Fits the same model as reml_sketch() with the same average-information
updates, but forms and factorizes \(V\) and computes every trace
exactly. It is meant for checking reml_sketch() on problems small
enough to factorize.
Arguments
- y
Numeric response.
- G
A positive-semidefinite relationship matrix, or a lazy matrix from
grm_matrix()orkernel_matrix(), which is formed in full.- X
Fixed-effect design matrix. Defaults to an intercept.
- start
Starting values
c(genetic, residual). Defaults to half the residual variance of a least-squares fit for each.- tol
Stop when no variance component changes by more than this fraction between iterations.
- maxit
Maximum number of REML iterations.
References
Gilmour, A. R., Thompson, R. & Cullis, B. R. (1995) Average information REML: an efficient algorithm for variance parameter estimation in linear mixed models. Biometrics 51, 1440-1450. doi:10.2307/2533274
Examples
set.seed(1)
dat <- sim_genomic(n = 300, p = 600, h2 = 0.5)
reml_exact(dat$y, dat$G)
#> <reml_sketch> converged in 8 iterations (exact dense fit)
#> estimate std.error
#> genetic 0.3934 0.1231
#> residual 0.6216 0.1098
#> h2 0.3876 0.1088
