| qrpemControl | R Documentation |
A convenience wrapper around [impmapControl()] defaulting 'qr=TRUE' (Sobol quasi-random importance samples) and 'sir=TRUE' (SIR-accelerated non-mu / residual-error M-step); explicitly supplied arguments win. See [impmapControl()] for the full parameter list.
qrpemControl(..., qr = TRUE, sir = TRUE)
... |
Parameters passed to [impmapControl()]. |
qr |
When 'TRUE', draw quasi-random (Sobol low-discrepancy) importance samples instead of pseudo-random Gaussian samples (QRPEM, Leary & Dunlavey PAGE 2012); the E-step integrals converge at O(1/N) instead of O(1/sqrt(N)). |
sir |
When 'TRUE', accelerate the non-mu / residual-error M-step by SIR (sampling-importance-resampling): the theta-sensitivity Newton step uses 'sirSample' equal-weight resampled points per subject instead of all 'isample' weighted samples. |
Note this is not know to be the same as the QRPEM implementation in Phoenix NLME since the details of their method are not public. However, this matches the QRPEM method of using quasi-random parametric EM and SIR accelerated parameter convergence described in Leary & Dunlavey (2012) PAGE 2012, 19(1): 1-6.
An 'impmapControl' object with the QRPEM defaults.
Matthew L. Fidler
qrpemControl()
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