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
|
## Calculate prediction and Bayesian SE from ssllrm objects
predict.ssllrm <- function (object,x,y=object$qd.pt,odds=NULL,se.odds=FALSE,...)
{
if (class(object)!="ssllrm")
stop("gss error in predict.ssllrm: not a ssllrm object")
if ("random"%in%colnames(x)) {
zz <- x$random
x$random <- NULL
}
else zz <- NULL
if (!all(sort(object$xnames)==sort(colnames(x))))
stop("gss error in predict.ssllrm: mismatched x variable names")
if (!all(sort(object$ynames)==sort(colnames(y))))
stop("gss error in predict.ssllrm: mismatched y variable names")
mf <- object$mf
term <- object$term
qd.pt <- object$qd.pt
nmesh <- dim(qd.pt)[1]
y.id <- NULL
for (i in 1:dim(y)[1]) {
if (!sum(duplicated(rbind(qd.pt,y[i,object$ynames,drop=FALSE]))))
stop("gss error in predict.ssllrm: y value is out of range")
wk <- FALSE
for (j in 1:nmesh) {
if (sum(duplicated(rbind(qd.pt[j,],y[i,object$ynames])))) y.id <- c(y.id,j)
}
}
if (!is.null(odds)) {
if (length(y.id)-length(odds))
stop("gss error in predict.ssllrm: odds is of wrong length")
if (!max(odds)|sum(odds))
stop("gss error in predict.ssllrm: odds is not a contrast")
if (sum(duplicated(y.id)))
stop("gss error in predict.ssllrm: duplicated y in contrast")
qd.pt <- qd.pt[y.id,,drop=FALSE]
}
## Generate s, and r
nobs <- dim(x)[1]
nmesh <- dim(qd.pt)[1]
nbasis <- length(object$id.basis)
nnull <- length(object$d)
nZ <- length(object$b)
s <- NULL
r <- array(0,c(nmesh,nbasis,nobs))
nu <- nq <- 0
for (label in term$labels) {
vlist <- term[[label]]$vlist
x.list <- object$xnames[object$xnames%in%vlist]
y.list <- object$ynames[object$ynames%in%vlist]
xy.basis <- mf[object$id.basis,vlist]
qd.xy <- data.frame(matrix(0,nmesh,length(vlist)))
names(qd.xy) <- vlist
qd.xy[,y.list] <- qd.pt[,y.list]
if (length(x.list)) xx <- x[,x.list,drop=FALSE]
else xx <- NULL
nphi <- term[[label]]$nphi
nrk <- term[[label]]$nrk
if (nphi) {
phi <- term[[label]]$phi
for (i in 1:nphi) {
nu <- nu+1
if (is.null(xx)) {
s.wk <- phi$fun(qd.xy[,,drop=TRUE],nu=i,env=phi$env)
wk <- matrix(s.wk,nmesh,nobs)
}
else {
wk <- NULL
for (j in 1:nobs) {
qd.xy[,x.list] <- xx[rep(j,nmesh),]
wk <- cbind(wk,phi$fun(qd.xy,i,phi$env))
}
}
s <- array(c(s,wk),c(nmesh,nobs,nu))
}
}
if (nrk) {
rk <- term[[label]]$rk
for (i in 1:nrk) {
nq <- nq+1
if (is.null(xx)) {
r.wk <- rk$fun(qd.xy[,,drop=TRUE],xy.basis,nu=i,env=rk$env,out=TRUE)
r <- r + as.vector(10^object$theta[nq]*r.wk)
}
else {
wk <- NULL
for (j in 1:nobs) {
qd.xy[,x.list] <- xx[rep(j,nmesh),]
wk <- array(c(wk,rk$fun(qd.xy,xy.basis,i,rk$env,TRUE)),
c(nmesh,nbasis,j))
}
r <- r + 10^object$theta[nq]*wk
}
}
}
}
## random effects
if (nZ) {
nz <- object$Random$sigma$env$nz
if (is.null(zz)) z.wk <- matrix(0,nobs,nz)
else z.wk <- as.matrix(zz)
if (dim(z.wk)[2]!=nz)
stop("gss error in predict.ssllrm: x$random is of wrong dimension")
z <- nlvl <- NULL
for (ylab in object$ynames) {
y.wk <- mf[,ylab]
lvl.wk <- levels(y.wk)
nlvl.wk <- length(lvl.wk)
nlvl <- c(nlvl,nlvl.wk)
z.aux <- diag(1,nlvl.wk-1)
z.aux <- rbind(z.aux,rep(-1,nlvl.wk-1))
rownames(z.aux) <- lvl.wk
pt.wk <- qd.pt[,ylab]
for (i in 1:(nlvl.wk-1)) {
for (j in 1:nmesh) {
z <- cbind(z,z.aux[pt.wk[j],i]*z.wk)
}
}
}
z <- aperm(array(z,c(nobs,nz,nmesh,nZ/nz)),c(3,2,4,1))
z <- array(z,c(nmesh,nZ,nobs))
}
## return
if (is.null(odds)) {
pdf <- NULL
for (j in 1:nobs) {
wk <- matrix(r[,,j],nmesh,nbasis)%*%object$c
if (nnull) wk <- wk + matrix(s[,j,],nmesh,nnull)%*%object$d
if (nZ) wk <- wk + matrix(z[,,j],nmesh,nZ)%*%object$b
wk <- exp(wk)
pdf <- cbind(pdf,wk/sum(wk))
}
return(t(pdf[y.id,]))
}
else {
s.wk <- r.wk <- z.wk <- 0
for (i in 1:length(odds)) {
r.wk <- r.wk + odds[i]*r[i,,]
if (nnull) s.wk <- s.wk + odds[i]*s[i,,]
if (nZ) z.wk <- z.wk + odds[i]*z[i,,]
}
s.wk <- matrix(s.wk,nobs,nnull)
r.wk <- t(matrix(r.wk,nbasis,nobs))
z.wk <- t(matrix(z.wk,nZ,nobs))
rs <- cbind(r.wk,z.wk,s.wk)
if (!se.odds) as.vector(rs%*%c(object$c,object$b,object$d))
else {
fit <- as.vector(rs%*%c(object$c,object$b,object$d))
se.fit <- .Fortran("hzdaux2",
as.double(object$se.aux$v), as.integer(dim(rs)[2]),
as.integer(object$se.aux$jpvt),
as.double(t(rs)), as.integer(dim(rs)[1]),
se=double(dim(rs)[1]), PACKAGE="gss")[["se"]]
return(list(fit=fit,se.fit=se.fit))
}
}
}
|