diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/mkinfit.R | 117 |
1 files changed, 82 insertions, 35 deletions
diff --git a/R/mkinfit.R b/R/mkinfit.R index c6e13b97..d591c42a 100644 --- a/R/mkinfit.R +++ b/R/mkinfit.R @@ -28,7 +28,8 @@ mkinfit <- function(mkinmod, observed, fixed_initials = names(mkinmod$diffs)[-1],
solution_type = "auto",
method.ode = "lsoda",
- method.modFit = "Marq",
+ method.modFit = c("Marq", "Port", "SANN", "Nelder-Mead", "BFSG", "CG", "L-BFGS-B"),
+ maxit.modFit = "auto",
control.modFit = list(),
transform_rates = TRUE,
transform_fractions = TRUE,
@@ -40,6 +41,16 @@ mkinfit <- function(mkinmod, observed, trace_parms = FALSE,
...)
{
+ # Check optimisation method and set maximum number of iterations if specified
+ method.modFit = match.arg(method.modFit)
+ if (maxit.modFit != "auto") {
+ if (method.modFit == "Marq") control.modFit$maxiter = maxit.modFit
+ if (method.modFit == "Port") control.modFit$iter.max = maxit.modFit
+ if (method.modFit %in% c("SANN", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B")) {
+ control.modFit$maxit = maxit.modFit
+ }
+ }
+
# Get the names of the state variables in the model
mod_vars <- names(mkinmod$diffs)
@@ -281,48 +292,76 @@ mkinfit <- function(mkinmod, observed, upper[other_fraction_parms] <- 1
}
- fit <- modFit(cost, c(state.ini.optim, transparms.optim),
- method = method.modFit, control = control.modFit,
- lower = lower, upper = upper, ...)
-
- # Reiterate the fit until convergence of the variance components (IRLS)
- # if requested by the user
- weight.ini = weight
- if (!is.null(err)) weight.ini = "manual"
-
- if (!is.null(reweight.method)) {
- if (reweight.method != "obs") stop("Only reweighting method 'obs' is implemented")
- if(!quiet) {
- cat("IRLS based on variance estimates for each observed variable\n")
- }
- if (!quiet) {
- cat("Initial variance estimates are:\n")
- print(signif(fit$var_ms_unweighted, 8))
- }
- reweight.diff = 1
- n.iter <- 0
- if (!is.null(err)) observed$err.ini <- observed[[err]]
- err = "err.irls"
- while (reweight.diff > reweight.tol & n.iter < reweight.max.iter) {
- n.iter <- n.iter + 1
- sigma.old <- sqrt(fit$var_ms_unweighted)
- observed[err] <- sqrt(fit$var_ms_unweighted)[as.character(observed$name)]
- fit <- modFit(cost, fit$par, method = method.modFit,
- control = control.modFit, lower = lower, upper = upper, ...)
- reweight.diff = sum((sqrt(fit$var_ms_unweighted) - sigma.old)^2)
+ # Do the fit and take the time
+ fit_time <- system.time({
+ fit <- modFit(cost, c(state.ini.optim, transparms.optim),
+ method = method.modFit, control = control.modFit,
+ lower = lower, upper = upper, ...)
+
+ # Reiterate the fit until convergence of the variance components (IRLS)
+ # if requested by the user
+ weight.ini = weight
+ if (!is.null(err)) weight.ini = "manual"
+
+ if (!is.null(reweight.method)) {
+ if (reweight.method != "obs") stop("Only reweighting method 'obs' is implemented")
+ if(!quiet) {
+ cat("IRLS based on variance estimates for each observed variable\n")
+ }
if (!quiet) {
- cat("Iteration", n.iter, "yields variance estimates:\n")
+ cat("Initial variance estimates are:\n")
print(signif(fit$var_ms_unweighted, 8))
- cat("Sum of squared differences to last variance estimates:",
- signif(reweight.diff, 2), "\n")
+ }
+ reweight.diff = 1
+ n.iter <- 0
+ if (!is.null(err)) observed$err.ini <- observed[[err]]
+ err = "err.irls"
+ while (reweight.diff > reweight.tol & n.iter < reweight.max.iter) {
+ n.iter <- n.iter + 1
+ sigma.old <- sqrt(fit$var_ms_unweighted)
+ observed[err] <- sqrt(fit$var_ms_unweighted)[as.character(observed$name)]
+ fit <- modFit(cost, fit$par, method = method.modFit,
+ control = control.modFit, lower = lower, upper = upper, ...)
+ reweight.diff = sum((sqrt(fit$var_ms_unweighted) - sigma.old)^2)
+ if (!quiet) {
+ cat("Iteration", n.iter, "yields variance estimates:\n")
+ print(signif(fit$var_ms_unweighted, 8))
+ cat("Sum of squared differences to last variance estimates:",
+ signif(reweight.diff, 2), "\n")
+ }
}
}
+ })
+
+ # Check for convergence
+ if (method.modFit == "Marq") {
+ if (!fit$info %in% c(1, 2, 3)) {
+ fit$warning = paste0("Optimisation by method ", method.modFit,
+ " did not converge.\n",
+ "The message returned by nls.lm is:\n",
+ fit$message)
+ warning(fit$warning)
+ }
+ }
+ if (method.modFit %in% c("Port", "SANN", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B")) {
+ if (fit$convergence != 0) {
+ fit$warning = paste0("Optimisation by method ", method.modFit,
+ " did not converge.\n",
+ "Convergence code is ", fit$convergence,
+ ifelse(is.null(fit$message), "",
+ paste0("\nMessage is ", fit$message)))
+ warning(fit$warning)
+ }
}
# We need to return some more data for summary and plotting
fit$solution_type <- solution_type
fit$transform_rates <- transform_rates
fit$transform_fractions <- transform_fractions
+ fit$method.modFit <- method.modFit
+ fit$maxit.modFit <- maxit.modFit
+ fit$calls <- calls
+ fit$time <- fit_time
# We also need the model for summary and plotting
fit$mkinmod <- mkinmod
@@ -449,6 +488,8 @@ summary.mkinfit <- function(object, data = TRUE, distimes = TRUE, alpha = 0.05, date.fit = object$date,
date.summary = date(),
solution_type = object$solution_type,
+ method.modFit = object$method.modFit,
+ warning = object$warning,
use_of_ff = object$mkinmod$use_of_ff,
weight.ini = object$weight.ini,
reweight.method = object$reweight.method,
@@ -461,6 +502,8 @@ summary.mkinfit <- function(object, data = TRUE, distimes = TRUE, alpha = 0.05, cov.scaled = covar * resvar,
info = object$info,
niter = object$iterations,
+ calls = object$calls,
+ time = object$time,
stopmess = message,
par = param,
bpar = bparam)
@@ -491,13 +534,17 @@ print.summary.mkinfit <- function(x, digits = max(3, getOption("digits") - 3), . cat("Date of fit: ", x$date.fit, "\n")
cat("Date of summary:", x$date.summary, "\n")
+ if (!is.null(x$warning)) cat("\n\nWarning:", x$warning, "\n\n")
+
cat("\nEquations:\n")
print(noquote(as.character(x[["diffs"]])))
df <- x$df
rdf <- df[2]
- cat("\nMethod used for solution of differential equation system:\n")
- cat(x$solution_type, "\n")
+ cat("\nModel predictions using solution type", x$solution_type, "\n")
+
+ cat("\nFitted with method", x$method.modFit,
+ "using", x$calls, "model solutions performed in", x$time[["elapsed"]], "s\n")
cat("\nWeighting:", x$weight.ini)
if(!is.null(x$reweight.method)) cat(" then iterative reweighting method",
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