mxConstraint {OpenMx}R Documentation

Create MxConstraint Object

Description

This function creates a new MxConstraint object.

Usage

mxConstraint(expression, name = NA, ...)

Arguments

expression

An R expression of matrix operators and matrix functions.

name

An optional character string indicating the name of the object.

...

Not used. Helps OpenMx catch bad input to argument 'expression'.

Details

The mxConstraint function defines relationships between two MxAlgebra or MxMatrix objects. They are used to affect the estimation of free parameters in the referenced objects. The constraint relation is written identically to how a MxAlgebra expression would be written. The outermost operator in this relation must be either ‘<’, ‘==’ or ‘>’. To affect an estimation or optimization, an MxConstraint object must be included in an MxModel object with all referenced MxAlgebra and MxMatrix objects.

Usage Note: Use of mxConstraint should be avoided where it is possible to achieve the constraint by equating free parameters by label or position in an MxMatrix or MxAlgebra object. Including mxConstraints in an mxModel will disable standard errors and the calculation of the final Hessian, and thus should be avoided when standard errors are of importance. Constraints also add computational overhead. If one labels two parameters the same, the optimizer has one fewer parameter to optimize. However, if one uses mxConstraint to do the same thing, both parameters remain estimated and a Lagrangian multiplier is added to maintain the constraint. This constraint also has to have its gradients computed and the order of the Hessian grows as well. So while both approaches should work, the mxConstraint() will take longer to do so.

Alernatives to mxConstraints include using labels, lbound or ubound arguments or algebras. Free parameters in the same MxModel may be constrained to equality by giving them the same name in their respective 'labels' matrices. Similarly, parameters may be fixed to an individual element in a MxModel object or the result of an MxAlgebra object through labeling. For example, assigning a label of “name[1,1]“ fixes the value of a parameter at the value in first row and first column of the matrix or algebra “name“. The mxConstraint function should be used to enforce inequalities that cannot be conveyed using other methods.

Value

Returns an MxConstraint object.

References

The OpenMx User's guide can be found at http://openmx.psyc.virginia.edu/documentation.

See Also

MxConstraint for the S4 class created by mxConstraint.

Examples


library(OpenMx)

#Create a constraint between MxMatrices 'A' and 'B'
constraint <- mxConstraint(A > B, name = 'AdominatesB')

# Constrain matrix 'K' to be equal to matrix 'limit'

model <- mxModel(model="con_test", 
    mxMatrix(type="Full", nrow=2, ncol=2, free=TRUE, name="K"),
    mxMatrix(type="Full", nrow=2, ncol=2, free=FALSE, name="limit", values=1:4),
    mxConstraint(K == limit, name = "Klimit_equality"), 
    mxAlgebra(min(K), name="minK"), 
    mxFitFunctionAlgebra("minK")
)

fit <- mxRun(model)
fit$matrices$K$values

#      [,1] [,2]
# [1,]    1    3
# [2,]    2    4

# Constrain both free parameters of a matrix to equality using labels (both are set to "eq")
equal <- mxMatrix("Full", 2, 1, free=TRUE, values=1, labels="eq", name="D")

# Constrain a matrix element in to be equal to the result of an algebra
start <- mxMatrix("Full", 1, 1, free=TRUE,  values=1, labels="param", name="F")
alg   <- mxAlgebra(log(start), name="logP")

# Force the fixed parameter in matrix G to be the result of the algebra
end   <- mxMatrix("Full", 1, 1, free=FALSE, values=1, labels="logP[1,1]", name="G")


[Package OpenMx version 2.0.0-3948 Index]