This function is an alternative to non-linear least squares and
provides optimization framework with optim
function.
It is however noticeably slower than NLS methods and can be especially
time consuming in large datasets, in particular if bootstrap statistics
are calculated.
marginalOptim(data, transforms = NULL, start, model, ...)
Variance-covariance matrix which is returned by optim
is based on the fact that minimization of sum-of-squared residuals leads essentially to a maximum likelihood estimator and so variance-covariance matrix can be estimated using inverse Hessian evaluated at the optimal parameters. In some cases, so obtained variance-covariance matrix might not be positive-definite which probably means that estimates are unstable because of either a poor choice of initial values or poor properties of the data itself.
Dose-response dataframe. Marginal data will be extracted from it automatically.
Transformation functions. If non-null, transforms
is
a list containing 5 elements, namely biological and power transformations
along with their inverse functions and compositeArgs
which is a list
with argument values shared across the 4 functions. See vignette for more
information.
Starting parameter values. If not specified, they will be
obtained from initialMarginal
.
List with model parameters. Typically, this is an output from
constructFormula
.
Further parameters passed to optim
function