1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179
|
"pcaiv" <- function (dudi, df, scannf = TRUE, nf = 2) {
lm.pcaiv <- function(x, df, weights, use) {
if (!inherits(df, "data.frame"))
stop("data.frame expected")
reponse.generic <- x
begin <- "reponse.generic ~ "
fmla <- as.formula(paste(begin, paste(names(df), collapse = "+")))
df <- cbind.data.frame(reponse.generic, df)
lm0 <- lm(fmla, data = df, weights = weights)
if (use == 0)
return(predict(lm0))
else if (use == 1)
return(residuals(lm0))
else if (use == -1)
return(lm0)
else stop("Non convenient use")
}
if (!inherits(dudi, "dudi"))
stop("dudi is not a 'dudi' object")
df <- data.frame(df)
if (!inherits(df, "data.frame"))
stop("df is not a 'data.frame'")
if (nrow(df) != length(dudi$lw))
stop("Non convenient dimensions")
weights <- dudi$lw
isfactor <- unlist(lapply(as.list(df), is.factor))
for (i in 1:ncol(df)) {
if (!isfactor[i])
df[, i] <- scalewt(df[, i], weights)
}
tab <- data.frame(apply(dudi$tab, 2, lm.pcaiv, df = df, use = 0,
weights = dudi$lw))
X <- as.dudi(tab, dudi$cw, dudi$lw, scannf = scannf, nf = nf,
call = match.call(), type = "pcaiv")
X$X <- df
X$Y <- dudi$tab
U <- as.matrix(X$c1) * unlist(X$cw)
U <- as.matrix(dudi$tab) %*% U
U <- data.frame(U)
row.names(U) <- row.names(dudi$tab)
names(U) <- names(X$li)
X$ls <- U
U <- as.matrix(X$c1) * unlist(X$cw)
U <- data.frame(t(as.matrix(dudi$c1)) %*% U)
row.names(U) <- names(dudi$li)
names(U) <- names(X$li)
X$as <- U
w <- apply(X$ls, 2, function(x) coefficients(lm.pcaiv(x,
df, weights, -1)))
w <- data.frame(w)
names(w) <- names(X$l1)
X$fa <- w
fmla <- as.formula(paste("~ ", paste(names(df), collapse = "+")))
w <- scalewt(model.matrix(fmla, data = df)[,-1], weights) * weights
w <- t(w) %*% as.matrix(X$l1)
w <- data.frame(w)
X$cor <- w
return(X)
}
"plot.pcaiv" <- function (x, xax = 1, yax = 2, ...) {
if (!inherits(x, "pcaiv"))
stop("Use only with 'pcaiv' objects")
if (x$nf == 1) {
warnings("One axis only : not yet implemented")
return(invisible())
}
if (xax > x$nf)
stop("Non convenient xax")
if (yax > x$nf)
stop("Non convenient yax")
def.par <- par(no.readonly = TRUE)
on.exit(par(def.par))
layout(matrix(c(1, 2, 3, 4, 4, 5, 4, 4, 6), 3, 3),
respect = TRUE)
par(mar = c(0.1, 0.1, 0.1, 0.1))
# modif mail P. Giraudoux 25/10/2004
s.arrow(na.omit(x$fa), xax, yax, sub = "Loadings", csub = 2,
clabel = 1.25)
s.arrow(na.omit(x$cor), xax = xax, yax = yax, sub = "Correlation",
csub = 2, clabel = 1.25)
s.corcircle(x$as, xax, yax, sub = "Inertia axes", csub = 2)
s.match(x$li, x$ls, xax, yax, clabel = 1.5, sub = "Scores and predictions",
csub = 2)
if (inherits(x, "cca"))
s.label(x$co, xax, yax, clabel = 0, cpoint = 3, add.plot = TRUE)
if (inherits(x, "cca"))
s.label(x$co, xax, yax, clabel = 1.25, sub = "Species",
csub = 2)
else s.arrow(x$c1, xax = xax, yax = yax, sub = "Variables",
csub = 2, clabel = 1.25)
scatterutil.eigen(x$eig, wsel = c(xax, yax))
}
"print.pcaiv" <- function (x, ...) {
if (!inherits(x, "pcaiv"))
stop("to be used with 'pcaiv' object")
cat("Principal Component Analysis with Instrumental Variables\n")
cat("call: ")
print(x$call)
cat("class: ")
cat(class(x), "\n")
cat("\n$rank (rank) :", x$rank)
cat("\n$nf (axis saved) :", x$nf)
cat("\n\neigen values: ")
l0 <- length(x$eig)
cat(signif(x$eig, 4)[1:(min(5, l0))])
if (l0 > 5)
cat(" ...\n\n")
else cat("\n\n")
sumry <- array("", c(3, 4), list(rep("", 3), c("vector",
"length", "mode", "content")))
sumry[1, ] <- c("$eig", length(x$eig), mode(x$eig), "eigen values")
sumry[2, ] <- c("$lw", length(x$lw), mode(x$lw), "row weigths (from dudi)")
sumry[3, ] <- c("$cw", length(x$cw), mode(x$cw), "col weigths (from dudi)")
print(sumry, quote = FALSE)
cat("\n")
sumry <- array("", c(3, 4), list(rep("", 3), c("data.frame",
"nrow", "ncol", "content")))
sumry[1, ] <- c("$Y", nrow(x$Y), ncol(x$Y), "Dependant variables")
sumry[2, ] <- c("$X", nrow(x$X), ncol(x$X), "Explanatory variables")
sumry[3, ] <- c("$tab", nrow(x$tab), ncol(x$tab), "modified array (projected variables)")
print(sumry, quote = FALSE)
cat("\n")
sumry <- array("", c(4, 4), list(rep("", 4), c("data.frame",
"nrow", "ncol", "content")))
sumry[1, ] <- c("$c1", nrow(x$c1), ncol(x$c1), "PPA Pseudo Principal Axes")
sumry[2, ] <- c("$as", nrow(x$as), ncol(x$as), "Principal axis of dudi$tab on PAP")
sumry[3, ] <- c("$ls", nrow(x$ls), ncol(x$ls), "projection of lines of dudi$tab on PPA")
sumry[4, ] <- c("$li", nrow(x$li), ncol(x$li), "$ls predicted by X")
print(sumry, quote = FALSE)
cat("\n")
sumry <- array("", c(4, 4), list(rep("", 4), c("data.frame",
"nrow", "ncol", "content")))
sumry[1, ] <- c("$fa", nrow(x$fa), ncol(x$fa), "Loadings (CPC as linear combinations of X")
sumry[2, ] <- c("$l1", nrow(x$l1), ncol(x$l1), "CPC Constraint Principal Components")
sumry[3, ] <- c("$co", nrow(x$co), ncol(x$co), "inner product CPC - Y")
sumry[4, ] <- c("$cor", nrow(x$cor), ncol(x$cor), "correlation CPC - X")
print(sumry, quote = FALSE)
cat("\n")
}
summary.pcaiv <- function(object, ...){
thetitle <- "Principal component analysis with instrumental variables"
cat(thetitle)
cat("\n\n")
NextMethod()
appel <- as.list(object$call)
dudi <- eval.parent(appel$dudi)
cat(paste("Total unconstrained inertia (",deparse(appel$dudi),"): ", sep = ""))
cat(signif(sum(dudi$eig), 4))
cat("\n\n")
cat(paste("Inertia of" ,deparse(appel$dudi),"explained by", deparse(appel$df), "(%): "))
cat(signif(sum(object$eig) / sum(dudi$eig) * 100, 4))
cat("\n\n")
cat("Decomposition per axis:\n")
sumry <- array(0, c(object$nf, 7), list(1:object$nf, c("iner", "inercum", "inerC", "inercumC", "ratio", "R2", "lambda")))
sumry[, 1] <- dudi$eig[1:object$nf]
sumry[, 2] <- cumsum(dudi$eig[1:object$nf])
varpro <- apply(object$ls, 2, function(x) sum(x * x * object$lw))
sumry[, 3] <- varpro
sumry[, 4] <- cumsum(varpro)
sumry[, 5] <- cumsum(varpro)/cumsum(dudi$eig[1:object$nf])
sumry[, 6] <- object$eig[1:object$nf]/varpro
sumry[, 7] <- object$eig[1:object$nf]
print(sumry, digits = 3)
invisible(sumry)
}
|