Status von Samstag morgen - untested

1 files changed, 63 insertions, 37 deletions

diff --git a/R/mkinfit.R b/R/mkinfit.R
index bc8b9d11..224dc7bd 100644
--- a/R/mkinfit.R
+++ b/R/mkinfit.R
@@ -34,6 +34,7 @@ mkinfit <- function(mkinmod, observed,
   quiet = FALSE,

   atol = 1e-8, rtol = 1e-10, n.outtimes = 100,

   error_model = c("const", "obs", "tc"),

+  error_model_algorithm = c("direct", "twostep", "threestep", "fourstep", "IRLS"),

   trace_parms = FALSE,

   ...)

 {

@@ -91,7 +92,7 @@ mkinfit <- function(mkinmod, observed,
   if (length(wrongpar.names) > 0) {

     warning("Initial parameter(s) ", paste(wrongpar.names, collapse = ", "),

          " not used in the model")

-    parms.ini <- parms.ini[setdiff(names(parms.ini), wrongpar.names)] 

+    parms.ini <- parms.ini[setdiff(names(parms.ini), wrongpar.names)]

   }

 

   # Warn that the sum of formation fractions may exceed one if they are not

@@ -244,6 +245,7 @@ mkinfit <- function(mkinmod, observed,
 

   # Get the error model

   err_mod <- match.arg(error_model)

+  error_model_algorithm = match.arg(error_model_algorithm)

   errparm_names <- switch(err_mod,

     "const" = "sigma",

     "obs" = paste0("sigma_", obs_vars),

@@ -276,34 +278,48 @@ mkinfit <- function(mkinmod, observed,
                                               length.out = n.outtimes))))

 

   # Define log-likelihood function for optimisation, including (back)transformations

-  nlogLik <- function(P, trans = TRUE, OLS = FALSE, local = FALSE, update_data = TRUE, ...)

+  nlogLik <- function(P, trans = TRUE, OLS = FALSE, fixed_degparms = FALSE, fixed_errparms = FALSE, update_data = TRUE, ...)

   {

     assign("calls", calls + 1, inherits = TRUE) # Increase the model solution counter

-    P.orig <- P

 

     # Trace parameter values if requested and if we are actually optimising

     if(trace_parms & update_data) cat(P, "\n")

 

-    # If we do a local optimisation of the error model, the initials

-    # for the state variabels and the parameters are given as 'local'

-    if (local[1] != FALSE) {

-      P <- local

+    if (fixed_degparms[1] != FALSE) {

+      degparms <- fixed_degparms

+      errparms <- P # This version of errparms is local to the function

+      degparms_fixed = TRUE

+    } else {

+      degparms_fixed = FALSE

+    }

+

+    if (fixed_errparms[1] != FALSE) {

+      degparms <- P

+      errparms <- fixed_errparms # Local to the function

+      errparms_fixed = TRUE

+    } else {

+      errparms_fixed = FALSE

+    }

+

+    if (OLS) {

+      degparms <- P

+    }

+

+    if (!OLS & !degparms_fixed & !errparms_fixed) {

+      degparms <- P[1:(length(P) - length(errparms))]

+      errparms <- P[(length(degparms) + 1):length(P)]

     }

 

     # Initial states for t0

     if(length(state.ini.optim) > 0) {

-      odeini <- c(P[1:length(state.ini.optim)], state.ini.fixed)

+      odeini <- c(degparms[1:length(state.ini.optim)], state.ini.fixed)

       names(odeini) <- c(state.ini.optim.boxnames, state.ini.fixed.boxnames)

     } else {

       odeini <- state.ini.fixed

       names(odeini) <- state.ini.fixed.boxnames

     }

 

-    if (OLS | identical(P, local)) {

-      odeparms.optim <- P[(length(state.ini.optim) + 1):length(P)]

-    } else {

-      odeparms.optim <- P[(length(state.ini.optim) + 1):(length(P) - length(errparms))]

-    }

+    odeparms.optim <- degparms[(length(state.ini.optim) + 1):length(degparms)]

 

     if (trans == TRUE) {

       odeparms <- c(odeparms.optim, transparms.fixed)

@@ -322,23 +338,20 @@ mkinfit <- function(mkinmod, observed,
                        method.ode = method.ode,

                        atol = atol, rtol = rtol, ...)

 

-    # Get back the original parameter vector to get the error model parameters

-    P <- P.orig

-

     out_long <- mkin_wide_to_long(out, time = "time")

 

     if (err_mod == "const") {

-      observed$std <- P["sigma"]

+      observed$std <- errparms["sigma"]

     }

     if (err_mod == "obs") {

       std_names <- paste0("sigma_", observed$name)

-      observed$std <- P[std_names]

+      observed$std <- errparms[std_names]

     }

     if (err_mod == "tc") {

       tmp <- merge(observed, out_long, by = c("time", "name"))

       tmp$name <- ordered(tmp$name, levels = obs_vars)

       tmp <- tmp[order(tmp$name, tmp$time), ]

-      observed$std <- sqrt(P["sigma_low"]^2 + tmp$value.y^2 * P["rsd_high"]^2)

+      observed$std <- sqrt(errparms["sigma_low"]^2 + tmp$value.y^2 * errparms["rsd_high"]^2)

     }

 

     data_log_lik <- merge(observed[c("name", "time", "value", "std")], out_long,

@@ -426,31 +439,44 @@ mkinfit <- function(mkinmod, observed,
     # In the inital run, we assume a constant standard deviation and do

     # not optimise it, as this is unnecessary and leads to instability of the

     # fit (most obvious when fitting the IORE model)

-    if (!quiet) message("Ordinary least squares optimisation")

-    parms.start <- c(state.ini.optim, transparms.optim)

-    fit.ols <- nlminb(parms.start, nlogLik, control = control,

-      lower = lower[names(parms.start)],

-      upper = upper[names(parms.start)], OLS = TRUE, ...)

-

-    if (err_mod == "const") {

+    degparms <- c(state.ini.optim, transparms.optim)

+

+    if (err_mod == "const" | error_model_algorithm != "direct") {

+      if (!quiet) message("Ordinary least squares optimisation")

+      fit <- nlminb(degparms, nlogLik, control = control,

+        lower = lower[names(degparms)],

+        upper = upper[names(degparms)], OLS = TRUE, ...)

+      degparms <- fit$par

       # Get the maximum likelihood estimate for sigma at the optimum parameter values

       data_errmod$residual <- data_errmod$value.observed - data_errmod$value.predicted

-      sigma_mle = sqrt(sum(data_errmod$residual^2)/nrow(data_errmod))

+      sigma_mle <- sqrt(sum(data_errmod$residual^2)/nrow(data_errmod))

 

-      errparms = c(sigma = sigma_mle)

-      fit <- fit.ols

-      fit$logLik <- - nlogLik(c(fit$par, sigma = sigma_mle), OLS = FALSE)

-    } else {

-      # After the OLS stop we fit the error model with fixed degradation model

-      # parameters

+      if (err_mod == "const") {

+        errparms <- c(sigma = sigma_mle)

+      }

+

+      nlogLik.current <- nlogLik(c(degparms, errparms), OLS = FALSE)

+      fit$logLik <- - nlogLik.current

+    }

+    if (error_model_algorithm %in% c("threestep", "fourstep")) {

       if (!quiet) message("Optimising the error model")

-      fit.err <- nlminb(errparms, nlogLik, control = control,

+      fit <- nlminb(errparms, nlogLik, control = control,

         lower = lower[names(errparms)],

         upper = upper[names(errparms)],

-        local = fit.ols$par, ...)

-      errparms.tmp <- fit.err$par

+        degparms_fixed = degparms, ...)

+      errparms <- fit$par

+    }

+    if (error_model_algorithm == "fourstep") {

+      if (!quiet) message("Optimising the degradation model")

+      fit <- nlminb(degparms, nlogLik, control = control,

+        lower = lower[names(degparms)],

+        upper = upper[names(degparms)],

+        errparms_fixed = errparms, ...)

+      degparms <- fit$par

+    }

+    if (error_model_algorithm %in% c("direct", "twostep", "threestep", "fourstep")) {

       if (!quiet) message("Optimising the complete model")

-      parms.start <- c(fit.ols$par, errparms.tmp)

+      parms.start <- c(degparms, errparms)

       fit <- nlminb(parms.start, nlogLik,

         lower = lower[names(parms.start)],

         upper = upper[names(parms.start)],