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mxFitFunctionAlgebra(algebra, numObs = NA, numStats = NA, ..., gradient =
NA_character_, hessian = NA_character_, verbose = 0L, units="-2lnL")
mxFitFunctionMultigroup
.Fit functions are functions for which free parameter values are chosen such that the value of the objective function is minimized. While the other fit functions in OpenMx require an expectation function for the model, the mxAlgebraObjective
function uses the referenced MxAlgebra
or MxMatrix
object as the function to be minimized.
If a model's fit function is an mxFitFunctionAlgebra
objective function, then the referenced algebra in the objective function must return a 1 x 1 matrix (when using OpenMx's default optimizer). There is no restriction on the dimensions of an fit function that is not the primary, or
To evaluate an algebra fit function, place the following objects in a MxModel
object: a mxFitFunctionAlgebra
, MxAlgebra
and MxMatrix
entities referenced by the MxAlgebraObjective
, and optional MxBounds
and MxConstraint
objects. This model may then be evaluated using the mxRun
function. The results of the optimization may be obtained using the mxEval
function on the name of the MxAlgebra
, after the model has been run.
First and second derivatives can be provided with the algebra fit function. The dimnames on the gradient and hessian MxAlgebras are matched against names of free variables. Names that do not match are ignored. The fit is assumed to be in deviance units (-2 log likelihood units). If you are working in log likelihood units, the -2 scaling factor is not applied automatically. You have to multiply by -2 yourself.
# Create and fit a very simple model that adds two numbers using mxFitFunctionAlgebra
library(OpenMx)
# Create a matrix 'A' with no free parameters
A <- mxMatrix('Full', nrow = 1, ncol = 1, values = 1, name = 'A')
# Create an algebra 'B', which defines the expression A + A
B <- mxAlgebra(A + A, name = 'B')
# Define the objective function for algebra 'B'
objective <- mxFitFunctionAlgebra('B')
# Place the algebra, its associated matrix and
# its objective function in a model
tmpModel <- mxModel(model="Addition", A, B, objective)
# Evalulate the algebra
tmpModelOut <- mxRun(tmpModel)
# View the results
tmpModelOut$output$minimum
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