multiSearch: A multistart version of local searches for parameter...
In mbaaske/qle: Simulation-Based Quasi-Likelihood Estimation

Description Usage Arguments Details Value Author(s) See Also Examples

The function is multistart version of searchMinimizer which selects the best root of the quasi-score (if there is any) or a local minimum from all found minima according to the criteria described in the vignette.

1 2	multiSearch(xstart = NULL, qsd, ..., nstart = 10, optInfo = FALSE, cl = NULL, verbose = FALSE)

`xstart`	numeric, `NULL` default, list, vector or matrix of starting parameters
`qsd`	object of class `QLmodel`
`...`	arguments passed to `searchMinimizer`
`nstart`	number of random samples from which to start local searches (if '`xstart`'=`NULL`, then ignored)
`optInfo`	logical, `FALSE` (default), whether to store original local search results
`cl`	cluster object, `NULL` (default), of class "`MPIcluster`", "`SOCKcluster`", "`cluster`"
`verbose`	if `TRUE` (default), print intermediate output

The function performs a number of local searches depending which local method 'method' was passed to searchMinimizer. Either the starting points are given by 'xstart' or are generated as an augmented design based on the sample set stored in 'qsd'. The function evaluates all found solutions and selects the one which is best according to the criteria defined in the vignette.

Object of class QSResult and attribute 'roots', e.t. the matrix of estimated parameters for which any of the available minimization methods has been successfully applied. If 'codeoptInfo' is TRUE, then the originally estimtation reuslts are also returned. The best solution is stored as an attribute named 'par' if any could have been found.

M. Baaske

checkMultRoot

 data(normal)
 x0 <- c("mu"=3.5,"sigma"=1.5)
 S0 <- multiSearch(xstart=x0,qsd,method=c("qscoring","bobyqa"),
           opts=list("ftol_stop"=1e-9,"score_tol"=1e-3),nstart=4,
            optInfo=TRUE,verbose=TRUE)

 roots <- attr(S0,"roots")
 id <- attr(roots,"id")
 stopifnot(!is.na(id)) 
 id  # index of best root found in matrix roots
 attr(roots,"par")  # the final parameter estimate w.r.t. id