spaMM options settings
Allow the user to set and examine a variety of options which affect operations of the spaMM package.
spaMM.options(..., warn = TRUE) spaMM.getOption(x)
x |
a character string holding an option name. |
warn |
Boolean: whether to warn if a previously undefined options is being defined (a protection against typos). |
... |
A named value or a list of named values. The following values, with their defaults,
are used in
and many other undocumented values for programming or development purposes. Additional options without default values can also be used (e.g., see |
spaMM.options() provides an interface for changing maximal values of parameters of the Matérn correlation function. However, it is not recommended to change these values unless a spaMM message specifically suggests so.
By default spaMM use Iteratively Reweighted Least Squares (IRLS) methods to estimate fixed-effect parameters (jointly with predictions of random effects). However, a Levenberg-Marquardt algorithm, as described by Nocedal & Wright (1999, p. 266), is also implemented. The Levenberg-Marquardt algorithm is designed to optimize a single objective function with respect to all its parameters. It is thus well suited to compute a PQL fit, which is based on maximization of a single function, the h-likelihood. By contrast, in a fit of a mixed model by (RE)ML, one computes jointly fixed-effect estimates that maximizes marginal likelihood, and random-effect values that maximize h-likelihood given the fixed-effect estimates. The gradient of marginal likelihood with respect to fixed-effect coefficients does not generally vanishes at the solution (although it remains close to zero except in “difficult” cases with typically little information in the data). The Levenberg-Marquardt algorithm is not directly applicable in this case, as it may produce random-effect values that increases marginal likelihood rather than h-likelihood. The (RE)ML variant of the algorithm implemented in spaMM may therefore use additional nested h-likelihood-maximizing steps for correcting random-effect values. In version 3.1.0 this variant was revised for improved performance in difficult cases.
For spaMM.getOption
, the current value set for option x
, or
NULL
if the option is unset.
For spaMM.options()
, a list of all set options. For
spaMM.options(<name>)
, a list of length one containing the set value,
or NULL
if it is unset. For uses setting one or more options,
a list with the previous values of the options changed (returned
invisibly).
Jorge Nocedal and Stephen J. Wright (1999) Numerical Optimization. Springer-Verlag, New York.
spaMM.options() spaMM.getOption("example_maxtime") ## Not run: spaMM.options(maxLambda=1e06) ## End(Not run)
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