| robustlmm-options | R Documentation |
robustlmm reads a small number of global options, set with
options() and queried with
getOption(). With one experimental exception
(the Monte-Carlo DAS-tau calibration below), none of them change
the fitted estimates; they only tune optional diagnostics and the
default behaviour of summary (see
rlmerMod-class).
These control whether summary(object) computes the robust
Satterthwaite degrees of freedom and Pr(>|t|) column by
default (df = "auto"); see the “Coefficient-table
degrees of freedom” section of rlmerMod-class.
robustlmm.summary.df.maxNumeric, default 5000.
The size cutoff for computing the Satterthwaite df under
df = "auto". The cost of the df is a deterministic
dimension-only “workload” W – one O(n) score
evaluation per parameter-Jacobian column: W = (p + q + 1 + L)
n for method "DASvar" and W = 40\,L\,n for
"DAStau", where n is the number of observations,
p the number of fixed effects, q the number of random
effects and L the number of variance parameters. If W
exceeds this cutoff and no influence function is cached on the fit,
summary falls back to the plain Estimate /
Std. Error / t value table and prints a note. The
rule is dimensionless, so the same fit behaves identically on every
machine. The default 5000 computes the df by default up to
about n = 170 for a single random intercept fit with
"DASvar" (n = 125 for "DAStau"). Set it higher
to show the df on larger fits, or to 0 to always skip the
automatic computation (you can still request it with
summary(object, df = "satterthwaite")).
These options enable and tune an experimental Monte-Carlo
calibration of the DAS-tau fixed point in rlmer.
Without it, method = "DAStau" computes the consistency
factors for non-diagonal random-effect blocks by Gauss-Hermite
quadrature, which is limited to blocks of dimension \le 2;
fits containing a larger block fall back to method =
"DASvar" with a warning. The Monte-Carlo path lifts this
restriction: it computes the same self-consistent fixed point by
plain Monte-Carlo integration, which works for any block
dimension, including structured (cs/ar1) and
unstructured blocks of dimension > 2. It is
simulation-validated – in the companion ar1 simulation study it
removes the small calibration residual that the DASvar
approximation leaves in the fitted correlation – but it is not
backed by a finite-sample theorem, and it has been validated on
clean Gaussian data only. For blocks of dimension \le 2 the
classical quadrature path remains the default and the Monte-Carlo
path offers no improvement there.
robustlmm.dastau.mcLogical, default FALSE.
Master switch. When TRUE, method = "DAStau" uses
the Monte-Carlo calibration for all non-diagonal random-effect
blocks of dimension > 2 (instead of falling back to
"DASvar" for the whole fit). The Monte-Carlo sample is
drawn once per fit (common random numbers), deterministically
seeded and moment-matched to exact zero mean and identity
second moment, so repeated fits are identical and the caller's
.Random.seed is left untouched. rlmer emits a
message when the experimental path is active.
robustlmm.dastau.mc.allLogical, default
FALSE. Research switch: also use the Monte-Carlo path
for blocks of dimension 2, replacing the Gauss-Hermite
quadrature. Intended only for comparing the two calibration
paths; it offers no improvement over the quadrature.
robustlmm.dasmc.nsimInteger, default 1e5.
Number of Monte-Carlo draws. Larger values reduce the
(deterministic, seed-dependent) residual calibration error at
linear cost in time and memory.
robustlmm.dasmc.seedInteger, default
20260703. Seed for the common-random-numbers draw. Fits
are deterministic given this option; change it (e.g. per
replicate in a simulation) to decorrelate the residual
Monte-Carlo calibration error across fits. The global RNG
state is saved and restored around the draw.
robustlmm.check_rhs_optimisationLogical, default
FALSE. When TRUE, rlmer cross-checks
the vectorised right-hand-side computation in the block-diagonal
\theta update against an explicit per-block loop and stops
on any discrepancy. Intended for development and debugging only;
it adds redundant work and is not needed in normal use.
rlmerMod-class, rlmer
## show the df on larger fits (raise the size cutoff)
## Not run:
options(robustlmm.summary.df.max = 20000)
## End(Not run)
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