Nothing
.runAIREMLother <- function(Y, X, start, covMatList, vmu, gmuinv, AIREML.tol,
drop.zeros, max.iter, EM.iter, verbose){
# initial values
m <- length(covMatList)
n <- length(Y)
if(is.null(start)){
# sigma2.k <- rep((1/m)*drop(var(Y)), m)
sigma2.k <- rep(sqrt(AIREML.tol), m)
}else{
sigma2.k <- as.vector(start)
sigma2.k[sigma2.k < 2*AIREML.tol] <- 2*AIREML.tol # starting values that are too small are slightly increased
}
sigma2.kplus1 <- rep(NA, length(sigma2.k))
zeroFLAG <- rep(FALSE, length(sigma2.k))
if(verbose) message("Computing Variance Component Estimates...")
if(verbose) message(paste(paste("Sigma^2_",c(names(covMatList)),sep="", collapse=" "), "log-lik", "RSS", sep=" "))
reps <- 0
repeat({
reps <- reps+1
### compute sigma quantities
sq <- .computeSigmaQuantities(varComp = sigma2.k, covMatList = covMatList, vmu = vmu, gmuinv = gmuinv )
### compute likelihood quantities
lq <- .calcLikelihoodQuantities(Y = Y, X = X, Sigma.inv = sq$Sigma.inv, cholSigma.diag = sq$cholSigma.diag)
# print current estimates
if(verbose) print(c(sigma2.k, lq$logLikR, lq$RSS))
if(reps > EM.iter){
# Average Information and Scores
covMats.score.AI <- .calcAIcovMats(PY = lq$PY, covMatList = covMatList,
Sigma.inv = sq$Sigma.inv, Sigma.inv_X = lq$Sigma.inv_X, Xt_Sigma.inv_X.inv = lq$Xt_Sigma.inv_X.inv)
AI <- covMats.score.AI$AI
score <- covMats.score.AI$score
if(drop.zeros){
# remove Zero terms
AI <- AI[!zeroFLAG,!zeroFLAG]
score <- score[!zeroFLAG]
}
# update
AIinvScore <- solve(AI, score)
if(drop.zeros){
sigma2.kplus1[!zeroFLAG] <- sigma2.k[!zeroFLAG] + AIinvScore
sigma2.kplus1[zeroFLAG] <- 0
}else{
sigma2.kplus1 <- sigma2.k + AIinvScore
# set elements that were previously "0" and are still < 0 back to 0 (prevents step-halving due to this component)
sigma2.kplus1[zeroFLAG & sigma2.kplus1 < AIREML.tol] <- 0
}
# step-halving if step too far
tau <- 1
while(!all(sigma2.kplus1 >= 0)){
tau <- 0.5*tau
if(drop.zeros){
sigma2.kplus1[!zeroFLAG] <- sigma2.k[!zeroFLAG] + tau*AIinvScore
sigma2.kplus1[zeroFLAG] <- 0
}else{
sigma2.kplus1 <- sigma2.k + tau*AIinvScore
# set elements that were previously "0" and are still < 0 back to 0 (prevents step-halving due to this component)
sigma2.kplus1[zeroFLAG & sigma2.kplus1 < AIREML.tol] <- 0
}
}
}else{
# EM step
for(i in 1:m){
# PAPY <- sq$Sigma.inv %*% crossprod(covMatList[[i]],lq$PY) - tcrossprod(tcrossprod(lq$Sigma.inv_X, lq$Xt_Sigma.inv_X.inv), t(crossprod(covMatList[[i]],lq$PY)) %*% lq$Sigma.inv_X)
trPA.part1 <- sum( sq$Sigma.inv * covMatList[[i]] )
trPA.part2 <- sum(diag( (crossprod( lq$Sigma.inv_X, covMatList[[i]]) %*% lq$Sigma.inv_X) %*% lq$Xt_Sigma.inv_X.inv ))
trPA <- trPA.part1 - trPA.part2
APY <- crossprod(covMatList[[i]],lq$PY)
sigma2.kplus1[i] <- as.numeric((1/n)*(sigma2.k[i]^2*crossprod(lq$PY,APY) + n*sigma2.k[i] - sigma2.k[i]^2*trPA ))
# sigma2.kplus1[i] <- as.numeric((1/n)*(sigma2.k[i]^2*crossprod(Y,PAPY) + n*sigma2.k[i] - sigma2.k[i]^2*trPA ))
}
}
### check for convergence
# val <- sqrt(sum((sigma2.kplus1 - sigma2.k)^2))
if((reps > EM.iter) & (max(abs(sigma2.kplus1 - sigma2.k)) < AIREML.tol)){
converged <- TRUE
(break)()
}else{
# check if exceeded the number of iterations
if(reps == max.iter){
converged <- FALSE
warning("Maximum number of iterations reached without convergence!")
(break)()
}else{
# check which parameters have converged to "0"
zeroFLAG <- sigma2.kplus1 < AIREML.tol
sigma2.kplus1[zeroFLAG] <- 0
# check if all are 0
if (sum(zeroFLAG) == m) return(list(allZero = TRUE))
# update estimates
sigma2.k <- sigma2.kplus1
}
}
})
# linear predictor
eta <- as.numeric(lq$fits + crossprod(sq$Vre, lq$PY)) # X\beta + Zb
return(list(allZero = FALSE, varComp = sigma2.k, AI = AI, converged = converged, zeroFLAG = zeroFLAG, niter = reps,
Sigma.inv = sq$Sigma.inv, beta = lq$beta, residM = lq$residM, fits = lq$fits, eta = eta,
logLikR = lq$logLikR, logLik = lq$logLik, RSS = lq$RSS))
}
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