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authorJohannes Ranke <jranke@uni-bremen.de>2020-11-07 13:31:57 +0100
committerJohannes Ranke <jranke@uni-bremen.de>2020-11-07 13:31:57 +0100
commit37cb2b4b793fa699d033632158e3604c37678c20 (patch)
tree4774c0f113ea2fb71285f4eb96e093aa1bfe406c /docs/dev/reference/saem.html
parent2e37905a7bf0d72751ee7326ef05a268989e49b2 (diff)
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+to the expectation maximisation algorithm (SAEM)." />
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+ <div class="page-header">
+ <h1>Fit nonlinear mixed models with SAEM</h1>
+ <small class="dont-index">Source: <a href='https://github.com/jranke/mkin/blob/master/R/saemix.R'><code>R/saemix.R</code></a></small>
+ <div class="hidden name"><code>saem.Rd</code></div>
+ </div>
+
+ <div class="ref-description">
+ <p>This function uses <code><a href='https://rdrr.io/pkg/saemix/man/saemix.html'>saemix::saemix()</a></code> as a backend for fitting nonlinear mixed
+effects models created from <a href='mmkin.html'>mmkin</a> row objects using the stochastic approximation
+to the expectation maximisation algorithm (SAEM).</p>
+ </div>
+
+ <pre class="usage"><span class='fu'>saem</span><span class='op'>(</span><span class='va'>object</span>, <span class='va'>control</span>, <span class='va'>...</span><span class='op'>)</span>
+
+<span class='co'># S3 method for mmkin</span>
+<span class='fu'>saem</span><span class='op'>(</span>
+ <span class='va'>object</span>,
+ control <span class='op'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span>displayProgress <span class='op'>=</span> <span class='cn'>FALSE</span>, print <span class='op'>=</span> <span class='cn'>FALSE</span>, save <span class='op'>=</span> <span class='cn'>FALSE</span>, save.graphs <span class='op'>=</span>
+ <span class='cn'>FALSE</span><span class='op'>)</span>,
+ cores <span class='op'>=</span> <span class='fl'>1</span>,
+ verbose <span class='op'>=</span> <span class='cn'>FALSE</span>,
+ suppressPlot <span class='op'>=</span> <span class='cn'>TRUE</span>,
+ <span class='va'>...</span>
+<span class='op'>)</span>
+
+<span class='fu'>saemix_model</span><span class='op'>(</span><span class='va'>object</span>, cores <span class='op'>=</span> <span class='fl'>1</span>, verbose <span class='op'>=</span> <span class='cn'>FALSE</span>, <span class='va'>...</span><span class='op'>)</span>
+
+<span class='fu'>saemix_data</span><span class='op'>(</span><span class='va'>object</span>, verbose <span class='op'>=</span> <span class='cn'>FALSE</span>, <span class='va'>...</span><span class='op'>)</span></pre>
+
+ <h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
+ <table class="ref-arguments">
+ <colgroup><col class="name" /><col class="desc" /></colgroup>
+ <tr>
+ <th>object</th>
+ <td><p>An <a href='mmkin.html'>mmkin</a> row object containing several fits of the same
+<a href='mkinmod.html'>mkinmod</a> model to different datasets</p></td>
+ </tr>
+ <tr>
+ <th>control</th>
+ <td><p>Passed to <a href='https://rdrr.io/pkg/saemix/man/saemix.html'>saemix::saemix</a></p></td>
+ </tr>
+ <tr>
+ <th>...</th>
+ <td><p>Further parameters passed to <a href='https://rdrr.io/pkg/saemix/man/saemixData.html'>saemix::saemixData</a>
+and <a href='https://rdrr.io/pkg/saemix/man/saemixModel.html'>saemix::saemixModel</a>.</p></td>
+ </tr>
+ <tr>
+ <th>cores</th>
+ <td><p>The number of cores to be used for multicore processing using
+<code><a href='https://rdrr.io/r/parallel/mclapply.html'>parallel::mclapply()</a></code>. Using more than 1 core is experimental and may
+lead to uncontrolled forking, apparently depending on the BLAS version
+used.</p></td>
+ </tr>
+ <tr>
+ <th>verbose</th>
+ <td><p>Should we print information about created objects?</p></td>
+ </tr>
+ <tr>
+ <th>suppressPlot</th>
+ <td><p>Should we suppress any plotting that is done
+by the saemix function?</p></td>
+ </tr>
+ </table>
+
+ <h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
+
+ <p>An <a href='https://rdrr.io/pkg/saemix/man/SaemixObject-class.html'>saemix::SaemixObject</a>.</p>
+<p>An <a href='https://rdrr.io/pkg/saemix/man/SaemixModel-class.html'>saemix::SaemixModel</a> object.</p>
+<p>An <a href='https://rdrr.io/pkg/saemix/man/SaemixData-class.html'>saemix::SaemixData</a> object.</p>
+ <h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>
+
+ <p>An mmkin row object is essentially a list of mkinfit objects that have been
+obtained by fitting the same model to a list of datasets using <a href='mkinfit.html'>mkinfit</a>.</p>
+<p>Starting values for the fixed effects (population mean parameters, argument
+psi0 of <code><a href='https://rdrr.io/pkg/saemix/man/saemixModel.html'>saemix::saemixModel()</a></code> are the mean values of the parameters found
+using <a href='mmkin.html'>mmkin</a>.</p>
+
+ <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
+ <pre class="examples"><div class='input'><span class='co'># \dontrun{</span>
+<span class='va'>ds</span> <span class='op'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/lapply.html'>lapply</a></span><span class='op'>(</span><span class='va'>experimental_data_for_UBA_2019</span><span class='op'>[</span><span class='fl'>6</span><span class='op'>:</span><span class='fl'>10</span><span class='op'>]</span>,
+ <span class='kw'>function</span><span class='op'>(</span><span class='va'>x</span><span class='op'>)</span> <span class='fu'><a href='https://rdrr.io/r/base/subset.html'>subset</a></span><span class='op'>(</span><span class='va'>x</span><span class='op'>$</span><span class='va'>data</span><span class='op'>[</span><span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span><span class='op'>(</span><span class='st'>"name"</span>, <span class='st'>"time"</span>, <span class='st'>"value"</span><span class='op'>)</span><span class='op'>]</span><span class='op'>)</span><span class='op'>)</span>
+<span class='fu'><a href='https://rdrr.io/r/base/names.html'>names</a></span><span class='op'>(</span><span class='va'>ds</span><span class='op'>)</span> <span class='op'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/base/paste.html'>paste</a></span><span class='op'>(</span><span class='st'>"Dataset"</span>, <span class='fl'>6</span><span class='op'>:</span><span class='fl'>10</span><span class='op'>)</span>
+<span class='va'>f_mmkin_parent_p0_fixed</span> <span class='op'>&lt;-</span> <span class='fu'><a href='mmkin.html'>mmkin</a></span><span class='op'>(</span><span class='st'>"FOMC"</span>, <span class='va'>ds</span>, cores <span class='op'>=</span> <span class='fl'>1</span>,
+ state.ini <span class='op'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span><span class='op'>(</span>parent <span class='op'>=</span> <span class='fl'>100</span><span class='op'>)</span>, fixed_initials <span class='op'>=</span> <span class='st'>"parent"</span>, quiet <span class='op'>=</span> <span class='cn'>TRUE</span><span class='op'>)</span>
+<span class='va'>f_saem_p0_fixed</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_parent_p0_fixed</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:14:50 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:14:52 2020"</div><div class='input'>
+<span class='va'>f_mmkin_parent</span> <span class='op'>&lt;-</span> <span class='fu'><a href='mmkin.html'>mmkin</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span><span class='op'>(</span><span class='st'>"SFO"</span>, <span class='st'>"FOMC"</span>, <span class='st'>"DFOP"</span><span class='op'>)</span>, <span class='va'>ds</span>, quiet <span class='op'>=</span> <span class='cn'>TRUE</span><span class='op'>)</span>
+<span class='va'>f_saem_sfo</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_parent</span><span class='op'>[</span><span class='st'>"SFO"</span>, <span class='op'>]</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:14:53 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:14:55 2020"</div><div class='input'><span class='va'>f_saem_fomc</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_parent</span><span class='op'>[</span><span class='st'>"FOMC"</span>, <span class='op'>]</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:14:55 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:14:57 2020"</div><div class='input'><span class='va'>f_saem_dfop</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_parent</span><span class='op'>[</span><span class='st'>"DFOP"</span>, <span class='op'>]</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:14:57 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:15:00 2020"</div><div class='input'>
+<span class='co'># The returned saem.mmkin object contains an SaemixObject, we can use</span>
+<span class='co'># functions from saemix</span>
+<span class='kw'><a href='https://rdrr.io/r/base/library.html'>library</a></span><span class='op'>(</span><span class='va'>saemix</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; <span class='message'>Package saemix, version 3.1.9000</span>
+#&gt; <span class='message'> please direct bugs, questions and feedback to emmanuelle.comets@inserm.fr</span></div><div class='input'><span class='fu'><a href='https://rdrr.io/pkg/saemix/man/compare.saemix.html'>compare.saemix</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='va'>f_saem_sfo</span><span class='op'>$</span><span class='va'>so</span>, <span class='va'>f_saem_fomc</span><span class='op'>$</span><span class='va'>so</span>, <span class='va'>f_saem_dfop</span><span class='op'>$</span><span class='va'>so</span><span class='op'>)</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Likelihoods computed by importance sampling </div><div class='output co'>#&gt; AIC BIC
+#&gt; 1 624.2428 622.2900
+#&gt; 2 467.7644 465.0305
+#&gt; 3 491.3541 487.8391</div><div class='input'>
+<span class='va'>f_mmkin_parent_tc</span> <span class='op'>&lt;-</span> <span class='fu'><a href='https://rdrr.io/r/stats/update.html'>update</a></span><span class='op'>(</span><span class='va'>f_mmkin_parent</span>, error_model <span class='op'>=</span> <span class='st'>"tc"</span><span class='op'>)</span>
+<span class='va'>f_saem_fomc_tc</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_parent_tc</span><span class='op'>[</span><span class='st'>"FOMC"</span>, <span class='op'>]</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:15:02 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:15:07 2020"</div><div class='input'><span class='fu'><a href='https://rdrr.io/pkg/saemix/man/compare.saemix.html'>compare.saemix</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='va'>f_saem_fomc</span><span class='op'>$</span><span class='va'>so</span>, <span class='va'>f_saem_fomc_tc</span><span class='op'>$</span><span class='va'>so</span><span class='op'>)</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Likelihoods computed by importance sampling </div><div class='output co'>#&gt; AIC BIC
+#&gt; 1 467.7644 465.0305
+#&gt; 2 469.4862 466.3617</div><div class='input'>
+<span class='va'>dfop_sfo</span> <span class='op'>&lt;-</span> <span class='fu'><a href='mkinmod.html'>mkinmod</a></span><span class='op'>(</span>parent <span class='op'>=</span> <span class='fu'><a href='mkinsub.html'>mkinsub</a></span><span class='op'>(</span><span class='st'>"DFOP"</span>, <span class='st'>"A1"</span><span class='op'>)</span>,
+ A1 <span class='op'>=</span> <span class='fu'><a href='mkinsub.html'>mkinsub</a></span><span class='op'>(</span><span class='st'>"SFO"</span><span class='op'>)</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; <span class='message'>Successfully compiled differential equation model from auto-generated C code.</span></div><div class='input'><span class='va'>f_mmkin</span> <span class='op'>&lt;-</span> <span class='fu'><a href='mmkin.html'>mmkin</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='st'>"DFOP-SFO"</span> <span class='op'>=</span> <span class='va'>dfop_sfo</span><span class='op'>)</span>, <span class='va'>ds</span>, quiet <span class='op'>=</span> <span class='cn'>TRUE</span>, solution_type <span class='op'>=</span> <span class='st'>"analytical"</span><span class='op'>)</span>
+<span class='co'># This takes about 4 minutes on my system</span>
+<span class='va'>f_saem</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:15:08 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:19:07 2020"</div><div class='input'>
+<span class='va'>f_mmkin_des</span> <span class='op'>&lt;-</span> <span class='fu'><a href='mmkin.html'>mmkin</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='st'>"DFOP-SFO"</span> <span class='op'>=</span> <span class='va'>dfop_sfo</span><span class='op'>)</span>, <span class='va'>ds</span>, quiet <span class='op'>=</span> <span class='cn'>TRUE</span>, solution_type <span class='op'>=</span> <span class='st'>"deSolve"</span><span class='op'>)</span>
+<span class='co'># Using a single core, the following takes about 6 minutes, using 10 cores</span>
+<span class='co'># it is slower instead of faster</span>
+<span class='va'>f_saem_des</span> <span class='op'>&lt;-</span> <span class='fu'>saem</span><span class='op'>(</span><span class='va'>f_mmkin_des</span>, cores <span class='op'>=</span> <span class='fl'>1</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; Running main SAEM algorithm
+#&gt; [1] "Sat Nov 7 13:19:26 2020"
+#&gt; ....
+#&gt; Minimisation finished
+#&gt; [1] "Sat Nov 7 13:27:33 2020"</div><div class='input'><span class='fu'><a href='https://rdrr.io/pkg/saemix/man/compare.saemix.html'>compare.saemix</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='va'>f_saemix</span><span class='op'>$</span><span class='va'>so</span>, <span class='va'>f_saemix_des</span><span class='op'>$</span><span class='va'>so</span><span class='op'>)</span><span class='op'>)</span>
+</div><div class='output co'>#&gt; <span class='error'>Error in compare.saemix(list(f_saemix$so, f_saemix_des$so)): object 'f_saemix' not found</span></div><div class='input'><span class='co'># }</span>
+</div></pre>
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