
#'
#' # unidimensional ideal point model
#' idealpt <- mirt(data, 1, itemtype = 'ideal')
#' plot(idealpt, type = 'trace', facet_items = TRUE)
#' plot(idealpt, type = 'trace', facet_items = FALSE)
#'
#' # two factors (exploratory)
#' mod2 <- mirt(data, 2)
#' coef(mod2)
#' summary(mod2, rotate = 'oblimin') #oblimin rotation
#' residuals(mod2)
#' plot(mod2)
#' plot(mod2, rotate = 'oblimin')
#'
#' anova(mod1, mod2) #compare the two models
#' scoresfull <- fscores(mod2) #factor scores for each response pattern
#' head(scoresfull)
#' scorestable <- fscores(mod2, full.scores = FALSE) #save factor score table
#' head(scorestable)
#'
#' # confirmatory (as an example, model is not identified since you need 3 items per factor)
#' # Two ways to define a confirmatory model: with mirt.model, or with a string
#'
#' # these model definitions are equivalent
#' cmodel <- mirt.model('
#' F1 = 1,4,5
#' F2 = 2,3')
#' cmodel2 <- 'F1 = 1,4,5
#' F2 = 2,3'
#'
#' cmod <- mirt(data, cmodel)
#' # cmod <- mirt(data, cmodel2) # same as above
#' coef(cmod)
#' anova(cmod, mod2)
#' # check if identified by computing information matrix
#' (cmod <- mirt(data, cmodel, SE = TRUE))
#'
#' ###########
#' # data from the 'ltm' package in numeric format
#' itemstats(Science)
#'
#' pmod1 <- mirt(Science, 1)
#' plot(pmod1)
#' plot(pmod1, type = 'trace')
#' plot(pmod1, type = 'itemscore')
#' summary(pmod1)
#'
#' # Constrain all slopes to be equal with the constrain = list() input or mirt.model() syntax
#' # first obtain parameter index
#' values <- mirt(Science,1, pars = 'values')
#' values #note that slopes are numbered 1,5,9,13, or index with values$parnum[values$name == 'a1']
#' (pmod1_equalslopes <- mirt(Science, 1, constrain = list(c(1,5,9,13))))
#' coef(pmod1_equalslopes)
#'
#' # using mirt.model syntax, constrain all item slopes to be equal
#' model <- 'F = 1-4
#' CONSTRAIN = (1-4, a1)'
#' (pmod1_equalslopes <- mirt(Science, model))
#' coef(pmod1_equalslopes)
#'
#' coef(pmod1_equalslopes)
#' anova(pmod1_equalslopes, pmod1) #significantly worse fit with almost all criteria
#'
#' pmod2 <- mirt(Science, 2)
#' summary(pmod2)
#' plot(pmod2, rotate = 'oblimin')
#' itemplot(pmod2, 1, rotate = 'oblimin')
#' anova(pmod1, pmod2)
#'
#' # unidimensional fit with a generalized partial credit and nominal model
#' (gpcmod <- mirt(Science, 1, 'gpcm'))
#' coef(gpcmod)
#'
#' # for the nominal model the lowest and highest categories are assumed to be the
#' # theoretically lowest and highest categories that related to the latent trait(s)
#' (nomod <- mirt(Science, 1, 'nominal'))
#' coef(nomod) #ordering of ak values suggest that the items are indeed ordinal
#' anova(gpcmod, nomod)
#' itemplot(nomod, 3)
#'
#' # generalized graded unfolding model
#' (ggum <- mirt(Science, 1, 'ggum'))
#' coef(ggum, simplify=TRUE)
#' plot(ggum)
#' plot(ggum, type = 'trace')
#' plot(ggum, type = 'itemscore')
#'
#' # monotonic polyomial models
#' (monopoly <- mirt(Science, 1, 'monopoly'))
#' coef(monopoly, simplify=TRUE)
#' plot(monopoly)
#' plot(monopoly, type = 'trace')
#' plot(monopoly, type = 'itemscore')
#'
#' # unipolar IRT model
#' unimod <- mirt(Science, itemtype = 'ULL')
#' coef(unimod, simplify=TRUE)
#' plot(unimod)
#' plot(unimod, type = 'trace')
#' itemplot(unimod, 1)
#'
#' # following use the correct log-normal density for latent trait
#' itemfit(unimod)
#' M2(unimod, type = 'C2')
#' fs <- fscores(unimod)
#' hist(fs, 20)
#' fscores(unimod, method = 'EAPsum', full.scores = FALSE)
#'
#' ## example applying survey weights.
#' # weight the first half of the cases to be more representative of population
#' survey.weights <- c(rep(2, nrow(Science)/2), rep(1, nrow(Science)/2))
#' survey.weights <- survey.weights/sum(survey.weights) * nrow(Science)
#' unweighted <- mirt(Science, 1)
#' weighted <- mirt(Science, 1, survey.weights=survey.weights)
#'
#' ###########
#' # empirical dimensionality testing that includes 'guessing'
#'
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' itemstats(data)
#'
#' mod1 <- mirt(data, 1)
#' extract.mirt(mod1, 'time') #time elapsed for each estimation component
#'
#' # optionally use Newton-Raphson for (generally) faster convergence in the M-step's
#' mod1 <- mirt(data, 1, optimizer = 'NR')
#' extract.mirt(mod1, 'time')
#'
#' mod2 <- mirt(data, 2, optimizer = 'NR')
#' # difficulty converging with reduced quadpts, reduce TOL
#' mod3 <- mirt(data, 3, TOL = .001, optimizer = 'NR')
#' anova(mod1,mod2)
#' anova(mod2, mod3) #negative AIC, 2 factors probably best
#'
#' # same as above, but using the QMCEM method for generally better accuracy in mod3
#' mod3 <- mirt(data, 3, method = 'QMCEM', TOL = .001, optimizer = 'NR')
#' anova(mod2, mod3)
#'
#' # with fixed guessing parameters
#' mod1g <- mirt(data, 1, guess = .1)
#' coef(mod1g)
#'
#' ###########
#' # graded rating scale example
#'
#' # make some data
#' set.seed(1234)
#' a <- matrix(rep(1, 10))
#' d <- matrix(c(1,0.5,-.5,-1), 10, 4, byrow = TRUE)
#' c <- seq(-1, 1, length.out=10)
#' data <- simdata(a, d + c, 2000, itemtype = rep('graded',10))
#' itemstats(data)
#'
#' mod1 <- mirt(data, 1)
#' mod2 <- mirt(data, 1, itemtype = 'grsm')
#' coef(mod2)
#' anova(mod2, mod1) #not sig, mod2 should be preferred
#' itemplot(mod2, 1)
#' itemplot(mod2, 5)
#' itemplot(mod2, 10)
#'
#' ###########
#' # 2PL nominal response model example (Suh and Bolt, 2010)
#' data(SAT12)
#' SAT12[SAT12 == 8] <- NA #set 8 as a missing value
#' head(SAT12)
#'
#' # correct answer key
#' key <- c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5)
#' scoredSAT12 <- key2binary(SAT12, key)
#' mod0 <- mirt(scoredSAT12, 1)
#'
#' # for first 5 items use 2PLNRM and nominal
#' scoredSAT12[,1:5] <- as.matrix(SAT12[,1:5])
#' mod1 <- mirt(scoredSAT12, 1, c(rep('nominal',5),rep('2PL', 27)))
#' mod2 <- mirt(scoredSAT12, 1, c(rep('2PLNRM',5),rep('2PL', 27)), key=key)
#' coef(mod0)$Item.1
#' coef(mod1)$Item.1
#' coef(mod2)$Item.1
#' itemplot(mod0, 1)
#' itemplot(mod1, 1)
#' itemplot(mod2, 1)
#'
#' # compare added information from distractors
#' Theta <- matrix(seq(-4,4,.01))
#' par(mfrow = c(2,3))
#' for(i in 1:5){
#' info <- iteminfo(extract.item(mod0,i), Theta)
#' info2 <- iteminfo(extract.item(mod2,i), Theta)
#' plot(Theta, info2, type = 'l', main = paste('Information for item', i), ylab = 'Information')
#' lines(Theta, info, col = 'red')
#' }
#' par(mfrow = c(1,1))
#'
#' # test information
#' plot(Theta, testinfo(mod2, Theta), type = 'l', main = 'Test information', ylab = 'Information')
#' lines(Theta, testinfo(mod0, Theta), col = 'red')
#'
#' ###########
#' # using the MH-RM algorithm
#' data(LSAT7)
#' fulldata <- expand.table(LSAT7)
#' (mod1 <- mirt(fulldata, 1, method = 'MHRM'))
#'
#' # Confirmatory models
#'
#' # simulate data
#' a <- matrix(c(
#' 1.5,NA,
#' 0.5,NA,
#' 1.0,NA,
#' 1.0,0.5,
#' NA,1.5,
#' NA,0.5,
#' NA,1.0,
#' NA,1.0),ncol=2,byrow=TRUE)
#'
#' d <- matrix(c(
#' -1.0,NA,NA,
#' -1.5,NA,NA,
#' 1.5,NA,NA,
#' 0.0,NA,NA,
#' 3.0,2.0,-0.5,
#' 2.5,1.0,-1,
#' 2.0,0.0,NA,
#' 1.0,NA,NA),ncol=3,byrow=TRUE)
#'
#' sigma <- diag(2)
#' sigma[1,2] <- sigma[2,1] <- .4
#' items <- c(rep('2PL',4), rep('graded',3), '2PL')
#' dataset <- simdata(a,d,2000,items,sigma)
#'
#' # analyses
#' # CIFA for 2 factor crossed structure
#'
#' model.1 <- '
#' F1 = 1-4
#' F2 = 4-8
#' COV = F1*F2'
#'
#' # compute model, and use parallel computation of the log-likelihood
#' if(interactive()) mirtCluster()
#' mod1 <- mirt(dataset, model.1, method = 'MHRM')
#' coef(mod1)
#' summary(mod1)
#' residuals(mod1)
#'
#' #####
#' # bifactor
#' model.3 <- '
#' G = 1-8
#' F1 = 1-4
#' F2 = 5-8'
#'
#' mod3 <- mirt(dataset,model.3, method = 'MHRM')
#' coef(mod3)
#' summary(mod3)
#' residuals(mod3)
#' anova(mod1,mod3)
#'
#' #####
#' # polynomial/combinations
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#'
#' model.quad <- '
#' F1 = 1-32
#' (F1*F1) = 1-32'
#'
#'
#' model.combo <- '
#' F1 = 1-16
#' F2 = 17-32
#' (F1*F2) = 1-8'
#'
#' (mod.quad <- mirt(data, model.quad))
#' summary(mod.quad)
#' (mod.combo <- mirt(data, model.combo))
#' anova(mod.combo, mod.quad)
#'
#' # non-linear item and test plots
#' plot(mod.quad)
#' plot(mod.combo, type = 'SE')
#' itemplot(mod.quad, 1, type = 'score')
#' itemplot(mod.combo, 2, type = 'score')
#' itemplot(mod.combo, 2, type = 'infocontour')
#'
#' ## empirical histogram examples (normal, skew and bimodality)
#' # make some data
#' set.seed(1234)
#' a <- matrix(rlnorm(50, .2, .2))
#' d <- matrix(rnorm(50))
#' ThetaNormal <- matrix(rnorm(2000))
#' ThetaBimodal <- scale(matrix(c(rnorm(1000, -2), rnorm(1000,2)))) #bimodal
#' ThetaSkew <- scale(matrix(rchisq(2000, 3))) #positive skew
#' datNormal <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaNormal)
#' datBimodal <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaBimodal)
#' datSkew <- simdata(a, d, 2000, itemtype = '2PL', Theta=ThetaSkew)
#'
#' normal <- mirt(datNormal, 1, dentype = "empiricalhist")
#' plot(normal, type = 'empiricalhist')
#' histogram(ThetaNormal, breaks=30)
#'
#' bimodal <- mirt(datBimodal, 1, dentype = "empiricalhist")
#' plot(bimodal, type = 'empiricalhist')
#' histogram(ThetaBimodal, breaks=30)
#'
#' skew <- mirt(datSkew, 1, dentype = "empiricalhist")
#' plot(skew, type = 'empiricalhist')
#' histogram(ThetaSkew, breaks=30)
#'
#' #####
#' # non-linear parameter constraints with Rsolnp package (nloptr supported as well):
#' # Find Rasch model subject to the constraint that the intercepts sum to 0
#'
#' dat <- expand.table(LSAT6)
#' itemstats(dat)
#'
#' # free latent mean and variance terms
#' model <- 'Theta = 1-5
#' MEAN = Theta
#' COV = Theta*Theta'
#'
#' # view how vector of parameters is organized internally
#' sv <- mirt(dat, model, itemtype = 'Rasch', pars = 'values')
#' sv[sv$est, ]
#'
#' # constraint: create function for solnp to compute constraint, and declare value in eqB
#' eqfun <- function(p, optim_args) sum(p[1:5]) #could use browser() here, if it helps
#' LB <- c(rep(-15, 6), 1e-4) # more reasonable lower bound for variance term
#'
#' mod <- mirt(dat, model, sv=sv, itemtype = 'Rasch', optimizer = 'solnp',
#' solnp_args=list(eqfun=eqfun, eqB=0, LB=LB))
#' print(mod)
#' coef(mod)
#' (ds <- sapply(coef(mod)[1:5], function(x) x[,'d']))
#' sum(ds)
#'
#' # same likelihood location as: mirt(dat, 1, itemtype = 'Rasch')
#'
#'
#' #######
#' # latent regression Rasch model
#'
#' # simulate data
#' set.seed(1234)
#' N <- 1000
#'
#' # covariates
#' X1 <- rnorm(N); X2 <- rnorm(N)
#' covdata <- data.frame(X1, X2)
#' Theta <- matrix(0.5 * X1 + -1 * X2 + rnorm(N, sd = 0.5))
#'
#' # items and response data
#' a <- matrix(1, 20); d <- matrix(rnorm(20))
#' dat <- simdata(a, d, 1000, itemtype = '2PL', Theta=Theta)
#'
#' # unconditional Rasch model
#' mod0 <- mirt(dat, 1, 'Rasch')
#'
#' # conditional model using X1 and X2 as predictors of Theta
#' mod1 <- mirt(dat, 1, 'Rasch', covdata=covdata, formula = ~ X1 + X2)
#' coef(mod1, simplify=TRUE)
#' anova(mod0, mod1)
#'
#' # bootstrapped confidence intervals
#' boot.mirt(mod1, R=5)
#'
#' # draw plausible values for secondary analyses
#' pv <- fscores(mod1, plausible.draws = 10)
#' pvmods <- lapply(pv, function(x, covdata) lm(x ~ covdata$X1 + covdata$X2),
#' covdata=covdata)
#' # population characteristics recovered well, and can be averaged over
#' so <- lapply(pvmods, summary)
#' so
#'
#' # compute Rubin's multiple imputation average
#' par <- lapply(so, function(x) x$coefficients[, 'Estimate'])
#' SEpar <- lapply(so, function(x) x$coefficients[, 'Std. Error'])
#' averageMI(par, SEpar)
#'
#' ############
#' # Example using Gauss-Hermite quadrature with custom input functions
#'
#' library(fastGHQuad)
#' data(SAT12)
#' data <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' GH <- gaussHermiteData(50)
#' Theta <- matrix(GH$x)
#'
#' # This prior works for uni- and multi-dimensional models
#' prior <- function(Theta, Etable){
#' P <- grid <- GH$w / sqrt(pi)
#' if(ncol(Theta) > 1)
#' for(i in 2:ncol(Theta))
#' P <- expand.grid(P, grid)
#' if(!is.vector(P)) P <- apply(P, 1, prod)
#' P
#' }
#'
#' GHmod1 <- mirt(data, 1, optimizer = 'NR',
#' technical = list(customTheta = Theta, customPriorFun = prior))
#' coef(GHmod1, simplify=TRUE)
#'
#' Theta2 <- as.matrix(expand.grid(Theta, Theta))
#' GHmod2 <- mirt(data, 2, optimizer = 'NR', TOL = .0002,
#' technical = list(customTheta = Theta2, customPriorFun = prior))
#' summary(GHmod2, suppress=.2)
#'
#' ############
#' # Davidian curve example
#'
#' dat <- key2binary(SAT12,
#' key = c(1,4,5,2,3,1,2,1,3,1,2,4,2,1,5,3,4,4,1,4,3,3,4,1,3,5,1,3,1,5,4,5))
#' dav <- mirt(dat, 1, dentype = 'Davidian-4') # use four smoothing parameters
#' plot(dav, type = 'Davidian') # shape of latent trait distribution
#' coef(dav, simplify=TRUE)
#'
#' fs <- fscores(dav) # assume normal prior
#' fs2 <- fscores(dav, use_dentype_estimate=TRUE) # use Davidian estimated prior shape
#' head(cbind(fs, fs2))
#'
#' itemfit(dav) # assume normal prior
#' itemfit(dav, use_dentype_estimate=TRUE) # use Davidian estimated prior shape
#'
#' ###########
#' # 5PL and restricted 5PL example
#' dat <- expand.table(LSAT7)
#'
#' mod2PL <- mirt(dat)
#' mod2PL
#'
#' # Following does not converge without including strong priors
#' # mod5PL <- mirt(dat, itemtype = '5PL')
#' # mod5PL
#'
#' # restricted version of 5PL (asymmetric 2PL)
#' model <- 'Theta = 1-5
#' FIXED = (1-5, g), (1-5, u)'
#'
#' mod2PL_asym <- mirt(dat, model=model, itemtype = '5PL')
#' mod2PL_asym
#' coef(mod2PL_asym, simplify=TRUE)
#' coef(mod2PL_asym, simplify=TRUE, IRTpars=TRUE)
#'
#' # no big difference statistically or visually
#' anova(mod2PL, mod2PL_asym)
#' plot(mod2PL, type = 'trace')
#' plot(mod2PL_asym, type = 'trace')
#'
#' }
mirt <- function(data, model = 1, itemtype = NULL, guess = 0, upper = 1, SE = FALSE,
covdata = NULL, formula = NULL, SE.type = 'Oakes', method = 'EM',
optimizer = NULL, dentype = 'Gaussian',
pars = NULL, constrain = NULL,
calcNull = FALSE, draws = 5000, survey.weights = NULL,
quadpts = NULL, TOL = NULL, gpcm_mats = list(), grsm.block = NULL,
rsm.block = NULL, monopoly.k = 1L, key = NULL,
large = FALSE, GenRandomPars = FALSE, accelerate = 'Ramsay', verbose = TRUE,
solnp_args = list(), nloptr_args = list(), spline_args = list(),
control = list(), technical = list(), ...)
{
Call <- match.call()
latent.regression <- latentRegression_obj(data=data, covdata=covdata,
dentype=dentype, formula=formula, method=method)
if(!is.null(latent.regression$data))
data <- latent.regression$data
mod <- ESTIMATION(data=data, model=model, group=rep('all', nrow(data)),
itemtype=itemtype, guess=guess, upper=upper, grsm.block=grsm.block,
pars=pars, method=method, constrain=constrain, SE=SE, TOL=TOL,
quadpts=quadpts, monopoly.k=monopoly.k,
technical=technical, verbose=verbose, survey.weights=survey.weights,
calcNull=calcNull, SE.type=SE.type, large=large, key=key,
accelerate=accelerate, draws=draws, rsm.block=rsm.block,
GenRandomPars=GenRandomPars, optimizer=optimizer,
solnp_args=solnp_args, nloptr_args=nloptr_args,
latent.regression=latent.regression, gpcm_mats=gpcm_mats,
control=control, spline_args=spline_args, dentype=dentype, ...)
if(is(mod, 'SingleGroupClass'))
mod@Call <- Call
return(mod)
}
Try the mirt package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.