llgq.saemix: Log-likelihood using Gaussian Quadrature

In saemix: Stochastic Approximation Expectation Maximization (SAEM) Algorithm

Log-likelihood using Gaussian Quadrature

Description

Estimate the log-likelihood using Gaussian Quadrature (multidimensional grid)

Usage

llgq.saemix(saemixObject)

Arguments

saemixObject

an object returned by the saemix function

Details

The likelihood of the observations is estimated using Gaussian Quadrature (see documentation).

Value

the log-likelihood estimated by Gaussian Quadrature

Author(s)

Emmanuelle Comets [e-mail], Audrey Lavenu, Marc Lavielle.

References

E Comets, A Lavenu, M Lavielle M (2017). Parameter estimation in nonlinear mixed effect models using saemix, an R implementation of the SAEM algorithm. Journal of Statistical Software, 80(3):1-41.

E Kuhn, M Lavielle (2005). Maximum likelihood estimation in nonlinear mixed effects models. Computational Statistics and Data Analysis, 49(4):1020-1038.

E Comets, A Lavenu, M Lavielle (2011). SAEMIX, an R version of the SAEM algorithm. 20th meeting of the Population Approach Group in Europe, Athens, Greece, Abstr 2173.

See Also

SaemixObject,saemix,llis.saemix

Examples

 
# Running the main algorithm to estimate the population parameters
data(theo.saemix)
saemix.data<-saemixData(name.data=theo.saemix,header=TRUE,sep=" ",na=NA, 
  name.group=c("Id"),name.predictors=c("Dose","Time"),
  name.response=c("Concentration"),name.covariates=c("Weight","Sex"),
  units=list(x="hr",y="mg/L",covariates=c("kg","-")), name.X="Time")

model1cpt<-function(psi,id,xidep) { 
	  dose<-xidep[,1]
	  tim<-xidep[,2]  
	  ka<-psi[id,1]
	  V<-psi[id,2]
	  CL<-psi[id,3]
	  k<-CL/V
	  ypred<-dose*ka/(V*(ka-k))*(exp(-k*tim)-exp(-ka*tim))
	  return(ypred)
}
saemix.model<-saemixModel(model=model1cpt,
  description="One-compartment model with first-order absorption", 
  psi0=matrix(c(1.,20,0.5,0.1,0,-0.01),ncol=3,byrow=TRUE,
  dimnames=list(NULL, c("ka","V","CL"))),transform.par=c(1,1,1), 
  covariate.model=matrix(c(0,1,0,0,0,0),ncol=3,byrow=TRUE),fixed.estim=c(1,1,1),
  covariance.model=matrix(c(1,0,0,0,1,0,0,0,1),ncol=3,byrow=TRUE),
  omega.init=matrix(c(1,0,0,0,1,0,0,0,1),ncol=3,byrow=TRUE), error.model="constant")

saemix.options<-list(seed=632545,save=FALSE,save.graphs=FALSE)

# Not run (strict time constraints for CRAN)
# saemix.fit<-saemix(saemix.model,saemix.data,saemix.options)

# Estimating the likelihood by Gaussian Quadrature using the result of saemix 
# & returning the result in the same object
# saemix.fit<-llgq.saemix(saemix.fit)

saemix documentation built on May 29, 2024, 10:43 a.m.