foceiControl  R Documentation 
Control Options for FOCEi
foceiControl(
sigdig = 3,
...,
epsilon = NULL,
maxInnerIterations = 1000,
maxOuterIterations = 5000,
n1qn1nsim = NULL,
print = 1L,
printNcol = floor((getOption("width")  23)/12),
scaleTo = 1,
scaleObjective = 0,
normType = c("rescale2", "mean", "rescale", "std", "len", "constant"),
scaleType = c("nlmixr2", "norm", "mult", "multAdd"),
scaleCmax = 1e+05,
scaleCmin = 1e05,
scaleC = NULL,
scaleC0 = 1e+05,
derivEps = rep(20 * sqrt(.Machine$double.eps), 2),
derivMethod = c("switch", "forward", "central"),
derivSwitchTol = NULL,
covDerivMethod = c("central", "forward"),
covMethod = c("r,s", "r", "s", ""),
hessEps = (.Machine$double.eps)^(1/3),
hessEpsLlik = (.Machine$double.eps)^(1/3),
optimHessType = c("central", "forward"),
optimHessCovType = c("central", "forward"),
eventType = c("central", "forward"),
centralDerivEps = rep(20 * sqrt(.Machine$double.eps), 2),
lbfgsLmm = 7L,
lbfgsPgtol = 0,
lbfgsFactr = NULL,
eigen = TRUE,
addPosthoc = TRUE,
diagXform = c("sqrt", "log", "identity"),
sumProd = FALSE,
optExpression = TRUE,
ci = 0.95,
useColor = crayon::has_color(),
boundTol = NULL,
calcTables = TRUE,
noAbort = TRUE,
interaction = TRUE,
cholSEtol = (.Machine$double.eps)^(1/3),
cholAccept = 0.001,
resetEtaP = 0.15,
resetThetaP = 0.05,
resetThetaFinalP = 0.15,
diagOmegaBoundUpper = 5,
diagOmegaBoundLower = 100,
cholSEOpt = FALSE,
cholSECov = FALSE,
fo = FALSE,
covTryHarder = FALSE,
outerOpt = c("nlminb", "bobyqa", "lbfgsb3c", "LBFGSB", "mma", "lbfgsbLG", "slsqp",
"Rvmmin"),
innerOpt = c("n1qn1", "BFGS"),
rhobeg = 0.2,
rhoend = NULL,
npt = NULL,
rel.tol = NULL,
x.tol = NULL,
eval.max = 4000,
iter.max = 2000,
abstol = NULL,
reltol = NULL,
resetHessianAndEta = FALSE,
stateTrim = Inf,
shi21maxOuter = 0L,
shi21maxInner = 20L,
shi21maxInnerCov = 20L,
shi21maxFD = 20L,
gillK = 10L,
gillStep = 4,
gillFtol = 0,
gillRtol = sqrt(.Machine$double.eps),
gillKcov = 10L,
gillKcovLlik = 10L,
gillStepCovLlik = 4.5,
gillStepCov = 2,
gillFtolCov = 0,
gillFtolCovLlik = 0,
rmatNorm = TRUE,
rmatNormLlik = TRUE,
smatNorm = TRUE,
smatNormLlik = TRUE,
covGillF = TRUE,
optGillF = TRUE,
covSmall = 1e05,
adjLik = TRUE,
gradTrim = Inf,
maxOdeRecalc = 5,
odeRecalcFactor = 10^(0.5),
gradCalcCentralSmall = 1e04,
gradCalcCentralLarge = 10000,
etaNudge = qnorm(1  0.05/2)/sqrt(3),
etaNudge2 = qnorm(1  0.05/2) * sqrt(3/5),
nRetries = 3,
seed = 42,
resetThetaCheckPer = 0.1,
etaMat = NULL,
repeatGillMax = 1,
stickyRecalcN = 4,
gradProgressOfvTime = 10,
addProp = c("combined2", "combined1"),
badSolveObjfAdj = 100,
compress = TRUE,
rxControl = NULL,
sigdigTable = NULL,
fallbackFD = FALSE,
smatPer = 0.6
)
sigdig 
Optimization significant digits. This controls:

... 
Ignored parameters 
epsilon 
Precision of estimate for n1qn1 optimization. 
maxInnerIterations 
Number of iterations for n1qn1 optimization. 
maxOuterIterations 
Maximum number of LBFGSB optimization for outer problem. 
n1qn1nsim 
Number of function evaluations for n1qn1 optimization. 
print 
Integer representing when the outer step is printed. When this is 0 or do not print the iterations. 1 is print every function evaluation (default), 5 is print every 5 evaluations. 
printNcol 
Number of columns to printout before wrapping parameter estimates/gradient 
scaleTo 
Scale the initial parameter estimate to this value. By default this is 1. When zero or below, no scaling is performed. 
scaleObjective 
Scale the initial objective function to this value. By default this is 0 (meaning do not scale) 
normType 
This is the type of parameter
normalization/scaling used to get the scaled initial values
for nlmixr2. These are used with With the exception of In general, all all scaling formula can be described by: v_scaled = (v_unscaledC_1)/C_2 Where The other data normalization approaches follow the following formula v_scaled = (v_unscaledC_1)/C_2;

scaleType 
The scaling scheme for nlmixr2. The supported types are:

scaleCmax 
Maximum value of the scaleC to prevent overflow. 
scaleCmin 
Minimum value of the scaleC to prevent underflow. 
scaleC 
The scaling constant used with
These parameter scaling coefficients are chose to try to keep similar slopes among parameters. That is they all follow the slopes approximately on a logscale. While these are chosen in a logical manner, they may not always apply. You can specify each parameters scaling factor by this parameter if you wish. 
scaleC0 
Number to adjust the scaling factor by if the initial gradient is zero. 
derivEps 
Forward difference tolerances, which is a vector of relative difference and absolute difference. The central/forward difference step size h is calculated as:

derivMethod 
indicates the method for calculating derivatives of the outer problem. Currently supports "switch", "central" and "forward" difference methods. Switch starts with forward differences. This will switch to central differences when abs(delta(OFV)) <= derivSwitchTol and switch back to forward differences when abs(delta(OFV)) > derivSwitchTol. 
derivSwitchTol 
The tolerance to switch forward to central differences. 
covDerivMethod 
indicates the method for calculating the derivatives while calculating the covariance components (Hessian and S). 
covMethod 
Method for calculating covariance. In this discussion, R is the Hessian matrix of the objective function. The S matrix is the sum of individual gradient crossproduct (evaluated at the individual empirical Bayes estimates).

hessEps 
is a double value representing the epsilon for the Hessian calculation. This is used for the R matrix calculation. 
hessEpsLlik 
is a double value representing the epsilon for the Hessian calculation when doing focei generalized loglikelihood estimation. This is used for the R matrix calculation. 
optimHessType 
The hessian type for when calculating the individual hessian by numeric differences (in generalized loglikelihood estimation). The options are "central", and "forward". The central differences is what R's 'optimHess()' uses and is the default for this method. (Though the "forward" is faster and still reasonable for most cases). The Shi21 cannot be changed for the Gill83 algorithm with the optimHess in a generalized likelihood problem. 
optimHessCovType 
The hessian type for when calculating the individual hessian by numeric differences (in generalized loglikelihood estimation). The options are "central", and "forward". The central differences is what R's 'optimHess()' uses. While this takes longer in optimization, it is more accurate, so for calculating the covariance and final likelihood, the central differences are used. This also uses the modified Shi21 method 
eventType 
Event gradient type for dosing events; Can be "central" or "forward" 
centralDerivEps 
Central difference tolerances. This is a numeric vector of relative difference and absolute difference. The central/forward difference step size h is calculated as:

lbfgsLmm 
An integer giving the number of BFGS updates retained in the "LBFGSB" method, It defaults to 7. 
lbfgsPgtol 
is a double precision variable. On entry pgtol >= 0 is specified by the user. The iteration will stop when:
where pg_i is the ith component of the projected gradient. On exit pgtol is unchanged. This defaults to zero, when the check is suppressed. 
lbfgsFactr 
Controls the convergence of the "LBFGSB"
method. Convergence occurs when the reduction in the
objective is within this factor of the machine
tolerance. Default is 1e10, which gives a tolerance of about

eigen 
A boolean indicating if eigenvectors are calculated to include a condition number calculation. 
addPosthoc 
Boolean indicating if posthoc parameters are added to the table output. 
diagXform 
This is the transformation used on the diagonal
of the

sumProd 
Is a boolean indicating if the model should change
multiplication to high precision multiplication and sums to
high precision sums using the PreciseSums package. By default
this is 
optExpression 
Optimize the rxode2 expression to speed up calculation. By default this is turned on. 
ci 
Confidence level for some tables. By default this is 0.95 or 95% confidence. 
useColor 
Boolean indicating if focei can use ASCII color codes 
boundTol 
Tolerance for boundary issues. 
calcTables 
This boolean is to determine if the foceiFit
will calculate tables. By default this is 
noAbort 
Boolean to indicate if you should abort the FOCEi evaluation if it runs into troubles. (default TRUE) 
interaction 
Boolean indicate FOCEi should be used (TRUE) instead of FOCE (FALSE) 
cholSEtol 
tolerance for Generalized Cholesky Decomposition. Defaults to suggested (.Machine$double.eps)^(1/3) 
cholAccept 
Tolerance to accept a Generalized Cholesky Decomposition for a R or S matrix. 
resetEtaP 
represents the pvalue for reseting the individual ETA to 0 during optimization (instead of the saved value). The two test statistics used in the ztest are either chol(omega^1) %*% eta or eta/sd(allEtas). A pvalue of 0 indicates the ETAs never reset. A pvalue of 1 indicates the ETAs always reset. 
resetThetaP 
represents the pvalue for reseting the
population mureferenced THETA parameters based on ETA drift
during optimization, and resetting the optimization. A
pvalue of 0 indicates the THETAs never reset. A pvalue of 1
indicates the THETAs always reset and is not allowed. The
theta reset is checked at the beginning and when nearing a
local minima. The percent change in objective function where
a theta reset check is initiated is controlled in

resetThetaFinalP 
represents the pvalue for reseting the population mureferenced THETA parameters based on ETA drift during optimization, and resetting the optimization one final time. 
diagOmegaBoundUpper 
This represents the upper bound of the
diagonal omega matrix. The upper bound is given by
diag(omega)*diagOmegaBoundUpper. If

diagOmegaBoundLower 
This represents the lower bound of the
diagonal omega matrix. The lower bound is given by
diag(omega)/diagOmegaBoundUpper. If

cholSEOpt 
Boolean indicating if the generalized Cholesky should be used while optimizing. 
cholSECov 
Boolean indicating if the generalized Cholesky should be used while calculating the Covariance Matrix. 
fo 
is a boolean indicating if this is a FO approximation routine. 
covTryHarder 
If the R matrix is nonpositive definite and cannot be corrected to be nonpositive definite try estimating the Hessian on the unscaled parameter space. 
outerOpt 
optimization method for the outer problem 
innerOpt 
optimization method for the inner problem (not implemented yet.) 
rhobeg 
Beginning change in parameters for bobyqa algorithm (trust region). By default this is 0.2 or 20 parameters when the parameters are scaled to 1. rhobeg and rhoend must be set to the initial and final values of a trust region radius, so both must be positive with 0 < rhoend < rhobeg. Typically rhobeg should be about one tenth of the greatest expected change to a variable. Note also that smallest difference abs(upperlower) should be greater than or equal to rhobeg*2. If this is not the case then rhobeg will be adjusted. (bobyqa) 
rhoend 
The smallest value of the trust region radius that is allowed. If not defined, then 10^(sigdig1) will be used. (bobyqa) 
npt 
The number of points used to approximate the objective function via a quadratic approximation for bobyqa. The value of npt must be in the interval [n+2,(n+1)(n+2)/2] where n is the number of parameters in par. Choices that exceed 2*n+1 are not recommended. If not defined, it will be set to 2*n + 1. (bobyqa) 
rel.tol 
Relative tolerance before nlminb stops (nlmimb). 
x.tol 
X tolerance for nlmixr2 optimizer 
eval.max 
Number of maximum evaluations of the objective function (nlmimb) 
iter.max 
Maximum number of iterations allowed (nlmimb) 
abstol 
Absolute tolerance for nlmixr2 optimizer (BFGS) 
reltol 
tolerance for nlmixr2 (BFGS) 
resetHessianAndEta 
is a boolean representing if the
individual Hessian is reset when ETAs are reset using the
option 
stateTrim 
Trim state amounts/concentrations to this value. 
shi21maxOuter 
The maximum number of steps for the optimization of the forwarddifference step size. When not zero, use this instead of Gill differences. 
shi21maxInner 
The maximum number of steps for the optimization of the individual Hessian matrices in the generalized likelihood problem. When 0, unoptimized finite differences are used. 
shi21maxInnerCov 
The maximum number of steps for the optimization of the individual Hessian matrices in the generalized likelihood problem for the covariance step. When 0, unoptimized finite differences are used. 
shi21maxFD 
The maximum number of steps for the optimization of the forward difference step size when using dosing events (lag time, modeled duration/rate and bioavailability) 
gillK 
The total number of possible steps to determine the optimal forward/central difference step size per parameter (by the Gill 1983 method). If 0, no optimal step size is determined. Otherwise this is the optimal step size determined. 
gillStep 
When looking for the optimal forward difference step size, this is This is the step size to increase the initial estimate by. So each iteration the new step size = (prior step size)*gillStep 
gillFtol 
The gillFtol is the gradient error tolerance that is acceptable before issuing a warning/error about the gradient estimates. 
gillRtol 
The relative tolerance used for Gill 1983 determination of optimal step size. 
gillKcov 
The total number of possible steps to determine the optimal forward/central difference step size per parameter (by the Gill 1983 method) during the covariance step. If 0, no optimal step size is determined. Otherwise this is the optimal step size determined. 
gillKcovLlik 
The total number of possible steps to determine the optimal forward/central difference step per parameter when using the generalized focei loglikelihood method (by the Gill 1986 method). If 0, no optimal step size is determined. Otherwise this is the optimal step size is determined 
gillStepCovLlik 
Same as above but during generalized focei loglikelihood 
gillStepCov 
When looking for the optimal forward difference step size, this is This is the step size to increase the initial estimate by. So each iteration during the covariance step is equal to the new step size = (prior step size)*gillStepCov 
gillFtolCov 
The gillFtol is the gradient error tolerance that is acceptable before issuing a warning/error about the gradient estimates during the covariance step. 
gillFtolCovLlik 
Same as above but applied during generalized loglikelihood estimation. 
rmatNorm 
A parameter to normalize gradient step size by the parameter value during the calculation of the R matrix 
rmatNormLlik 
A parameter to normalize gradient step size by the parameter value during the calculation of the R matrix if you are using generalized loglikelihood Hessian matrix. 
smatNorm 
A parameter to normalize gradient step size by the parameter value during the calculation of the S matrix 
smatNormLlik 
A parameter to normalize gradient step size by the parameter value during the calculation of the S matrix if you are using the generalized loglikelihood. 
covGillF 
Use the Gill calculated optimal Forward difference step size for the instead of the central difference step size during the central difference gradient calculation. 
optGillF 
Use the Gill calculated optimal Forward difference step size for the instead of the central difference step size during the central differences for optimization. 
covSmall 
The covSmall is the small number to compare covariance numbers before rejecting an estimate of the covariance as the final estimate (when comparing sandwich vs R/S matrix estimates of the covariance). This number controls how small the variance is before the covariance matrix is rejected. 
adjLik 
In nlmixr2, the objective function matches NONMEM's objective function, which removes a 2*pi constant from the likelihood calculation. If this is TRUE, the likelihood function is adjusted by this 2*pi factor. When adjusted this number more closely matches the likelihood approximations of nlme, and SAS approximations. Regardless of if this is turned on or off the objective function matches NONMEM's objective function. 
gradTrim 
The parameter to adjust the gradient to if the gradient is very large. 
maxOdeRecalc 
Maximum number of times to reduce the ODE tolerances and try to resolve the system if there was a bad ODE solve. 
odeRecalcFactor 
The ODE recalculation factor when ODE solving goes bad, this is the factor the rtol/atol is reduced 
gradCalcCentralSmall 
A small number that represents the value where grad < gradCalcCentralSmall where forward differences switch to central differences. 
gradCalcCentralLarge 
A large number that represents the value where grad > gradCalcCentralLarge where forward differences switch to central differences. 
etaNudge 
By default initial ETA estimates start at zero; Sometimes this doesn't optimize appropriately. If this value is nonzero, when the n1qn1 optimization didn't perform appropriately, reset the Hessian, and nudge the ETA up by this value; If the ETA still doesn't move, nudge the ETA down by this value. By default this value is qnorm(10.05/2)*1/sqrt(3), the first of the Gauss Quadrature numbers times by the 0.95% normal region. If this is not successful try the second eta nudge number (below). If +etaNudge2 is not successful, then assign to zero and do not optimize any longer 
etaNudge2 
This is the second eta nudge. By default it is qnorm(10.05/2)*sqrt(3/5), which is the n=3 quadrature point (excluding zero) times by the 0.95% normal region 
nRetries 
If FOCEi doesn't fit with the current parameter estimates, randomly sample new parameter estimates and restart the problem. This is similar to 'PsN' resampling. 
seed 
an object specifying if and how the random number generator should be initialized 
resetThetaCheckPer 
represents objective function % percentage below which resetThetaP is checked. 
etaMat 
Eta matrix for initial estimates or final estimates of the ETAs. 
repeatGillMax 
If the tolerances were reduced when calculating the initial Gill differences, the Gill difference is repeated up to a maximum number of times defined by this parameter. 
stickyRecalcN 
The number of bad ODE solves before reducing the atol/rtol for the rest of the problem. 
gradProgressOfvTime 
This is the time for a single objective function evaluation (in seconds) to start progress bars on gradient evaluations 
addProp 
specifies the type of additive plus proportional errors, the one where standard deviations add (combined1) or the type where the variances add (combined2). The combined1 error type can be described by the following equation: y = f + (a + b*f^c)*err The combined2 error model can be described by the following equation: y = f + sqrt(a^2 + b^2*(f^c)^2)*err Where:  y represents the observed value  f represents the predicted value  a is the additive standard deviation  b is the proportional/power standard deviation  c is the power exponent (in the proportional case c=1) 
badSolveObjfAdj 
The objective function adjustment when the ODE system cannot be solved. It is based on each individual bad solve. 
compress 
Should the object have compressed items 
rxControl 
'rxode2' ODE solving options during fitting, created with 'rxControl()' 
sigdigTable 
Significant digits in the final output table. If not specified, then it matches the significant digits in the 'sigdig' optimization algorithm. If 'sigdig' is NULL, use 3. 
fallbackFD 
Fallback to the finite differences if the sensitivity equations do not solve. 
smatPer 
A percentage representing the number of failed parameter gradients for each individual (which are replaced with the overall gradient for the parameter) out of the total number of gradients parameters (ie 'ntheta*nsub') before the S matrix is considered to be a bad matrix. 
Note this uses the R's LBFGSB in optim
for the
outer problem and the BFGS n1qn1
with that
allows restoring the prior individual Hessian (for faster
optimization speed).
However the inner problem is not scaled. Since most eta estimates start near zero, scaling for these parameters do not make sense.
This process of scaling can fix some ill conditioning for the unscaled problem. The covariance step is performed on the unscaled problem, so the condition number of that matrix may not be reflective of the scaled problem's conditionnumber.
The control object that changes the options for the FOCEi family of estimation methods
Matthew L. Fidler
Gill, P.E., Murray, W., Saunders, M.A., & Wright, M.H. (1983). Computing ForwardDifference Intervals for Numerical Optimization. Siam Journal on Scientific and Statistical Computing, 4, 310321.
Shi, H.M., Xie, Y., Xuan, M.Q., & Nocedal, J. (2021). Adaptive FiniteDifference Interval Estimation for Noisy DerivativeFree Optimization.
optim
n1qn1
rxSolve
Other Estimation control:
nlmixr2NlmeControl()
,
saemControl()
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