Add optimality/efficiency

R/optimality.R

@@ -0,0 +1,39 @@
+d_eff <- function(m) {
+  if (!is.matrix(m)) m <- as.matrix(m)
+  p <- ncol(m)
+  n <- nrow(m)
+  # Calculate information matrix
+  infomat <- t(m) %*% m
+  # Calculate determinant of information matrix
+  det_calc <- det(infomat)
+  # Set determinants equal to zero if less than zero due to R not being able to precisely calculate determinant
+  if (det_calc < 0) {det_calc <- 0}
+  # Calculate D-efficiency
+  100 * ((det_calc)^(1 / p)) / n
+}
+
+a_eff <- function(m) {
+  if (!is.matrix(m)) m <- as.matrix(m)
+  p <- ncol(m)
+  n <- nrow(m)
+  # Calculate information matrix
+  infomat <- t(m) %*% m
+  # Calculate inverse
+  inv <- MASS::ginv(infomat)
+  # Trace
+  trc <- sum(diag(inv), na.rm = TRUE)
+  # Calculate A-optimality
+  100 * ((p / n) / trc)
+}
+
+g_eff <- function(m) {
+  if (!is.matrix(m)) m <- as.matrix(m)
+  p <- ncol(m)
+  n <- nrow(m)
+  # Calculate information matrix
+  infomat <- t(m) %*% m
+  # Calculate hat matrix
+  hat <- m %*% MASS::ginv(infomat) %*% t(m)
+  # Calculate G-optimality
+  100 * sqrt((p/n) / max(diag(hat)))
+}