Auxiliary for Controlling Separable Temporal ERGM Fitting
Auxiliary function as user interface for fine-tuning 'stergm' fitting.
control.stergm( init.form = NULL, init.diss = NULL, init.method = NULL, force.main = FALSE, MCMC.prop.weights.form = "default", MCMC.prop.args.form = NULL, MCMC.prop.weights.diss = "default", MCMC.prop.args.diss = NULL, MCMC.init.maxedges = 20000, MCMC.init.maxchanges = 20000, MCMC.packagenames = c(), CMLE.MCMC.burnin = 1024 * 16, CMLE.MCMC.interval = 1024, CMLE.control = NULL, CMLE.control.form = control.ergm(init = init.form, MCMC.burnin = CMLE.MCMC.burnin, MCMC.interval = CMLE.MCMC.interval, MCMC.prop.weights = MCMC.prop.weights.form, MCMC.prop.args = MCMC.prop.args.form, MCMC.init.maxedges = MCMC.init.maxedges, MCMC.packagenames = MCMC.packagenames, parallel = parallel, parallel.type = parallel.type, parallel.version.check = parallel.version.check, force.main = force.main), CMLE.control.diss = control.ergm(init = init.diss, MCMC.burnin = CMLE.MCMC.burnin, MCMC.interval = CMLE.MCMC.interval, MCMC.prop.weights = MCMC.prop.weights.diss, MCMC.prop.args = MCMC.prop.args.diss, MCMC.init.maxedges = MCMC.init.maxedges, MCMC.packagenames = MCMC.packagenames, parallel = parallel, parallel.type = parallel.type, parallel.version.check = parallel.version.check, force.main = force.main), CMLE.NA.impute = c(), CMLE.term.check.override = FALSE, EGMME.main.method = c("Gradient-Descent"), EGMME.MCMC.burnin.min = 1000, EGMME.MCMC.burnin.max = 1e+05, EGMME.MCMC.burnin.pval = 0.5, EGMME.MCMC.burnin.add = 1, MCMC.burnin = NULL, MCMC.burnin.mul = NULL, SAN.maxit = 4, SAN.nsteps.times = 8, SAN.control = control.san(term.options = term.options, SAN.maxit = SAN.maxit, SAN.prop.weights = MCMC.prop.weights.form, SAN.prop.args = MCMC.prop.args.form, SAN.init.maxedges = MCMC.init.maxedges, SAN.max.maxedges = Inf, SAN.nsteps = round(sqrt(EGMME.MCMC.burnin.min * EGMME.MCMC.burnin.max)) * SAN.nsteps.times, SAN.packagenames = MCMC.packagenames, parallel = parallel, parallel.type = parallel.type, parallel.version.check = parallel.version.check), SA.restarts = 10, SA.burnin = 1000, SA.plot.progress = FALSE, SA.max.plot.points = 400, SA.plot.stats = FALSE, SA.init.gain = 0.1, SA.gain.decay = 0.5, SA.runlength = 25, SA.interval.mul = 2, SA.init.interval = 500, SA.min.interval = 20, SA.max.interval = 500, SA.phase1.minruns = 4, SA.phase1.tries = 20, SA.phase1.jitter = 0.1, SA.phase1.max.q = 0.1, SA.phase1.backoff.rat = 1.05, SA.phase2.levels.max = 40, SA.phase2.levels.min = 4, SA.phase2.max.mc.se = 0.001, SA.phase2.repeats = 400, SA.stepdown.maxn = 200, SA.stepdown.p = 0.05, SA.stop.p = 0.1, SA.stepdown.ct = 5, SA.phase2.backoff.rat = 1.1, SA.keep.oh = 0.5, SA.keep.min.runs = 8, SA.keep.min = 0, SA.phase2.jitter.mul = 0.2, SA.phase2.maxreljump = 4, SA.guard.mul = 4, SA.par.eff.pow = 1, SA.robust = FALSE, SA.oh.memory = 1e+05, SA.refine = c("mean", "linear", "none"), SA.se = TRUE, SA.phase3.samplesize.runs = 10, SA.restart.on.err = TRUE, term.options = NULL, seed = NULL, parallel = 0, parallel.type = NULL, parallel.version.check = TRUE )
init.form, init.diss |
numeric or
Passing |
init.method |
Estimation method used to acquire initial values
for estimation. If |
force.main |
Logical: If TRUE, then force MCMC-based estimation method, even if the exact MLE can be computed via maximum pseudolikelihood estimation. |
MCMC.prop.weights.form, MCMC.prop.weights.diss |
Specifies the
method to allocate probabilities of being proposed to dyads in
the formation/dissolution phase. Defaults to |
MCMC.prop.args.form, MCMC.prop.args.diss |
An alternative, direct way of specifying additional arguments to the proposal in the formation/dissolution phase. |
MCMC.init.maxedges |
Maximum number of edges for which to allocate space. |
MCMC.init.maxchanges |
Maximum number of changes in dynamic network simulation for which to allocate space. |
MCMC.packagenames |
Names of packages in which to look for change statistic functions in addition to those autodetected. This argument should not be needed outside of very strange setups. |
CMLE.MCMC.burnin |
Maximum number of Metropolis-Hastings steps per phase (formation and dissolution) per time step used in CMLE fitting. |
CMLE.MCMC.interval |
Number of Metropolis-Hastings steps between successive draws when running MCMC MLE. |
CMLE.control |
A convenience argument for specifying both
|
CMLE.control.form, CMLE.control.diss |
Control parameters used
to fit the CMLE for the formation/dissolution ERGM. See
|
CMLE.NA.impute |
In STERGM CMLE, missing dyads in
transitioned-to networks are accommodated using methods of
Handcock and Gile (2009), but a similar approach to
transitioned-from networks requires much more complex methods
that are not, currently, implemented. By default, no imputation is performed, and the fitting stops with an error if any transitioned-from networks have missing dyads. |
CMLE.term.check.override |
The method
|
EGMME.main.method |
Estimation method used to find the Equilibrium Generalized Method of Moments estimator. Currently only "Gradient-Descent" is implemented. |
EGMME.MCMC.burnin.min, EGMME.MCMC.burnin.max, |
Number of
Metropolis-Hastings steps per phase (formation and dissolution)
per time step used in EGMME fitting. By default, this is
determined adaptively by keeping track of increments in the
Hamming distance between the transitioned-from network and the
network being sampled (formation network or dissolution
network). Once To use a fixed number of steps, set both
|
EGMME.MCMC.burnin.pval, EGMME.MCMC.burnin.add |
Number of
Metropolis-Hastings steps per phase (formation and dissolution)
per time step used in EGMME fitting. By default, this is
determined adaptively by keeping track of increments in the
Hamming distance between the transitioned-from network and the
network being sampled (formation network or dissolution
network). Once To use a fixed number of steps, set both
|
MCMC.burnin, MCMC.burnin.mul |
No longer used. See
|
SAN.maxit |
When |
SAN.nsteps.times |
Multiplier for |
SAN.control |
SAN control parameters. See
|
SA.restarts |
Maximum number of times to restart a failed optimization process. |
SA.burnin |
Number of time steps to advance the starting network before beginning the optimization. |
SA.plot.progress, SA.plot.stats |
Logical: Plot information
about the fit as it proceeds. If Do NOT use these with non-interactive plotting devices like
|
SA.max.plot.points |
If |
SA.init.gain |
Initial gain, the multiplier for the parameter update size. If the process initially goes crazy beyond recovery, lower this value. |
SA.gain.decay |
Gain decay factor. |
SA.runlength |
Number of parameter trials and updates per C run. |
SA.interval.mul |
The number of time steps between updates of the parameters is set to be this times the mean duration of extant ties. |
SA.init.interval |
Initial number of time steps between updates of the parameters. |
SA.min.interval, SA.max.interval |
Upper and lower bounds on the number of time steps between updates of the parameters. |
SA.phase1.minruns |
Number of runs during Phase 1 for estimating the gradient, before every gradient update. |
SA.phase1.tries |
Number of runs trying to find a reasonable parameter and network configuration. |
SA.phase1.jitter |
Initial jitter standard deviation of each parameter. |
SA.phase1.max.q |
Q-value (false discovery rate) that a gradient estimate must obtain before it is accepted (since sign is what is important). |
SA.phase1.backoff.rat, SA.phase2.backoff.rat |
If the run produces this relative increase in the approximate objective function, it will be backed off. |
SA.phase2.levels.min, SA.phase2.levels.max |
Range of gain levels (subphases) to go through. |
SA.phase2.max.mc.se |
Approximate precision of the estimates that must be attained before stopping. |
SA.phase2.repeats, SA.stepdown.maxn, |
A gain level may be
repeated multiple times (up to |
SA.stepdown.p, SA.stepdown.ct |
A gain level may be repeated
multiple times (up to |
SA.stop.p |
At the end of each gain level after the minimum, if the precision is sufficiently high, the relationship between the parameters and the targets is tested for evidence of local nonlinearity. This is the p-value used. If that test fails to reject, a Phase 3 run is made with the new parameter values, and the estimating equations are tested for difference from 0. If this test fails to reject, the optimization is finished. If either of these tests rejects, at |
SA.keep.oh, SA.keep.min, SA.keep.min.runs |
Parameters controlling how much of optimization history to keep for gradient and covariance estimation. A history record will be kept if it's at least one of the following:
|
SA.phase2.jitter.mul |
Jitter standard deviation of each parameter is this value times its standard deviation without jitter. |
SA.phase2.maxreljump |
To keep the optimization from "running away" due to, say, a poor gradient estimate building on itself, if a magnitude of change (Mahalanobis distance) in parameters over the course of a run divided by average magnitude of change for recent runs exceeds this, the change is truncated to this amount times the average for recent runs. |
SA.guard.mul |
The multiplier for the range of parameter and statistics values to compute the guard width. |
SA.par.eff.pow |
Because some parameters have much, much
greater effects than others, it improves numerical conditioning
and makes estimation more stable to rescale the kth
estimating function by s_k = (∑_{i=1}^{q}
G_{i,k}^2/V_{i,i})^{-p/2}, where G_{i,k} is the estimated
gradient of the ith target statistics with respect to
kth parameter. This parameter sets the value of p:
|
SA.robust |
Whether to use robust linear regression (for gradients) and covariance estimation. |
SA.oh.memory |
Absolute maximum number of data points per thread to store in the full optimization history. |
SA.refine |
Method, if any, used to refine the point estimate at the end: "linear" for linear interpolation, "mean" for average, and "none" to use the last value. |
SA.se |
Logical: If TRUE (the default), get an MCMC sample of
statistics at the final estimate and compute the covariance
matrix (and hence standard errors) of the parameters. This sample
is stored and can also be used by
|
SA.phase3.samplesize.runs |
This many optimization runs will be used to determine whether the optimization has converged and to estimate the standard errors. |
SA.restart.on.err |
Logical: if |
term.options |
A list of additional arguments to be passed to term initializers. It can also be set globally via |
seed |
Seed value (integer) for the random number generator.
See |
parallel |
Number of threads in which to run the sampling. Defaults to 0 (no parallelism). See the entry on parallel processing for details and troubleshooting. |
parallel.type |
API to use for parallel processing. Supported
values are |
parallel.version.check |
Logical: If TRUE, check that the
version of |
A list with arguments as components.
Boer, P., Huisman, M., Snijders, T.A.B., and Zeggelink, E.P.H. (2003), StOCNET User\'s Manual. Version 1.4.
Firth (1993), Bias Reduction in Maximum Likelihood Estimates. Biometrika, 80: 27-38.
Hunter, D. R. and M. S. Handcock (2006), Inference in curved exponential family models for networks. Journal of Computational and Graphical Statistics, 15: 565-583.
Hummel, R. M., Hunter, D. R., and Handcock, M. S. (2010), A Steplength Algorithm for Fitting ERGMs, Penn State Department of Statistics Technical Report.
stergm
. The
control.simulate.stergm
function performs a similar
function for simulate.stergm
.
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