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covMethod = "r,s": standard errors that
answer to the model’s own sampling law, on all four estimators.
The aggregate objective is the exact log-likelihood of n
iid draws from N(yt, Vt), which assumes each subject’s
observation vector is multivariate normal. It is not:
y_i = f(theta, b_i) + eps_i with f nonlinear
in b_i, so the marginal is a mixture. That costs nothing in
the point estimates – the score has expectation zero at the true
parameters under any weight, so every fit stays consistent – but it does
cost the reported uncertainty, in two ways that differ in kind:
Cov(V_ij, V_kl) is mis-sized by the excess kurtosis, and
Cov(ybar, vech V) is assumed ZERO where a real correlation
of 0.3-0.6 sits. The sample mean and sample covariance are exactly
independent for a multivariate normal and for nothing else.
covMethod = "r,s" scores the summary
(ybar, vech V) against its own asymptotic law – Browne’s
Asymptotically Distribution-Free (ADF) estimator, with the fourth-moment
matrix computed from the MODEL rather than estimated from the sample,
which is what removes ADF’s small-sample failure. The result is the
sandwich H^-1 J H^-1, where H is the Hessian
covMethod = "r" already inverts, passed in rather than
rebuilt so the two cannot disagree about the half they share. Under
correct specification J = 2H and "r,s" returns
exactly what "r" would have; the reduction holds by
construction, and is pinned as a test
(eigen(J(W_normal) / 2H) = 1.0000 on both the
cov and the var branch).
Point estimates and the objective are untouched – "r,s"
changes only the reported standard errors. On adgh,
admc and adirmc the weight is built on the
quadrature ensemble, so it carries none of a fit’s own MC noise. On
adfo it does more than correct kurtosis:
V = J Omega J' + Sigma is the covariance of an exactly
normal individual law, so scoring FO against its own assumption would
return 2H^-1 and say nothing. There, G comes
from adfo’s moment map and the weight from a post-fit quadrature
ensemble of the same model, so the correction absorbs part of the
linearisation error as well.
"r,s" is more sensitive to an ill-conditioned
Hessian than "r" is, and admixr2 now says so.
"r" inverts H once, the sandwich inverts it
twice, so in a direction the data barely identifies the gap between
J and 2H is amplified quadratically. A
residual SD contributing 0.01 variance against 1.7 from IIV is such a
direction: on one 1-cmt fixture at cond(H) = 3.5e5 the
reported residual SE moved by a factor of 0.11 and two omega entries by
0.59 and 1.55, while the same model and design with the residual
identified (cond(H) = 247) reproduced "r" to
four decimals throughout. Neither number is a correction there – both
methods are reporting an unidentified direction. Below
rcond(H) = eps^(1/4) the fit records a note on
fit$runInfo – where nlmixr2est routes an
estimator’s warnings, and which print(fit) lists – naming
the parameter that loads most heavily on the offending direction. The
sandwich is still reported, since the well-determined parameters of the
same fit are unaffected.
It applies to every residual family whose conditional law is
independent across timepoints, which is all of them except
ar() – the conditionally-normal set
(add, prop, pow,
combined1, combined2), the closed-form
distributional ones (lnorm, pois,
binom, nbinomMu, beta,
t(nu > 4)), and the transform-both-sides ones
(boxCox, yeoJohnson, logitNorm,
probitNorm). The last group needs the third and fourth
conditional moments, which come off the same Gauss-Hermite quadrature
that already produces their mean and variance – two more accumulators
over the same nodes, not a second integration scheme, and validated
against a direct simulation of the conditional law and against the
sampling covariance of simulated studies.
pow() and combined() with an exponent
outside {0.5, 1} need one extra step, because there the
OBJECTIVE’s own E[Var(y|eta)] is a second-order expansion
of E[f^2c] while the weight integrates
b^2 |f|^2c over the nodes exactly. Both readings are
defensible and they are not equal – 9e-05 relative at
c = 0.75, up to 2.5e-02 at c = 1.5 with
omega = 1 – and the weight has to describe the objective
that was minimised, or J = 2H fails and a
correctly-specified pow() fit reports a “correction” that
is nothing but the truncation. The weight’s conditional variance is
therefore rescaled onto the objective’s composition, which leaves the
node-to-node shape (and so the third and fourth moments) alone and is
not applied at all where the expansion is exact. Pinned by the test that
S rebuilt from the weight equals V_pred.
Models the correction does not apply to report the
reason as a message and fall back to "r":
ar(), because it correlates the residual ACROSS timepoints,
so the cross terms the expansion drops are real; t() with
nu <= 4, whose kurtosis does not exist; t()
combined with a boxCox() / yeoJohnson() /
logitNorm() / probitNorm() endpoint at ANY
nu, because that branch integrates the residual’s law over
the node ensemble rather than folding nu/(nu-2) into a
variance, and there is no closed form for a t-distributed residual
there; a model with 8 or more random effects, whose capped product
quadrature grid (floored at 3 nodes/eta, capped at 5000 nodes total)
cannot cover them; and ordinal() and same-subject
joint studies, which stack several outputs into one
covariance that the per-output node ensemble does not describe. These
are refusals by construction, not failures, which is why they are not
warnings – "r,s" is the default, so an ar()
fit would otherwise put “the sandwich correction could not be computed”
on fit$runInfo on every run. A sandwich that was attempted
and could not be BUILT still warns. Either way
fit$covMethod reports "r": it records what the
covariance IS, not what was asked for.
The acceptance gate that decides between the two is now a full PSD
check rather than a diagonal one: J = sum(G Om G') is only
guaranteed positive-semi-definite if every per-study Om is,
and a rescaled pow() / combined() weight was
not independently checked for that, so a positive-diagonal, non-PSD
covariance could have been silently accepted and reported. A
method = "var" study’s weight is also no longer built as
the full m + m(m+1)/2 covariance-summary matrix before
discarding everything but its mean and diagonal blocks – that discarded
work was O(m^4), multiple gigabytes at 200 timepoints, paid
on every default-covMethod fit of a variance-only study.
And the finite-difference fallback for the sandwich’s Jacobian (used
whenever the analytic route – no sensitivity model, unpaired thetas – is
unavailable, which is always for adfo) now measures its
step per parameter from the fit’s own objective via Shi21, the same
convention every other finite difference in the package follows, rather
than a fixed 1e-5 regardless of parameter scale.
v_denom: declare which denominator a study’s
V uses, rather than convert it by hand. admixr2’s
two input types disagree about what V is. A digitised
figure gives V = SD^2 with SD the unbiased
(n - 1) sample SD, while cov.wt(method = "ML")
and datagen() give the n covariance the
likelihood is exact for. The vignette documented the
(n - 1)/n correction as a manual step and said it was
usually ignored – a defensible O(1/n) wobble while the reported
covariance is treated as a sufficient statistic.
It stops being one under covMethod = "r,s", where the
same factor reappears as the alignment of tau with
E[t], and getting it wrong is measurably worse than not
correcting at all. So v_denom = c("ml", "unbiased") becomes
part of the study spec, declared per study because a
meta-analysis routinely mixes a digitised source with a model-derived
one and the two need not share a denominator. The default is
"ml", so nothing changes for anyone; datagen()
now stamps "ml" on what it produces, so a generated study
is self-describing rather than relying on the default meaning the same
thing. It is idempotent, and it refuses rather than guesses when
n is absent or <= 1.
sigdig now controls the fit, not just the
output tables – and it is opt-in. The sigdig and
rxControl arguments were documented as solver controls, but
the object they built only ever reached nlmixr2’s post-fit
table solves: every optimizer solve ran at rxode2’s own default
tolerances, so setting sigdig changed nothing about the
fit. It is now passed to rxode2::rxSolve()’s own
sigdig argument at every solve the estimators issue.
The default is sigdig = NULL, so default fit
results are unchanged. NULL means “leave rxode2’s
own tolerances alone”, which is exactly the numerics every admixr2 fit
had before. It is the default because a looser solve is not free: the
estimators finite-difference these solves with steps of the same order –
grad_h 1e-4, cov_h 1e-3,
cov_h_outer ~2.5e-3 – while rxode2 5.1.5 maps
sigdig = 4 to rtol = 1e-4. Differencing a
solution whose own relative noise is 1e-4 with a 1e-4 step returns
noise, and it surfaces as a moved objective and an indefinite covariance
Hessian (every SE reported NA) rather than as
an error. Turning that on by default would have changed the numerics of
every existing script silently, for a knob that looked like table
formatting before this release.
Set explicitly, it is the lever for trading solver accuracy against
speed. Measured on a 1-cmt oral ODE model with two studies, at a fixed
iteration count, sigdig = 4 makes adfo 4.8x
faster, admc 1.3x, and adgh unchanged
(its batched quadrature solve is not integration-bound); the objective
moves by 5e-09 relative and the covMethod = "r" standard
errors are unchanged to four significant figures. It is most worthwhile
where the gradient is fully analytic and nothing differences the solve,
which after this release is
adfoControl(grad = "analytical"). Elsewhere, compare the
objective and the standard errors against NULL before
relying on it.
Passing the digits rather than re-deriving tolerances keeps the
mapping rxode2’s business, which matters because rxode2 has changed it
between releases: sigdig = 4 is
atol = rtol = 5e-07 on rxode2 5.1.4 but
rtol = 1e-04 on 5.1.5. sigdig = NULL is the
one setting whose meaning does not move under an upgrade – and no single
sigdig value reproduces rxode2’s defaults anyway, since
they are asymmetric (atol 1e-8 against rtol
1e-6) while the sigdig map is one-dimensional. Table
formatting is unaffected either way: sigdigTable falls back
to 4 when sigdig is NULL.
plot() now solves at the tolerance the fit used, so the
diagnostic panels describe the same integration the objective was
minimised on. datagen() deliberately does not – it
generates the reference, and integrates at rxode2’s own tolerances
regardless.
adfo differentiates its structural thetas analytically,
and grad = "analytical" (LBFGS) is now the
default. adfo was the last estimator with a finite-difference
component: its V_pred = J Omega J' + resid depends on a
structural theta through J, so the gradient needs
dJ/dtheta, a second derivative that the
first-order sensitivity model does not carry. It therefore
finite-differenced the whole objective – differencing a log-determinant
and a quadratic form, the noisiest construction in the package.
.admBuildThetaSens() now emits a second-order
cross block d2f/(d eta d dir) on request,
and .adfoGrad() contracts it against the same
dNLL/dV matrix the omega path already uses, so the two
cannot drift apart. Against a central difference of the objective the
structural gradient is accurate to 2e-07..2e-06, where the
finite-difference pass it replaces reached 8e-04..1e-02 (worst case
tv, 1.4%).
Because the gradient is now exact, LBFGS on it beats the
derivative-free BOBYQA that grad = "none" used, so the
default changed. grad = "none" remains available, and any
model whose second-order model cannot be built falls back to the
previous finite-difference gradient automatically.
That default flip changes three more things than the
gradient, because grad != "none" is the switch for
all four. Spelled out, since only the first is obvious:
p0 +/- grad_bounds (default 5) on the optimizer scale – a
factor of ~148 on the log scale. adfo fits were unbounded before. nloptr
reports normal convergence at a box corner, so admixr2 now
warns when an estimate finishes on that bound and the model
itself declared none; admc/adgh have always
run this way and gained the same warning.covMethod = "r"
builds its Hessian by forward-differencing the gradient rather than the
objective when a gradient is available. That is now gated on the
struct-theta gradient being genuinely analytic, not merely on
grad != "none": with an order-1 fallback or a transformed
endpoint the gradient is itself a finite difference, and differencing it
again produced a singular Hessian and “standard errors are unavailable
for this fit”. Those cases keep the objective-FD Hessian that 0.4.0
used..admLoadSensModel() returns NULL by design for
a fixed-effects-only model, an ordinal endpoint, and mixed
transformed/untransformed endpoints. Each used to run BOBYQA silently
and briefly warned on every fit; they now emit a single plain message
saying the gradient is finite-differenced.The startup line distinguishes the two analytic levels:
Grad: Analytical means the struct thetas come from the
second-order block, Analytical (struct FD) means the
omega/sigma blocks are analytic and the struct thetas are not.
linCmt() models are supported at second
order, by promotion. linCmt() has no second
derivative – rxFromSE() cannot emit the nested
linCmtB derivative, which is why nlmixr2est refuses
linCmt() outright for its own analytic gradient and
covariance. admixr2 instead promotes the model to its explicit ODE form
with the exported rxode2::linToOde() and builds the
second-order block from that. The promoted solve reproduces the analytic
linCmt() prediction to 1.8e-08 relative.
Only the order = 2 request promotes:
admc/adgh continue to use the fast solved
form, which is all their first-order moments need.
Finite-difference steps measured per parameter (Shi
2021), replacing the fixed scale. Every finite difference in
admixr2 took its step from the same heuristic –
pmax(abs(p), 0.1) * h, with h a fixed
constant. That is a single guess about how much noise the objective
carries, applied identically to every parameter. A parameter the
objective is flat in and one it is sharp in want different steps, and
the right step moves with the ODE tolerance.
admixr2 now measures. For a central difference the error is
(h^2/6)|f'''| + eps_f/h, minimised at
h* = (3 * eps_f/|f'''|)^(1/3), and the procedure estimates
|f'''| from a symmetric third difference taken where that
difference stands clear of the noise floor. The noise level
eps_f itself comes from More & Wild’s ECnoise. Applied
at both places admixr2 finite-differences the objective: the post-fit
covariance Hessian, and the optimizer’s gradient (measured once at the
starting values and reused, the mechanism FOCEI’s
numericGrad uses at its first evaluation).
nlmixr2est ships this algorithm as shi21CentralWrap, but
it is not exported and admixr2 makes no ::: calls into it,
so it is reimplemented here. That also buys the input the upstream route
cannot take: eps_f is a real argument, and it is the one
that matters (h* scales as eps_f^(1/3)).
test-optim-steps-shi.R scores the reimplementation against
the upstream routine as an oracle – the intervals agree to within a
factor of 1.15 and the derivatives to
10 * eps_f^(2/3).
anova() on nested fits.
anova(full, reduced) is the ordinary likelihood-ratio test:
the objective difference against a chi-squared reference with
Df equal to the number of parameters the larger model adds.
It does not depend on which covMethod the fits used.
Four comparisons are REFUSED rather than reported, because none of
them is a likelihood ratio. Fits from different estimators — each scores
its own approximation to the same likelihood, FO-linearised, quadrature
or Monte Carlo, so anova(adfo_fit, adgh_fit) was
differencing two numbers on different scales and returning a perfectly
finite p. Fits on different node counts, for the same
reason: the objective moves with the grid. Fits on different
n_sim, for admc/adirmc, whose objective is a Monte Carlo
average over that many draws. And a non-nested pair, which is a
different problem (Vuong) and must not come back with a p-value.
A negative dOFV is reported rather than clamped to zero:
the larger model cannot fit worse at its own optimum, so a negative
difference says one of the two did not converge. Testing a variance AT
zero is a boundary null, where the exact reference is a chi-bar-squared
mixture; the p-value reported there is conservative, which is documented
rather than refused, because dropping a random effect is an ordinary
thing to test.
Several changes in this release alter results for scripts that do not name a new argument. None is a bug fix, so all are listed here rather than below.
The sandwich’s G is now evaluated at
tau, not at the observed summary, so every
covMethod = "r,s" standard error moves slightly.
J is defined as Var(S). Expanding the score
about t = tau gives
Var(S) = sum_s G_s Omega_s G_s' + O(N^-3/2) with
G_s the derivative AT tau_s; building
G from the realised residual instead returns
G_0 Omega G_0' + E[K delta Omega delta' K'], and that
second term is a quadratic form — non-negative — so J came
out biased UPWARD by O(1/N), by an amount growing with the
residual relative to the structural spread. Measured over 200,000 paired
replicates: +0.33% at omega = 0.2 rising to +2.9% with a
proportional residual, positive in every cell. Removing it also cuts
sd(c_hat) by 31–35%, which is pure gain for a reported
SE.
This is not justified by test calibration: both versions calibrate
dOFV about equally well at these N, because
the inflation is offset by variance and covariance terms of the same
order, and that cancellation is a coincidence of sample size. It is
justified by the definition of J.
covMethod now defaults to
"r,s", so reported standard errors change for every script
that does not name it. Point estimates and objective values are
untouched – the sandwich is computed after convergence and the optimizer
never sees it.
It is the default because it is the CONSERVATIVE choice. Under
correct specification J = 2H, so "r,s" returns
exactly what "r" returns; measured end-to-end on a
well-specified study the ratio is 1.010 / 0.990 / 1.000 across the four
estimators. Where the normal-theory assumption does not hold – which is
wherever the model is nonlinear in the random effects, i.e. essentially
always – it corrects standard errors that were otherwise wrong in two
specific ways: Cov(V_ij, V_kl) mis-sized by the excess
kurtosis, and Cov(ybar, vech V) assumed zero where a real
correlation of 0.3-0.6 sits. Defaulting to "r" meant
shipping the uncorrected number unless a user knew to ask.
Nothing loses its covariance by asking: a sandwich that cannot be
built degrades to "r" and REPORTS "r", so
fit$covMethod still records what the covariance is. Runtime
overhead is not material for adgh, admc or
adirmc; adfo pays roughly 20%, because FO
carries no node ensemble and one has to be built post-fit for the
weight.
Set covMethod = "r" for the previous behaviour.
Transform-both-sides endpoints are composed EXACTLY, and
their estimates move. boxCox,
yeoJohnson, logitNorm and
probitNorm predict the aggregate moments through a residual
whose conditional mean is NONLINEAR in the structural prediction.
admixr2 collapsed the ensemble to (mu_struct, var_f) and
expanded the residual around it to second order – exact for every family
whose conditional mean is linear in f, and an approximation
for these four.
The expansion does not converge. Measured against a
201-node evaluation of the defining integral, its relative error in
V is a floor that no node count removes – flat from 7 nodes
to 25:
| error in V | at n_nodes 7 -> 25 | |
|---|---|---|
boxCox, omega 0.16 |
3.4e-03 | unchanged |
boxCox, omega 0.49 |
5.2e-03 | unchanged |
logitNorm, omega 0.16 |
4.1e-03 | unchanged |
logitNorm, omega 0.49 |
2.4e-02 | unchanged |
probitNorm, omega 0.49 |
3.1e-02 | unchanged |
The practical consequence was worse than the size suggests:
n_nodes bought a TBS fit nothing. Raising
it returned the identical biased answer, which is not the contract a
quadrature estimator is supposed to offer.
The residual is now composed at each NODE (adgh) or DRAW (admc) and
aggregated, which is exact given the ensemble and converges properly –
to 1.8e-06 at 25 nodes on boxCox and to machine precision on
logitNorm. Estimates AND objective values for existing TBS
fits therefore move, by more the higher the between-subject variability
and the tighter a logit/probit bound. Measured
OFV shifts on a 6-timepoint fixture: 0.15 (boxCox, omega 0.16), 0.31
(logitNorm(0, 12), omega 0.16), 3.13
(logitNorm(0, 12), omega 0.49).
Do not compare an OFV across this release. The
objective itself changed for these endpoints, so a likelihood-ratio
test, or an AIC/BIC comparison, between a TBS model fitted before this
version and one fitted after is NOT valid – the two numbers are not on
the same scale. Refit both sides. A shift of ~3 units is the size of a
nested-model test, so this is not a rounding concern. Every other
residual family is unchanged, and adfo (which keeps the
expansion) and adirmc (which refuses TBS residuals) are
unaffected.
adfo KEEPS the expansion and is now the one estimator
that does. Having no node ensemble is what FO means, so there is nothing
to compose over; an adfo TBS fit will differ from an adgh or admc one by
roughly the figures above. That is a property of the estimator, not a
disagreement to reconcile. adirmc refuses TBS residuals
outright and is unaffected.
ONE COMBINATION IS STILL APPROXIMATE, and “exact” above does not
cover it. t() folds nu/(nu-2) into the
variance coefficients, which is exact for the combined forms because
only the residual’s VARIANCE enters there. It is not exact under a
transform: composing integrates the inverse transform over the
conditional law, and a t error is not an inflated-sd normal one. A
t() + TBS endpoint is therefore composed as an inflated-sd
normal, which is what admixr2 has always done – unchanged, not a
regression. covMethod = "r,s" refuses that combination
outright and reports "r", because the third and fourth
moments it would otherwise hand the weight are a normal’s.
datagen() and the diagnostic panels compose the same
way, so a generated study and a plotted prediction still describe the
law the fit was scored against. Note that this makes
datagen() unusable as an INDEPENDENT oracle for the
composition – it shares the implementation, so a “generate then recover”
check is self-consistent by construction and cannot detect a composition
bias.
admc’s analytical gradient decomposition is written against the
expansion, so a TBS fit on admc now differences its own objective (the
route a joint unit already takes, with the fixed z_list
making it a common-random-number difference). That is slower; adgh’s
gradient is analytic throughout and was verified against finite
differences of its own NLL at 1.4e-07.
Finite-difference steps are now MEASURED per parameter,
by the Shi (2021) procedure, and this is not optional. Every
finite difference admixr2 takes of the objective – the optimizer’s
gradient under grad = "fd", and the post-fit covariance
Hessian – previously used pmax(abs(p), 0.1) * h with a
fixed h (grad_h, cov_h_outer).
That is one guess about how much noise the objective carries, applied
identically to every parameter, and it is the guess behind the “Hessian
not positive definite … try increasing cov_h_outer” advice.
The step is now chosen per parameter by probing the objective, with the
noise level itself estimated by Moré & Wild’s ECnoise.
grad_h remains as the FALLBACK a parameter takes when the
measurement cannot be made (a direction the objective is flat in, or a
failed noise estimate).
The covariance Hessian gets the measured NOISE but not the gradient’s
step: a Hessian is a second difference, whose error is
(h^2/12)|f4| + 4*eps_f/h^2 (with f4 the fourth
derivative) and whose optimum scales as eps_f^(1/4), about
ten times larger than the first-derivative eps_f^(1/3). Too
fine a step there amplifies noise as 4*eps_f/h^2 – exactly
what tips a marginal Hessian out of positive definiteness. Measured 6x
to 385x worse across noise levels from 1e-15 to 1e-7 if the gradient’s
step is reused.
cov_h_outer SCALES the measured Hessian step rather than
merely backing it up, and grad_h is the gradient’s
fallback. The distinction matters: the measurement almost always
succeeds, so a fallback-only cov_h_outer would be inert in
practice – and it is the escape hatch the documentation points at
(“Hessian not positive definite … try increasing
cov_h_outer”). Raising it by 100 still gives a step 100
times larger.
Measured against the analytic gradient on the integration model, maximum relative error over all five parameters:
| step | adirmc inner NLL | adfo NLL |
|---|---|---|
| fixed 1e-6 | 7.3e-06 | 9.8e-06 |
| Shi21 | 2.8e-10 | 3.9e-08 |
Standard errors and any grad = "fd" fit will move. They
should move toward the truth, but they will move.
gill is REMOVED from all four
controls. It selected Gill (1983) step selection, added in this
same development cycle and never released. It is removed rather than
kept alongside Shi21 because measurement showed it was worse than the
fixed step it was meant to improve on – 8.1e-04 (adirmc) and 7.9e-04
(adfo) against the fixed step’s 7.3e-06 and 9.8e-06, at four times the
evaluations. The cause is not a mistake in the wiring:
nlmixr2Gill83()’s exported wrapper accepts
gillRtol/gillK/gillStep/gillFtol
and then hardcodes the defaults in the inner call, so it always assumes
an objective accurate to about eight significant digits. That is right
for FOCEI’s per-subject objective and wrong for admixr2’s aggregate one.
gill = TRUE is now an error.
Forward finite differences are removed;
grad = "fd" is a CENTRAL difference, and
grad = "cfd" is gone. Central was 10^2 to 10^4
times more accurate at every site measured, and the one solve per
parameter that forward differencing saved does not pay for a gradient
the optimizer cannot descend. Scripts passing grad = "cfd"
must pass grad = "fd"; scripts passing
grad = "fd" keep working and get the central
difference.
Every remaining finite difference in the package is now
central too. The first pass of this change converted the
whole-NLL grad = "fd" paths and left five forward
differences behind, three of which were being handed Shi21’s measured
step – and that step minimises the error of a CENTRAL difference,
h* = (3 eps_f/|f'''|)^(1/3). The forward optimum is a
square root, ~2 sqrt(eps_f/|f''|), and far coarser, so a
forward difference taken at the central step sits where its
eps_f/h noise term dominates: the measured step made those
sites worse, not better. Converted:
.adfoGrad() Pass 2 (structural thetas) and
.adghGrad()’s unpaired-theta block. Both are on the
default grad = "analytical" path – they
run whenever the order-2 block or the theta-sensitivity columns are
unavailable. Both already batch their configurations into one
rxSolve per study, so the extra evaluations are extra ROWS,
not extra calls; the joint-unit branches do pay per configuration.adirmcControl(grad = "fd")),
now 2n inner NLL evaluations against n+1.use_grad = TRUE) in
all three of .adfoCalcCov(), .adghCalcCov()
and .admCalcCov(). This one runs only when the gradient is
analytic, so it was differencing a smooth exact function with a coarse
forward step and then symmetrising away the asymmetry that produced.
Reported standard errors will move..adfoGetMuJBatch() and
.adfoGetMuJJoint(), used when no sensitivity model could be
built. Unlike the others this J enters V_pred = J Omega J',
so the adfo objective itself moves on that path, not
just the gradient – toward the truth, but it moves. The batched form
absorbs the extra eta rows into the same solve; the joint form cannot
batch and costs 2*n_eta solves against
n_eta.adirmcControl(grad = "fd") now differences
with grad_h, not a hard-coded 1e-6.
The IRMC inner gradient ignored grad_h entirely –
it was the one finite difference in the package that could not be tuned,
which is why the new measured step selection could not reach it either.
It now honours the argument, and takes Shi21’s measured step where one
can be measured.
adirmcControl()’s grad_h default moves to
1e-6 to match, so a fit that does not name
grad_h is unchanged. The IRMC inner NLL is
deterministic given fixed proposals, so it wants a finer step than the
sampling estimators, whose 1e-4 default exists to step over
Monte Carlo noise; inheriting that common default would have made every
grad = "fd" adirmc fit converge on a step 100x coarser than
the inner loop was tuned for.
A script that sets grad_h explicitly does
change: the value was ignored here before and is applied now,
so the objective and estimates can move. Every other estimator already
used grad_h for this step, so this also removes a
discrepancy – the same control meant something different for adirmc than
for the other three.
adfoControl()’s new
grad = "analytical" default brings the
grad_bounds box with it. The box constraint
(p0 +/- grad_bounds, default 5 on the optimizer scale, a
factor of ~148 for a log-scale theta) applies only to gradient-based
fits, so under the previous grad = "none" default an adfo
fit was unconstrained. A default adfoControl(studies = ...)
call is now confined to that box.
This is rarely reachable – it takes a starting value off by more than
~148x – and a fit that stops on the box now says so. Set
grad_bounds = Inf for the old behaviour with the new
gradient, or grad = "none" for the old behaviour
entirely.
The box itself is not an adfo peculiarity: admControl()
(grad = "sens") and adghControl()
(grad = "analytical") have always defaulted to a gradient
and grad_bounds = 5, so this aligned adfo with
them rather than singling it out. That is why the default stays and the
REPORTING is what changed: the bounds notice is now emitted as a
message() as well as a warning(). nlmixr2est
muffles conditions inside nlmixr2Est.*, so the warning
reaches fit$warnings – where print(fit)
surfaces it – but never warnings(). A batch script that
writes coefficients to disk without printing the fit would have seen
nothing at all; the message goes to the same channel as the live
progress table, which such a script does see.
Parallel restarts (workers > 1) could
fail with “a parallel worker could not read the compiled-model cache”
whenever a second R session was using admixr2 at the same time.
The compiled-model and sensitivity-model caches are content-addressed
files in a shared, persistent rxode2::rxTempDir(),
so any other process fitting the same model writes the same path – and a
parallel fit’s own daemons are readers of that path by design. The
entries were written with a bare in-place saveRDS(), which
publishes the file the instant it opens the connection: it exists at
zero bytes and is filled in afterwards. A reader
landing in that window is handed a truncated payload, and truncation at
any fraction makes readRDS() fail –
file.exists() is TRUE for every one of them,
so the existence check could not screen it out.
Cache entries are now published atomically: serialised to a temporary
file in the same directory, then file.rename()d over the
target. A reader now sees either the previous complete entry or the new
complete entry, never a prefix of one. Measured with a single competing
writer, reads of a corrupt entry went from 64.7% to
0, and the affected test file went from
1 failure, 2 errors to clean under a sustained competing
publisher.
A second, independent cause of the same failure is
fixed alongside it: a worker’s own startup could delete the cache entry
it was about to read. library(admixr2) in a daemon loads
nlmixr2est, and the installed 6.2.0’s .resetCacheIfNeeded()
calls rxode2::rxClean() – which wipes the whole shared
rxTempDir() – whenever its version stamp does not match.
That branch never rewrites the stamp, so the mismatch is permanent
rather than self-healing, and it fires in every daemon on every fit.
Having two nlmixr2est builds in play is enough to trigger it, which is
an ordinary state when working against an upstream source tree. Restarts
now load admixr2 in every worker before any of them reads the
cache, and rebuild the model if that startup cleared it.
Two consequences worth knowing. A rename can legitimately be refused while another process holds the entry open (Windows reports “Access is denied”); the cache write then reports a warning and the fit continues from the model it already has, which is correct because the existing entry is by construction a valid payload for that key. And the guarantee is only as strong as the other process’s version – a peer running admixr2 < 0.4.1 still writes in place.
adfo could report NA for every standard
error on a fit that converged normally. The driver decided
whether to build the covariance Hessian by forward-differencing the
gradient from the sensitivity model’s shape alone, while
.adfoGrad() re-derives that decision at run time with
stricter requirements – every study’s cached dJ present,
every theta’s direction resolvable. When they disagreed, the gradient
was itself finite-differenced and the Hessian then finite-differenced
that, which is exactly the nested FD the gate exists to
prevent. .adfoGrad() now reports what it actually did and
the driver believes that, falling back to the NLL-FD Hessian
otherwise.
A joint (same-subject) study normalised before the model
was known kept NULL block outputs. Only the
driver’s pass carries the endpoint name, and the short-circuit for an
already-normalised study skipped joint units altogether, so each block’s
cmt tag stayed empty: the joint sensitivity solve either
dropped the fit to finite differences or read an untagged compartment,
giving a finite but wrong joint objective with no warning.
.admCacheWrite() could delete another
session’s valid cache entry. The cleanup that removes a
half-written file ran on any saveRDS failure, including one
that fails at open time and leaves a complete pre-existing entry
untouched. A concurrent fit of the same model could therefore have its
compiled model removed underneath its parallel workers, which then fail
with “parallel restart N failed”. It now only removes a file that call
created.
A sensitivity model that failed to build was reported as
quietly as one refused by design.
.admLoadSensModel() returns NULL both for
models that cannot have one (no random effects, ordinal, mixed or unlike
endpoint transforms) and for genuine failures such as an unwritable
rxode2::rxTempDir(). The second case now warns rather than
messages, and says what to check – previously the same script silently
produced a coarser gradient, and different estimates and standard
errors, on a machine with a read-only cache directory.
A fit that stops on the gradient box constraint now says
so audibly. nlmixr2est muffles conditions raised inside
nlmixr2Est.*, so the warning reached
fit$warnings – where print(fit) shows it – but
never warnings(). A script that writes coefficients to disk
without printing the fit saw nothing at all. The notice is now also a
message(), on the same channel as the live progress
table.
The order-2 linCmt() promotion did not run
for a linCmt assigned to a variable, so adfo kept finite-differencing
its structural thetas there. linCmt() carries no
second derivative, so an order-2 request promotes the model to explicit
ODE form and builds from that. The gate detecting a solved-form model
read ui$predDf$linCmt, and on rxode2 5.1.4 that column
depends on how the model is written:
| model line | predDf$linCmt |
promoted before | promoted now |
|---|---|---|---|
linCmt() ~ add(a) |
TRUE |
yes | yes |
cp <- linCmt(); cp ~ add(a) |
FALSE |
no | yes |
cp <- 2 * linCmt(); cp ~ add(a) |
FALSE |
no | no – see below |
The assigned form is the common way to write it, and there the
promotion was never reached: .admLoadSensModel(order = 2L)
served an order-1 model and adfo silently kept the forward-FD
struct-theta pass (8e-04..1e-02 relative, against ~1e-09 for the
analytic block). A correct fit, just the slow noisy one.
Detection now uses the exported rxode2::testRxLinCmt(),
which checks ui$.linCmtM as well and is TRUE
for all three forms. The third still yields no cross block, because
rxode2::linToOde() hands a derived linCmt back
unchanged; the linCmtB text backstop then correctly refuses
and the caller falls back to order 1. So this widens the fix rather than
completing it.
adghControl() accepted an invalid nloptr
algorithm, and would hand a derivative-free one a gradient. It
had its own two-line algorithm rule instead of the shared
.admResolveAlgorithm() the other three controls use, and
that rule was one-directional and unvalidated:
adghControl(algorithm = "NOT_AN_ALGO") was accepted and
surfaced as a cryptic nloptr error mid-fit, and
adghControl(grad = "analytical", algorithm = "NLOPT_LN_NELDERMEAD")
kept both – paying for a gradient the algorithm discards on every
iteration. It now goes through the shared reconciliation, so
grad == "none" if and only if the algorithm is
derivative-free, as documented. algorithm now defaults to
NULL (“match grad”). adgh’s
cov_h_outer default stays eps^(1/4) rather
than the other three’s eps^(1/5) – that difference is
deliberate, since the quadrature surface is noise-free.
One combination changes, and it is the one worth knowing
about. The old two-line rule existed to special-case exactly
"NLOPT_LN_BOBYQA", upgrading it to LBFGS whenever a
gradient was requested – because BOBYQA was adghControl’s
own default, so naming it could not be distinguished from
leaving it alone. With the default now NULL, naming a
derivative-free algorithm is unambiguous and is honoured:
adghControl(...) |
0.4.0 | 0.4.1 |
|---|---|---|
grad = "analytical",
algorithm = "NLOPT_LN_BOBYQA" |
analytical + LBFGS |
none + BOBYQA |
grad = "fd",
algorithm = "NLOPT_LN_BOBYQA" |
fd + LBFGS |
none + BOBYQA |
So a script that explicitly restated the old default now gets a
derivative-free fit where it had a quasi-Newton one. It says so (the
reconciliation emits a message), but if you wrote
algorithm = "NLOPT_LN_BOBYQA" meaning “the default”,
delete the argument – NULL now picks LBFGS
for you. Every other combination is unchanged, including the four pinned
in test-adgh-nodes.R.
adirmcControl() validated neither
ci nor returnAdmr.
ci = 99 reached the interval columns as a nonsense level
and returnAdmr = "x" made the driver’s
isTRUE() quietly FALSE, returning a full fit
where a plain list was requested. Both are now checked, as in the other
three controls.
A cache write that fails no longer discards the model it
just compiled, or kills the fit. Both disk caches wrote with a
bare saveRDS(). The cache is an optimisation – by the time
it is written the model is compiled and loaded – so an unwritable or
full rxTempDir() (a locked-down HPC home, a cache directory
owned by another user) should cost speed, not correctness. Instead
.admLoadModel() propagated the error and failed the whole
nlmixr2() call with
cannot open the connection, while
.admLoadSensModel()’s callers wrap the build in
tryCatch(error = function(e) NULL), so a write failure
threw away a successfully compiled sensitivity model and
dropped adfo from its order-2 analytic structural gradient to forward
FD, silently. Both now warn once per file and carry on with the model in
hand. (The previous release swallowed the error entirely, which was also
wrong – the parallel restart workers find these models by reading
exactly these files, so a silent failure resurfaced much later as every
restart failing to read the cache.)
The session-ownership guard on a cached model rejected
nlmixr2est’s own sensitivity model unconditionally.
.admRxLoadAll() requires an artifact under a session-local
*Sens build directory to belong to the running session, and
tested that by comparing against .admModDir() – which is
<tempdir>/admixr2Sens, and so can never equal
nlmixr2est 7.x’s <tempdir>/nlmixr2estSens. A cached
.admSensFromInner() result was therefore reported stale on
every call in the session that built it, and the model
recompiled (~3 s) for every fit – the endless-recompile failure the
guard exists to prevent, caused by the guard. It now tests membership of
the current session’s tempdir(), which is what identifies
the session and covers both build directories.
The order-2 linCmt() promotion could write a
theta’s value into the wrong THETA[k] slot. An
order-2 request on a solved-form linCmt() model promotes it
to explicit ODE form, and .admBuildThetaSens() numbers its
emitted derivative directions from the promoted
iniDf; .admLoadSensModel() built the
rename_map that fills those columns at solve time from the
original one. Any difference across the promotion – a
renumbered ntheta, an inserted or dropped row, a reordered
eta – meant each theta was differentiated in one slot and filled in
another. The solve still succeeds and use_d2 skips adfo’s
FD cross-check, so the fit would converge to wrong estimates and wrong
standard errors with no error and no warning. Both are now derived from
the same frame by construction (.admSensNameMaps()). Latent
on every model measured here – linToOde() does preserve the
iniDf on those – but not guaranteed.
The gradient-box warning judged the fit against the wrong
point, and stayed silent for the parameters most likely to need
it. It differenced the solution against the fit’s
p0, but each restart’s box is centred on its own perturbed
starting value, so a restart pinned to its box was not reported (its
distance from p0 never reaches grad_bounds)
while an interior one could be reported spuriously. It also suppressed
any hit on a parameter whose model declares a bound on that side – a
residual-error parameter always does – even when that bound was nowhere
near and admixr2’s box was what stopped the fit. It now reconstructs the
box actually given to nloptr, centred on the winning restart’s own init,
and reports a hit only when that box, rather than a model-declared
bound, is the binding edge.
An explicit adfoControl(grad = "analytical")
that cannot build a sensitivity model warns again. 0.4.1
demoted this to a message(), which is right when
grad was left at its (new) default – an unavailable
sensitivity model is routine and unactionable for a fixed-effects-only
model or an ordinal endpoint – but wrong when the user named the
argument: a message is swallowed by suppressMessages(), by
a knitr chunk with message = FALSE, and by any
stderr-capturing wrapper, leaving no record that the fit used the
gradient the control asked it not to use.
Where it survives is worth stating precisely, because the obvious
answer is wrong: nlmixr2est intercepts and muffles conditions raised
inside nlmixr2Est.*, so this warning does
not reach warnings() and
options(warn = 2) does not turn it into an
error. It is recorded on fit$warnings, which
print(fit) displays. That is a durable record where a
message() left none, which is the point – but do not rely
on options(warn = 2) to catch it.
Normalising a study twice no longer leaves its endpoint
unset. The idempotence guard added in this release returned
before the point where a unit’s output is filled from the
caller’s default, so a study first normalised without one (which is what
the test fixtures do) kept output = NULL permanently – and
for a multi-endpoint model .admBuildEvFull(tag_cmt = TRUE)
then has nothing to tag cmt with, so the unit reads the
wrong compartment’s trajectory. A second pass now fills what is still
missing before returning.
Dev-mode parallel restarts could not see any function
this release introduced.
utils::assignInNamespace() can replace a binding in a
daemon’s locked installed namespace but cannot add one, and the
failure was swallowed, so a newly introduced helper was simply absent in
the worker while everything looked healthy –
.admGH()/.admGH0(), called from every
finite-difference site in
.admGrad()/.admGradBatch(), would have broken
every dev-mode workers > 1 restart. Dev functions are
now injected via a patch environment that patched closures are
re-parented onto, so new and existing names resolve alike and a future
helper needs no special handling. The same dispatch stopped shipping the
parent’s model-cache environments to each daemon: an environment
serialises by value, so every dev-mode restart was copying compiled
rxode2 models that the worker has to rebuild anyway.
Generated models are built under role-tagged names, in
their own directory, and a cached one is checked before it is
trusted. rxode2 names an anonymous model’s
.c/.so from the parsed model text alone, but
the emitted C also depends on inputs that text cannot see – above all
the event-sensitivity code, which is injected afterwards. Two builds of
one text that differ there land on a single artifact, and because entry
points resolve by NAME (R_GetCCallable) a model bound to
the earlier one silently starts executing the replacement
(nlmixr2/rxode2#1171). admixr2 is exposed in the worst way of any
package: .admSensFromInner() recompiles nlmixr2est’s
own inner model text with eventSens = "jump", where
nlmixr2est built the same text with a different one. Generated models
now carry a name folding in the role and eventSens
alongside the parsed md5, and are built in a session-local directory
rather than the persistent rxTempDir().
The .rds caches stay in rxTempDir(), which
persists, so a cache entry written by an earlier session necessarily
references an artifact this session does not have.
.admRxLoadAll() therefore checks that a cached model’s DLL
exists and belongs to this session’s build directory,
and reports the entry as stale otherwise so it is rebuilt. Both halves
are load-bearing: rxode2::rxLoad() on a vanished DLL does
not reliably error – it returns quietly and the model then solves to
garbage (a prediction frozen at its t = 0 value, and
NA structural gradients) – and R removes its temp directory
only on a clean exit, so a killed session leaves one behind that
satisfies file.exists() indefinitely.
Normalising a study twice turned it into a joint
(same-subject) study. .admNormaliseStudy() was not
idempotent, and the second pass changed the likelihood. Normalising a
legacy single-output study ADDS an observations list while
KEEPING its top-level V – which is exactly the signature
the joint branch tests for
(!is.null(s$observations) && !is.null(s$V)), so a
second pass collapsed it into one joint unit:
pass 1 is_joint = FALSE pass 2 is_joint = TRUE pass 3 TRUENo error, no warning, and a perfectly plausible fit – down a
different likelihood path, and with adfo’s have_d2 forced
FALSE (it requires !any_joint), so the order-2
analytical structural gradient this release adds quietly turned itself
off. Each estimator normalises exactly once, so a normal fit never
reached it; the test fixtures hand out pre-normalised studies that the
driver then normalises again, which is how it was found – meaning a
number of end-to-end tests had been exercising the joint path while
appearing to test the ordinary one. .admNormaliseStudy()
now marks what it has normalised and returns such a study untouched.
Genuine joint studies are detected exactly as before.
Non-finite parameters no longer reach the ODE
solver. The screen that rejects an unusable parameter vector
before a solve tested that the omega diagonal was positive – and
Inf > 0 is TRUE. A covariance probe that
perturbs a residual parameter to exp(1e5/2) therefore
handed Inf to rxSolve(), which integrated
garbage and emitted on the order of 190,000
intdy -- t = <denormal> illegal and
lsoda -- h too small warnings before the caller discarded
the result anyway. The parameter vector is now also checked for
finiteness, at the objective and gradient entry points of all
three affected estimators (the gradients unpack the optimizer vector
themselves, so the objective’s guard did not cover them). Aside from the
console noise, this removes a guaranteed-useless ODE solve every time
the optimizer or the covariance step overflows a parameter.
A cache-key collision solved fits at another model’s
fixed value. A fix()ed parameter never reaches the
optimizer, so it travels to the solve as data – either baked into
$simulationModel as that parameter’s default, or carried on
the cached sensitivity object. Both caches were keyed on the
model({}) block, which does not distinguish
theta <- fix(0.5) from fix(0.9). Two such
fits therefore shared one compiled model, and the second silently solved
at the first’s fixed value: a plausible objective, plausible estimates
and plausible standard errors for a model the user never wrote, with no
error and no warning, persisting across sessions because the cache
directory does. Fixed values now key both caches; ordinary
starting values deliberately do not, since a starting value is
optimizer state and keying it would force a recompile for nothing.
The parallel workers are why this needed more than a longer key: a
worker has no ui to re-derive from, and it recomputed the
cache path itself. The parent now sends the path on pinfo
(which travels by value, so no worker signature changes). One
consequence for developers only: a devtools::load_all()
parent and an older INSTALLED admixr2 derive that path differently, so a
daemon started from a stale install cannot find the file – run
devtools::install() before testing parallel restarts, as
the contributor notes already say. The worker’s error message names that
as the first thing to check.
A stale sensitivity cache entry could survive a change to
what it caches. The order-1 fallback is stored under the
order-2 key, so editing what the order-2 build emits has to invalidate
the entry – otherwise the previously compiled model is served and
.adfoGrad() contracts its second-order columns against the
new code’s direction map: a finite, plausible, silently wrong structural
gradient with a normal-looking objective. That used to rest on editing a
schema-tag string by hand, and was forgotten once during this work. The
key now carries the package version and a digest of the
emitter’s own source, so an edit between releases invalidates it too,
with nothing to remember.
linCmt() second-order promotion built its
direction set from the pre-promotion model.
.admBuildThetaSens() swapped in the linToOde()
model but kept the parameter rows derived from the original, despite a
comment claiming otherwise. Any iniDf difference across
promotion – a renumbered ntheta, an added or dropped row, a
different eta ordering – would have made the emitted
rx_f1_THETA_k_/rx_f2_ETA_i_THETA_k_
differentiate a different parameter, and with
grad = "analytical" now the default and the FD pass
skipped, adfo would descend a gradient computed for the wrong theta.
Latent rather than firing (promotion preserves the iniDf on
the models measured here), but nothing enforced it.
A struct theta missing from the cached direction map
crashed the fit. The intended fallback – turn the analytic pass
off and finite-difference – was unreachable, because [[
with an unmatched name on an atomic vector throws rather than returning
NULL. .adfoGrad() is not wrapped in a
tryCatch there, so the whole nloptr run died with a bare
subscript out of bounds.
A transformed endpoint no longer pays for second-order
compartments it cannot use. The solve paths deliberately
discard the second-order block for an
lnorm/boxCox/yeoJohnson/logit/probit
endpoint (chaining a second derivative through the transform needs terms
the first-order chain does not carry), but nothing stopped it being
built: a 2-state, 2-eta, 1-unpaired-theta lnorm
model integrated 20 states instead of 8 on every solve and then threw
the extra away. Those endpoints now build the order-1 model
directly.
A parallel worker no longer walks on from a model it
could not load. The worker’s re-load step discarded its own
failure return, so a model whose shared library had been unloaded was
handed to the estimator as if live and the first rxSolve()
dereferenced a dead pointer – an opaque error deep in the restart, or a
heap-corruption crash on Windows. It now stops with the cache path and
the likely cause. A cache file whose contents are not a compiled model
at all is also detected again and rebuilt, rather than being reported as
loaded.
.admNLL() gained the non-finite screen the
other estimators got. admc’s objective – the function nloptr
calls as eval_f – still carried only the omega-diagonal
test described below, which Inf passes, so admc users kept
seeing the console flood that adfo and adgh users no longer do.
Compiled models are held in a session cache.
.admLoadModel() and .admLoadSensModel()
reloaded their model from the disk cache on EVERY call – a
readRDS() of a compiled model plus a
dyn.load(), for every fit and every test – and handed back
a fresh wrapper object each time. A repeat load now costs a hash lookup
instead: measured at roughly 50 ms to 0.5 ms.
The mechanism is nlmixr2est’s, deliberately rather than
invented: an emptyenv()-parented environment per purpose, a
composite key covering everything that changes the emitted model, and a
wholesale wipe at 64 entries to bound retained compiled models – the
same shape as its .foceiAnalyticAugCache. The load step
matches rxUiGet.foceiModel() too, which re-loads EVERY
rxode2 element of a cached object rather than one by
name.
A cached model is only served while its disk cache file still exists,
so rxode2::rxClean() still forces a genuine recompile, and
the metadata the key cannot capture (a
boxCox/yeoJohnson lambda’s VALUE) is
re-derived on every hit exactly as the disk path already did.
Note what this does NOT change: memory. A session’s footprint is set by how many DISTINCT models it compiles and loads – measured at roughly 4-10 MB and two shared libraries each, and nothing unloads them – so a session fitting many different models grows regardless of caching. Caching changes how often the same model is re-read, not how many are resident.
print.admFit() reaches nlmixr2est’s printer
through getS3method(). It used
get("print.nlmixr2FitCore", envir = asNamespace("nlmixr2est")),
which is semantically a ::: call that merely evades
R CMD check’s syntactic scan – and carries exactly the
upstream-refactor fragility the package’s no-::: policy
exists to avoid. The function is a registered S3 method, so method
lookup is the supported public route to it.
The sensitivity-model builder takes an order
argument.
.admBuildThetaSens()/.admLoadSensModel()
default to order = 1L – the existing first-order direction
set, unchanged, which is what admc/adgh read.
order = 2L additionally emits the eta x direction cross
block that adfo needs. The block is deliberately
asymmetric: rxode2::rxExpandSens2_() accepts two different
direction sets, so no theta x theta compartment is generated, and
admixr2 needs none of the residual-variance chains that dominate
nlmixr2est’s own second-order build (errmodel.R derives the
residual analytically). Second-order initial conditions are emitted too,
without which a parameter-dependent IC leaves the cross compartment at
zero.
The eta x eta half of that block is SYMMETRIC and
rxExpandSens2_() does not know it: asked for the full
rectangle it emits d2/(d eta_1 d eta_2) and
d2/(d eta_2 d eta_1) as two variational compartments
carrying the same equation. The block is therefore requested one eta row
at a time, against only the directions at or after it, and the name
matrix mirrors the duplicate cell onto the canonical one – exact, since
mixed partials of a smooth prediction commute, and it means the
redundant chain expression is not emitted either. Saves
n_states * n_eta(n_eta - 1)/2 integrated states: 20 ->
18 on a 2-state/2-eta/1-theta model, 63 -> 54 on a
3-state/3-eta/2-theta one. A joint fit now also asks for order 1, since
have_d2 excludes joint units and the cross block it used to
compile was integrated on every solve for a result nothing read.
The sensitivity cache key includes the order; see the cache-invalidation fix above for how a change to what the order-2 build emits invalidates an existing entry.
A fix()ed parameter’s VALUE now keys the cache too. A
fixed parameter never reaches the optimizer, so it travels to the solve
as data carried on the cached object – and a parallel worker, which
reads that file and has no ui to re-derive from, used the
value it found. Two fits of the same model differing only in
theta <- fix(0.5) versus fix(0.9) therefore
shared one cache entry, and every parallel restart solved at the other
fit’s fixed value: silently, and across sessions, since the cache
directory persists. Starting values deliberately do not key the cache –
they are optimizer state, and invalidating on them would force a
recompile for nothing.
CI: R-CMD-check gained a
workflow_dispatch trigger and a dependency
cache-version bump. The RcppParallel/TBB -> stringfish -> qs2
-> rxode2 stack has broken twice from CRAN-side rebuilds alone, with
no commit of this package’s involved, so being able to ask “does the
current CRAN state still build?” without pushing a dummy commit is worth
two lines. Pair it with a cache-version bump for a genuinely cold
resolve – a warm dependency cache is what made macOS look healthy right
through the RcppParallel 6.0.0 break.
Student-t residual error
(cp ~ add(a) + t(nu)) is now supported. nlmixr2
writes Student-t residuals as a scale family – residual = scale
* T_nu, with the scale being whatever
add()/prop()/pow()/combined
structure the endpoint already has – so on the aggregate scale it is
exactly the normal variance times nu/(nu-2). admixr2
moment-matches it: the mean is unchanged and the variance is multiplied,
which is exact for every existing residual form and works with all four
estimators. Previously refused outright.
nu cannot be estimated from aggregate data and
should be fixed (nu <- fix(5)). This is
structural, not a small-sample issue: nu reaches the
aggregate moments only through the multiplier nu/(nu-2), so
it is aliased with the scale and only the product
a^2*nu/(nu-2) is identified – an estimated nu
reflects its starting value, not the data. admixr2 warns when
nu is left free. t() is intended for carrying
a known nu through an aggregate analysis (for
instance a published model supplied via datagen()), not for
estimating tail weight; a fitted t model is observationally equivalent
to a normal one with the same total residual variance.
Note that moment matching makes the mean term of the
objective correct, but admixr2 also scores
tr(V_pred^-1 V_obs), which treats the observed covariance
as arising from a normal; that term stays approximate for heavy-tailed
residuals, increasingly so as nu approaches 2.
The transform-both-sides transforms now call rxode2’s own
kernel. boxCox, yeoJohnson,
logitNorm and probitNorm used to be evaluated
by a line-by-line R port of rxode2’s C
_powerD/_powerDi – about ninety lines of
branch order, clamps and short-circuits. They now call
rxode2::.rxTransform(), which is what rxode2’s own
boxCox()/yeoJohnson()/
logit()/probit() call and which bottoms out in
the very C routine the solve transforms with, so admixr2 and rxode2
cannot drift apart. (The port had agreed with it exactly – 0 mismatches
over every transform x lambda x bounds combination – but only by
re-deriving it.)
The residual quadrature now evaluates the transform for the whole
node grid in one call instead of once per node, which made the switch a
speed-up rather than a cost: 3.00 -> 0.60 ms per
moment evaluation for boxCox at 81 nodes, 1.50 -> 0.30
for yeoJohnson, 0.95 -> 0.30 for logitNorm
(8 observations). The per-node accumulation is still a loop,
deliberately, so the summation order and hence the objective are
unchanged.
Two pieces stay admixr2’s own, for stated reasons: the derivative of
the INVERSE transform (rxode2 exposes no equivalent – and its
_powerDD has a sign error on the Yeo-Johnson negative
branch that admixr2 does not reproduce), and dim()
restoration, which .rxTransform() drops.
.admBackTransform()/.admLogBackTransform()
now use rxode2::probitInv() instead of an inline
low + (high - low) * pnorm(p). Numerically identical across
the whole range, but it is the kernel rxode2 itself transforms with, and
it matches the neighbouring expit branch, which had always
called rxode2.
New resid_nodes control argument on
all four estimators. A transform-both-sides endpoint
(boxCox, yeoJohnson, logitNorm,
probitNorm) has no closed-form mean and variance –
y = g(h(f) + sigma*eps) – so admixr2 integrates the
residual by Gauss-Hermite quadrature. resid_nodes sets that
node count (default 81); every other error model has closed forms and
ignores it.
It is an accuracy dial, not a speed one. Worst-case relative error against an independent quadrature, over all four transforms and residual SD in {0.5, 1, 2, 3}: 5.7e-2 at 15 nodes, 4.5e-3 at 31, 5.0e-5 at 81. The error is dominated entirely by the largest SD; at SD <= 1 (a realistic residual on a transformed scale) 31 nodes already gives 1e-7 or better. Cost is linear in the node count in isolation (~50 us at 15, ~300 us at 81 for an eight-row study) but negligible beside the ODE solve – a full NLL evaluation measured 0.750 s per 60 evaluations at both 31 and 81 nodes. Raise it for a saturating endpoint with a large residual SD; there is little to gain by lowering it.
datagenControl() takes it too, with the same default, so
a study generated by datagen() and the fit that consumes it
integrate the residual identically unless you deliberately change one of
them.
New vignette: “Choosing a residual error model”
(vignette("error-models", package = "admixr2")). What the
cp ~ prop(...) line actually does once your data are a mean
and a covariance; a side-by-side fit of the same study with the right
and the wrong residual model (the structural parameters survive, the IIV
does not); the full menu of supported models; reading the covariance
diagnostic panel, which is the aggregate-data substitute for a
residual-vs-predicted plot; resid_nodes; the parameters
aggregate data cannot identify (t()’s nu, an
estimated binom size); and the combinations that are
refused, with the reason for each.
Dropped the qs2 dependency. The
compiled-model and sensitivity disk caches under
rxode2::rxTempDir() are written with
saveRDS()/readRDS() instead of
qs2, and the files are named adm-sim-*.rds /
adm-sens-*.rds. Base R serialization does this job, so the
dependency bought nothing; it came up while tracking down rxode2
reverse-dependency failures in a check library that did not contain
qs2. The caches are keyed by a model digest and live in the
session temporary directory, so nothing needs migrating – a leftover
adm-*.qs2 is simply a cache miss and the model is
recompiled.
Note this does not change which packages get loaded:
rxode2 itself imports qs2, and R loads a
package’s Imports with its namespace, so qs2
(and stringfish) still enter the session behind
library(admixr2).
IRMC importance-sampling shift was wrong for every
non-exp mu-referenced theta. For a paired
parameter param <- h(theta + eta), eta and
theta enter the transform through the same
argument, so shifting theta by Delta shifts
the importance-sampling target mean of eta by exactly
Delta – theta_new - theta_orig – for
any h. The code computed that shift as
log(back(theta)), which equals theta only for
exp (log(exp(theta))); for a bounded
(expit/probit) paired theta it used a
natural-scale-log form and for an additive one
(emax <- temax + eta.emax, the standard Emax writing
style) it used log(theta). Both biased the estimate and its
analytical gradient, and the additive case went
-Inf/NaN once the parameter passed through
zero. Measured against a direct adgh evaluation, the
expit shift drove the IRMC objective ~140 -2LL
units off within a few tenths of the proposal point; the shift is now
the identity theta_new - theta_orig for all transforms and
matches the direct objective to importance-sampling noise (~0.06). Only
adirmc fits used this path; the other three estimators
integrate the random effects directly and were unaffected.
A fix()ed prediction-dependent residual lost
its gradient. A single endpoint whose only residual parameter
is fix()ed – cp ~ prop(b) with
b <- fix(0.2), or a fixed
lnorm/boxCox coefficient – is still
prediction-dependent: Var(y|eta) moves with the prediction.
.admResidDeriv early-returned d(var)/df = 0
and d(V_pred)/d(V_struct) = 1 whenever there were no
estimated residual parameters, dropping that dependence from
both the structural-theta and omega gradients, so under the default
analytic gradient the optimizer descended a direction the objective did
not follow. The early return now fires only for a genuinely additive
residual (where those defaults are correct); every prediction-dependent
form runs the full derivative even with no estimated residual parameter.
FD-verified across adfo/adgh/admc
for fixed prop, lnorm and combined
residuals.
binom(20L, p) was refused as a non-constant
size. An integer literal deparses to "20L", and
as.numeric("20L") is NA, so a binomial size
written with the integer suffix was misclassified as non-constant and
refused with advice to fix() a parameter that does not
exist – the only difference from binom(20, p) being the
suffix. A bare numeric literal (double or integer) is now read straight
from the model AST.
A non-positive nbinomMu size now gives a
clear domain error. The size is estimated on the log scale, so
a start <= 0 made log(size)
-Inf/NaN and the first NLL evaluation
NaN with no explanation. It now refuses at parse with a
domain message, matching the sibling ar() correlation and
t() degrees-of- freedom guards.
beta precision denominator is guarded
against a zero draw. .admSimulate computed a
beta endpoint’s derived mean b1/(b1+b2)
without the zero- denominator guard its three sibling solve paths
already carry, so a draw with b1 + b2 = 0 would have
produced a NaN objective; it now floors the denominator the
same way.
Standard errors: sigma SEs were uninitialised memory, and
omega was excluded. All three CalcCov functions
built the Hessian over structural and residual parameters but
returned only the structural corner. nlmixr2est’s C++ popDf
builder then read past the end of the matrix, so every sigma row of
parFixedDf$SE printed a denormal (6.953178e-310,
%RSE ~1e+307) instead of NA – while the
discarded sigma SEs were in fact good (reported SE / empirical sampling
SD 0.90-0.94). The Hessian now also spans omega:
excluding it made the structural SEs too small, because a theta
carrying an eta is correlated with that eta’s variance. Reported SE /
empirical SD for the eta-carrying theta went from 0.67 to 1.17
(prop) and 0.67 to 1.06 (lnorm); a purely
additive model barely moved. Under-stated SEs give over-confident
intervals, so that was the dangerous direction of error. If the
weakly-identified omega Cholesky makes the full Hessian indefinite, the
struct+sigma sub-block is reported with a warning rather than nothing at
all.
Omega and sigma standard errors are now reported, on the
scale the estimates are printed on. fit$cov
previously covered the structural thetas alone. It now spans structural
thetas, residual error and omega, delta-transformed out of the
optimizer’s parameterisation the way nlmixr2est does it –
so Estimate +- 1.96*SE is meaningful for every row.
Residual error is reported as an SD (from log(sigma^2)),
with the other sigma_roles mapped through their own
derivatives (t degrees of freedom from
log(nu - 2), an ar() correlation from its
logit, a negative-binomial size from its log). Omega is reported as the
variance/covariance entries, named exactly as nlmixr2est names them
(om.<eta>,
cov.<eta_i>.<eta_j>).
Omega is the one block that is not a per-row rescaling: the optimizer
holds the log-Cholesky, Omega = L L', and
d(Omega_ij)/d(L_ab) is dense once omega is correlated. The
new .admOmegaJacobian() builds that Jacobian in full and
rotates both the omega block and its cross-covariance with struct/sigma;
it agrees with a finite difference to 3e-10 on a correlated two-eta
model. Calibration against the empirical sampling SD over 40 simulated
studies gives reported SE / empirical SD = 1.13 for an IIV variance.
Note for anyone touching this: nlmixr2est’s C++
foceiFitCpp_ re-dimnames the covariance from its own
theta-name vector and blanks the omega rows (upstream ships
.impmapNameCov() to repair the same thing for its
importance-sampling estimator). It does so in place,
which also blanks the driver’s own copy, so the names are snapshot
before the matrix is handed over and restored afterwards by
.admRestoreCovNames().
A printed standard error now belongs to the parameter it
is printed beside. nlmixr2est fills parFixedDf$SE
positionally: it walks the thetas in iniDf order
and takes the next entry of sqrt(diag(fit$cov)) for each
one it is not skipping. admixr2 builds its covariance in optimizer order
– structural thetas first, then residual error – and hands over a matrix
that also carries the residual parameters, so two things had to be said
explicitly:
.admCovThetaOrder() puts the theta rows back in
iniDf order. A model that declares its residual parameter
first,
ini({ a <- 0.1; tcl <- log(3); tv <- log(30) }),
previously printed a with tcl’s SE,
tcl with tv’s and tv with
a’s – a silent rotation, every number finite and
plausible..admCovSkip() tells nlmixr2est which thetas the matrix
actually carries, derived from the matrix itself rather than from a
convention. nlmixr2est’s own default is version-dependent: 6.2.0 skips
only fixed thetas, while earlier versions (including 6.0.1,
current on CRAN) also skip every residual-error theta, because FOCEI’s
covariance genuinely does not include them. Without this, those versions
printed NA for every residual SD and read the structural
SEs off the wrong rows.Verified on nlmixr2est 6.0.1 and 6.2.0, with the residual declared
first and last, and with a fix()ed structural theta (which
correctly stays NA).
Count endpoints could not be fitted with the default
gradient. y ~ pois(cp) and
y ~ nbinomMu(k, cp) emit
rx_pred_ = llikPois(DV, ...) – the log-likelihood, not the
mean – and sensitivity columns that differentiate it, both of which need
DV, which an aggregate fit does not have.
.adghGrad() and .admGradBatch() returned
all-NA, so adgh died at iteration 0 with
“gradient of objective in x0 returns NA” and admc silently
produced a zero Hessian and therefore no standard
errors. admixr2 now emits sensitivities of the count MEAN (the
distribution’s argument), exactly as it already did for
beta; gradients agree with a finite difference to
1.7e-05.
The covariance Hessian used the starting lambda for a
transformed endpoint. .admGradBatch() – the
evaluator behind covMethod = "r" when a gradient is
available – inherited the transform back-transform but not the
estimated-lambda fix: an estimated
boxCox/yeoJohnson lambda is a sigma
name, so the zero-fill of the solve frame handed rxode2 lambda = 0 (a
plain log transform) while the inverse used the model’s STARTING lambda,
held constant across every configuration. That is the same mismatch
documented elsewhere here as making the sensitivity gradient ~60x wrong,
driving the Hessian: every reported SE came from the gradient of a
different function, and lambda’s own row was insensitive to lambda. Each
configuration now writes and inverts with its own lambda; measured
against .admGrad() at a lambda well away from its start,
the batch gradient went from 67% wrong to exact.
beta() endpoints were only ever right on the
plain NLL path. The prediction of y ~ beta(b1, b2)
is the derived mean b1/(b1+b2) and its variance needs the
SOLVED precision phi = b1 + b2, and every other path read
the raw first shape parameter, or dropped phi, or both: the
covMethod = "r" objective evaluator scored a different
model from the fit, the finite-difference gradient returned
all-NA, datagen() emitted an E
that was a shape parameter and a V of NAs, and
plot() gave an all-NA predicted covariance
after a perfectly ordinary fit. None of it raised anything. Every path
that turns a solve into a prediction now combines the pair and carries
phi.
A beta fit is also now driven derivative-free, with
a message: a structural theta reaches the objective through
phi as well as through the mean, and every gradient path
chains through the mean alone. datagen(method = "fo")
refuses a beta endpoint for the related reason that FO has no path to
phi at all.
The ar() and ordinal guards
judged every study, not the affected one. Both decided from a
model-level scan and then rejected every flattened unit, so
cp ~ add(a) + ar(rho); ct ~ add(a2) refused a
ct study whose V happened to be diagonal, and
a PK + ordinal model could never be fitted at all – the ordinary
cp study is neither joint nor supplies one block per
category. Each guard now looks only at units that observe the endpoint
it is about.
Ordinal categories were grouped by exact floating-point
time equality. The row times come from the per-category blocks,
i.e. from independent user inputs: seq(0.1, 0.7, by = 0.2)
and c(0.1, 0.3, 0.5, 0.7) are the same grid to a reader and
differ in the last bit to match(), which put the two
categories in different groups and silently dropped the
-p_j*p_k cross-covariance for those rows – the term a joint
ordinal fit exists to capture. Grouped by tolerance now.
The moment expansion and its derivative capped the same
pole differently. .admMomF() (what the NLL scores)
caps the divergent mu^(k-2) correction against the leading
term; .admMomFd() (what the gradient chains through) zeroed
it past a magnitude threshold instead. For pow(b, c) with
c < 1 near a zero prediction the two differed by orders
of magnitude, so the optimizer was handed a direction that does not
descend the function it is minimising. The derivatives are now the
derivatives of the capped expression, piecewise, and agree with a finite
difference of .admMomF() across the capped and uncapped
regimes alike.
A parallel worker could invert a transform with another
model’s lambda. The sensitivity cache key covers the
model({}) block, the iniDf names, the
fix() flags and the err column – but not the
estimates, so two models differing only in the VALUE of a
fix()ed lambda share one file. The parent re-derives
pred_tbs on a cache hit; the worker could not, and used the
file’s. The parallel restarts then minimised a different objective from
the sequential ones, invisibly, because the NLL itself is bit-identical.
The worker now re-derives it from pinfo, which it already
holds.
plot() back-transformed three residual roles
on the wrong scale. The trace panel special-cased
pow_exp and t_df and let ar_cor,
nb_size and tbs_lam fall through to the
generic exp(v/2) variance rule: a converged
ar() correlation of 0.6 plotted as 1.22,
outside its own support and disagreeing with what
print(fit) reports. The display map now comes from
.admSigmaNat() itself, so a new sigma_role
cannot be added in one place and forgotten in the other.
A binom size written as a model constant was
refused as non-constant.
nt <- 20; y ~ binom(nt, p) – a genuinely constant number
of trials, and how one is usually written – hard-errored with advice to
fix() a parameter that does not exist. A bare numeric
assignment in model({}) now resolves; an estimated size is
still refused, since it has no gradient path.
A count or beta endpoint alongside another endpoint is
now refused. Multi-endpoint solves route observations by
compartment, and a count endpoint is read through its distribution’s
ARGUMENT – a model variable, not a compartment – so the tagged records
matched nothing and the objective came back Inf with no
explanation. Relatedly, the dummy frame handed to nlmixr2est now carries
the ENDPOINT names rather than the solve columns, which is what its
dvid->cmt translation expects.
datagen() refuses an ordinal
endpoint instead of emitting a study without the cross-category
covariance: its categories are one joint observation, and
datagen() derives each observed output separately.
resid_nodes no longer changes what a
positional call means. It was added as the SECOND argument of
every estimator control, so adghControl(studies, 7L) –
which had always meant n_nodes = 7 – set
resid_nodes = 7 instead, passed its own validation, and
left n_nodes at its default, changing the eta quadrature
grid the whole fit is built on with no message.
admControl(studies, 20000L) and
adirmcControl(studies, 2000L) were the same for
n_sim, and datagenControl shifted
sampling/seed/cores.
resid_nodes is now the last argument of all five, where it
cannot capture a positional one.
The ordinal same-time grouping is now defined
once. .admResidApply(),
.admResidVChain() and .admResidMuCoupling()
each grouped the rows themselves. When the tolerance-based grouping
above was first added, it went into one of the three – which is worse
than the exact-match bug it replaced: wrong-but-consistent became
objective-and-gradient-disagree, so the optimizer descended a direction
the objective does not follow. All three now call
.admOrdTimeGroup().
Endpoints transformed differently from one another
refused the sensitivity model. The guard caught
transformed-vs-untransformed mixtures only, while the
back-transform spec is a single one taken from the first endpoint. So
cp ~ lnorm(a); ct ~ boxCox(b, lam) applied
exp() to ct’s Box-Cox rows, two
logitNorm endpoints with different bounds shared the first
one’s bounds, and two boxCox endpoints shared the first
one’s lambda – the residual path being per-endpoint already, the
gradient then described a different function from the one the objective
scored. Any non-identical set now falls back to finite
differences.
A joint (same-subject) study had no aggregate
diagnostics. .admAggData() solved one output for
the whole stacked unit and applied the first endpoint’s residual spec to
every row; it then died on the dimnames (the row count is the stacked
total, the labels were one block’s times) and, being guarded, left
fit$env$aggData unset – so plot(fit)‘s
mean/cov panels had nothing to show and said nothing about it. It now
uses the estimators’ own shared-eta solve and per-row-output residual,
and labels rows <endpoint>@<time>.
Documented: an adfo standard error describes
scatter, not accuracy. FO linearises at eta = 0, so on a
non-additive residual or a large omega the point estimate carries a bias
of several standard errors – measured 5-20 SE, giving 0% coverage for a
nominal 95% interval even where the SE itself matches the sampling SD.
Prefer adgh/admc when the uncertainty
matters.
A failed covariance is no longer silent. When
the Hessian was singular the covariance came back NULL,
covMethod was set to "" and every SE was
NA with no warning reaching the user. The drivers now say
so.
A study ev containing observation records
now warns. ev is dosing-only; observation rows in
it were appended a second time by the study’s own times,
silently duplicating every time point.
Residual parameters fixed with fix() were
silently dropped. add(a) with
a <- fix(0.7) fitted with no residual variance
at all; add(a) + prop(b) with a fixed
b lost the proportional term; and pow(b, c)
with a fixed c reverted to prop().
.admParseIniDf() removes fixed rows from the optimizer, and
the residual spec indexed only the estimated ones –
tdf_fixed, ar_fixed and lam_fixed
existed for exactly this reason but
add/prop/pow had no equivalent.
They now carry
add_fixed/prop_fixed/pow_fixed.
Fixing a residual parameter is routine (it is what this package’s own
t() advice tells you to do for nu), so this
was reachable in ordinary use.
A prop()/pow() term on a
transform-both-sides endpoint contributed nothing. For
boxCox/yeoJohnson/logitNorm/probitNorm
the quadrature used only the additive parameter, so
cp ~ add(a) + prop(b) + boxCox(lam) scored identically with
and without b: the parameter entered the optimizer, had an
exactly-zero gradient, and was reported back at its starting value.
rxode2 emits rx_r_ ~ (a)^2 + (rx_pred_f_)^2*(b)^2 for that
model, and admixr2 now builds the transformed-scale residual SD from the
same expression, including propT()/ powT()
(which scale by the transformed prediction) and
combined1().
The post-fit covariance was a Hessian of the wrong
objective for several error models. .admNLLBatch()
– the evaluator covMethod = "r" differentiates – called the
fused C++ kernels unconditionally. Those implement additive,
proportional, combined and lnorm only, so transform-both-sides, count,
beta, ordinal and ar() models were scored as
combined2: standard errors and RSEs came from a different
model than the one fitted (measured on a boxCox model, 190.28 against
49.46). It now applies the same .admResidCppOK() gate
.admNLL() uses. adirmc cannot take that route
(its kernel forms the importance-weighted mean internally) and now
refuses those models with a message.
adfo dropped ar() from its
objective while keeping it in the gradient.
.adfoVpred() never received the observation times and never
added the residual correlation, so the FO objective was exactly
invariant in rho while .adfoGrad() returned a
non-zero rho gradient – the optimizer walked a direction
the objective could not move along, and adfo reported a
different objective from adgh/admc on
identical data. Relatedly, adfoControl(grad = "analytical")
warned that it was falling back to finite differences when no
sensitivity model was available but did not actually do so.
An out-of-support transform aborted the whole
fit. any(ap$ms != 1) was not NaN-guarded in nine
places. .admTBSi() legitimately returns NaN
outside a transform’s support, and the default
grad_bounds = 5 lets a line search reach it, so
any(NaN != 1) – which is NA – raised “missing
value where TRUE/FALSE needed” instead of the optimizer simply rejecting
the point. This killed every yeoJohnson fit.
The sensitivity-model cache could serve a stale transform
spec. The cache key digests ui$lstExpr, the
model({}) block only, but a Box-Cox lambda’s starting value
and its fix() status live in ini({}) – so
lam <- fix(0.5) and lam <- 0.5 collided.
pred_tbs is what tells the solve which lambda to use and
how to back-transform, and it was not re-derived on a cache hit (unlike
rename_map/fixed_theta, which are, for the
same reason). Gradients came back wrong by 102-104x with one
component of the wrong sign, while the objective stayed bit-identical,
so nothing warned and the fit simply stalled.
0^negative in the moment expansion.
pow(b, c) with c < 1 at a structural
prediction of exactly zero – routine for a depot model observed at
t = 0 – produced a negative variance
(measured -3.4e+20 at c = 0.25) or a plausible-looking
2.3e+05 at c = 0.75. The second-order term has a genuine
pole there and is now dropped rather than evaluated at machine epsilon.
The C++ twin adm_mom_f() had no guard at all and returned
NaN where the R path returned a finite value, so the same
model fitted or did not depending on the estimator.
ordinal endpoints are now supported
(y ~ c(p1, p2)), as a joint same-subject unit with one
observation block per category. The spec is registered under every
category probability (only the first was, leaving the others with no
residual variance), and the same-time cross-category covariance
correctly replaces the structural covariance rather than adding
to it – by the law of total covariance
Cov(1_j, 1_k) = -E[p_j]E[p_k] exactly, the structural term
cancelling. Verified against a multinomial simulation with
between-subject variability.
dv() is now refused. It scales the
residual by the observed DV, an individual-level quantity an aggregate
mean and covariance cannot recover. rxode2’s simulation ignores
dv(), so admixr2 had been silently fitting the
prediction-scaled model instead.
ar() combined with
prop()/pow()/combined is now refused,
as is ar() inside a joint multi-output study. rxode2’s
innovation scaling leaves the marginal variance equal to
rx_r_ only when rx_r_ is constant; with a
prediction- dependent variance the process is non-stationary and
admixr2’s covariance was measured 2.4-12x too high.
Known upstream issue – simulating an ar()
fit will not reproduce its covariance. rxode2 has two
ar() emitters and they do not agree with each other. Its
estimation lines are the prediction-error decomposition
(rx_pred_ + phi*prev_resid,
rx_r_ * (1 - phi^2)), whose implied marginal variance is
the stationary AR(1) admixr2 scores. Its simulation is not
stationary when a dose record precedes the first observation: the first
observation carries up to 2x the nominal residual variance. A
zero-amount dose reproduces it and a plain
add() model does not, so it is record-driven and specific
to ar(); nlmixr2’s own focei cannot recover
rho from rxode2’s own simulation either (0.4617 against a
truth of 0.60 on individual-level data, with no admixr2 involved).
admixr2 keeps the stationary form – matching the simulator would put it
at odds with nlmixr2’s estimator and would break when this is fixed
upstream. Every other error model round-trips (simulate from the fitted
model, aggregate, and recover the fitted mean and covariance) to within
Monte-Carlo noise.
Prediction-dependent residual error is now composed
correctly (prop(), pow(),
lnorm(), combined). admixr2 built the predicted
covariance as Var_eta(f) + Sigma(mu_pred) – evaluating the
residual variance at the population mean prediction rather than
averaging it over individual predictions. That is exact only for
additive error. The predicted covariance is now the law of total
variance, Var_eta(E[y|eta]) + E_eta[Var(y|eta)],
which for a proportional model adds the previously missing
b^2 * Var_eta(f) to the diagonal, and for
lnorm() also scales the off-diagonals by
exp(s) (its conditional mean is f*exp(s/2), so
the whole covariance is scaled, not just its diagonal). Validated
against individual-level simulation: the old formulas carried fixed
biases of ~15-20% that did not shrink with sample size, while the new
ones converge to the empirical moments.
This changes results for every prop(),
pow() and lnorm() model. Objective
values, residual-error and IIV estimates and all standard errors move –
for a proportional model with 30-50% IIV, the residual SD and omega were
both biased upward by roughly 2-4%; for lnorm() the effect
is larger. Purely additive (add()) models are unchanged,
bit for bit. Refits are expected to differ from results produced by
earlier versions.
lnorm() analytic gradients were computed
against the wrong quantity. For a log-transformed endpoint the
sensitivity model returns rx_pred_ = log(f) while the NLL
path reads the natural-scale prediction, so
grad = "sens"/"analytical" differentiated
log(f) while the objective scored f. The
sensitivity paths now back-transform with the chain rule. This affected
every lnorm() fit using an analytic gradient and went
unnoticed because lnorm() appeared in no gradient test; a
finite-difference gradient check across all estimators and error models
has been added.
delay() (DDE) models get an accurate
sensitivity solve. A delay model’s sensitivity system – the
base ODEs plus one variational compartment per state per direction, all
delayed – is stiff enough to trip rxode2’s hasDelay
AutoSwitch composite (dop853+ros4) into its
ros4 leg, whose dense delay-history is inaccurate for this
system. The failure is silent: the sensitivity model’s predictions match
the ordinary solve for the first observations and then drift once
delay() begins reading the recorded (solved) history, so
grad = "sens" gradients on a DDE model could be wrong
without any error or warning. Sensitivity solves for a delay model are
now forced onto pure dop853 (dense, no ros4
secondary), whose 8th-order dense output reproduces the ordinary solve.
Non-delay models are untouched, and their solves are unchanged byte for
byte. Found by porting the equivalent fix from nlmixr2est’s own
augmented-sensitivity solve.
The post-fit covariance’s reported-scale rotation and its
non-PD omega fallback are now single shared helpers. The
~46-line block that rotates the optimizer-scale covariance onto the
printed scale (residual delta factors plus the omega Jacobian) was
byte-identical in all three CalcCov functions, and the
“drop to the struct+sigma sub-block when omega makes the Hessian
indefinite” fallback was duplicated in
adfo/admc with an already-divergent
invert-first variant in adgh. Both are now
.admScaleReportedCov() and
.admReduceNpdOmega() in utils.R, so a change
to how residual/omega SEs reach the printed scale, or to the fallback
threshold, is made in one place rather than three. The adgh
fallback converges onto the same eigenvalue threshold the other two use;
results are unchanged (the full pipeline and covariance suites pass
identically).
The residual variance’s dependence on
(mu, var_f) is computed once per study/unit instead of
three times. .admResidVChain(),
.admSigmaGrad() and .admResidMuCoupling() each
recomputed .admResidDeriv() internally, in every
estimator’s hot gradient loop – three resid_nodes (default
81) quadratures per observation row for a transform-both-sides endpoint.
They now accept the precomputed derivative as an optional last argument,
which the estimators (which call all three on the same inputs) pass,
cutting that to one. Gradients are bit-identical (the same computation,
reused); the optional argument defaults to recomputing, so every other
caller is unchanged.
The residual V-composition tail is one helper,
.admApplyResidTail(). The three-line
V <- V * tcrossprod(ms); diag(V) <- dv; V <- V + rmat
that composes a structural covariance with the residual (lnorm/TBS
off-diagonal scale, the composed diagonal, an ar()
correlation matrix) was hand-copied at eleven sites across every
estimator’s moment/objective path, plot.R,
datagen.R and .admJointResidual. Adding an
off-diagonal residual channel meant editing all of them, and missing one
silently dropped that endpoint’s off-diagonal predicted covariance on
that path. It is now written once, including the load-bearing
na.rm guard that keeps a NaN from a transform’s
out-of-support tail from aborting the fit. Objective and gradients are
bit-identical.
Analytical gradients for non-mu-referenced (“unpaired”)
structural thetas. A structural theta with no mu-referencing
eta (tka with no eta.ka, or the
exp(tcl) * exp(eta.cl) writing style rxode2 does not
mu-reference) used to cost an extra finite-difference
rxSolve per gradient call. admixr2 now emits its own
first-order sensitivity model over an explicit direction set (one
direction per random effect plus one per unpaired theta), compiled with
eventSens = "jump" so dosing-modifier
(f/lag/rate/dur)
sensitivities are no longer silently zero. This mirrors the scheme
nlmixr2est’s fast-focei uses (.foceiAnalyticDirections) but
first-order only, and is cross-validated against nlmixr2est’s inner
model to ~1e-13 across ODE, linCmt, dosing modifiers, initial
conditions, covariates, if/else and multi-endpoint models. Consumed by
admc, adgh (including joint multi-output
studies); adfo keeps finite differences (its
V_pred = J Omega J' + Sigma needs a second derivative).
Measured 2.5-3.8x faster and ~100x more accurate than the previous
finite-difference path on a 2-compartment model. This adds
symengine (already a hard dependency of
nlmixr2est, so always installed alongside admixr2) to
Imports, used to emit the linCmt direction derivatives. The
feature degrades gracefully on rxode2 without
eventSens = "jump" support (it falls back to the
finite-difference path), so no minimum-version bump is
required.
Residual error models: pow(),
addPow() and combined1() are now supported,
with analytical gradients (#84). admixr2 previously supported
only add, prop and lnorm. The
residual error model is now read from ui$predDf
(errType/errTypeF/transform/addProp)
rather than from iniDf$err alone, and every estimator
evaluates it through one shared specification:
| form | variance |
|---|---|
combined2 (default for add + prop) |
a^2 + b^2 * f^(2c) |
combined1 |
(a + b * f^c)^2 |
lnorm |
moment-matched lognormal |
with c = 1 recovering prop and
b = 0 recovering add. Analytical
d(var)/d(sigma), d(mu)/d(sigma) and
d(var)/d(f) are supplied for all of them, so residual
parameters keep an exact gradient under
grad = "sens"/"analytical".
Existing add/prop/lnorm fits
are unaffected: the aggregate -2LL is bit-for-bit
identical, and their gradients change only by floating-point
reassociation (~1 ulp).
Multi-compartment fitting (multiple observed
outputs). A study may now observe several model outputs at once
(e.g. plasma and brain/CSF) via an observations list – one
entry per observed output with its own output,
times, E and V. Two modes
(#85):
n/ev (separate experiments, e.g. literature
meta-analysis); the aggregate -2LL is the sum of the
per-output likelihood blocks. Fit with full analytical / sensitivity
gradients.n/ev and a joint
covariance given either as a study-level full V or as
per-output marginal V plus a cross list of
cross-covariance blocks. Scored by a single MVN over the stacked vector
with shared random effects and the full analytical
gradient in all three estimators (any number of compartments; the
assembled joint covariance is checked for positive-definiteness).Supported by est = "admc", "adfo" and
"adgh"; datagen() generates multi-output
aggregate data and plot() renders one panel set per
compartment. Pass the endpoint names to admData(),
e.g. admData(c("cp", "cCSF")). est = "adirmc"
does not support multiple observed outputs.
Parallel restarts now run on mirai
daemons. workers > 1 starts a pool of
background R processes instead of dispatching through
future/furrr. This replaces the previous fork
(Unix/macOS) vs PSOCK (Windows/RStudio) split with a single code path
that behaves identically on every platform, and the pool lives on its
own mirai compute profile so it never disturbs daemons the user has set
up for their own code. furrr and future are no
longer used; mirai moves into Suggests.
Workers are still stopped automatically after the restart phase (and now
also on error/interrupt, via on.exit()), so all cores are
free for the covariance step; admStopWorkers() remains
available.
nDisplayProgress control argument
for every estimator (admControl(),
adfoControl(), adghControl(),
adirmcControl()), passed through to the
rxSolve() calls that drive fitting. It sets how many
subjects a single solve must exceed before the solver shows its text
progress bar. The default (.Machine$integer.max) keeps the
bar off, so it no longer leaks into scripts, logs or rendered vignettes;
lower it (e.g. 1000L) to watch progress during long
interactive fits.
The aggregate-data estimators (adfo,
adgh, adirmc, admc) now carry
type and description attributes classifying
them as “Model Based Meta Analysis” methods, so they appear in the
category-grouped estimation-method list nlmixr2est prints for an
unsupported est= (or a bare nlmixr2() call)
(#107).
pow() models no longer fit the wrong
residual model, silently. pow(b, c) produces two
iniDf rows – the coefficient (err = "pow") and
the exponent (err = "pow2"). admixr2 recognised
neither, warned once, and then treated both as additive
variances: the exponent was stored as 2*log(c) and
optimized as a variance contributing exp(2*log(c)) to
diag(V). A pow model therefore ran to
completion and reported plausible estimates for a model it was not
fitting. Residual parameters now carry a role, and a pow
exponent is estimated on its own (unconstrained, identity)
scale.
combined1() is honoured.
predDf$addProp selects SD-additive (combined1)
versus variance-additive (combined2) residual error.
admixr2 ignored it and always computed combined2, dropping
the 2*a*b*f cross term. (combined2 is
nlmixr2’s default, so only models that explicitly asked for
combined1() were affected.)
An unrepresentable residual model is now refused rather
than approximated. Error types admixr2 cannot express as a
Gaussian aggregate MVN (logitNorm, probitNorm,
Box-Cox/Yeo-Johnson transforms, t/cauchy,
propF/powF) previously emitted a one-time
warning and were then treated as additive, so the fit
proceeded with the wrong residual model. They now stop().
This is a behaviour change: a model that “worked” before may now
error.
propT/propF,
norm/dnorm and
dlnorm/logn/dlogn no longer emit
spurious “modelled as …” approximation warnings. These are
aliases, not approximations: norm is
add, logn is lnorm, and
on an untransformed model propT (which scales by the
transformed prediction) is exactly prop, because
there the transformed and untransformed predictions are the same
quantity. The warnings claimed an inaccuracy that did not
exist.
Lognormal residual error is now applied to the plotted
predicted mean. plot.admFit()’s aggregate-data
helper added the lnorm variance to the predicted covariance but never
applied the exp(s/2) mean scaling to the predicted
E, so lnorm fits plotted a mean the NLL does not
use.
The solver progress bar no longer appears during
covariance/gradient batches. Most internal rxSolve() calls
already suppressed it, but the covariance and batched-gradient solves in
admc hard-coded a low nDisplayProgress (1000),
so the bar printed once a chunk exceeded 1000 solves. All solves now
honour the new nDisplayProgress control argument (default
off).
Hard-coded numeric constants in a model’s model({})
block (e.g. a fixed brain volume vb <- 5, common in
PBPK/CNS models) are no longer zeroed. admixr2 used to hand-fill every
model parameter it did not set with 0, clobbering such a
constant’s default and producing an NA/non-finite objective
(e.g. a qout / vb divide-by-zero). It now supplies only the
parameters it varies and lets rxSolve() fill the rest from
the model’s own defaults, so constants and covariate defaults keep their
value.
adgh now computes gradients for non-mu-referenced
(unpaired) structural thetas. The unpaired-parameter set was derived
from the eta-indexed struct_eta_idx, so it was always empty
and those thetas silently received a zero gradient; it now uses the
struct-indexed struct_has_eta.
Parallel restarts under devtools::load_all()
warn once about the installed package. In dev mode the admixr2
namespace is locked, so worker daemons run the installed
package rather than the loaded source; if it is stale the parallel
objective silently diverges from the sequential one.
.admRunRestarts now emits a one-time warning in this case
telling you to devtools::install(). It never fires in
production (installed package == source).
adgh gradient-mode fits are about twice as
fast: the objective and the gradient now share one solve (#76).
nloptr asks for the objective and the gradient as two
separate calls, but LBFGS always asks at the same parameter vector, and
.adghGrad already builds exactly the moments the negative
log-likelihood needs – so the objective’s solve was duplicate work. It
is now memoised onto the gradient’s solve. Measured on a 3-compartment,
5-eta, 40-timepoint fit with a full covariance V:
rxSolve calls per fit drop from 58 to 23
(n_nodes = 3) and 63 to 25 (n_nodes = 5),
roughly halving wall time. Applies to grad = "analytical"
only (including multi-restart fits);
grad = "fd"/"cfd"/"none" are
unchanged, as are all gradient values.
Note for anyone comparing objectives across versions: the reported objective now comes from the sensitivity solve rather than the plain one. Both integrate the same underlying model, but the augmented system makes rxode2’s adaptive stepper land a little differently – about 5e-11 relative on the objective, well inside the solver’s own tolerance, and parameter estimates are unchanged (identical to six decimal places in testing). As a side effect the objective and its gradient are now computed from a single trajectory, where previously they came from two slightly different ones.
Model loading and per-fit memory now follow nlmixr2est’s
own conventions. admixr2 previously pinned each fit’s
foceiModel companion objects in a package-level environment
(a Windows GC-finalizer heap-corruption guard) and reclaimed rxode2’s
global model registry with a bespoke snapshot/teardown after every fit.
Both are gone: the companion objects are no longer pinned (the guard
proved unnecessary – verified by running the
covMethod = "r" fit path repeatedly under aggressive GC
with no crash), and each estimator now frees memory the way nlmixr2est
does, with gc(); rxode2::rxUnloadAll(). The disk model
cache continues to use qs2 + digest, exactly
like rxode2/nlmixr2est; the in-memory pin cache was removed (same-model
reloads come from the qs2 files). Net: ~290 fewer lines, no
admixr2-specific memory machinery, and fit results are
unchanged.
admClearCache() is removed; use
rxode2::rxClean(). admixr2’s qs2
caches live in rxode2::rxTempDir() alongside rxode2’s and
nlmixr2est’s, so rxode2::rxClean() – rxode2’s standard
cache wipe (unload all models + clear the temp dir), which nlmixr2est
itself calls to reset – already clears admixr2’s cache too. The
package-specific admClearCache() is therefore
redundant.
print() on a fit no longer writes into
rmarkdown’s namespace. print.admFit temporarily
overwrote rmarkdown:::print.paged_df via
assignInNamespace() (restoring it on.exit) to
steer nlmixr2est away from its paged-table branch. That branch is in
fact unreachable: nlmixr2est decides between paged and console output by
probing behaviour – it prints a paged_df-classed
frame into capture.output() and infers “a paged renderer
consumed my output” from zero captured lines – but
rmarkdown:::print.paged_df returns its
knit_asis object visibly and no
print.knit_asis method exists, so the probe always collects
output, always returns FALSE, and the console branch is
always taken. The stub therefore changed nothing except skipping the
discarded probe render (~20 ms per print(fit)), at the cost
of mutating a foreign namespace – fragile, unsafe under concurrent
rendering, and a CRAN-policy grey area. Printed output is unchanged,
byte for byte. (#58)
est = "adgh": deterministic Gauss-Hermite
quadrature over the random-effects prior, configured via
adghControl(). The objective is noise-free (no Monte Carlo
draws), the analytical gradient is exact, and it is unbiased at any IIV
magnitude. For models with up to ~4 random effects it is the fastest
exact estimator (#65).datagen() gains FO-approximated population moments
(method = "fo", matching est = "adfo") for
design evaluation and optimal-design work (#56).adirmcControl(kappa_method = "linearized_gh"):
GH-averaged kappa baseline for the IRMC inner loop.admClearCache() prunes the session-level compiled-model
cache (#10).nloptr algorithm; the
default is chosen from the gradient mode, and
grad/algorithm are reconciled automatically
(#70).covMethod = "r").
Accessing ui$simulationModel left a self-referential
compiled-model object in ui$meta, which nlmixr2’s
ui-cloning during fit assembly could not traverse. admixr2 now clears
that transient artifact in .admLoadModel(), keeping the ui
in the canonical state nlmixr2 expects. Affected all four estimators
(adfo/admc/adgh/adirmc)
(#81).1/n_sim) consistently in the MC
gradient kernels, matching the NLL (#48).adirmc multi-restart (#45).rxode2 (>= 5.1.2) and
nlmixr2est (>= 6.0.1), and for the suggested
nlmixr2 (>= 5.0.0) (used in examples and tests).est = "admc") via
admControl().est = "adirmc") via adirmcControl().grad = "sens").furrr/future.traceplot() support: admixr2 fits populate the standard
parHistData slot, so the nlmixr2 traceplot()
generic works natively (best restart, natural scale, no burn-in
marker).These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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