Constructs a custom log-likelihood function

This returns a function f(parMCMC), which maps simulation results to log-likelihood values. The experiments are used implicitly. Here parMCMC is the Markov chain variable (vector), with attached simulations (i.e. initialized).

Usage

logLikelihoodFunc(experiments, perExpLLF = NULL, simpleUserLLF = NULL)

Arguments

experiments

will be compared tp the simulation results

perExpLLF

(optional) a user supplied function with the interface perExpLLF(p,s,e), where p are the parameters, s are the simulations and e are the experiments (with data). Supply this function if some of your experiments need to be normalized by the other experiments (and other complex cases).

simpleUserLLF

(optional) a user supplied function that is used instead of the default sum of ((y-h)/stdv)^2 terms. The interface is: simpleUserLLF(y,h,stdv,name=NULL), where each of them is an N-M-matrix where N is the dimensionality of the model output and M the number of data time-points. Here, y is t(experiments[[i]]$data) and may contain NA values. This function should also accept an optional name argument (this is the name of the experiment this function is currently called for).

Value

llf(parMCMC), a closure (function) of the mcmc-variable: parMCMC; returns a scalar log-likelihood value. Alternatively, the user can define such a function: parMCMC -> log(Likelihood(parMCMC)), and use that during sampling. A test simulation of p: y <- simulate(p) will reveal which values the simulator produces. These values will be attached to p during sampling, as an attribute. mcmc_init will attach the same values for the initial Markov chain state. The log-likelihood function can use these attributes.

Examples

m <- model_from_tsv(uqsa_example("AKAR4"))
o <- as_ode(m)
c_path(o) <- write_c_code(generate_code(o))
so_path(o) <- shlib(o)
ex <- experiments(m,o)
s <- simulator.c(ex,o,omit=0)
p <- values(m$Parameter)
attr(p,"simulations") <- s(p)
## this function is fairly flexible and accepts some user settings
llf <- logLikelihoodFunc(ex)
print(llf(p))
#> [1] -2051.95
## this function uses the values from the solver:
print(ll(p))
#> [1] -2051.95