It returns some arguments of the nloptr
function including the list of control parameters.
This function is used to find the maximum of the sensitivity (derivative) function over the design space in order to
calculate the efficiency lower bound (ELB).
sens.control(
x0 = NULL,
optslist = list(stopval = -Inf, algorithm = "NLOPT_GN_DIRECT_L", xtol_rel = 1e-08,
ftol_rel = 1e-08, maxeval = 1000),
...
)
Vector of starting values for maximizing the sensitivity (derivative) function over the design space \(x\).
It will be passed to the optimization function nloptr
.
A list. It will be passed to the argument opts
of the function nloptr
to find the maximum of the sensitivity function over the design space. See 'Details'.
ELB is a measure of proximity of a design to the optimal design without knowing the latter.
Given a design, let \(\epsilon\) be the global maximum
of the sensitivity (derivative) function with respect the vector of the model predictors \(x\) over the design space.
ELB is given by $$ELB = p/(p + \epsilon),$$
where \(p\) is the number of model parameters. Obviously,
calculating ELB requires finding \(\epsilon\) and therefore,
a maximization problem to be solved. The function nloptr
is used here to solve this maximization problem. The arguments x0
and optslist
will be passed to this function as follows:
Argument x0
provides the user initial values for this maximization problem
and will be passed to the argument with the same name
in the function nloptr
.
Argument optslist
will be passed to the argument opts
of the function nloptr
.
optslist
is a list
and the most important components are listed as follows:
stopval
Stop minimization when an objective value <= stopval
is found. Setting stopval
to -Inf
disables this stopping criterion (default).
algorithm
Defaults to NLOPT_GN_DIRECT_L
. DIRECT-L is a deterministic-search algorithm based on systematic division of the search domain into smaller and smaller hyperrectangles.
xtol_rel
Stop when an optimization step (or an estimate of the optimum) changes every parameter by less than xtol_rel
multiplied by the absolute value of the parameter. Criterion is disabled if xtol_rel
is non-positive.
ftol_rel
Stop when an optimization step (or an estimate of the optimum) changes the objective function value by less than ftol_rel
multiplied by the absolute value of the function value. Criterion is disabled if ftol_rel
is non-positive.
maxeval
Stop when the number of function evaluations exceeds maxeval
. Criterion is disabled if maxeval
is non-positive.
For more details, see ?nloptr::nloptr.print.options
.
# NOT RUN {
sens.control()
sens.control(optslist = list(maxeval = 1000))
# }
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