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#Requires fastbw
predab.resample <-
function(fit.orig,
fit,
measure,
method=c("boot","crossvalidation",".632","randomization"),
bw=FALSE,
B=50,
pr=FALSE,
rule="aic",
type="residual",
sls=.05,
aics=0,
strata=FALSE,
tol=1e-12,
non.slopes.in.x=TRUE,
kint=1,
cluster,
subset,
group=NULL,
...) {
method <- match.arg(method)
## .Options$digits <- 4 14Sep00
oldopt <- options(digits=4)
on.exit(options(oldopt))
## Following logic prevents having to load a copy of a large x object
if(any(match(c("x", "y"), names(fit.orig), 0) == 0)) {
stop("must have specified x=T and y=T on original fit")
}
fparms <- fit.orig[c("non.slopes", "assign", "terms", "Design")]
if(!length(fparms$Design)) {
fparms$Design <- getOldDesign(fit.orig)
}
non.slopes <- num.intercepts(fit.orig)
x.index <- if(non.slopes==0 || non.slopes.in.x) {
function(i,...) i
} else {
function(i, ns) {
if(any(i > ns)) {
i[i > ns] - ns
} else {
NULL
}
}
}
Xb <- function(x, b, non.slopes, non.slopes.in.x, n, kint=1) {
if(length(x)) {
if(non.slopes == 0 || non.slopes.in.x) {
x %*% b
} else {
b[kint] + x %*% b[-(1:non.slopes)]
}
} else {
if(non.slopes==0) {
rep(0,n)
} else {
rep(b[kint],n)
}
}
}
nac <- fit.orig$na.action
x <- as.matrix(fit.orig$x)
n <- nrow(x)
## Remove model.matrix class for subset operations later
attr(x,'class') <- NULL
y <- fit.orig$y
if(is.category(y)) {
y <- oldUnclass(y)
}
y <- as.matrix(y)
## some subjects have multiple records now
multi <- !missing(cluster)
if(length(group)) {
if(multi || method != 'boot') {
stop('group is currently allowed only when method="boot" and cluster is not given')
}
if(length(group) > n) {
## Missing observations were deleted during fit
if(length(nac)) {
j <- !is.na(naresid(nac, y) %*% rep(1, ncol(y)))
}
group <- group[j]
}
if(length(group) != n) {
stop('length of group does not match # rows used in fit')
}
group.inds <- split(1:n, group) # see bootstrap()
ngroup <- length(group.inds)
} else {
ngroup <- 0
}
if(multi) {
if(method != 'boot') {
stop('cluster only implemented for method="boot"')
}
if(length(cluster) > n) {
## Missing observations were deleted during fit
if(length(nac)) {
j <- !is.na(naresid(nac, y) %*% rep(1, ncol(y)))
cluster <- cluster[j]
}
}
if(length(cluster) != n) {
stop('length of cluster does not match # rows used in fit')
}
if(any(is.na(cluster))) {
stop('cluster has NAs')
}
n.orig <- length(unique(cluster))
cl.samp <- split(1:n, cluster)
} else {
n.orig <- n
}
if(!missing(subset)) {
if(length(subset) > n && length(nac)) {
j <- !is.na(naresid(nac, y) %*% rep(1, ncol(y)))
subset <- subset[j]
}
if(length(subset) != n && all(subset >= 0)) {
stop('length of subset does not match # rows used in fit')
}
if(any(is.na(subset))) {
stop('subset has NAs')
}
if(!is.logical(subset)) {
subset2 <- rep(FALSE, n)
subset2[subset] <- TRUE
subset <- subset2
subset2 <- NULL
}
}
if(strata) {
stra <- attr(fit.orig$x, "strata")
}
if(bw) {
## fit.orig <- fit(x,y,iter=0,tol=tol,...)
if(fit.orig$fail) {
return()
}
cat("\n Backwards Step-down - Original Model\n")
fbw <- fastbw(fit.orig,rule=rule,type=type,sls=sls,aics=aics,eps=tol)
print(fbw)
orig.col.kept <- fbw$parms.kept
if(!length(orig.col.kept)) {
stop("no variables kept in original model")
}
xcol <- x.index(orig.col.kept, non.slopes)
fit.orig <- fit(x[,xcol,drop=FALSE], y, stra=stra, iter=0, tol=tol, xcol=xcol, ...)
} else {
orig.col.kept <- seq(along=fit.orig$coef)
}
b <- fit.orig$coef
xcol <- x.index(orig.col.kept, non.slopes)
xb <- Xb(x[,xcol,drop=FALSE], b, non.slopes, non.slopes.in.x, n,
kint=kint)
index.orig <- if(missing(subset)) {
measure(xb, y, stra=stra, fit=fit.orig, iter=0, evalfit=TRUE, fit.orig=fit.orig,
kint=kint, ...)
} else {
measure(xb[subset], y[subset,,drop=FALSE], stra=stra, fit=fit.orig,
iter=0, evalfit=FALSE, fit.orig=fit.orig, kint=kint, ...)
}
test.stat <- single(length(index.orig))
train.stat <- test.stat
##name <- attr(fparms$terms,"Design")$name 10Jul01
name <- fparms$Design$name
if(bw) {
varin <- matrix("", nrow=B, ncol=length(name))
nvarin <- rep(NA, B)
}
j <- 0
num <- 0
if(method == "crossvalidation") {
per.group <- n / B
if(per.group < 2) {
stop("B > n/2")
}
sb <- sample(n, replace=FALSE)
}
##Cross-val keeps using same random set of indexes, without replacement
ntest <- 0 #Used in getting weighted average for .632 estimator
if(method==".632") {
## Must do assignments ahead of time so can weight estimates
## according to representation in bootstrap samples
S <- matrix(integer(1), nrow=n, ncol=B)
W <- matrix(TRUE, nrow=n, ncol=B)
for(i in 1:B) {
S[, i] <- s <- sample(n, replace=TRUE)
W[s, i] <- FALSE #now these obs are NOT omitted
}
nomit <- drop(W %*% rep(1,ncol(W))) #no. boot samples omitting each obs
if(min(nomit) == 0) {
stop("not every observation omitted at least once ",
"in bootstrap samples.\nRe--run with larger B")
}
W <- apply(W / nomit, 2, sum) / n
cat("\n\nWeights for .632 method (ordinary bootstrap weights ",
format(1 / B), ")\n", sep="")
print(summary(W))
}
for(i in 1:B) {
if(pr) cat('Iteration',i,'\r')
switch(method,
crossvalidation = {
is <- 1 + round((i - 1) * per.group)
ie <- min(n, round(is + per.group - 1))
test <- sb[is:ie]
train <- -test
}, #cross-val
boot = {
if(ngroup) {
train <- integer(n.orig)
for(si in 1:ngroup) {
gi <- group.inds[[si]]
lgi <- length(gi)
train[gi] <- if(lgi == 1) {
gi
} else {
## sample behaves differently when first arg is a single integer
sample(gi, lgi, replace=TRUE)
}
}
} else {
train <- sample(n.orig, replace=TRUE)
if(multi) {
train <- unlist(cl.samp[train])
}
}
test <- 1:n
}, #boot
".632" = {
train <- S[, i]
test <- -train
}, #boot .632
randomization = {
train <- sample(n, replace=FALSE)
test <- 1:n
}) #randomization
xtrain <- if(method=="randomization") {
1:n
} else {
train
}
f <- fit(x[xtrain,,drop=FALSE], y[train,,drop=FALSE], stra=stra, iter=i, tol=tol,...)
f$assign <- NULL #Some programs put a NULL assign (e.g. ols.val fit)
fail <- f$fail
if(!fail) {
## Following if..stop was before f$assign above
if((ni <- num.intercepts(f)) != non.slopes) {
stop('A training sample has a different number of intercepts (', ni ,')\n',
'than the original model fit (', non.slopes, ').\n',
'You probably fit an ordinal model with sparse cells and a re-sample\n',
'did not select at least one observation for each value of Y.\n',
'Add the argument group=y where y is the response variable.\n',
'This will force balanced sampling on levels of y.')
}
clf <- attr(f, "class") # class is removed by c() below
f[names(fparms)] <- fparms
## f <- c(f, fparms)
attr(f, "class") <- clf
if(!bw) {
coef <- f$coef
col.kept <- seq(along=coef)
} else {
f <- fastbw(f, rule=rule, type=type, sls=sls, aics=aics, eps=tol)
if(pr) {
print(f)
}
varin[j + 1, f$factors.kept] <- "*"
nvarin[j + 1] <- length(f$factors.kept)
col.kept <- f$parms.kept
if(!length(col.kept)) {
f <- fit(NULL, y[train,, drop=FALSE], stra=stra, iter=i, tol=tol,...)
} else {
xcol <- x.index(col.kept, non.slopes)
f <- fit(x[xtrain,xcol,drop=FALSE], stra=stra, y[train,,drop=FALSE],
iter=i, tol=tol, xcol=xcol, ...)
}
if(f$fail) {
fail <- TRUE
} else {
coef <- f$coef
}
}
}
if(!fail) {
j <- j + 1
xcol <- x.index(col.kept, non.slopes)
xb <- Xb(x[,xcol,drop=FALSE], coef, non.slopes, non.slopes.in.x, n,
kint=kint)
if(missing(subset)) {
train.statj <- measure(xb[xtrain], y[train,,drop=FALSE], stra=stra,
fit=f, iter=i, fit.orig=fit.orig, evalfit=TRUE,
kint=kint, ...)
test.statj <- measure(xb[test], y[test,,drop=FALSE], stra=stra,
fit=f, iter=i, fit.orig=fit.orig, evalfit=FALSE,
kint=kint, ...)
} else {
ii <- xtrain
if(any(ii < 0)) {
ii <- (1:n)[ii]
}
ii <- ii[subset[ii]]
train.statj <- measure(xb[ii], y[ii,,drop=FALSE], stra=stra,
fit=f, iter=i, fit.orig=fit.orig, evalfit=FALSE,
kint=kint, ...)
ii <- test
if(any(ii < 0)) {
ii <- (1:n)[ii]
}
ii <- ii[subset[ii]]
test.statj <- measure(xb[ii], y[ii,,drop=FALSE], fit=f, iter=i, stra=stra,
fit.orig=fit.orig, evalfit=FALSE, kint=kint, ...)
}
na <- is.na(train.statj + test.statj)
num <- num + !na
if(pr) {
print(cbind(training=train.statj, test=test.statj))
}
train.statj[na] <- 0
test.statj[na] <- 0
if(method == ".632") {
##wt <- length(xb[test])*(!na) else wt <- 1
wt <- W[i]
if(any(na)) {
warning('method=".632" does not properly handle missing summary indexes')
}
} else {
wt <- 1
}
train.stat <- train.stat + train.statj
test.stat <- test.stat + test.statj * wt
ntest <- ntest + 1 #was +wt
}
}
if(pr) cat("\n\n")
if(j != B) {
cat("\nDivergence or singularity in", B - j, "samples\n")
}
train.stat <- train.stat / num
if(method != ".632") {
test.stat <- test.stat / num
optimism <- train.stat - test.stat
} else {
optimism <- .632 * (index.orig - test.stat)
}
res <- cbind(index.orig=index.orig, training=train.stat, test=test.stat,
optimism=optimism, index.corrected=index.orig-optimism, n=num)
if(bw) {
varin <- varin[1:j, ,drop=FALSE]
nvarin <- nvarin[1:j]
## dimnames(varin) <- list(rep("",j), abbreviate(name,1:2))
dimnames(varin) <- list(rep("", j), name)
cat("\n Factors Retained in Backwards Elimination\n\n")
print(varin, quote=FALSE)
cat("\n Frequencies of Numbers of Factors Retained\n\n")
tvarin <- table(nvarin)
if(.R.) names(dimnames(tvarin)) <- NULL
print(tvarin)
}
res
}
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