Fit the multivariate Poisson lognormal model with a variational algorithm. Use the (g)lm syntax for model specification (covariates, offsets, weights).
PLN(formula, data, subset, weights, control = list())an object of class "formula": a symbolic description of the model to be fitted.
an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which PLN is called.
an optional vector specifying a subset of observations to be used in the fitting process.
an optional vector of weights to be used in the fitting process. Should be NULL or a numeric vector.
a list for controlling the optimization. See details.
an R6 object with class PLNfit
The parameter control is a list controlling the optimization with the following entries
"covariance"character setting the model for the covariance matrix. Either "full", "diagonal" or "spherical". Default is "full".
"trace"integer for verbosity.
"inception"Set up the initialization. By default, the model is initialized with a multivariate linear model applied on log-transformed data, and with the same formula as the one provided by the user. However, the user can provide a PLNfit (typically obtained from a previsous fit), which sometimes speeds up the inference.
"ftol_rel"stop when an optimization step changes the objective function by less than ftol multiplied by the absolute value of the parameter. Default is 1e-6 when n < p, 1e-8 otherwise.
"ftol_abs"stop when an optimization step changes the objective function by less than ftol multiplied by the absolute value of the parameter. Default is 0
"xtol_rel"stop when an optimization step changes every parameters by less than xtol multiplied by the absolute value of the parameter. Default is 1e-4
"xtol_abs"stop when an optimization step changes every parameters by less than xtol multiplied by the absolute value of the parameter. Default is 1e-4 for the variational variance parameters, 0 otherwise.
"lower_bound"the lower bound (box constraint) for the variational variance parameters. Default is 1e-4.
"maxeval"stop when the number of iteration exceeds maxeval. Default is 10000
"maxtime"stop when the optimization time (in seconds) exceeds maxtime. Default is -1 (no restriction)
"algorithm"the optimization method used by NLOPT among LD type, i.e. "CCSAQ", "MMA", "LBFGS", "VAR1", "VAR2". See NLOPT documentation for further details. Default is "CCSAQ".
The class PLNfit
# NOT RUN {
data(trichoptera)
trichoptera <- prepare_data(trichoptera$Abundance, trichoptera$Covariate)
myPLN <- PLN(Abundance ~ 1, data = trichoptera)
# }
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