aghq::marginal_laplace_tmb()
.Run default_control_marglaplace()
to print the list of valid control parameters
and their defaults, and run with named arguments to change the defaults.
default_control_tmb(...)
A list of argument values.
You can provide a named value for any control parameter and its
value will be set accordingly. See ?marginal_laplace
and examples here.
Valid options are:
method
: optimization method to use for the theta
optimization:
'BFGS' (default): optim(...,method = "BFGS")
'sparse_trust': trustOptim::trust.optim
'SR1': trustOptim::trust.optim
with method = 'SR1'
'sparse': trust::trust
negate
: default TRUE
. Assumes that your TMB
function
template computes the negated log-posterior, which it must if you're using TMB
's automatic
Laplace approximation, which you must be if you're using this function!.
interpolation
: how to interpolate the marginal posteriors. The 'auto'
option
(default) chooses for you and should always work well. The 'polynomial'
option uses polynom::poly.calc()
to construct a global polynomial interpolant
and has been observed to be unstable as the number of quadrature points gets larger, which
is obviously a bad thing. Try 'spline'
instead, which uses a cubic B-Spline
interpolant from splines::interpSpline()
.
numhessian: logical, default TRUE
. Replace the ff$he
with a numerically-differentiated
version, by calling numDeriv::jacobian
on ff$gr
. Used mainly for TMB
with the automatic
Laplace approximation, which does not have an automatic Hessian.
onlynormconst: logical, default FALSE
. Skip everything after the calculation of the log integral,
and just return the numeric value of the log integral. Saves computation time, and most useful in cases
where aghq
is being used as a step in a more complicated procedure.
method_summaries: default 'reuse'
, method to use to compute moments and marginals. Choosing
'correct'
corresponds to the approximations suggested in the Stochastic Convergence... paper,
which attain the same rate of convergence as the approximation to the marginal likelihood. See ?compute_moment
.
default_control_tmb()
default_control_tmb(method = "trust")
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