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#
# Copyright 2007-2020 by the individuals mentioned in the source code history
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
require(OpenMx)
set.seed(1234)
dat <- cbind(rnorm(100),rep(1,100))
colnames(dat) <- c("y","x")
ge <- mxExpectationGREML(V="V",yvars="y", Xvars="x", addOnes=FALSE)
gff <- mxFitFunctionGREML(dV=c(ve="I"))
plan <- mxComputeSequence(steps=list(
mxComputeNewtonRaphson(fitfunction="fitfunction"),
mxComputeOnce('fitfunction', c('fit','gradient','hessian','ihessian')),
mxComputeStandardError(),
mxComputeReportDeriv(),
mxComputeReportExpectation()
))
testmod <- mxModel(
"GREMLtest",
mxData(observed = dat, type="raw", sort=FALSE),
mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
mxAlgebra(I %x% Ve,name="V"),
ge,
gff,
plan
)
testrun <- mxRun(testmod)
omxCheckCloseEnough(testrun$output$estimate[1],var(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun$expectation$b,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun$expectation$bcov,var(dat[,1])/100,epsilon=10^-5)
omxCheckCloseEnough(testrun$output$standardErrors[1],sqrt((2*testrun$output$estimate^2)/100),epsilon=10^-3)
testrunsumm <- summary(testrun)
omxCheckEquals(testrunsumm$numObs,1)
omxCheckEquals(testrunsumm$estimatedParameters,2)
omxCheckEquals(testrunsumm$observedStatistics,100)
omxCheckEquals(testrunsumm$degreesOfFreedom,98)
#Check GREML-specific part of summary() output:
omxCheckEquals(testrunsumm$GREMLfixeff$name,"x")
omxCheckCloseEnough(testrunsumm$GREMLfixeff$coeff,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrunsumm$GREMLfixeff$se,sqrt(var(dat[,1])/100),epsilon=10^-5)
gff2 <- mxFitFunctionGREML()
testmod2 <- mxModel(
"GREMLtest",
mxData(observed = dat, type="raw", sort=FALSE),
mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
mxAlgebra(I %x% Ve,name="V"),
ge,
gff2
)
testrun2 <- mxRun(testmod2)
omxCheckCloseEnough(testrun2$output$estimate[1],var(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun2$expectation$b,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun2$expectation$bcov,var(dat[,1])/100,epsilon=10^-5)
testrun2summ <- summary(testrun2)
omxCheckEquals(testrun2summ$numObs,1)
omxCheckEquals(testrun2summ$estimatedParameters,2)
omxCheckEquals(testrun2summ$observedStatistics,100)
omxCheckEquals(testrun2summ$degreesOfFreedom,98)
#Check GREML-specific part of summary() output:
omxCheckEquals(testrun2summ$GREMLfixeff$name,"x")
omxCheckCloseEnough(testrun2summ$GREMLfixeff$coeff,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun2summ$GREMLfixeff$se,sqrt(var(dat[,1])/100),epsilon=10^-5)
#Test GREML expectation used with FIML fitfunction:
testmod3 <- mxModel(
"GREMLtest",
mxData(observed = dat, type="raw", sort=FALSE),
mxMatrix(type = "Full", nrow = 1, ncol=1, free=T, values = 2, labels = "ve", lbound = 0.0001, name = "Ve"),
mxMatrix("Iden",nrow=100,name="I",condenseSlots=T),
mxAlgebra(I %x% Ve,name="V"),
ge,
mxFitFunctionML()
)
testrun3 <- mxRun(testmod3)
#I had thought this would be obvious, but evidently it wasn't. The tests below are checking to see if the ML estimate of the variance is
#close enough to the directly calculated sample variance with N, not N-1, in the denominator.
#Note that var() uses N-1 in the denominator.
#In contrast, the REML estimate is supposed to beclose to the directly calculated sample variance with N-1 in the denominator
#(as in testrun and testrun2 above):
omxCheckCloseEnough(testrun3$output$estimate[1],var(dat[,1])*99/100,epsilon=10^-5)
omxCheckCloseEnough(testrun3$expectation$b,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun3$expectation$bcov,(var(dat[,1])*99/100)/100,epsilon=10^-5)
#MLfit from testrun should match fit of testrun3:
omxCheckCloseEnough(testrun3$output$minimum, testrun$fitfunction$MLfit, epsilon=10^-2)
testrun3summ <- summary(testrun3)
#FIML fitfunction doesn't know how to tell the frontend that a GREML analysis involves only 1 observation:
omxCheckEquals(testrun3summ$numObs,100) # should be 1
omxCheckEquals(testrun3summ$estimatedParameters,2)
omxCheckEquals(testrun3summ$observedStatistics,100)
omxCheckEquals(testrun3summ$degreesOfFreedom,98)
#Check GREML-specific part of summary() output:
omxCheckEquals(testrun3summ$GREMLfixeff$name,"x")
omxCheckCloseEnough(testrun3summ$GREMLfixeff$coeff,mean(dat[,1]),epsilon=10^-5)
omxCheckCloseEnough(testrun3summ$GREMLfixeff$se,sqrt(var(dat[,1])*99/100/100),epsilon=10^-5)
# Test use of mxAutoStart() :
testmod_as <- mxAutoStart(testmod)
omxCheckCloseEnough(coef(testmod_as),coef(testrun)*99/100,2e-7)
testmod2_as <- mxAutoStart(testmod2)
omxCheckCloseEnough(coef(testmod2_as),coef(testrun2)*99/100,2e-7)
testmod3_as <- mxAutoStart(testmod3)
omxCheckCloseEnough(coef(testmod3_as),coef(testrun3),2e-7)
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