Add generation of objfull (without Laplace approximation) to naomi-si…

…mple_fit. Useful for #41

src/naomi-simple_fit/functions.R

@@ -1,5 +1,5 @@
 #' A local version of naomi::make_tmb_obj, edited to work with DLL = "naomi_simple"
-local_make_tmb_obj <- function(data, par, calc_outputs = 0L, inner_verbose, progress = NULL, map = NULL, DLL = "naomi_simple") {
+local_make_tmb_obj <- function(data, par, calc_outputs = 0L, inner_verbose, progress = NULL, map = NULL, DLL = "naomi_simple", laplace = TRUE) {
   # Begin expose naomi:::make_tmb_obj
   # https://github.com/mrc-ide/naomi/blob/e9de40f12cf2e652f78966bb351fa5718ecd7867/R/tmb-model.R#L496
   data$calc_outputs <- as.integer(calc_outputs)
@@ -29,6 +29,10 @@ local_make_tmb_obj <- function(data, par, calc_outputs = 0L, inner_verbose, prog
     integrate_out <- "x_minus_i"
   }
 
+  if(!laplace) {
+    integrate_out <- NULL
+  }
+
   obj <- TMB::MakeADFun(
     data = data,
     parameters = par,

src/naomi-simple_fit/orderly.yml

@@ -8,6 +8,10 @@ artefacts:
       description: Inference output
       filenames:
         - out.rds
+  - data:
+      description: Full objective function (without Laplace approximation)
+      filenames:
+        - objfull.rds
 
 parameters:
   #' Run inference with TMB? TRUE or FALSE

src/naomi-simple_fit/script.R

@@ -82,6 +82,11 @@ tmb_inputs_simple <- local_exclude_inputs(tmb_inputs)
 #' The number of hyperparameters is 24 (as compared with 31 for the full model)
 n_hyper <- 24
 
+#' Create version of the objective function with no Laplace approximation
+#' This will be used in later reports, such as to do PSIS
+objfull <- local_make_tmb_obj(tmb_inputs$data, tmb_inputs$par_init, calc_outputs = FALSE, inner_verbose = FALSE, DLL = "naomi_simple", laplace = FALSE)
+saveRDS(objfull, file = "objfull.rds")
+
 if(tmb) {
   start <- Sys.time()