Control Options for FOCEi
foceiControl( sigdig = 3, ..., epsilon = NULL, maxInnerIterations = 1000, maxOuterIterations = 5000, n1qn1nsim = NULL, method = c("liblsoda", "lsoda", "dop853"), transitAbs = NULL, atol = NULL, rtol = NULL, atolSens = NULL, rtolSens = NULL, ssAtol = NULL, ssRtol = NULL, ssAtolSens = NULL, ssRtolSens = NULL, minSS = 10L, maxSS = 1000L, maxstepsOde = 50000L, hmin = 0L, hmax = NA_real_, hini = 0, maxordn = 12L, maxords = 5L, cores, covsInterpolation = c("locf", "linear", "nocb", "midpoint"), print = 1L, printNcol = floor((getOption("width") - 23)/12), scaleTo = 1, scaleObjective = 0, normType = c("rescale2", "mean", "rescale", "std", "len", "constant"), scaleType = c("nlmixr", "norm", "mult", "multAdd"), scaleCmax = 1e+05, scaleCmin = 1e-05, scaleC = NULL, scaleC0 = 1e+05, derivEps = rep(20 * sqrt(.Machine$double.eps), 2), derivMethod = c("switch", "forward", "central"), derivSwitchTol = NULL, covDerivMethod = c("central", "forward"), covMethod = c("r,s", "r", "s", ""), hessEps = (.Machine$double.eps)^(1/3), centralDerivEps = rep(20 * sqrt(.Machine$double.eps), 2), lbfgsLmm = 7L, lbfgsPgtol = 0, lbfgsFactr = NULL, eigen = TRUE, addPosthoc = TRUE, diagXform = c("sqrt", "log", "identity"), sumProd = FALSE, optExpression = TRUE, ci = 0.95, useColor = crayon::has_color(), boundTol = NULL, calcTables = TRUE, noAbort = TRUE, interaction = TRUE, cholSEtol = (.Machine$double.eps)^(1/3), cholAccept = 0.001, resetEtaP = 0.15, resetThetaP = 0.05, resetThetaFinalP = 0.15, diagOmegaBoundUpper = 5, diagOmegaBoundLower = 100, cholSEOpt = FALSE, cholSECov = FALSE, fo = FALSE, covTryHarder = FALSE, outerOpt = c("nlminb", "bobyqa", "lbfgsb3c", "L-BFGS-B", "mma", "lbfgsbLG", "slsqp", "Rvmmin"), innerOpt = c("n1qn1", "BFGS"), rhobeg = 0.2, rhoend = NULL, npt = NULL, rel.tol = NULL, x.tol = NULL, eval.max = 4000, iter.max = 2000, abstol = NULL, reltol = NULL, resetHessianAndEta = FALSE, stateTrim = Inf, gillK = 10L, gillStep = 4, gillFtol = 0, gillRtol = sqrt(.Machine$double.eps), gillKcov = 10L, gillStepCov = 2, gillFtolCov = 0, rmatNorm = TRUE, smatNorm = TRUE, covGillF = TRUE, optGillF = TRUE, covSmall = 1e-05, adjLik = TRUE, gradTrim = Inf, maxOdeRecalc = 5, odeRecalcFactor = 10^(0.5), gradCalcCentralSmall = 1e-04, gradCalcCentralLarge = 10000, etaNudge = 0.01, stiff, nRetries = 3, seed = 42, resetThetaCheckPer = 0.1, etaMat = NULL, repeatGillMax = 3, stickyRecalcN = 5, gradProgressOfvTime = 10 )
Optimization significant digits. This controls:
Precision of estimate for n1qn1 optimization.
Number of iterations for n1qn1 optimization.
Maximum number of L-BFGS-B optimization for outer problem.
Number of function evaluations for n1qn1 optimization.
The method for solving ODEs. Currently this supports:
boolean indicating if this is a transit compartment absorption
a numeric absolute tolerance (1e-8 by default) used by the ODE solver to determine if a good solution has been achieved; This is also used in the solved linear model to check if prior doses do not add anything to the solution.
a numeric relative tolerance (1e-6 by default) used by the ODE solver to determine if a good solution has been achieved. This is also used in the solved linear model to check if prior doses do not add anything to the solution.
Sensitivity atol, can be different than atol with liblsoda. This allows a less accurate solve for gradients (if desired)
Sensitivity rtol, can be different than rtol with liblsoda. This allows a less accurate solve for gradients (if desired)
Steady state absolute tolerance (atol) for calculating if steady-state has been archived.
Steady state relative tolerance (rtol) for calculating if steady-state has been achieved.
Sensitivity absolute tolerance (atol) for calculating if steady state has been achieved for sensitivity compartments.
Sensitivity relative tolerance (rtol) for calculating if steady state has been achieved for sensitivity compartments.
Minimum number of iterations for a steady-state dose
Maximum number of iterations for a steady-state dose
Maximum number of steps for ODE solver.
The minimum absolute step size allowed. The default value is 0.
The maximum absolute step size allowed. When
The step size to be attempted on the first step. The default value is determined by the solver (when hini = 0)
The maximum order to be allowed for the nonstiff (Adams) method. The default is 12. It can be between 1 and 12.
The maximum order to be allowed for the stiff (BDF) method. The default value is 5. This can be between 1 and 5.
Number of cores used in parallel ODE solving. This
defaults to the number or system cores determined by
specifies the interpolation method for
time-varying covariates. When solving ODEs it often samples
times outside the sampling time specified in
Integer representing when the outer step is printed. When this is 0 or do not print the iterations. 1 is print every function evaluation (default), 5 is print every 5 evaluations.
Number of columns to printout before wrapping parameter estimates/gradient
Scale the initial parameter estimate to this value. By default this is 1. When zero or below, no scaling is performed.
Scale the initial objective function to this value. By default this is 1.
This is the type of parameter
normalization/scaling used to get the scaled initial valuse
for nlmixr. These are used with
In general, all all scaling formula can be described by:
v_scaled = (v_unscaled-C_1)/C_2
The other data normalization approaches follow the following formula
v_scaled = (v_unscaled-C_1)/C_2;
The scaling scheme for nlmixr. The supported types are:
Maximum value of the scaleC to prevent overflow.
Minimum value of the scaleC to prevent underflow.
The scaling constant used with
These parameter scaling coefficients are chose to try to keep similar slopes among parameters. That is they all follow the slopes approximately on a log-scale.
While these are chosen in a logical manner, they may not always apply. You can specify each parameters scaling factor by this parameter if you wish.
Number to adjust the scaling factor by if the initial gradient is zero.
Forward difference tolerances, which is a vector of relative difference and absolute difference. The central/forward difference step size h is calculated as:
indicates the method for calculating derivatives of the outer problem. Currently supports "switch", "central" and "forward" difference methods. Switch starts with forward differences. This will switch to central differences when abs(delta(OFV)) <= derivSwitchTol and switch back to forward differences when abs(delta(OFV)) > derivSwitchTol.
The tolerance to switch forward to central differences.
indicates the method for calculating the derivatives while calculating the covariance components (Hessian and S).
Method for calculating covariance. In this discussion, R is the Hessian matrix of the objective function. The S matrix is the sum of individual gradient cross-product (evaluated at the individual empirical Bayes estimates).
is a double value representing the epsilon for the Hessian calculation.
Central difference tolerances. This is a numeric vector of relative difference and absolute difference. The central/forward difference step size h is calculated as:
An integer giving the number of BFGS updates retained in the "L-BFGS-B" method, It defaults to 7.
is a double precision variable.
On entry pgtol >= 0 is specified by the user. The iteration will stop when:
where pg_i is the ith component of the projected gradient.
On exit pgtol is unchanged. This defaults to zero, when the check is suppressed.
Controls the convergence of the "L-BFGS-B"
method. Convergence occurs when the reduction in the
objective is within this factor of the machine
tolerance. Default is 1e10, which gives a tolerance of about
A boolean indicating if eigenvectors are calculated to include a condition number calculation.
Boolean indicating if posthoc parameters are added to the table output.
This is the transformation used on the diagonal
Is a boolean indicating if the model should change
multiplication to high precision multiplication and sums to
high precision sums using the PreciseSums package. By default
Optimize the RxODE expression to speed up calculation. By default this is turned on.
Confidence level for some tables. By default this is 0.95 or 95% confidence.
Boolean indicating if focei can use ASCII color codes
Tolerance for boundary issues.
This boolean is to determine if the foceiFit
will calculate tables. By default this is
Boolean to indicate if you should abort the FOCEi evaluation if it runs into troubles. (default TRUE)
Boolean indicate FOCEi should be used (TRUE) instead of FOCE (FALSE)
tolerance for Generalized Cholesky Decomposition. Defaults to suggested (.Machine$double.eps)^(1/3)
Tolerance to accept a Generalized Cholesky Decomposition for a R or S matrix.
represents the p-value for reseting the individual ETA to 0 during optimization (instead of the saved value). The two test statistics used in the z-test are either chol(omega^-1) %*% eta or eta/sd(allEtas). A p-value of 0 indicates the ETAs never reset. A p-value of 1 indicates the ETAs always reset.
represents the p-value for reseting the
population mu-referenced THETA parameters based on ETA drift
during optimization, and resetting the optimization. A
p-value of 0 indicates the THETAs never reset. A p-value of 1
indicates the THETAs always reset and is not allowed. The
theta reset is checked at the beginning and when nearing a
local minima. The percent change in objective function where
a theta reset check is initiated is controlled in
represents the p-value for reseting the population mu-referenced THETA parameters based on ETA drift during optimization, and resetting the optimization one final time.
This represents the upper bound of the
diagonal omega matrix. The upper bound is given by
This represents the lower bound of the
diagonal omega matrix. The lower bound is given by
Boolean indicating if the generalized Cholesky should be used while optimizing.
Boolean indicating if the generalized Cholesky should be used while calculating the Covariance Matrix.
is a boolean indicating if this is a FO approximation routine.
If the R matrix is non-positive definite and cannot be corrected to be non-positive definite try estimating the Hessian on the unscaled parameter space.
optimization method for the outer problem
optimization method for the inner problem (not implemented yet.)
Beginning change in parameters for bobyqa algorithm (trust region). By default this is 0.2 or 20 parameters when the parameters are scaled to 1. rhobeg and rhoend must be set to the initial and final values of a trust region radius, so both must be positive with 0 < rhoend < rhobeg. Typically rhobeg should be about one tenth of the greatest expected change to a variable. Note also that smallest difference abs(upper-lower) should be greater than or equal to rhobeg*2. If this is not the case then rhobeg will be adjusted.
The smallest value of the trust region radius that is allowed. If not defined, then 10^(-sigdig-1) will be used.
The number of points used to approximate the objective function via a quadratic approximation for bobyqa. The value of npt must be in the interval [n+2,(n+1)(n+2)/2] where n is the number of parameters in par. Choices that exceed 2*n+1 are not recommended. If not defined, it will be set to 2*n + 1
Relative tolerance before nlminb stops.
X tolerance for nlmixr optimizers
Number of maximum evaluations of the objective function
Maximum number of iterations allowed.
Absolute tolerance for nlmixr optimizer
tolerance for nlmixr
is a boolean representing if the
individual Hessian is reset when ETAs are reset using the
Trim state amounts/concentrations to this value.
The total number of possible steps to determine the optimal forward/central difference step size per parameter (by the Gill 1983 method). If 0, no optimal step size is determined. Otherwise this is the optimal step size determined.
When looking for the optimal forward difference step size, this is This is the step size to increase the initial estimate by. So each iteration the new step size = (prior step size)*gillStep
The gillFtol is the gradient error tolerance that is accepable before issuing a warning/error about the gradient estimates.
The relative tolerance used for Gill 1983 determination of optimal step size.
The total number of possible steps to determine the optimal forward/central difference step size per parameter (by the Gill 1983 method) during the covariance step. If 0, no optimal step size is determined. Otherwise this is the optimal step size determined.
When looking for the optimal forward difference step size, this is This is the step size to increase the initial estimate by. So each iteration during the covariance step is equal to the new step size = (prior step size)*gillStepCov
The gillFtol is the gradient error tolerance that is acceptable before issuing a warning/error about the gradient estimates during the covariance step.
A parameter to normalize gradient step size by the parameter value during the calculation of the R matrix
A parameter to normalize gradient step size by the parameter value during the calculation of the S matrix
Use the Gill calculated optimal Forward difference step size for the instead of the central difference step size during the central difference gradient calculation.
Use the Gill calculated optimal Forward difference step size for the instead of the central difference step size during the central differences for optimization.
The covSmall is the small number to compare covariance numbers before rejecting an estimate of the covariance as the final estimate (when comparing sandwich vs R/S matrix estimates of the covariance). This number controls how small the variance is before the covariance matrix is rejected.
In nlmixr, the objective function matches NONMEM's objective function, which removes a 2*pi constant from the likelihood calculation. If this is TRUE, the likelihood function is adjusted by this 2*pi factor. When adjusted this number more closely matches the likelihood approximations of nlme, and SAS approximations. Regardless of if this is turned on or off the objective function matches NONMEM's objective function.
The parameter to adjust the gradient to if the |gradient| is very large.
Maximum number of times to reduce the ODE tolerances and try to resolve the system if there was a bad ODE solve.
The factor to increase the rtol/atol with bad ODE solving.
A small number that represents the value where |grad| < gradCalcCentralSmall where forward differences switch to central differences.
A large number that represents the value where |grad| > gradCalcCentralLarge where forward differences switch to central differences.
By default initial ETA estimates start at zero; Sometimes this doesn't optimize appropriately. If this value is non-zero, when the n1qn1 optimization didn't perform appropriately, reset the Hessian, and nudge the ETA up by this value; If the ETA still doesn't move, nudge the ETA down by this value. Finally if it doesn't move, reset it to zero and do not perform the optimization again. This ETA nudge is only done on the first ETA optimization.
a logical (
For stiff ODE systems (
For non-stiff systems (
If FOCEi doesn't fit with the current parameter estimates, randomly sample new parameter estimates and restart the problem. This is similar to 'PsN' resampling.
an object specifying if and how the random number generator should be initialized
represents objective function % percentage below which resetThetaP is checked.
Eta matrix for initial estimates or final estimates of the ETAs.
If the tolerances were reduced when calculating the initial Gill differences, the Gill difference is repeated up to a maximum number of times defined by this parameter.
The number of bad ODE solves before reducing the atol/rtol for the rest of the problem.
This is the time for a single objective function evaluation (in seconds) to start progress bars on gradient evaluations
However the inner problem is not scaled. Since most eta estimates start near zero, scaling for these parameters do not make sense.
This process of scaling can fix some ill conditioning for the unscaled problem. The covariance step is performed on the unscaled problem, so the condition number of that matrix may not be reflective of the scaled problem's condition-number.