SLSEdesign (version 0.0.5)

calc_phi: Calculate the loss function of the A-, c- or D-optimal design

Description

Calculate the loss function of the A-, c- or D-optimal design

Usage

calc_phi(
  design,
  theta,
  FUN,
  tt,
  A,
  criterion = "D",
  cVec = rep(0, length(theta))
)

Value

The loss of the model at each design points

Arguments

design

The resulted design that contains the design points and the associated weights

theta

The parameter value of the model

FUN

The function to calculate the derivative of the given model.

tt

The level of skewness

A

The calculated covariance matrix

criterion

The criterion to be used for the design, either "D" for D-optimality or "A" for A-optimality. Default is "D".

cVec

c vector used to determine the combination of the parameters. This is only used in c-optimality

Details

This function calculates the loss function of the design problem under the A- or D-optimality. The loss functions under A-, or D-optimality are defined as the trace and log determinant of the inverse of the Fisher information matrix

Examples

my_design <- data.frame(location = c(0, 180), weight = c(1/2, 1/2))
theta <- c(0.05, 0.5)
peleg <- function(xi, theta){
   deno <- (theta[1] + xi * theta[2])^2
   rbind(-xi/deno, -xi^2/deno)
}
A <- matrix(c(1, 0, 0, 0, 0.2116, 1.3116, 0, 1.3116, 15.462521), byrow = TRUE, ncol = 3)
res <- calc_phi(my_design, theta, peleg, 0, A, criterion = "A")
res