Multi-objective Optimal Design of experiments (MOODE) for targeting the experimental objectives directly, ensuring as such that the full set of research questions is answered as economically as possible.
Install from CRAN with:
install.packages("MOODE")
You can install the development version of MOODE
from GitHub with:
# install.packages("devtools")
::install_github("vkstats/MOODE") devtools
As a basic example, consider an experiment with K=2
factors, each having Levels = 3
levels. The primary
(assumed) model contains first-order terms, and the potential model also
contains squared terms. The experiment will have Nruns = 24
runs. An optimal compound design will be sought combining \(DP_S\)-, \(LoF-D\)- and \(MSE(D)\)-optimality; see Koutra et
al. (2024). We define the parameters for this experiment using the
mood
function.
library("MOODE")
<- mood(K = 2, Levels = 3, Nruns = 24,
ex.mood model_terms = list(primary.terms = c("x1", "x2"),
potential.terms = c("x12", "x22")),
criterion.choice = "MSE.D",
kappa = list(kappa.DP = 1 / 3, kappa.LoF = 1 / 3,
kappa.mse = 1 / 3))
The kappa
list defines weights for each criterion, with
\(\kappa_i\ge 0\) and \(\sum \kappa_i = 1\).
Optimal designs are found using a point exchange algorithm, via the
Search
function.
<- Search(ex.mood) search.ex
#> ✔ Design search complete. Final compound objective function value = 0.19732
The best design found is available as element X.design
,
ordered here by treatment number.
<- search.ex$X.design[order(search.ex$X1[, 1]),]
fd cbind(fd[1:12, ], fd[13:24, ])
#> x1 x2 x1 x2
#> [1,] -1 -1 0 0
#> [2,] -1 -1 0 1
#> [3,] -1 -1 0 1
#> [4,] -1 -1 1 -1
#> [5,] -1 0 1 -1
#> [6,] -1 0 1 -1
#> [7,] -1 1 1 0
#> [8,] -1 1 1 0
#> [9,] -1 1 1 1
#> [10,] -1 1 1 1
#> [11,] 0 -1 1 1
#> [12,] 0 -1 1 1
The path
element records the compound objective function
value from each of the (by default) 10 attempts of the algorithm from
different random starting designs.
$path search.ex
#> [1] 0.1979960 0.1971856 0.1979960 0.1990148 0.1974816 0.1979960 0.1971446
#> [8] 0.1971591 0.1979960 0.1971569