traceQIsamp {qle} | R Documentation |
Minimizing the average total prediction variance of the quasi-score vector
traceQIsamp(x0, qsd, QD, Sig0 = NULL, nsim = 1000, type = 0L, fit = FALSE, pmin = 0.25, ..., optInfo = FALSE, cl = NULL, pl = 0L, verbose = FALSE)
x0 |
numeric (named) vector or list as the center point of sampling region, e.g., an estimate of the model parameter |
qsd |
object of class |
QD |
list of criterion function results, either from calling |
Sig0 |
sample covariance matrix of parameters given in |
nsim |
sample size of random points for computing the integral |
type |
integer, |
fit |
logical, |
pmin |
minimum required ratio of points falling inside the overall design region (hyperbox of parameters) |
... |
optional, arguments passed to |
optInfo |
logical, |
cl |
cluster object, |
pl |
print level, use |
verbose |
if |
Based on the list of sampling candidates QD
one point at a time is (sequentially) added to
the current sampling design. The integrated (averaged) total prediction variance of the quasi-score vector is then
computed based on this new design over a randomly generated set of candidate evaluation points with a sample covariance
derived from all sampled candidates. The integral is taken over a discrete set of points either generated uniformly within
the design region defined by simple bound constraints if 'Sig0
' is NULL
or multivariate normally distributed points
with covariance matrix 'Sig0
' and mean parameter vector 'theta0
'.
list of the criterion function value corresponding to the model parameter which minimizes the integrated total prediction variance of the quasi-score vector
M. Baaske