multistageoptimal.nlm(selectiongain)
multistageoptimal.nlm()所属R语言包:selectiongain
Function for optimizing n-stage selection with the NLM algorithm for fixed correlation matrix
功能n级的优化选择与固定相关矩阵的NLM算法
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function uses the non-linear minimization function nlm in R-package stat for n-stage selection
该函数使用非线性最小化函数在R-软件包统计NLM n级选择
用法----------Usage----------
multistageoptimal.nlm(N.upper, N.lower, corr, ini.value,
Budget, CostC, CostTv, N.fs, iterlim, alg)
参数----------Arguments----------
参数:N.upper
is the vector of up limits of number of candidates X.
是矢量最多候选人X.数目限制
参数:N.lower
is the vector of low limits of number of candidates X.
是向量的候选人X.数的上下限
参数:corr
Correlation matrix of X.
相关矩阵X。
参数:ini.value
is a vector, which stores the number of candidates in each stage for the algorithm to begin with. As default, it will use N=\{N_1,N_2,...,N_n\}=\{a+1,...,a+n\}, where a is defined as Budget/(CostC+sum(CostTv)+1) </table>
是一个向量,它存储在每个阶段的考生人数开始的算法。由于默认情况下,将使用N=\{N_1,N_2,...,N_n\}=\{a+1,...,a+n\},其中一个被定义为Budget/(CostC+sum(CostTv)+1)</ TABLE>
参数:Budget
contains the value of total budget.
包含总预算的价值。
参数:CostC
contains the costs of producing or identifying a candidate.
包含的成本或确定候选人。
参数:CostTv
contains a vector with length n reflecting the cost of evaluating a candidate in the tests performed at stage i, i=1,...,n. The cost might vary in different stages.
包含一个向量,其长度为n反映在阶段执行的测试中评价候补的成本,= 1,...,正。在不同阶段的成本可能会有所不同。
参数:N.fs
is the number of final selected candidates.
最终选定的候选人的数量。
参数:iterlim
is the maximum number of iterations to be executed before the Newton algorithm is terminated. By default it is equal to 20. If the \texttt{Budget} increases 10 times for making the selection, the value of \texttt{iterlim} has to be increased lg(10) times.
是牛顿算法终止之前要执行的最大数目的迭代。默认情况下,它等于20。如果\texttt{Budget}增加10倍的价值选择,\texttt{iterlim}增加lg(10)倍。
参数:alg
is used to switch between two algorithms. If alg = GenzBretz(), which is by default, the quasi-Monte Carlo algorithm from Genz(1999) will be used. If alg = Miwa(), the program will use the Miwa algorithm (Mi2009), which an analytical solution of the MVN integral (Miwa2003). Miwa's algorithm has higher accuracy (7 digits) than quasi-Monte Carlo algorithm (5 digits), however the computational speed is also slower. Therefore, we recommend the user to use the default value of this parameter.
用于两种算法之间切换。如果ALG:= GenzBretz(),这是在默认情况下,准蒙特卡洛算法GENZ(1999)将被使用。如果ALG =三轮()时,程序将使用的三轮的算法(Mi2009),它的解析解的的MVN积分(Miwa2003的)。三轮的算法具有更高的精度(7位)比准蒙特卡洛算法(5位),但计算速度也比较慢。因此,我们建议用户使用此参数的默认值。
Details
详细信息----------Details----------
More details are in the JSS paper section 3.6.
更多细节JSS本文3.6节。
值----------Value----------
The output of this function is a vector similar as in multistageoptimal.grid() if detail = FALSE. However, the optimal number of candidates in each stage determined by the NLM algorithm is clearly not an integer, because the function uses a numerical algorithm, which depends on derivatives.
这个函数的输出是一个向量,相似如在multistageoptimal.grid(),如果细节= FALSE。然而,最佳的考生人数确定每个阶段的NLM算法显然不是一个整数,因为该函数使用一个数值算法,这取决于衍生工具。
注意----------Note----------
no further comment
没有进一步的评论
(作者)----------Author(s)----------
Xuefei Mi
参考文献----------References----------
参见----------See Also----------
selectiongain()
selectiongain()
实例----------Examples----------
corr=matrix( c(1, 0.3508,0.3508,0.4979,
0.3508 ,1, 0.3016,0.5630,
0.3508, 0.3016,1 ,0.5630,
0.4979, 0.5630,0.5630,1),
nrow=4
)
multistageoptimal.nlm(N.upper=rep(100,3), corr=corr, Budget=200, CostC=0.5, N.fs=5)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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