Log-likelihood using Gaussian Quadrature

Source: R/saem_fit_aux.R

Estimate the log-likelihood using Gaussian Quadrature (multidimensional grid)

calc.2LL(fit, nnodes.gq = 8, nsd.gq = 4)

Arguments

fit

saemFit fit

nnodes.gq

number of nodes to use for the Gaussian quadrature when computing the likelihood with this method (defaults to 1, equivalent to the Laplaclian likelihood)

nsd.gq

span (in SD) over which to integrate when computing the likelihood by Gaussian quadrature. Defaults to 3 (eg 3 times the SD)

Value

log-likelihood calculated by Gaussian Quadrature

References

Kuhn E, Lavielle M. Maximum likelihood estimation in nonlinear mixed effects models. Computational Statistics and Data Analysis 49, 4 (2005), 1020-1038.

Comets E, Lavenu A, Lavielle M. SAEMIX, an R version of the SAEM algorithm. 20th meeting of the Population Approach Group in Europe, Athens, Greece (2011), Abstr 2173.