lme4: lmer.c File Reference

#include "lmer.h"
#include <Rmath.h>
#include <R_ext/Lapack.h>
#include <R_ext/stats_package.h>
#include "Matrix.h"
#include "Syms.h"

Go to the source code of this file.


Defines
#define	_(String) (String)
	Allow for translation of error messages.
#define	A_SLOT(x) AS_CHM_SP(GET_SLOT(x, lme4_ASym))
	Allocate (alloca) a cholmod_sparse struct, populate it with values from the A slot and return the pointer.
#define	Alloca(n, t) (t ) alloca( (size_t) ( (n) sizeof(t) ) )
	alloca n elements of type t
#define	AZERO(x, n) {int _I_, _SZ_ = (n); for(_I_ = 0; _I_ < _SZ_; _I_++) (x)[_I_] = 0;}
	zero an array
#define	BUF_SIZE 127
	size of buffer for an error message
#define	CM_MAXITER 300
	Maximum number of iterations in update_u.
#define	Cm_SLOT(x) AS_CHM_SP(GET_SLOT(x, lme4_CmSym))
	Allocate (alloca) a cholmod_sparse struct, populate it with values from the Cm slot and return the pointer.
#define	CM_SMIN 1e-5
	Minimum step factor in update_u.
#define	CM_TOL 1e-10
	Tolerance level for convergence criterion in update_u.
#define	Cx_SLOT(x) SLOT_REAL_NULL(x, lme4_CxSym)
	Return the double pointer to the Cx slot or (double*) NULL if Cx has length 0).
#define	DEV_SLOT(x) SLOT_REAL_NULL(x, lme4_devianceSym)
	Return the double pointer to the deviance slot.
#define	DIMS_SLOT(x) INTEGER(GET_SLOT(x, lme4_dimsSym))
	Return the integer pointer to the dims slot.
#define	ETA_SLOT(x) SLOT_REAL_NULL(x, lme4_etaSym)
	Return the double pointer to the eta slot.
#define	FIXEF_SLOT(x) SLOT_REAL_NULL(x, lme4_fixefSym)
	Return the double pointer to the fixef slot.
#define	Gp_SLOT(x) INTEGER(GET_SLOT(x, lme4_GpSym))
	Return the integer pointer to the Gp slot.
#define	L_SLOT(x) AS_CHM_FR(GET_SLOT(x, lme4_LSym))
	Allocate (alloca) a cholmod_factor struct, populate it with values from the L slot and return the pointer.
#define	LTHRESH 30.
#define	MLTHRESH -30.
#define	MU_SLOT(x) SLOT_REAL_NULL(x, lme4_muSym)
	Return the double pointer to the mu slot.
#define	MUETA_SLOT(x) SLOT_REAL_NULL(x, lme4_muEtaSym)
	Return the double pointer to the muEta slot or (double*) NULL if muEta has length 0).
#define	OFFSET_SLOT(x) SLOT_REAL_NULL(x, lme4_offsetSym)
	Return the double pointer to the offset slot or (double*) NULL if offset has length 0).
#define	PERM_VEC(x) INTEGER(GET_SLOT(GET_SLOT(x, lme4_LSym), lme4_permSym))
	Return the integer pointer to the permutation vector in the L slot.
#define	PWT_SLOT(x) SLOT_REAL_NULL(x, lme4_pWtSym)
	Return the double pointer to the pWt slot or (double*) NULL if pWt has length 0).
#define	RANEF_SLOT(x) SLOT_REAL_NULL(x, lme4_ranefSym)
	Return the double pointer to the ranef slot or (double*) NULL if ranef has length 0).
#define	RDF(dims) (dims[n_POS] - (dims[isREML_POS] ? dims[p_POS] : 0))
	Residual degrees of freedom.
#define	RESID_SLOT(x) SLOT_REAL_NULL(x, lme4_residSym)
	Return the double pointer to the resid slot.
#define	RX_SLOT(x) SLOT_REAL_NULL(x, lme4_RXSym)
	Return the double pointer to the RX slot.
#define	RZX_SLOT(x) SLOT_REAL_NULL(x, lme4_RZXSym)
	Return the double pointer to the RZX slot.
#define	SRWT_SLOT(x) SLOT_REAL_NULL(x, lme4_sqrtrWtSym)
	Return the double pointer to the sqrtrWt slot or (double*) NULL if sqrtrWt has length 0).
#define	SXWT_SLOT(x) SLOT_REAL_NULL(x, lme4_sqrtXWtSym)
	Return the double pointer to the sqrtXWt slot or (double*) NULL if sqrtXWt has length 0).
#define	U_SLOT(x) SLOT_REAL_NULL(x, lme4_uSym)
	Return the double pointer to the u slot.
#define	V_SLOT(x) SLOT_REAL_NULL(x, lme4_VSym)
	Return the double pointer to the V slot or (double*) NULL if V has length 0).
#define	VAR_SLOT(x) SLOT_REAL_NULL(x, lme4_varSym)
	Return the double pointer to the var slot or (double*) NULL if var has length 0).
#define	X_SLOT(x) SLOT_REAL_NULL(x, lme4_XSym)
	Return the double pointer to the X slot.
#define	Y_SLOT(x) SLOT_REAL_NULL(x, lme4_ySym)
	Return the double pointer to the y slot.
#define	Zt_SLOT(x) AS_CHM_SP(GET_SLOT(x, lme4_ZtSym))
	Allocate (alloca) a cholmod_sparse struct, populate it with values from the Zt slot and return the pointer.
Enumerations
enum	devP { ML_POS = 0, REML_POS, ldL2_POS, ldRX2_POS, sigmaML_POS, sigmaREML_POS, pwrss_POS, disc_POS, usqr_POS, wrss_POS }
	positions in the deviance vector More...
enum	dimP { nf_POS = 0, n_POS, p_POS, q_POS, s_POS, np_POS, isREML_POS, fTyp_POS, lTyp_POS, vTyp_POS, nest_POS, useSc_POS, nAGQ_POS, cvg_POS }
	positions in the dims vector More...
Functions
static R_INLINE double *	apply_perm (double dest, const double src, const int *perm, int n)
	Permute the vector src according to perm into dest.
static int	chkDims (char *buf, int nb, SEXP x, SEXP sym, int nr, int nc)
	Check that slot sym of object x is a numeric matrix of dimension nr by nc.
static int	chkLen (char *buf, int nb, SEXP x, SEXP sym, int len, int zerok)
	Check that the length of the sym slot in x is len or, possibly, zero.
static R_INLINE int	Gp_grp (int ind, int nf, const int *Gp)
	Return the index of the term associated with parameter index ind.
static double	lme4_devResid (const double mu, const double pWt, const double *y, int n, int vTyp)
	Evaluate the sum of the deviance residuals for a GLM family.
static void	lme4_muEta (double mu, double muEta, const double *eta, int n, int lTyp)
	Evaluate the derivative d mu/d eta for the GLM link function of type lTyp.
static void	lme4_varFunc (double var, const double mu, int n, int vTyp)
	Evaluate the GLM variance function of type vTyp given mu.
static double	lmm_update_fixef_u (SEXP x)
	Determine the conditional estimates of the fixed effects and the conditional mode of u for a linear mixed model.
static void	lmm_update_projection (SEXP x, double pb, double pbeta)
	Update the projections of the response vector onto the column spaces of the random effects and the fixed effects.
static void	MCMC_beta_u (SEXP x, double sigma, double fvals, double rvals)
	Update the fixed effects and the orthogonal random effects in an MCMC sample from an mer object.
static void	MCMC_S (SEXP x, double sigma)
	Update the theta_S parameters from the ST arrays in place.
static void	MCMC_T (SEXP x, double sigma)
	Update the theta_T parameters from the ST arrays in place.
SEXP	mer_create_L (SEXP CmP)
	Create and initialize L.
SEXP	mer_MCMCsamp (SEXP x, SEXP fm)
	Generate a Markov-chain Monte Carlo sample from an mer object.
SEXP	mer_optimize (SEXP x, SEXP verbp)
	Optimize the profiled deviance of an lmer object or the Laplace approximation to the deviance of a nlmer or glmer object.
SEXP	mer_postVar (SEXP x)
	Extract the conditional variances of the random effects in an mer object.
SEXP	mer_ST_chol (SEXP x)
	Return a list of (upper) Cholesky factors from the ST list.
SEXP	mer_ST_getPars (SEXP x)
	Extract the parameters from the ST slot of an mer object.
SEXP	mer_ST_initialize (SEXP ST, SEXP Gpp, SEXP Zt)
	Evaluate starting estimates for the elements of ST.
SEXP	mer_ST_setPars (SEXP x, SEXP pars)
	Update the ST slot of an mer object from a REAL vector of parameters and update the sparse model matrix A.
SEXP	mer_update_dev (SEXP x)
	Evaluate the discrepancy and log of the penalized discrepancy.
SEXP	mer_update_L (SEXP x)
	Externally callable update_L.
SEXP	mer_update_mu (SEXP x)
	Externally callable update_mu.
SEXP	mer_update_projection (SEXP x)
	Externally callable lmm_update_projection.
SEXP	mer_update_ranef (SEXP x)
	Externally callable update_ranef.
SEXP	mer_update_RX (SEXP x)
	Externally callable update_RX.
SEXP	mer_update_u (SEXP x, SEXP verbP)
	Externally callable update_u.
SEXP	mer_validate (SEXP x)
	Check validity of an mer object.
SEXP	merMCMC_validate (SEXP x)
	Check validity of an merMCMC object.
SEXP	merMCMC_VarCorr (SEXP x, SEXP typP)
static void	P_sdmult (double dest, const int perm, const CHM_SP A, const double *X, int nc)
	Create PAX in dest.
static R_INLINE double *	SLOT_REAL_NULL (SEXP obj, SEXP nm)
	Extract the slot named nm from the object obj and return a null pointer if the slot has length 0 or a pointer to the REAL contents.
SEXP	spR_optimize (SEXP x, SEXP verbP)
	Optimize the log-likelihood for the sparse representation of a Rasch model.
SEXP	spR_update_mu (SEXP x)
	Update the eta, mu, resid and var slots in a sparseRasch object from the current values of the model parameters in the beta slot.
static R_INLINE double	sqr_length (const double *x, int n)
	Return the sum of squares of the first n elements of x.
static double *	ST_getPars (SEXP x, double *pars)
	Extract the parameters from ST list.
static int	ST_nc_nlev (const SEXP ST, const int Gp, double st, int nc, int *nlev)
	Populate the st, nc and nlev arrays.
static void	ST_setPars (SEXP x, const double *pars)
	Update the ST and A slots of an mer object.
static R_INLINE int	theta_S_ind (int i, int nf, int Gp, int nlev, int *spt)
	Determine the index in theta_S corresponding to index i in the u vector.
static void	Tt_Zt (CHM_SP A, int Gp, int nc, int nlev, double *st, int nf)
	Multiply A on the left by T'.
static void	update_A (SEXP x)
	Evaluate the sparse model matrix A from the Zt and ST slots.
static double	update_L (SEXP x)
	Update the L, sqrtrWt and resid slots.
static double	update_mu (SEXP x)
	Update the eta, v, mu, resid and var slots according to the current values of the parameters and u.
static void	update_ranef (SEXP x)
	Update the contents of the ranef slot in an mer object using the current contents of the u and ST slots.
static double	update_RX (SEXP x)
	Update the RZX and RX slots in an mer object.
static int	update_u (SEXP x, int verb)
	Iterate to determine the conditional modes of the random effects.
static R_INLINE double	y_log_y (double y, double mu)
	Evaluate y * log(y/mu) with the correct limiting value at y = 0.
Variables
cholmod_common	c
	cholmod_common struct initialized in R_init_lme4
static const double	INVEPS = 1/DOUBLE_EPS
static double	MPTHRESH = 0
static double	PTHRESH = 0

Define Documentation

#define _ ( String ) (String)

Allow for translation of error messages.

Definition at line 16 of file lmer.c.

Referenced by chkDims(), chkLen(), Gp_grp(), lme4_devResid(), lme4_muEta(), lme4_varFunc(), lmm_update_fixef_u(), lmm_update_projection(), MCMC_beta_u(), MCMC_S(), mer_create_L(), mer_ST_setPars(), mer_validate(), merMCMC_validate(), merMCMC_VarCorr(), spR_optimize(), spR_update_mu(), update_A(), update_L(), update_mu(), and update_u().

#define A_SLOT ( x ) AS_CHM_SP(GET_SLOT(x, lme4_ASym))

Allocate (alloca) a cholmod_sparse struct, populate it with values from the A slot and return the pointer.

Definition at line 88 of file lmer.c.

Referenced by lmm_update_projection(), MCMC_S(), mer_validate(), update_A(), update_L(), update_mu(), update_RX(), and update_u().

#define Alloca	(	n,
		t		)	(t ) alloca( (size_t) ( (n) sizeof(t) ) )

alloca n elements of type t

Definition at line 33 of file lmer.c.

Referenced by MCMC_beta_u(), MCMC_S(), MCMC_T(), mer_optimize(), mer_postVar(), mer_ST_chol(), mer_ST_initialize(), mer_validate(), merMCMC_validate(), merMCMC_VarCorr(), P_sdmult(), ST_setPars(), update_A(), update_ranef(), and update_u().

#define AZERO	(	x,
		n		)	{int _I_, _SZ_ = (n); for(_I_ = 0; _I_ < _SZ_; _I_++) (x)[_I_] = 0;}

zero an array

Definition at line 36 of file lmer.c.

Referenced by lmm_update_projection(), MCMC_S(), mer_ST_initialize(), P_sdmult(), update_A(), update_L(), update_RX(), and update_u().

#define BUF_SIZE 127

size of buffer for an error message

Definition at line 184 of file lmer.c.

Referenced by chkDims(), chkLen(), mer_validate(), and merMCMC_validate().

#define CM_MAXITER 300

Maximum number of iterations in update_u.

Definition at line 188 of file lmer.c.

Referenced by spR_optimize(), and update_u().

#define Cm_SLOT ( x ) AS_CHM_SP(GET_SLOT(x, lme4_CmSym))

Allocate (alloca) a cholmod_sparse struct, populate it with values from the Cm slot and return the pointer.

Definition at line 92 of file lmer.c.

Referenced by update_L(), update_RX(), and update_u().

#define CM_SMIN 1e-5

Minimum step factor in update_u.

Definition at line 192 of file lmer.c.

Referenced by spR_optimize(), and update_u().

#define CM_TOL 1e-10

Tolerance level for convergence criterion in update_u.

Definition at line 190 of file lmer.c.

Referenced by spR_optimize(), and update_u().

#define Cx_SLOT ( x ) SLOT_REAL_NULL(x, lme4_CxSym)

Return the double pointer to the Cx slot or (double*) NULL if Cx has length 0).

Definition at line 96 of file lmer.c.

Referenced by update_L(), update_RX(), and update_u().

#define DEV_SLOT ( x ) SLOT_REAL_NULL(x, lme4_devianceSym)

Return the double pointer to the deviance slot.

Definition at line 99 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), mer_MCMCsamp(), mer_optimize(), mer_postVar(), mer_update_dev(), spR_optimize(), spR_update_mu(), update_L(), update_mu(), and update_RX().

#define DIMS_SLOT ( x ) INTEGER(GET_SLOT(x, lme4_dimsSym))

Return the integer pointer to the dims slot.

Definition at line 102 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), MCMC_beta_u(), MCMC_S(), MCMC_T(), mer_MCMCsamp(), mer_optimize(), mer_postVar(), mer_ST_chol(), mer_ST_getPars(), mer_ST_setPars(), mer_update_dev(), mer_update_projection(), spR_update_mu(), ST_setPars(), update_A(), update_L(), update_mu(), update_ranef(), update_RX(), and update_u().

#define ETA_SLOT ( x ) SLOT_REAL_NULL(x, lme4_etaSym)

Return the double pointer to the eta slot.

Definition at line 105 of file lmer.c.

Referenced by MCMC_S(), and update_mu().

#define FIXEF_SLOT ( x ) SLOT_REAL_NULL(x, lme4_fixefSym)

Return the double pointer to the fixef slot.

Definition at line 108 of file lmer.c.

Referenced by lmm_update_fixef_u(), MCMC_beta_u(), MCMC_S(), mer_MCMCsamp(), mer_optimize(), spR_optimize(), and update_mu().

#define Gp_SLOT ( x ) INTEGER(GET_SLOT(x, lme4_GpSym))

Return the integer pointer to the Gp slot.

Definition at line 111 of file lmer.c.

Referenced by MCMC_S(), MCMC_T(), mer_postVar(), mer_ST_chol(), merMCMC_VarCorr(), ST_setPars(), update_A(), and update_ranef().

#define L_SLOT ( x ) AS_CHM_FR(GET_SLOT(x, lme4_LSym))

Allocate (alloca) a cholmod_factor struct, populate it with values from the L slot and return the pointer.

Definition at line 115 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), MCMC_beta_u(), mer_postVar(), mer_validate(), spR_optimize(), update_L(), update_mu(), update_RX(), and update_u().

#define LTHRESH 30.

Definition at line 194 of file lmer.c.

Referenced by lme4_muEta().

#define MLTHRESH -30.

Definition at line 195 of file lmer.c.

Referenced by lme4_muEta().

#define MU_SLOT ( x ) SLOT_REAL_NULL(x, lme4_muSym)

Return the double pointer to the mu slot.

Definition at line 118 of file lmer.c.

Referenced by mer_update_dev(), spR_optimize(), spR_update_mu(), update_L(), and update_mu().

#define MUETA_SLOT ( x ) SLOT_REAL_NULL(x, lme4_muEtaSym)

Return the double pointer to the muEta slot or (double*) NULL if muEta has length 0).

Definition at line 122 of file lmer.c.

Referenced by lmm_update_fixef_u(), MCMC_beta_u(), mer_optimize(), mer_update_dev(), spR_optimize(), spR_update_mu(), update_L(), and update_mu().

#define OFFSET_SLOT ( x ) SLOT_REAL_NULL(x, lme4_offsetSym)

Return the double pointer to the offset slot or (double*) NULL if offset has length 0).

Definition at line 126 of file lmer.c.

Referenced by MCMC_S(), spR_update_mu(), and update_mu().

#define PERM_VEC ( x ) INTEGER(GET_SLOT(GET_SLOT(x, lme4_LSym), lme4_permSym))

Return the integer pointer to the permutation vector in the L slot.

Definition at line 129 of file lmer.c.

Referenced by MCMC_S(), and update_ranef().

#define PWT_SLOT ( x ) SLOT_REAL_NULL(x, lme4_pWtSym)

Return the double pointer to the pWt slot or (double*) NULL if pWt has length 0).

Definition at line 133 of file lmer.c.

Referenced by mer_update_dev(), spR_optimize(), and update_L().

#define RANEF_SLOT ( x ) SLOT_REAL_NULL(x, lme4_ranefSym)

Return the double pointer to the ranef slot or (double*) NULL if ranef has length 0).

Definition at line 137 of file lmer.c.

Referenced by MCMC_beta_u(), MCMC_S(), mer_MCMCsamp(), and update_ranef().

#define RDF ( dims ) (dims[n_POS] - (dims[isREML_POS] ? dims[p_POS] : 0))

Residual degrees of freedom.

Definition at line 140 of file lmer.c.

#define RESID_SLOT ( x ) SLOT_REAL_NULL(x, lme4_residSym)

Return the double pointer to the resid slot.

Definition at line 143 of file lmer.c.

Referenced by spR_optimize(), spR_update_mu(), update_L(), update_mu(), and update_u().

#define RX_SLOT ( x ) SLOT_REAL_NULL(x, lme4_RXSym)

Return the double pointer to the RX slot.

Definition at line 146 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), MCMC_beta_u(), and update_RX().

#define RZX_SLOT ( x ) SLOT_REAL_NULL(x, lme4_RZXSym)

Return the double pointer to the RZX slot.

Definition at line 149 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), MCMC_beta_u(), and update_RX().

#define SRWT_SLOT ( x ) SLOT_REAL_NULL(x, lme4_sqrtrWtSym)

Return the double pointer to the sqrtrWt slot or (double*) NULL if sqrtrWt has length 0).

Definition at line 153 of file lmer.c.

Referenced by lmm_update_fixef_u(), spR_optimize(), spR_update_mu(), update_L(), and update_mu().

#define SXWT_SLOT ( x ) SLOT_REAL_NULL(x, lme4_sqrtXWtSym)

Return the double pointer to the sqrtXWt slot or (double*) NULL if sqrtXWt has length 0).

Definition at line 157 of file lmer.c.

Referenced by lmm_update_projection(), update_L(), update_RX(), and update_u().

#define U_SLOT ( x ) SLOT_REAL_NULL(x, lme4_uSym)

Return the double pointer to the u slot.

Definition at line 160 of file lmer.c.

Referenced by lmm_update_fixef_u(), MCMC_beta_u(), MCMC_S(), update_ranef(), and update_u().

#define V_SLOT ( x ) SLOT_REAL_NULL(x, lme4_VSym)

Return the double pointer to the V slot or (double*) NULL if V has length 0).

Definition at line 164 of file lmer.c.

Referenced by lmm_update_fixef_u(), MCMC_beta_u(), mer_optimize(), update_L(), and update_mu().

#define VAR_SLOT ( x ) SLOT_REAL_NULL(x, lme4_varSym)

Return the double pointer to the var slot or (double*) NULL if var has length 0).

Definition at line 168 of file lmer.c.

Referenced by spR_optimize(), spR_update_mu(), update_L(), and update_mu().

#define X_SLOT ( x ) SLOT_REAL_NULL(x, lme4_XSym)

Return the double pointer to the X slot.

Definition at line 171 of file lmer.c.

Referenced by lmm_update_projection(), MCMC_S(), update_mu(), and update_RX().

#define Y_SLOT ( x ) SLOT_REAL_NULL(x, lme4_ySym)

Return the double pointer to the y slot.

Definition at line 174 of file lmer.c.

Referenced by lmm_update_projection(), MCMC_S(), mer_update_dev(), spR_optimize(), spR_update_mu(), update_L(), and update_mu().

#define Zt_SLOT ( x ) AS_CHM_SP(GET_SLOT(x, lme4_ZtSym))

Allocate (alloca) a cholmod_sparse struct, populate it with values from the Zt slot and return the pointer.

Definition at line 178 of file lmer.c.

Referenced by MCMC_S(), mer_validate(), spR_optimize(), spR_update_mu(), and update_A().

Enumeration Type Documentation

enum devP

positions in the deviance vector

Enumerator:

ML_POS	Maximum likelihood deviance.
REML_POS	REML deviance.
ldL2_POS	2*log-determinant of L
ldRX2_POS	2*log-determinant of RX
sigmaML_POS	current ML estimate of sigma
sigmaREML_POS	current REML estimate of sigma
pwrss_POS	penalized weighted residual sum of squares
disc_POS	discrepancy
usqr_POS	squared length of u
wrss_POS	weighted residual sum of squares

Definition at line 39 of file lmer.c.

enum dimP

positions in the dims vector

Enumerator:

nf_POS	number of terms in random effects
n_POS	number of observations
p_POS	number of fixed-effects parameters
q_POS	number of random effects
s_POS	number of variables in h (1 unless nonlinear)
np_POS	total number of parameters for T and S
isREML_POS	indicator of REML estimation
fTyp_POS	family type for generalized model
lTyp_POS	link type for generalized model
vTyp_POS	variance type for generalized model
nest_POS	indicator of nested grouping factors
useSc_POS	does the family use a separate scale parameter
nAGQ_POS	use adaptive Gauss-Hermite quadrature?
cvg_POS	convergence indictor from port optimization

Definition at line 52 of file lmer.c.

Function Documentation

static R_INLINE double* apply_perm	(	double *	dest,
		const double *	src,
		const int *	perm,
		int	n
	)			`[static]`

Permute the vector src according to perm into dest.

Parameters:

	dest	destination
	src	source
	perm	NULL or 0-based permutation of length n
	n	length of src, dest and perm

Returns:: dest

Note:: If perm is NULL the first n elements of src are copied to dest.

Definition at line 217 of file lmer.c.

Referenced by P_sdmult(), spR_optimize(), and update_u().

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static int chkDims	(	char *	buf,
		int	nb,
		SEXP	x,
		SEXP	sym,
		int	nr,
		int	nc
	)			`[static]`

Check that slot sym of object x is a numeric matrix of dimension nr by nc.

Parameters:

	buf	character buffer of length nb + 1
	nb	number of writable positions in the buffer
	x	pointer to an mer object
	sym	name (symbol, actually) of the slot to check
	nr	expected number of rows
	nc	expected number of columns

Returns:: 0 for success, number of characters written to buf on failure

Definition at line 283 of file lmer.c.

References _, and BUF_SIZE.

Referenced by mer_validate(), and merMCMC_validate().

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static int chkLen	(	char *	buf,
		int	nb,
		SEXP	x,
		SEXP	sym,
		int	len,
		int	zerok
	)			`[static]`

Check that the length of the sym slot in x is len or, possibly, zero.

Parameters:

	buf	character buffer of length nb + 1
	nb	number of writable positions in the buffer
	x	pointer to an mer object
	sym	name (symbol, actually) of the slot to check
	len	expected length
	zerok	is a length of zero allowed?

Returns:: 0 for success, number of characters written to buf on failure

Definition at line 306 of file lmer.c.

References _, and BUF_SIZE.

Referenced by mer_validate(), and merMCMC_validate().

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static R_INLINE int Gp_grp	(	int	ind,
		int	nf,
		const int *	Gp
	)			`[static]`

Return the index of the term associated with parameter index ind.

Parameters:

	ind	an index in [0, Gp[nf] - 1]
	nf	total number of terms
	Gp	group pointers, a vector of length nf+1 with Gp[0] = 0

Returns:: sum of squares

Definition at line 232 of file lmer.c.

References _.

Referenced by theta_S_ind(), Tt_Zt(), and update_A().

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static double lme4_devResid	(	const double *	mu,
		const double *	pWt,
		const double *	y,
		int	n,
		int	vTyp
	)			`[static]`

Evaluate the sum of the deviance residuals for a GLM family.

Parameters:

	mu	pointer to the mu vector
	pWt	pointer to the vector of prior weights (NULL for constant weights)
	y	pointer to the response vector
	n	length of mu and y
	vTyp	type of variance function: the 1-based index into c("constant", "mu(1-mu)", "mu", "mu^2", "mu^3")

Returns:: the sum of the deviance residuals

Definition at line 330 of file lmer.c.

References _, and y_log_y().

Referenced by mer_update_dev().

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static void lme4_muEta	(	double *	mu,
		double *	muEta,
		const double *	eta,
		int	n,
		int	lTyp
	)			`[static]`

Evaluate the derivative d mu/d eta for the GLM link function of type lTyp.

Parameters:

	mu	pointer to the mu vector
	muEta	pointer to the muEta vector
	eta	pointer to the eta vector
	n	length of mu, muEta and eta
	lTyp	type of link: the 1-based index into c("logit", "probit", "cauchit", "cloglog", "identity", "log", "sqrt", "1/mu^2", "inverse")

Definition at line 374 of file lmer.c.

References _, INVEPS, LTHRESH, MLTHRESH, MPTHRESH, and PTHRESH.

Referenced by spR_update_mu(), and update_mu().

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static void lme4_varFunc	(	double *	var,
		const double *	mu,
		int	n,
		int	vTyp
	)			`[static]`

Evaluate the GLM variance function of type vTyp given mu.

Parameters:

	var	pointer to the variance vector
	mu	pointer to the mu vector
	n	length of var and mu
	vTyp	type of variance function: the 1-based index into c("constant", "mu(1-mu)", "mu", "mu^2", "mu^3")

Definition at line 432 of file lmer.c.

References _.

Referenced by spR_update_mu(), and update_mu().

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static double lmm_update_fixef_u ( SEXP x ) [static]

Determine the conditional estimates of the fixed effects and the conditional mode of u for a linear mixed model.

Parameters:

an mer object

Definition at line 977 of file lmer.c.

References _, c, DEV_SLOT, DIMS_SLOT, disc_POS, FIXEF_SLOT, isREML_POS, L_SLOT, ldL2_POS, ldRX2_POS, lmm_update_projection(), ML_POS, MUETA_SLOT, n_POS, p_POS, pwrss_POS, q_POS, REML_POS, RX_SLOT, RZX_SLOT, sigmaML_POS, sigmaREML_POS, sqr_length(), SRWT_SLOT, U_SLOT, usqr_POS, V_SLOT, and wrss_POS.

Referenced by MCMC_beta_u(), mer_MCMCsamp(), and mer_optimize().

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static void lmm_update_projection	(	SEXP	x,
		double *	pb,
		double *	pbeta
	)			`[static]`

Update the projections of the response vector onto the column spaces of the random effects and the fixed effects.

This function is needed separately for the one-argument form of the anova function.

Parameters:

	x	an mer object
	pb	position to store the random-effects projection
	pbeta	position to store the fixed-effects projection

Definition at line 613 of file lmer.c.

References _, A_SLOT, AZERO, c, DEV_SLOT, DIMS_SLOT, L_SLOT, n_POS, p_POS, P_sdmult(), pwrss_POS, q_POS, RX_SLOT, RZX_SLOT, sqr_length(), SXWT_SLOT, X_SLOT, and Y_SLOT.

Referenced by lmm_update_fixef_u(), and mer_update_projection().

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static void MCMC_beta_u	(	SEXP	x,
		double	sigma,
		double *	fvals,
		double *	rvals
	)			`[static]`

Update the fixed effects and the orthogonal random effects in an MCMC sample from an mer object.

Parameters:

	x	an mer object
	sigma	current standard deviation of the per-observation noise terms.
	fvals	pointer to memory in which to store the updated beta
	rvals	pointer to memory in which to store the updated b (may be (double*)NULL)

Definition at line 1139 of file lmer.c.

References _, Alloca, c, DIMS_SLOT, FIXEF_SLOT, L_SLOT, lmm_update_fixef_u(), MUETA_SLOT, p_POS, q_POS, RANEF_SLOT, RX_SLOT, RZX_SLOT, U_SLOT, update_L(), update_mu(), update_ranef(), update_RX(), and V_SLOT.

Referenced by mer_MCMCsamp().

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static void MCMC_S	(	SEXP	x,
		double	sigma
	)			`[static]`

Update the theta_S parameters from the ST arrays in place.

Parameters:

	x	an mer object
	sigma	current standard deviation of the per-observation noise terms.

Definition at line 1202 of file lmer.c.

References _, A_SLOT, Alloca, AZERO, DIMS_SLOT, ETA_SLOT, FIXEF_SLOT, Gp_SLOT, lme4_STSym, n_POS, nf_POS, OFFSET_SLOT, p_POS, PERM_VEC, q_POS, RANEF_SLOT, ST_nc_nlev(), theta_S_ind(), Tt_Zt(), U_SLOT, update_A(), X_SLOT, Y_SLOT, and Zt_SLOT.

Referenced by mer_MCMCsamp().

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static void MCMC_T	(	SEXP	x,
		double	sigma
	)			`[static]`

Update the theta_T parameters from the ST arrays in place.

Parameters:

	x	an mer object
	sigma	current standard deviation of the per-observation noise terms.

Definition at line 1184 of file lmer.c.

References Alloca, DIMS_SLOT, Gp_SLOT, lme4_STSym, nf_POS, and ST_nc_nlev().

Referenced by mer_MCMCsamp().

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SEXP mer_create_L ( SEXP CmP )

Create and initialize L.

Parameters:

CmP

pointer to the model matrix for the orthogonal random effects (transposed)

Returns:: L

Definition at line 1293 of file lmer.c.

References _, and c.

SEXP mer_MCMCsamp	(	SEXP	x,
		SEXP	fm
	)

Generate a Markov-chain Monte Carlo sample from an mer object.

Parameters:

	x	pointer to an merMCMC object
	fm	pointer to an mer object

Returns:: x with samples filled in

Definition at line 1316 of file lmer.c.

References DEV_SLOT, DIMS_SLOT, FIXEF_SLOT, lme4_devianceSym, lme4_sigmaSym, lme4_STSym, lmm_update_fixef_u(), MCMC_beta_u(), MCMC_S(), MCMC_T(), ML_POS, n_POS, np_POS, p_POS, pwrss_POS, q_POS, RANEF_SLOT, SLOT_REAL_NULL(), ST_getPars(), ST_setPars(), update_L(), update_ranef(), update_RX(), and update_u().

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SEXP mer_optimize	(	SEXP	x,
		SEXP	verbp
	)

Optimize the profiled deviance of an lmer object or the Laplace approximation to the deviance of a nlmer or glmer object.

Parameters:

	x	pointer to an mer object
	verbp	pointer to indicator of verbose output

Returns:: R_NilValue

Definition at line 1366 of file lmer.c.

References Alloca, cvg_POS, DEV_SLOT, DIMS_SLOT, FIXEF_SLOT, lme4_STSym, lmm_update_fixef_u(), mer_update_dev(), ML_POS, MUETA_SLOT, nf_POS, np_POS, p_POS, ST_getPars(), ST_setPars(), update_L(), update_RX(), update_u(), and V_SLOT.

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SEXP mer_postVar ( SEXP x )

Extract the conditional variances of the random effects in an mer object.

Some people called these posterior variances, hence the name.

Parameters:

pointer to an mer object

Returns:: pointer to a list of arrays

Definition at line 1434 of file lmer.c.

References Alloca, c, DEV_SLOT, DIMS_SLOT, Gp_SLOT, isREML_POS, L_SLOT, lme4_STSym, nf_POS, q_POS, sigmaML_POS, sigmaREML_POS, ST_nc_nlev(), and useSc_POS.

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SEXP mer_ST_chol ( SEXP x )

Return a list of (upper) Cholesky factors from the ST list.

Parameters:

an mer object

Returns:: a list of upper Cholesky factors

Definition at line 1495 of file lmer.c.

References Alloca, DIMS_SLOT, Gp_SLOT, lme4_STSym, nf_POS, and ST_nc_nlev().

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SEXP mer_ST_getPars ( SEXP x )

Extract the parameters from the ST slot of an mer object.

Parameters:

an mer object

Returns:: pointer to a REAL vector

Definition at line 1530 of file lmer.c.

References DIMS_SLOT, np_POS, and ST_getPars().

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SEXP mer_ST_initialize	(	SEXP	ST,
		SEXP	Gpp,
		SEXP	Zt
	)

Evaluate starting estimates for the elements of ST.

Parameters:

	ST	pointers to the nf ST factorizations of the diagonal elements of Sigma
	Gpp	length nf+1 vector of group pointers for the rows of Zt
	Zt	transpose of Z matrix

Definition at line 1548 of file lmer.c.

References Alloca, AZERO, lme4_DimSym, lme4_iSym, lme4_pSym, lme4_xSym, and ST_nc_nlev().

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SEXP mer_ST_setPars	(	SEXP	x,
		SEXP	pars
	)

Update the ST slot of an mer object from a REAL vector of parameters and update the sparse model matrix A.

Parameters:

	x	an mer object
	pars	a REAL vector of the appropriate length

Returns:: R_NilValue

Definition at line 1584 of file lmer.c.

References _, DIMS_SLOT, np_POS, and ST_setPars().

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SEXP mer_update_dev ( SEXP x )

Evaluate the discrepancy and log of the penalized discrepancy.

update_mu must be called first.

Parameters:

pointer to an mer object

Definition at line 1601 of file lmer.c.

References DEV_SLOT, DIMS_SLOT, disc_POS, ldL2_POS, lme4_devResid(), ML_POS, MU_SLOT, MUETA_SLOT, n_POS, nAGQ_POS, PWT_SLOT, usqr_POS, vTyp_POS, wrss_POS, and Y_SLOT.

Referenced by mer_optimize().

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SEXP mer_update_L ( SEXP x )

Externally callable update_L.

Update the A, L, sqrtrWt and resid slots. It is assumed that update_mu has already been called at the current values of u and the model parameters.

Parameters:

an mer object

Returns:: penalized weighted residual sum of squares

Definition at line 1637 of file lmer.c.

References update_L().

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SEXP mer_update_mu ( SEXP x )

Externally callable update_mu.

Update the eta, v, mu, resid and var slots according to the current values of the parameters and u. Also evaluate d[wrss_POS] using the current contents of sqrtrWt. The sqrtrWt slot is updated in update_L.

Parameters:

pointer to an mer object

Returns:: penalized, weighted residual sum of squares

Definition at line 1652 of file lmer.c.

References update_mu().

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SEXP mer_update_projection ( SEXP x )

Externally callable lmm_update_projection.

Create the projections onto the column spaces of the random effects and the fixed effects.

Parameters:

an mer object

Returns:: a list with two elements, both REAL vectors

Definition at line 1682 of file lmer.c.

References DIMS_SLOT, lmm_update_projection(), p_POS, and q_POS.

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SEXP mer_update_ranef ( SEXP x )

Externally callable update_ranef.

Update the contents of the ranef slot in an mer object. For a linear mixed model the conditional estimates of the fixed effects and the conditional mode of u are evaluated first.

Parameters:

an mer object

Returns:: R_NilValue

Definition at line 1706 of file lmer.c.

References update_ranef().

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SEXP mer_update_RX ( SEXP x )

Externally callable update_RX.

Parameters:

pointer to an mer object

Returns:: profiled deviance or REML deviance

Definition at line 1720 of file lmer.c.

References update_RX().

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SEXP mer_update_u	(	SEXP	x,
		SEXP	verbP
	)

Externally callable update_u.

Iterate to determine the conditional modes of the random effects.

Parameters:

	x	pointer to an mer object
	verbP	scalar integer indicator of verbose output (negative values produce a lot of output)

Returns:: number of iterations to convergence (0 for non-convergence)

Definition at line 1668 of file lmer.c.

References update_u().

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SEXP mer_validate ( SEXP x )

Check validity of an mer object.

Parameters:

Pointer to an mer object

Returns:: TRUE if the object is a valid mer object, otherwise a string that describes the violation.

Definition at line 1771 of file lmer.c.

References _, A_SLOT, Alloca, BUF_SIZE, chkDims(), chkLen(), cvg_POS, L_SLOT, lme4_devianceSym, lme4_dimsSym, lme4_etaSym, lme4_fixefSym, lme4_flistSym, lme4_GpSym, lme4_muEtaSym, lme4_muSym, lme4_offsetSym, lme4_pWtSym, lme4_ranefSym, lme4_residSym, lme4_RXSym, lme4_RZXSym, lme4_sqrtrWtSym, lme4_STSym, lme4_uSym, lme4_varSym, lme4_VSym, lme4_XSym, lme4_ySym, n_POS, nf_POS, p_POS, q_POS, s_POS, wrss_POS, and Zt_SLOT.

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SEXP merMCMC_validate ( SEXP x )

Check validity of an merMCMC object.

Parameters:

Pointer to an merMCMC object

Returns:: TRUE if the object is a valid merMCMC object, otherwise a string that describes the violation.

Definition at line 1862 of file lmer.c.

References _, Alloca, BUF_SIZE, chkDims(), chkLen(), cvg_POS, lme4_devianceSym, lme4_dimsSym, lme4_fixefSym, lme4_GpSym, lme4_ncSym, lme4_ranefSym, lme4_sigmaSym, lme4_STSym, nf_POS, np_POS, p_POS, q_POS, and useSc_POS.

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SEXP merMCMC_VarCorr	(	SEXP	x,
		SEXP	typP
	)

Definition at line 1725 of file lmer.c.

References _, Alloca, Gp_SLOT, lme4_sigmaSym, lme4_STSym, and SLOT_REAL_NULL().

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static void P_sdmult	(	double *	dest,
		const int *	perm,
		const CHM_SP	A,
		const double *	X,
		int	nc
	)			`[static]`

Create PAX in dest.

Parameters:

	dest	values to be calculated
	perm	NULL or a 0-based permutation vector defining P
	A	sparse matrix
	X	dense matrix
	nc	number of columns in X

Definition at line 478 of file lmer.c.

References Alloca, apply_perm(), and AZERO.

Referenced by lmm_update_projection().

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static R_INLINE double* SLOT_REAL_NULL	(	SEXP	obj,
		SEXP	nm
	)			`[static]`

Extract the slot named nm from the object obj and return a null pointer if the slot has length 0 or a pointer to the REAL contents.

Parameters:

	obj	pointer to an S4 object
	nm	pointer to a symbol naming the slot to extract

Returns:: pointer to the REAL contents, if nonzero length, otherwise a NULL pointer

Definition at line 80 of file lmer.c.

Referenced by mer_MCMCsamp(), and merMCMC_VarCorr().

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SEXP spR_optimize	(	SEXP	x,
		SEXP	verbP
	)

Optimize the log-likelihood for the sparse representation of a Rasch model.

Parameters:

	x	pointer to a sparseRasch object
	verbP	pointer to indicator of verbose output

Returns:: R_NilValue

Definition at line 1944 of file lmer.c.

References _, apply_perm(), c, CM_MAXITER, CM_SMIN, CM_TOL, DEV_SLOT, FIXEF_SLOT, L_SLOT, MU_SLOT, MUETA_SLOT, PWT_SLOT, RESID_SLOT, spR_update_mu(), sqr_length(), SRWT_SLOT, VAR_SLOT, wrss_POS, Y_SLOT, and Zt_SLOT.

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SEXP spR_update_mu ( SEXP x )

Update the eta, mu, resid and var slots in a sparseRasch object from the current values of the model parameters in the beta slot.

Parameters:

pointer to an sparseRasch object

Returns:: R_NilValue

Definition at line 1905 of file lmer.c.

References _, c, DEV_SLOT, DIMS_SLOT, lme4_fixefSym, lme4_muEta(), lme4_varFunc(), lTyp_POS, MU_SLOT, MUETA_SLOT, n_POS, OFFSET_SLOT, RESID_SLOT, SRWT_SLOT, VAR_SLOT, vTyp_POS, wrss_POS, Y_SLOT, and Zt_SLOT.

Referenced by spR_optimize().

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static R_INLINE double sqr_length	(	const double *	x,
		int	n
	)			`[static]`

Return the sum of squares of the first n elements of x.

Parameters:

	n
	x

Returns:: sum of squares

Definition at line 247 of file lmer.c.

Referenced by lmm_update_fixef_u(), lmm_update_projection(), spR_optimize(), update_L(), update_mu(), and update_u().

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static double* ST_getPars	(	SEXP	x,
		double *	pars
	)			`[static]`

Extract the parameters from ST list.

Parameters:

	x	an mer object
	pars	vector of the appropriate length

Returns:: pointer to the parameter vector

Definition at line 503 of file lmer.c.

References lme4_STSym.

Referenced by mer_MCMCsamp(), mer_optimize(), and mer_ST_getPars().

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static int ST_nc_nlev	(	const SEXP	ST,
		const int *	Gp,
		double **	st,
		int *	nc,
		int *	nlev
	)			`[static]`

Populate the st, nc and nlev arrays.

Return the maximum element of nc.

Parameters:

	ST	pointer to a list (length nf) of matrices
	Gp	group pointers (length nf + 1)
	st	length nf array of (double*) pointers to be filled with pointers to the contents of the matrices in ST. Not used if NULL.
	nc	length nf array to be filled with the number of columns
	nlev	length nf array to be filled with the number of levels of the grouping factor for each term

Returns:: maximum element of nc

Definition at line 536 of file lmer.c.

Referenced by MCMC_S(), MCMC_T(), mer_postVar(), mer_ST_chol(), mer_ST_initialize(), ST_setPars(), update_A(), and update_ranef().

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static void ST_setPars	(	SEXP	x,
		const double *	pars
	)			`[static]`

Update the ST and A slots of an mer object.

Parameters:

	x	an mer object
	pars	double vector of the appropriate length

Definition at line 1024 of file lmer.c.

References Alloca, DIMS_SLOT, Gp_SLOT, lme4_STSym, nf_POS, ST_nc_nlev(), and update_A().

Referenced by mer_MCMCsamp(), mer_optimize(), and mer_ST_setPars().

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static R_INLINE int theta_S_ind	(	int	i,
		int	nf,
		int *	Gp,
		int *	nlev,
		int *	spt
	)			`[static]`

Determine the index in theta_S corresponding to index i in the u vector.

Parameters:

	i	index in u vector (0 <= i < q)
	nf	number of random effects terms in the model
	Gp	vector of group pointers into u (length nf + 1, Gp[0] == 0)
	nlev	vector of length nf giving the number of levels per term
	spt	vector of group pointers into theta_S (length nf + 1, spt[0] == 0)