@(@\newcommand{\R}[1]{ {\rm #1} }
\newcommand{\B}[1]{ {\bf #1} }
\newcommand{\W}[1]{ \; #1 \; }@)@This is cppad_mixed--20220519 documentation: Here is a link to its
current documentation
.
mixed_derived
This is the name of the class derived in the following fashion:
class mixed_derived : public cppad_mixed {
mixed_object
This is the derived class object that is constructed by the syntax above.
cppad_mixed
The derived class constructor must call its base class constructor as follows:
cppad_mixed( n_fixed, n_random, quasi_fixed, bool_sparsity, A_rcv
)
The arguments
quasi_fixed
,
bool_sparsity
,
A_rcv
are optional; see default values in prototype above.
true
If
quasi_fixed
is true,
a quasi-Newton approximation for the Hessian of the fixed effects objective
L(theta)
is used during the optimization of the fixed effects.
This is more robust when fixed_in
is far away from a reasonable value and might lead to the
Hessian w.r.t. the random effects not being positive definite.
If
quasi_fixed
is true,
some initialization is skipped during initialize
.
This initialization is needed, and hence computed if
the and when the information matrix
is computed.
false
If
quasi_fixed
is false,
the Hessian of the fixed effects objective is computed using the
approximate Laplace objective
H(beta, theta, u)
.
The extra routines for initializing the second order accurate
approximation for the Laplace objective init_laplace_obj_fun,
and init_laplace_obj_hes are used to initialize the
Hessian of the fixed effects objective.
bool_sparsity
If
bool_sparsity
is true, where possible
boolean sparsity patterns are used for this computation,
otherwise set sparsity patterns are used.
This should only affect to amount of time and memory used for the
computations.
A_rcv
This is a
sparse matrix
representation of the
random constraint matrix
@(@
A
@)@.
If
random_vec.size()
is zero,
there are no constraint equations and
A_rcv.nr() == 0
(this is the case for the default value of this argument).
Otherwise,
A_rcv.nc()
must be equal to
n_random
and
A_rcv.nr()
is the number of constraints.
trace_init
If true, trace the initialization of cppad_mixed data structures on
standard output. This can be useful for large problems where the initialization
takes a significant amount of time.
For an example see
trace_init
.
...
Other arguments to the derived class constructor
(that are not used by the base class constructor).
The other arguments need not appear at the end of the derived
class constructor (as in the syntax above).
Example
The file derived_ctor.cpp
contains an example and test
that uses this derived class.
It returns true for success and false for failure.
Input File: src/derived_ctor.cpp