A wrapper around [impmapControl()] that reuses the shared FOCEI family plumbing for the nonparametric Bayes engine. The stick-breaking sampler knobs are added in a later milestone.
Usage
npbControl(
points = 50L,
alpha = 1,
burnin = 500L,
nsamp = 500L,
nchains = 1L,
propSd = 0.2,
seed = 42L,
residOptimize = c("alternate", "final", "none"),
cycles = 100L,
gammaOptimize = FALSE,
muExpand = FALSE,
cores = NULL,
rhoend = 1e-04,
...
)Arguments
- points
Stick-breaking truncation level K (number of support points).
- alpha
Dirichlet-process concentration parameter.
- burnin
Number of burn-in Gibbs sweeps.
- nsamp
Number of post-burn-in Gibbs samples collected.
- nchains
Number of independent chains (Gelman-Rubin R-hat convergence is reported when
nchains > 1).- propSd
Standard deviation of the Gaussian random-walk MH proposal for the support-point locations (eta space).
- seed
Random seed for the sampler.
- residOptimize
How to estimate the residual-error thetas (every endpoint's `add`/`prop`/`lnorm`, each transform `lambda`, each `ar`) and any non-mu structural "regressor" theta, with the sampled mixing distribution held fixed, using the bounded `bobyqa` on the EXTENDED LEAST SQUARES objective (see [npagControl()]; the `log(r)` term keeps the residual from collapsing to zero and the moment warm-start gives the saem-style SD).
"alternate"(default) re-fits them during burn-in and then holds them fixed for the sampling phase (so every collected draw shares the converged residual scale);"final"holds them at their initial values through sampling and fits once at the converged draw;"none"holds them at their initial values throughout. Fixed residual parameters are always held. Unlike npag, npb does not optimize the assay-error multiplier (gamma); the residual thetas are fit directly.- cycles
Unused for npb (kept for control compatibility).
- gammaOptimize
Unused for npb (kept for control compatibility).
- muExpand
When `TRUE`, mu-expand non-mu structural fixed-effect thetas (a theta with no eta) into grid-estimable pseudo-etas before the fit; `FALSE` (default) leaves them to the residual step.
- cores
Number of threads used for the parallel per-subject conditional- likelihood solves in the Gibbs sweeps. `NULL` (default) uses the current `rxode2` thread count (`rxode2::getRxThreads()`); an integer sets the thread count for the fit (restored afterwards). With a fixed `seed` the fit is bit-for-bit identical regardless of the thread count.
- rhoend
Final trust-region radius (`rhoend`) of the inner bounded `bobyqa` that fits the residual-error thetas. A fixed default of `1e-4`, matching the optimizer convergence tolerance `10^(-sigdig)` at `sigdig = 4` (npb has no `sigdig`, so this is not derived from it).
- ...
Parameters passed to [impmapControl()].
Details
Note: the npb objective is the nonparametric marginal log-likelihood and uses a different constant convention than NONMEM/FOCEI, so its `-2LL` is NOT comparable to nlmixr2's FOCEI/SAEM/FOCE `-2LL`. Compare npb runs to each other or to Pmetrics NPAG.
Examples
npbControl()
#> $maxOuterIterations
#> [1] 5000
#>
#> $maxInnerIterations
#> [1] 1000
#>
#> $n1qn1nsim
#> [1] 10001
#>
#> $iterPrintControl
#> $every
#> [1] 1
#>
#> $ncol
#> [1] 4
#>
#> $headerEvery
#> [1] 10
#>
#> $useColor
#> [1] TRUE
#>
#> $simple
#> [1] FALSE
#>
#> attr(,"class")
#> [1] "iterPrintControl" "list"
#>
#> $lbfgsLmm
#> [1] 7
#>
#> $lbfgsPgtol
#> [1] 0
#>
#> $lbfgsFactr
#> [1] 4.5036e+12
#>
#> $scaleTo
#> [1] 1
#>
#> $epsilon
#> [1] 0.001
#>
#> $derivEps
#> [1] 2.980232e-07 2.980232e-07
#>
#> $derivMethod
#> [1] 3
#>
#> $covDerivMethod
#> [1] 1
#>
#> $covMethod
#> [1] 2
#>
#> $covType
#> [1] "analytic"
#>
#> $covMethodDeferred
#> [1] NA
#>
#> $covSolveTol
#> NULL
#>
#> $covFull
#> [1] TRUE
#>
#> $fast
#> [1] FALSE
#>
#> $fdChartrand
#> [1] 1
#>
#> $centralDerivEps
#> [1] 2.980232e-07 2.980232e-07
#>
#> $eigen
#> [1] 1
#>
#> $diagXform
#> [1] "sqrt"
#>
#> $iovXform
#> [1] "sd"
#>
#> $sumProd
#> [1] FALSE
#>
#> $optExpression
#> [1] TRUE
#>
#> $literalFix
#> [1] TRUE
#>
#> $literalFixRes
#> [1] TRUE
#>
#> $outerOpt
#> [1] -1
#>
#> $ci
#> [1] 0.95
#>
#> $sigdig
#> [1] 3
#>
#> $sigdigTable
#> [1] 3
#>
#> $scaleObjective
#> [1] 0
#>
#> $boundTol
#> [1] 0.05
#>
#> $calcTables
#> [1] TRUE
#>
#> $noAbort
#> [1] 1
#>
#> $interaction
#> [1] 1
#>
#> $foce
#> [1] "nonmem"
#>
#> $foceType
#> [1] 0
#>
#> $cholSEtol
#> [1] 6.055454e-06
#>
#> $foceEbeTol
#> [1] 1e-09
#>
#> $hessEps
#> [1] 6.055454e-06
#>
#> $hessEpsLlik
#> [1] 6.055454e-06
#>
#> $optimHessType
#> [1] 1
#>
#> $optimHessCovType
#> [1] 1
#>
#> $censOption
#> [1] 0
#>
#> $cholAccept
#> [1] 0.001
#>
#> $resetEtaSize
#> [1] 1.439531
#>
#> $resetThetaSize
#> [1] Inf
#>
#> $resetThetaFinalSize
#> [1] Inf
#>
#> $diagOmegaBoundUpper
#> [1] 5
#>
#> $diagOmegaBoundLower
#> [1] 100
#>
#> $cholSEOpt
#> [1] 0
#>
#> $cholSECov
#> [1] 0
#>
#> $fo
#> [1] 0
#>
#> $covTryHarder
#> [1] 0
#>
#> $outerOptFun
#> function (par, fn, gr, lower = -Inf, upper = Inf, control = list(),
#> ...)
#> {
#> .ctl <- .controlMaxfun(control)
#> if (is.null(.ctl$npt))
#> .ctl$npt <- length(par) * 2 + 1
#> .ctl$iprint <- 0L
#> .ctl <- .ctl[names(.ctl) %in% c("npt", "rhobeg", "rhoend",
#> "iprint", "maxfun")]
#> .ret <- minqa::bobyqa(par, fn, control = .ctl, lower = lower,
#> upper = upper)
#> .ret$x <- .ret$par
#> .ret$message <- .ret$msg
#> .ret$convergence <- .ret$ierr
#> .ret$value <- .ret$fval
#> .ret
#> }
#> <bytecode: 0x5566fd4801d8>
#> <environment: namespace:nlmixr2est>
#>
#> $rhobeg
#> [1] 0.2
#>
#> $rhoend
#> [1] 1e-04
#>
#> $npt
#> NULL
#>
#> $rel.tol
#> [1] 0.001
#>
#> $x.tol
#> [1] 0.001
#>
#> $eval.max
#> [1] 4000
#>
#> $iter.max
#> [1] 2000
#>
#> $innerOpt
#> [1] 1
#>
#> $abstol
#> [1] 0.001
#>
#> $reltol
#> [1] 0.001
#>
#> $derivSwitchTol
#> [1] 0.002
#>
#> $resetHessianAndEta
#> [1] 0
#>
#> $muModel
#> [1] "lin"
#>
#> $muRefCovAlg
#> [1] TRUE
#>
#> $muModelTol
#> [1] 1e-05
#>
#> $muModelMaxCycles
#> [1] 20
#>
#> $muModelClampRetries
#> [1] 10
#>
#> $stateTrim
#> [1] Inf
#>
#> $gillK
#> [1] 10
#>
#> $gillKcov
#> [1] 10
#>
#> $gillKcovLlik
#> [1] 10
#>
#> $gillRtol
#> [1] 1.490116e-08
#>
#> $gillStep
#> [1] 4
#>
#> $gillStepCov
#> [1] 2
#>
#> $gillStepCovLlik
#> [1] 4.5
#>
#> $scaleType
#> [1] 2
#>
#> $normType
#> [1] 1
#>
#> $scaleC
#> NULL
#>
#> $scaleCmin
#> [1] 1e-05
#>
#> $scaleCband
#> [1] 0.1 10.0
#>
#> $scaleCmax
#> [1] 1e+05
#>
#> $scaleC0
#> [1] 1e+05
#>
#> $outerOptTxt
#> [1] "bobyqa"
#>
#> $outerOptDefault
#> [1] TRUE
#>
#> $rmatNorm
#> [1] 1
#>
#> $rmatNormLlik
#> [1] 1
#>
#> $smatNorm
#> [1] 1
#>
#> $smatNormLlik
#> [1] 1
#>
#> $covGillF
#> [1] 1
#>
#> $optGillF
#> [1] 1
#>
#> $gillFtol
#> [1] 0
#>
#> $gillFtolCov
#> [1] 0
#>
#> $gillFtolCovLlik
#> [1] 0
#>
#> $covSmall
#> [1] 1e-05
#>
#> $adjLik
#> [1] TRUE
#>
#> $gradTrim
#> [1] Inf
#>
#> $gradCalcCentralSmall
#> [1] 1e-04
#>
#> $gradCalcCentralLarge
#> [1] 10000
#>
#> $etaNudge
#> [1] 1.131586
#>
#> $etaNudge2
#> [1] 1.518182
#>
#> $maxOdeRecalc
#> [1] 5
#>
#> $odeRecalcFactor
#> [1] 3.162278
#>
#> $nRetries
#> [1] 3
#>
#> $seed
#> [1] 42
#>
#> $resetThetaCheckPer
#> [1] 0.1
#>
#> $etaMat
#> NULL
#>
#> $repeatGillMax
#> [1] 1
#>
#> $stickyRecalcN
#> [1] 4
#>
#> $outerMaxOdeRecalc
#> [1] 5
#>
#> $outerOdeRecalcFactor
#> [1] 3.162278
#>
#> $outerStickyRecalcN
#> [1] 4
#>
#> $indTolRelax
#> [1] TRUE
#>
#> $eventType
#> [1] 2
#>
#> $eventSens
#> [1] "jump"
#>
#> $gradProgressOfvTime
#> [1] 10
#>
#> $addProp
#> [1] "combined2"
#>
#> $badSolveObjfAdj
#> [1] 100
#>
#> $compress
#> [1] FALSE
#>
#> $rxControl
#> $scale
#> NULL
#>
#> $method
#> liblsoda
#> 2
#>
#> $atol
#> [1] 1e-06
#>
#> $rtol
#> [1] 0.001
#>
#> $maxsteps
#> [1] 500000
#>
#> $hmin
#> [1] 0
#>
#> $hmax
#> [1] NA
#>
#> $hini
#> [1] 0
#>
#> $maxordn
#> [1] 12
#>
#> $maxords
#> [1] 5
#>
#> $covsInterpolation
#> locf
#> 1
#>
#> $addCov
#> [1] TRUE
#>
#> $returnType
#> rxSolve
#> 0
#>
#> $sigma
#> NULL
#>
#> $sigmaDf
#> NULL
#>
#> $nCoresRV
#> [1] 1
#>
#> $sigmaIsChol
#> [1] FALSE
#>
#> $sigmaSeparation
#> [1] "auto"
#>
#> $sigmaXform
#> identity
#> 4
#>
#> $nDisplayProgress
#> [1] 10000
#>
#> $amountUnits
#> [1] NA
#>
#> $timeUnits
#> [1] "hours"
#>
#> $addDosing
#> [1] FALSE
#>
#> $stateTrim
#> [1] Inf
#>
#> $updateObject
#> [1] FALSE
#>
#> $omega
#> NULL
#>
#> $omegaDf
#> NULL
#>
#> $omegaIsChol
#> [1] FALSE
#>
#> $omegaSeparation
#> [1] "auto"
#>
#> $omegaXform
#> variance
#> 6
#>
#> $nSub
#> [1] 1
#>
#> $thetaMat
#> NULL
#>
#> $thetaDf
#> NULL
#>
#> $thetaIsChol
#> [1] FALSE
#>
#> $nStud
#> [1] 1
#>
#> $dfSub
#> [1] 0
#>
#> $dfObs
#> [1] 0
#>
#> $seed
#> NULL
#>
#> $nsim
#> NULL
#>
#> $minSS
#> [1] 10
#>
#> $maxSS
#> [1] 10000
#>
#> $strictSS
#> [1] 1
#>
#> $infSSstep
#> [1] 12
#>
#> $istateReset
#> [1] TRUE
#>
#> $subsetNonmem
#> [1] TRUE
#>
#> $hmaxSd
#> [1] 0
#>
#> $maxAtolRtolFactor
#> [1] 0.1
#>
#> $from
#> NULL
#>
#> $to
#> NULL
#>
#> $by
#> NULL
#>
#> $length.out
#> NULL
#>
#> $iCov
#> NULL
#>
#> $keep
#> NULL
#>
#> $keepF
#> character(0)
#>
#> $drop
#> NULL
#>
#> $warnDrop
#> [1] TRUE
#>
#> $omegaLower
#> [1] -Inf
#>
#> $omegaUpper
#> [1] Inf
#>
#> $sigmaLower
#> [1] -Inf
#>
#> $sigmaUpper
#> [1] Inf
#>
#> $thetaLower
#> [1] -Inf
#>
#> $thetaUpper
#> [1] Inf
#>
#> $indLinPhiM
#> [1] 0
#>
#> $indLinPhiTol
#> [1] 1e-07
#>
#> $indLinMatExpType
#> expokit
#> 2
#>
#> $indLinMatExpOrder
#> [1] 6
#>
#> $idFactor
#> [1] TRUE
#>
#> $mxhnil
#> [1] 0
#>
#> $hmxi
#> [1] 0
#>
#> $warnIdSort
#> [1] TRUE
#>
#> $ssAtol
#> [1] 1e-05
#>
#> $ssRtol
#> [1] 0.01
#>
#> $safeZero
#> [1] 1
#>
#> $sumType
#> pairwise
#> 1
#>
#> $prodType
#> long double
#> 1
#>
#> $resample
#> NULL
#>
#> $resampleID
#> [1] TRUE
#>
#> $maxwhile
#> [1] 100000
#>
#> $cores
#> [1] 0
#>
#> $atolSens
#> [1] 1e-06
#>
#> $rtolSens
#> [1] 0.001
#>
#> $ssAtolSens
#> [1] 1e-05
#>
#> $ssRtolSens
#> [1] 0.01
#>
#> $simVariability
#> [1] NA
#>
#> $nLlikAlloc
#> NULL
#>
#> $useStdPow
#> [1] 0
#>
#> $naTimeHandle
#> ignore
#> 1
#>
#> $addlKeepsCov
#> [1] FALSE
#>
#> $addlDropSs
#> [1] TRUE
#>
#> $ssAtDoseTime
#> [1] TRUE
#>
#> $ss2cancelAllPending
#> [1] FALSE
#>
#> $naInterpolation
#> locf
#> 1
#>
#> $keepInterpolation
#> na
#> 2
#>
#> $safeLog
#> [1] 1
#>
#> $safePow
#> [1] 1
#>
#> $ssSolved
#> [1] TRUE
#>
#> $linCmtSensType
#> auto
#> 100
#>
#> $linCmtSensH
#> [1] 1e-04
#>
#> $linCmtGillFtol
#> [1] 0
#>
#> $linCmtGillK
#> [1] 20
#>
#> $linCmtGillStep
#> [1] 4
#>
#> $linCmtGillRtol
#> [1] 1.490116e-08
#>
#> $linCmtShiErr
#> [1] 1.490116e-08
#>
#> $linCmtShiMax
#> [1] 20
#>
#> $linCmtScale
#> [1] 0 0 0 0 0 0 0
#>
#> $linCmtHcmt
#> [1] 1
#>
#> $linCmtHmeanI
#> geometric
#> 2
#>
#> $linCmtHmeanO
#> geometric
#> 2
#>
#> $linCmtSuspect
#> [1] 1e-06
#>
#> $linCmtForwardMax
#> [1] 2
#>
#> $indOwnAlloc
#> [1] -1
#>
#> $maxExtra
#> [1] 1000
#>
#> $tolFactor
#> NULL
#>
#> $serializeFile
#> NULL
#>
#> $dense
#> [1] FALSE
#>
#> $cvodeLinSolver
#> dense
#> 1
#>
#> $stiff2
#> [1] 0
#>
#> $autoSwitchMaxStiff
#> [1] 10
#>
#> $autoSwitchMaxNonstiff
#> [1] 3
#>
#> $autoSwitchStiffFirst
#> [1] 0
#>
#> $autoSwitchNonstifftol
#> [1] 0.9
#>
#> $autoSwitchStifftol
#> [1] 0.9
#>
#> $autoSwitchDtfac
#> [1] 2
#>
#> $autoSwitchSwitchMax
#> [1] 5
#>
#> $useLinCmt
#> [1] TRUE
#>
#> $file
#> NULL
#>
#> $chunkSize
#> NULL
#>
#> $parallel
#> [1] 0
#>
#> $.zeros
#> NULL
#>
#> attr(,"class")
#> [1] "rxControl"
#>
#> $genRxControl
#> [1] TRUE
#>
#> $skipCov
#> NULL
#>
#> $fallbackFD
#> [1] FALSE
#>
#> $shi21maxOuter
#> [1] 0
#>
#> $shi21maxInner
#> [1] 20
#>
#> $shi21maxInnerCov
#> [1] 20
#>
#> $shi21maxFD
#> [1] 20
#>
#> $shi21hMax
#> [1] 2
#>
#> $shi21hMin
#> [1] 1e-04
#>
#> $smatPer
#> [1] 0.6
#>
#> $sdLowerFact
#> [1] 0.001
#>
#> $zeroGradFirstReset
#> [1] TRUE
#>
#> $zeroGradRunReset
#> [1] TRUE
#>
#> $zeroGradBobyqa
#> [1] TRUE
#>
#> $mceta
#> [1] -2
#>
#> $warm
#> [1] 1
#>
#> $nAGQ
#> [1] 0
#>
#> $agqHi
#> [1] Inf
#>
#> $agqLow
#> [1] -Inf
#>
#> $sensMethod
#> [1] "default"
#>
#> $boundedTransform
#> [1] TRUE
#>
#> $zeroTheta
#> [1] 0.001
#>
#> $impCov
#> [1] TRUE
#>
#> $isample
#> [1] 300
#>
#> $nIter
#> [1] 100
#>
#> $mapIter
#> [1] 1
#>
#> $gamma
#> [1] 1
#>
#> $gammaMethod
#> [1] "auto"
#>
#> $df
#> [1] 0
#>
#> $auto
#> [1] TRUE
#>
#> $iscaleMin
#> [1] 0.1
#>
#> $iscaleMax
#> [1] 10
#>
#> $iaccept
#> [1] 0.4
#>
#> $nConvWindow
#> [1] 10
#>
#> $impSeed
#> [1] 42
#>
#> $qr
#> [1] FALSE
#>
#> $qrShift
#> [1] TRUE
#>
#> $qrRefresh
#> [1] TRUE
#>
#> $sir
#> [1] FALSE
#>
#> $sirSample
#> [1] 30
#>
#> $est
#> [1] "npb"
#>
#> $points
#> [1] 50
#>
#> $cycles
#> [1] 100
#>
#> $npCores
#> [1] NA
#>
#> $gammaOptimize
#> [1] FALSE
#>
#> $residOptimize
#> [1] "alternate"
#>
#> $muExpand
#> [1] FALSE
#>
#> $alpha
#> [1] 1
#>
#> $burnin
#> [1] 500
#>
#> $nsamp
#> [1] 500
#>
#> $nchains
#> [1] 1
#>
#> $propSd
#> [1] 0.2
#>
#> attr(,"class")
#> [1] "impmapControl"