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Bundle the optimizer / sdreport / phasing controls for fit_mod()

Source: R/0-fit_control.R
fit_control.Rd

fit_mod() carries roughly a dozen optimizer- and reporting-related arguments (bias.correct, getsd, loopnum, newtonsteps, ...). That is a lot of surface area when the user mostly cares about "what model am I fitting" rather than "how is it being fit." fit_control() collects those knobs into a single object so calls to fit_mod() can stay focused on the model spec:

Usage

fit_control(
  bias.correct = FALSE,
  getsd = TRUE,
  getJointPrecision = TRUE,
  getReportCovariance = FALSE,
  use_gradient = TRUE,
  rel_tol = 1,
  loopnum = 5,
  newtonsteps = 0,
  phase = FALSE,
  TMBfilename = NULL,
  verbose = 1,
  nlminb_control = list(eval.max = 1e+09, iter.max = 1e+09, trace = 0)
)

Arguments

bias.correct

logical. If TRUE, applies bias correction via TMB::sdreport(). Default FALSE.

getsd

logical. If TRUE, run TMB::sdreport() after optimization. Default TRUE.

getJointPrecision

logical. Return the full Hessian of fixed and random effects. Default TRUE (matches fit_mod() default).

getReportCovariance

logical. Return the variance-covariance of ADREPORT variables. Default FALSE.

use_gradient

logical. Use the analytic gradient during phasing. Default TRUE.

rel_tol

Numeric tolerance used to flag discontinuous likelihood warnings (compares the TMB and nlminb objectives). Default 1.

loopnum

Integer. Number of times to re-start optimization (loopnum = 3 sometimes achieves a lower final gradient than loopnum = 1). Default 5.

newtonsteps

Integer. Number of extra Newton steps to take after optimization (alternative to loopnum). Default 0.

phase

TRUE/FALSE or a list. If FALSE, the model is not phased. If TRUE, default phasing is used. Can also accept a list of parameter object names with corresponding phase. Default FALSE.

TMBfilename

Optional character. Path (without .cpp) to an alternate TMB template for development. Default NULL (use the bundled ceattle_v01_11).

verbose

0 = silent, 1 = print updates of model fit, 2 = print updates of model fit and TMB estimation progress. Default 1.

nlminb_control

A list of control parameters passed to stats::nlminb(). See ?nlminb. Default list(eval.max = 1e9, iter.max = 1e9, trace = 0).

Value

A list of class "Rceattle_fit_control".

Details

fit <- fit_mod(
  data_list   = BS2017SS,
  msmMode     = 0,
  fit_control = fit_control(loopnum = 1, getsd = FALSE)
)

Pass the result via the fit_control argument to fit_mod(). When supplied, the values in the fit_control object override the corresponding individual arguments to fit_mod(). Individual arguments are kept for backward compatibility.

Examples

# Quick-and-dirty fit: skip sdreport, single optimizer pass
ctl <- fit_control(getsd = FALSE, loopnum = 1)

# Production fit with bias correction and joint precision
ctl <- fit_control(bias.correct = TRUE, getJointPrecision = TRUE)