This function creates a new MxFIMLObjective object.
mxFIMLObjective(covariance, means, dimnames = NA, thresholds = NA, vector = FALSE, threshnames = dimnames)
A character string indicating the name of the expected covariance algebra.
A character string indicating the name of the expected means algebra.
An optional character vector to be assigned to the dimnames of the covariance and means algebras.
An optional character string indicating the name of the thresholds matrix.
A logical value indicating whether the objective function result is the likelihood vector.
An optional character vector to be assigned to the column names of the thresholds matrix.
Objective functions are functions for which free parameter values are chosen such that the value of the objective function is minimized. The mxFIMLObjective function uses full-information maximum likelihood to provide maximum likelihood estimates of free parameters in the algebra defined by the 'covariance' and 'means' arguments. The 'covariance' argument takes an MxAlgebra object, which defines the expected covariance of an associated MxData object. The 'means' argument takes an MxAlgebra object, which defines the expected means of an associated MxData object. The 'dimnames' arguments takes an optional character vector. If this argument is not a single NA, then this vector be assigned to be the dimnames of the means vector, and the row and columns dimnames of the covariance matrix. The 'vector' argument is either TRUE or FALSE, and determines whether the objective function returns a column vector of the likelihoods, or a single -2*(log likelihood) value.
mxFIMLObjective evaluates with respect to an MxData object. The MxData object need not be referenced in the mxFIMLObjective function, but must be included in the MxModel object. mxFIMLObjective requires that the 'type' argument in the associated MxData object be equal to 'raw'. Missing values are permitted in the associated MxData object.
dimnames must be supplied where the matrices referenced by the covariance and means algebras are not themselves labeled. Failure to do so leads to an error noting that the covariance or means matrix associated with the FIML objective does not contain dimnames.
To evaluate, place MxFIMLObjective objects, the mxData object for which the expected covariance approximates, referenced MxAlgebra and MxMatrix objects, and optional MxBounds and MxConstraint objects in an MxModel object. This model may then be evaluated using the mxRun function. The results of the optimization can be found in the 'output' slot of the resulting model, and may be referenced using the Extract functionality.
Returns a new MxFIMLObjective object. MxFIMLObjective objects should be included with models with referenced MxAlgebra, MxData and MxMatrix objects.
A <- mxMatrix(values = 0.5, nrow = 2, ncol = 1, free = TRUE, name = "A") D <- mxMatrix(type = "Diag", values = c(0, 0.5), free = c(FALSE, TRUE), nrow = 2, name = "D") M <- mxMatrix(type = "Zero", nrow = 1, ncol = 2, name = "M") expectedCov <- mxAlgebra(A %*% t(A) + D, "expectedCov") objective <- mxFIMLObjective("expectedCov", "M") model <- mxModel(A, D, expectedCov, objective)