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# 2009-09-16: added ... argument to print.summary.powerTransform. J. Fox
# 2015-02-02: added 'gamma' argument to get transformation of (U + gamma)
# 2015-08-10: added estimateTransform as a generic function
# 2015-08-24: made 'family' an explicit argument to powerTransformation to clairfy man page.
# 2017-01-28: bug-fix in yjPower
# 2017-05-02: function updates to accomodate bcnPower family. S. Weisberg
# 2017-05-19: Changed summary.powerTransform; deleted invalid test; added roundlam to output
# 2017-07-17: Added family object in return of estimateTransform.default; changed print function of summary.powerTransform B. Price
# 2017-10-25: modified print.powerTransform() and print.summary.powerTransform()
# so that singular words are used for 1 parameter (e.g., "is" vs "are"). J. Fox
# 2017-12-01: removed plot.powerTransform
# 2020-02-17: replaced match.fun by matchFun (in utility-functions.R) for consistency
# 2020-04-03: in estimateTransform.lm, changed
# model.matrix(mt, mf, contrasts) to model.matrix(mt, mf) to avoid a
# warning since R 3.5.0 S. Weisberg
### Power families:
basicPower <- function(U,lambda, gamma=NULL) {
if(!is.null(gamma)) basicPower(t(t(as.matrix(U) + gamma)), lambda) else{
bp1 <- function(U,lambda){
if(any(U[!is.na(U)] <= 0)) stop("First argument must be strictly positive.")
if (abs(lambda) <= 1.e-6) log(U) else (U^lambda)
}
out <- U
out <- if(is.matrix(out) | is.data.frame(out)){
if(is.null(colnames(out))) colnames(out) <-
paste("Z", 1:dim(out)[2],sep="")
for (j in 1:ncol(out)) {out[, j] <- bp1(out[, j],lambda[j])
colnames(out)[j] <- if(abs(lambda[j]) <= 1.e-6)
paste("log(", colnames(out)[j],")", sep="") else
paste(colnames(out)[j], round(lambda[j], 2), sep="^")}
out} else
bp1(out, lambda)
out}}
bcPower <- function(U, lambda, jacobian.adjusted=FALSE, gamma=NULL) {
if(!is.null(gamma)) bcPower(t(t(as.matrix(U) + gamma)), lambda, jacobian.adjusted) else{
bc1 <- function(U, lambda){
if(any(U[!is.na(U)] <= 0)) stop("First argument must be strictly positive.")
z <- if (abs(lambda) <= 1.e-6) log(U) else ((U^lambda) - 1)/lambda
if (jacobian.adjusted == TRUE) {
z * (exp(mean(log(U), na.rm=TRUE)))^(1-lambda)} else z
}
out <- U
out <- if(is.matrix(out) | is.data.frame(out)){
if(is.null(colnames(out))) colnames(out) <-
paste("Z", 1:dim(out)[2], sep="")
for (j in 1:ncol(out)) {out[, j] <- bc1(out[, j], lambda[j]) }
colnames(out) <- paste(colnames(out), round(lambda, 2), sep="^")
out} else
bc1(out, lambda)
out}}
yjPower <- function(U, lambda, jacobian.adjusted=FALSE) {
yj1 <- function(U, lambda){
nonnegs <- U >= 0
z <- rep(NA, length(U))
z[which(nonnegs)] <- bcPower(U[which(nonnegs)]+1, lambda, jacobian.adjusted=FALSE)
z[which(!nonnegs)] <- -bcPower(-U[which(!nonnegs)]+1, 2-lambda, jacobian.adjusted=FALSE)
if (jacobian.adjusted == TRUE)
z * (exp(mean(log((1 + abs(U))^(2 * nonnegs - 1)), na.rm=TRUE)))^(1 -
lambda)
else z
}
out <- U
out <- if(is.matrix(out) | is.data.frame(out)){
if(is.null(colnames(out))) colnames(out) <-
paste("Z", 1:dim(out)[2], sep="")
for (j in 1:ncol(out)) {out[, j] <- yj1(out[, j], lambda[j]) }
colnames(out) <- paste(colnames(out), round(lambda, 2), sep="^")
out} else
yj1(out, lambda)
out}
powerTransform <- function(object, ...) UseMethod("powerTransform")
powerTransform.default <- function(object, family="bcPower", ...) {
y <- object
if(!inherits(y, "matrix") & !inherits(y, "data.frame")) {
y <- matrix(y,ncol=1)
colnames(y) <- c(paste(deparse(substitute(object))))}
y <- na.omit(y)
x <- rep(1, dim(y)[1])
estimateTransform(x, y, NULL, family=family, ...)
}
powerTransform.lm <- function(object, family="bcPower", ...) {
mf <- if(is.null(object$model))
update(object, model=TRUE, method="model.frame")$model
else object$model
mt <- attr(mf, "terms")
y <- model.response(mf, "numeric")
w <- as.vector(model.weights(mf))
if (is.null(w)) w <- rep(1, dim(mf)[1])
if (is.empty.model(mt)) {
x <- matrix(rep(1,dim(mf)[1]), ncol=1) }
else {
x <- model.matrix(mt, mf) }
estimateTransform(x, y, w, family=family, ...)
}
powerTransform.formula <- function(object, data, subset, weights,
na.action, family="bcPower", ...) {
mf <- match.call(expand.dots = FALSE)
m <- match(c("object", "data", "subset", "weights", "na.action"),
names(mf), 0L)
mf <- mf[c(1L, m)]
mf$drop.unused.levels <- TRUE
mf[[1L]] <- as.name("model.frame")
names(mf)[which(names(mf)=="object")] <- "formula"
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms")
y <- model.response(mf, "numeric")
w <- as.vector(model.weights(mf))
if (is.null(w)) w <- rep(1, dim(mf)[1])
if (is.empty.model(mt)) {
x <- matrix(rep(1, dim(mf)[1]), ncol=1) }
else {
x <- model.matrix(mt, mf) }
estimateTransform(x, y, w, family=family, ...)
}
estimateTransform <- function(X, Y, weights=NULL, family="bcPower", ...) {
Y <- as.matrix(Y)
switch(family,
bcnPower = estimateTransform.bcnPower(X, Y, weights, ...),
estimateTransform.default(X, Y, weights, family, ...)
)
}
# estimateTransform.default is renamed 'estimateTransform
estimateTransform.default <- function(X, Y, weights=NULL,
family="bcPower", start=NULL, method="L-BFGS-B", ...) {
fam <- matchFun(family)
Y <- as.matrix(Y) # coerces Y to be a matrix.
X <- as.matrix(X) # coerces X to be a matrix.
w <- if(is.null(weights)) 1 else sqrt(weights)
nc <- dim(Y)[2]
nr <- nrow(Y)
xqr <- qr(w * X)
llik <- function(lambda){
(nr/2)*log(((nr - 1)/nr) *
det(var(qr.resid(xqr, w*fam(Y, lambda, j=TRUE, ...)))))
}
llik1d <- function(lambda,Y){
(nr/2)*log(((nr - 1)/nr) * var(qr.resid(xqr, w*fam(Y, lambda, j=TRUE, ...))))
}
if (is.null(start)) {
start <- rep(1, nc)
for (j in 1:nc){
res<- suppressWarnings(optimize(
f = function(lambda) llik1d(lambda,Y[ , j, drop=FALSE]),
lower=-3, upper=+3))
start[j] <- res$minimum
}
}
res <- optim(start, llik, hessian=TRUE, method=method, ...)
if(res$convergence != 0)
warning(paste("Convergence failure: return code =", res$convergence))
res$start<-start
res$lambda <- res$par
names(res$lambda) <-
if (is.null(colnames(Y))) paste("Y", 1:dim(Y)[2], sep="")
else colnames(Y)
roundlam <- res$lambda
stderr <- sqrt(diag(solve(res$hessian)))
lamL <- roundlam - 1.96 * stderr
lamU <- roundlam + 1.96 * stderr
for (val in rev(c(1, 0, -1, .5, .33, -.5, -.33, 2, -2))) {
sel <- lamL <= val & val <= lamU
roundlam[sel] <- val
}
res$roundlam <- roundlam
res$invHess <- solve(res$hessian)
res$llik <- res$value
res$par <- NULL
res$family<-family
res$xqr <- xqr
res$y <- Y
res$x <- as.matrix(X)
res$weights <- weights
res$family<-family
class(res) <- "powerTransform"
res
}
testTransform <- function(object, lambda) UseMethod("testTransform")
testTransform.powerTransform <- function(object, lambda=rep(1, dim(object$y)[2])){
fam <- matchFun(object$family)
Y <- cbind(object$y) # coerces Y to be a matrix.
nc <- dim(Y)[2]
nr <- nrow(Y)
lam <- if(length(lambda)==1) rep(lambda, nc) else lambda
xqr <- object$xqr
w <- if(is.null(object$weights)) 1 else sqrt(object$weights)
llik <- function(lambda){
(nr/2) * log(((nr - 1)/nr) *
det(var(qr.resid(xqr, w * fam(Y, lam, jacobian.adjusted=TRUE)))))
}
LR <- 2 * (llik(lambda) - object$value)
df <- length(object$lambda)
pval <- 1-pchisq(LR, df)
out <- data.frame(LRT=LR, df=df, pval=format.pval(pval))
rownames(out) <-
c(paste("LR test, lambda = (",
paste(round(lam, 2), collapse=" "), ")", sep=""))
out}
print.powerTransform<-function(x, ...) {
lambda <- x$lambda
if (length(lambda) > 1) cat("Estimated transformation parameters \n")
else cat("Estimated transformation parameter \n")
print(x$lambda)
invisible(x)}
summary.powerTransform<-function(object,...){
one <- 1==length(object$lambda)
label <- paste(object$family,
(if(one) "Transformation to Normality" else
"Transformations to Multinormality"), "\n")
lambda<-object$lambda
roundlam <- round(object$roundlam, 2)
stderr<-sqrt(diag(object$invHess))
df<-length(lambda)
# result <- cbind(lambda, roundlam, stderr, lambda - 1.96*stderr, lambda + 1.96*stderr)
result <- cbind(lambda, roundlam, lambda - 1.96*stderr, lambda + 1.96*stderr)
rownames(result)<-names(object$lambda)
# colnames(result)<-c("Est Power", "Rnd Pwr", "Std Err", "Lwr bnd", "Upr Bnd")
colnames(result)<-c("Est Power", "Rounded Pwr", "Wald Lwr Bnd", "Wald Upr Bnd")
tests <- testTransform(object, 0)
tests <- rbind(tests, testTransform(object, 1))
# if ( !(all(object$roundlam==0) | all(object$roundlam==1) |
# length(object$roundlam)==1 ))
# tests <- rbind(tests, testTransform(object, object$roundlam))
family<-object$family
out <- list(label=label, result=result, tests=tests,family=family)
class(out) <- "summary.powerTransform"
out
}
print.summary.powerTransform <- function(x, digits=4, ...) {
n.trans <- nrow(x$result)
cat(x$label)
print(round(x$result, digits))
if(!is.null(x$family)){
if(x$family=="bcPower" || x$family=="bcnPower"){
if (n.trans > 1) cat("\nLikelihood ratio test that transformation parameters are equal to 0\n (all log transformations)\n")
else cat("\nLikelihood ratio test that transformation parameter is equal to 0\n (log transformation)\n")
print(x$tests[1,])
if (n.trans > 1) cat("\nLikelihood ratio test that no transformations are needed\n")
else cat("\nLikelihood ratio test that no transformation is needed\n")
print(x$tests[2,])
}
if(x$family=="yjPower"){
if (n.trans > 1) cat("\n Likelihood ratio test that all transformation parameters are equal to 0\n")
else cat("\n Likelihood ratio test that transformation parameter is equal to 0\n")
print(x$tests[1,])
}
}else{
if (n.trans > 1) cat("\nLikelihood ratio tests about transformation parameters \n")
else cat("\nLikelihood ratio test about transformation parameter \n")
print(x$tests)
}
}
coef.powerTransform <- function(object, round=FALSE, ...)
if(round==TRUE) object$roundlam else object$lambda
vcov.powerTransform <- function(object,...) {
ans <- object$invHess
rownames(ans) <- names(coef(object))
colnames(ans) <- names(coef(object))
ans}
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