From 9a867d940679498c77a32be9c90f81200019b821 Mon Sep 17 00:00:00 2001 From: jranke Date: Thu, 10 Oct 2013 13:42:22 +0000 Subject: - IRLS is implemented git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/kinfit/pkg/mkin@109 edb9625f-4e0d-4859-8d74-9fd3b1da38cb --- R/mkinerrmin.R | 4 ++-- R/mkinfit.R | 72 ++++++++++++++++++++++++++++++++++++++++++++++------------ 2 files changed, 60 insertions(+), 16 deletions(-) (limited to 'R') diff --git a/R/mkinerrmin.R b/R/mkinerrmin.R index 2b499d97..7d9d4626 100644 --- a/R/mkinerrmin.R +++ b/R/mkinerrmin.R @@ -17,13 +17,13 @@ # You should have received a copy of the GNU General Public License along with # this program. If not, see -if(getRversion() >= '2.15.1') utils::globalVariables(c("name")) +if(getRversion() >= '2.15.1') utils::globalVariables(c("name", "value_mean")) mkinerrmin <- function(fit, alpha = 0.05) { parms.optim <- fit$par kinerrmin <- function(errdata, n.parms) { - means.mean <- mean(errdata$value_mean, na.rm=TRUE) + means.mean <- mean(errdata$value_mean, na.rm = TRUE) df = length(errdata$value_mean) - n.parms f <- function(err) diff --git a/R/mkinfit.R b/R/mkinfit.R index e7b1fb0c..b46184b7 100644 --- a/R/mkinfit.R +++ b/R/mkinfit.R @@ -33,6 +33,8 @@ mkinfit <- function(mkinmod, observed, plot = FALSE, quiet = FALSE, err = NULL, weight = "none", scaleVar = FALSE, atol = 1e-8, rtol = 1e-10, n.outtimes = 100, + reweight.method = NULL, + reweight.tol = 1e-8, reweight.max.iter = 10, trace_parms = FALSE, ...) { @@ -125,7 +127,7 @@ mkinfit <- function(mkinmod, observed, { assign("calls", calls+1, inherits=TRUE) # Increase the model solution counter - # Trace parameter values if quiet is off + # Trace parameter values if requested if(trace_parms) cat(P, "\n") # Time points at which observed data are available @@ -183,9 +185,44 @@ mkinfit <- function(mkinmod, observed, } return(mC) } + fit <- modFit(cost, c(state.ini.optim, parms.optim), method = method.modFit, control = control.modFit, ...) + # 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)[observed$name] + fit <- modFit(cost, fit$par, method = method.modFit, + control = control.modFit, ...) + 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") + } + } + } + # We need to return some more data for summary and plotting fit$solution_type <- solution_type @@ -214,19 +251,23 @@ mkinfit <- function(mkinmod, observed, mod_vars) bparms.all = c(bparms.optim, bparms.fixed) - # Collect observed, predicted and residuals + # Collect observed, predicted, residuals and weighting data <- merge(fit$observed, fit$predicted, by = c("time", "name")) - if (is.null(err)) { - names(data) <- c("time", "variable", "observed", "predicted") - } else { - names(data) <- c("time", "variable", "observed", "err", "predicted") - } - data$residual <- data$observed - data$predicted - data$variable <- ordered(data$variable, levels = obs_vars) - fit$data <- data[order(data$variable, data$time), ] + data$name <- ordered(data$name, levels = obs_vars) + data <- data[order(data$name, data$time), ] + + fit$data <- data.frame(time = data$time, + variable = data$name, + observed = data$value.x, + predicted = data$value.y) + fit$data$residual <- fit$data$observed - fit$data$predicted + if (!is.null(data$err.ini)) fit$data$err.ini <- data$err.ini + if (!is.null(err)) fit$data[[err]] <- data[[err]] + fit$atol <- atol fit$rtol <- rtol - fit$weight <- ifelse(is.null(err), weight, "manual") + fit$weight.ini <- weight.ini + fit$reweight.method <- reweight.method # Return all backtransformed parameters for summary fit$bparms.optim <- bparms.optim @@ -282,7 +323,8 @@ summary.mkinfit <- function(object, data = TRUE, distimes = TRUE, alpha = 0.05, date.summary = date(), solution_type = object$solution_type, use_of_ff = object$mkinmod$use_of_ff, - weight = object$weight, + weight.ini = object$weight.ini, + reweight.method = object$reweight.method, residuals = object$residuals, residualVariance = resvar, sigma = sqrt(resvar), @@ -329,8 +371,10 @@ print.summary.mkinfit <- function(x, digits = max(3, getOption("digits") - 3), . cat("\nMethod used for solution of differential equation system:\n") cat(x$solution_type, "\n") - cat("\nWeighting method:\n") - cat(x$weight, "\n") + cat("\nWeighting:", x$weight.ini) + if(!is.null(x$reweight.method)) cat(" then iterative reweighting method", + x$reweight.method) + cat("\n") cat("\nStarting values for optimised parameters:\n") print(x$start) -- cgit v1.2.1