Build TMB Fit Result List — h_mmrm_tmb

This helper does some simple post-processing of the TMB object and optimization results, including setting names, inverting matrices etc.

Usage

h_mmrm_tmb_fit(tmb_object, tmb_opt, formula_parts, tmb_data)

Arguments

tmb_object: (list)
created with TMB::MakeADFun().
tmb_opt: (list)
optimization result.
formula_parts: (mmrm_tmb_formula_parts)
produced by h_mmrm_tmb_formula_parts().
tmb_data: (mmrm_tmb_data)
produced by h_mmrm_tmb_data().

Value

List of class mmrm_tmb with:

cov: estimated covariance matrix, or named list of estimated group specific covariance matrices.
beta_est: vector of coefficient estimates.
beta_vcov: Variance-covariance matrix for coefficient estimates.
beta_vcov_inv_L: Lower triangular matrix L of the inverse variance-covariance matrix decomposition.
beta_vcov_inv_D: vector of diagonal matrix D of the inverse variance-covariance matrix decomposition.
theta_est: vector of variance parameter estimates.
theta_vcov: variance-covariance matrix for variance parameter estimates.
neg_log_lik: obtained negative log-likelihood.
formula_parts: input.
data: input.
weights: input.
reml: input as a flag.
opt_details: list with optimization details including convergence code.
tmb_object: original TMB object created with TMB::MakeADFun().
tmb_data: input.

Details

Instead of inverting or decomposing beta_vcov, it can be more efficient to use its robust Cholesky decomposition LDL^T, therefore we return the corresponding two components L and D as well since they have been available on the C++ side already.