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#' @export
expoTrans <- function(y, ...) UseMethod("expoTrans")
#' @importFrom stats optim
#' @export
expoTrans.default <- function(y, na.rm = TRUE, init = 0, lim = c(-4, 4), method = "Brent", numUnique = 3, ...)
{
requireNamespaceQuietStop("e1071")
if(any(is.na(y)) & !na.rm) stop("missing data found")
call <- match.call()
rat <- max(y, na.rm = TRUE)/min(y, na.rm = TRUE)
if(length(unique(y[!is.na(y)])) >= numUnique)
{
results <- optim(init, manlyLik, x = y[!is.na(y)], neg = TRUE, method = method,
lower = lim[1], upper = lim[2])
out <- list(lambda = results$par, est = manly(y, results$par))
if(length(unique(out$est)) == 1 | results$convergence > 0)
out <- list(lambda = NA, est = y)
} else out <- list(lambda = NA, est = y)
out$n <- sum(!is.na(y))
out$skewness <- e1071::skewness(y, na.rm = TRUE)
out$summary <- summary(y)
out$ratio <- max(y, na.rm = TRUE)/min(y, na.rm = TRUE)
out$class <- class
class(out) <- "expoTrans"
out
}
#' @export
expoTrans.numeric <- function(y, na.rm = TRUE, init = 0, lim = c(-4, 4), method = "Brent", numUnique = 3, ...)
{
requireNamespaceQuietStop("e1071")
if(any(is.na(y)) & !na.rm) stop("missing data found")
call <- match.call()
rat <- max(y, na.rm = TRUE)/min(y, na.rm = TRUE)
if(length(unique(y[!is.na(y)])) >= numUnique)
{
results <- optim(init, manlyLik, x = y[!is.na(y)], neg = TRUE, method = method,
lower = lim[1], upper = lim[2])
out <- list(lambda = results$par, est = manly(y, results$par))
if(length(unique(out$est)) == 1 | results$convergence > 0)
out <- list(lambda = NA, est = y)
} else out <- list(lambda = NA, est = y)
out$n <- sum(!is.na(y))
out$skewness <- e1071::skewness(y, na.rm = TRUE)
out$summary <- summary(y)
out$ratio <- max(y, na.rm = TRUE)/min(y, na.rm = TRUE)
out$class <- class
class(out) <- "expoTrans"
out
}
#' @export
print.expoTrans <- function(x, digits = max(3L, getOption("digits") - 3L), ...)
{
cat("Exponential Transformation\n\n")
cat(x$n, "data points used to estimate Lambda\n\n")
cat("Input data summary:\n")
print(x$summary)
cat("\nLargest/Smallest:", signif(x$ratio, digits), "\n")
cat("Sample Skewness:", signif(x$skewness, digits), "\n")
if(!is.na(x$lambda))
{
cat("\nEstimated Lambda:", signif(x$lambda, digits), "\n")
} else cat("\nLambda could not be estimated; no transformation is applied\n")
cat("\n")
invisible(x)
}
#' @export
predict.expoTrans <- function(object, newdata, ...)
{
if(!is.vector(newdata) || !is.numeric(newdata)) stop("newdata should be a numeric vector")
if(is.na(object$lambda))
{
out <- newdata
} else out <- manly(newdata, object$lambda)
out
}
manly <- function(x, lambda)
if(lambda == 0) x else (exp(lambda*x) - 1)/lambda
#' @importFrom stats var
manlyLik <- function(lambda, x, neg = FALSE)
{
y <- manly(x, lambda)
v <- var(y, na.rm = TRUE)
L1 <- lambda * sum(x, na.rm= TRUE)
L2 <- .5 * sum(y - mean(y, na.rm = TRUE))/v
L3 <- sum(!is.na(x)) * log(sqrt(2*pi)*sqrt(v))
out <- L1 - L2 - L3
if(!is.finite(out) | is.na(out)) out <- .Machine$double.xmax
if(neg) -out else out
}
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