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## Calculate Kullback-Leibler projection from sscden objects
project.sscden <- function(object,include,...)
{
mf <- object$mf
term <- object$term
id.basis <- object$id.basis
qd.pt <- object$yquad$pt
qd.wt <- object$yquad$wt
xx.wt <- object$xx.wt
## evaluate full model
x <- object$mf[!object$x.dup.ind,object$xnames,drop=FALSE]
fit0 <- object$fit
## extract terms in subspace
include <- union(object$ynames,include)
nmesh <- length(qd.wt)
nbasis <- length(id.basis)
nx <- length(xx.wt)
qd.s <- NULL
qd.r <- as.list(NULL)
theta <- d <- q <- NULL
nu.wk <- nu <- nq.wk <- nq <- 0
for (label in term$labels) {
vlist <- term[[label]]$vlist
x.list <- object$xnames[object$xnames%in%vlist]
y.list <- object$ynames[object$ynames%in%vlist]
xy.basis <- mf[id.basis,vlist]
qd.xy <- data.frame(matrix(0,nmesh,length(vlist)))
names(qd.xy) <- vlist
qd.xy[,y.list] <- qd.pt[,y.list]
if (length(x.list)) xx <- x[,x.list,drop=FALSE]
else xx <- NULL
nphi <- term[[label]]$nphi
nrk <- term[[label]]$nrk
if (nphi) {
phi <- term[[label]]$phi
for (i in 1:nphi) {
nu.wk <- nu.wk+1
if (is.null(xx)) {
if (!any(label==include)) next
nu <- nu+1
d <- c(d,object$d[nu.wk])
s.wk <- phi$fun(qd.xy[,,drop=TRUE],nu=i,env=phi$env)
wk <- matrix(s.wk,nmesh,nx)
qd.s <- array(c(qd.s,wk),c(nmesh,nx,nu))
}
else {
if (!any(label==include)) next
nu <- nu+1
d <- c(d,object$d[nu.wk])
wk <- NULL
for (j in 1:nx) {
qd.xy[,x.list] <- xx[rep(j,nmesh),]
wk <- cbind(wk,phi$fun(qd.xy,i,phi$env))
}
qd.s <- array(c(qd.s,wk),c(nmesh,nx,nu))
}
}
}
if (nrk) {
rk <- term[[label]]$rk
for (i in 1:nrk) {
nq.wk <- nq.wk+1
if (is.null(xx)) {
if (!any(label==include)) next
nq <- nq+1
theta <- c(theta,object$theta[nq.wk])
qd.r.wk <- rk$fun(qd.xy[,,drop=TRUE],xy.basis,nu=i,env=rk$env,out=TRUE)
qd.r[[nq]] <- qd.r.wk
q <- cbind(q,rk$fun(xy.basis,xy.basis,i,rk$env,out=FALSE))
}
else {
if (!any(label==include)) next
nq <- nq+1
theta <- c(theta,object$theta[nq.wk])
qd.wk <- NULL
for (j in 1:nx) {
qd.xy[,x.list] <- xx[rep(j,nmesh),]
qd.wk <- array(c(qd.wk,rk$fun(qd.xy,xy.basis,i,rk$env,TRUE)),
c(nmesh,nbasis,j))
}
qd.r[[nq]] <- qd.wk
q <- cbind(q,rk$fun(xy.basis,xy.basis,i,rk$env,out=FALSE))
}
}
}
}
if (is.null(qd.s)&is.null(qd.r))
stop("gss error in project.sscden: include some terms")
nnull <- length(d)
nxis <- nbasis+nnull
## calculate projection
rkl <- function(theta1=NULL) {
theta.wk <- 1:nq
theta.wk[fix] <- theta[fix]
if (nq-1) theta.wk[-fix] <- theta1
qd.rs <- array(0,c(nmesh,nbasis,nx))
for (i in 1:nq) {
if (length(dim(qd.r[[i]]))==3) qd.rs <- qd.rs + 10^theta[i]*qd.r[[i]]
else qd.rs <- qd.rs + as.vector(10^theta[i]*qd.r[[i]])
}
qd.rs <- aperm(qd.rs,c(1,3,2))
qd.rs <- array(c(qd.rs,qd.s),c(nmesh,nx,nxis))
qd.rs <- aperm(qd.rs,c(1,3,2))
z <- .Fortran("cdenrkl",
cd=as.double(cd), as.integer(nxis),
as.double(qd.rs), as.integer(nmesh), as.integer(nx),
as.double(xx.wt), as.double(qd.wt), as.double(t(fit0)),
as.double(.Machine$double.eps),
wt=double(nmesh*nx), double(nmesh*nx), double(nxis),
double(nxis), double(nxis*nxis), double(nxis*nxis),
integer(nxis), double(nxis), as.double(1e-6), as.integer(30),
info=integer(1), PACKAGE="gss")
if (z$info==1)
stop("gss error in project.sscden: Newton iteration diverges")
if (z$info==2)
warning("gss warning in project.sscden: Newton iteration fails to converge")
assign("cd",z$cd,inherits=TRUE)
z$wt[1]
}
cv.wk <- function(theta) cv.scale*rkl(theta)+cv.shift
if (nq) {
## initialization
if (!nnull) theta.wk <- 0
else {
qd.r.wk <- array(0,c(nmesh,nbasis,nx))
for (i in 1:nq) {
if (length(dim(qd.r[[i]]))==3) qd.r.wk <- qd.r.wk + 10^theta[i]*qd.r[[i]]
else qd.r.wk <- qd.r.wk + as.vector(10^theta[i]*qd.r[[i]])
}
v.s <- v.r <- 0
for (i in 1:nx) {
mu.s <- apply(fit0[i,]*qd.s[,i,,drop=FALSE],2,sum)
v.s.wk <- apply(fit0[i,]*qd.s[,i,,drop=FALSE]^2,2,sum)-mu.s^2
mu.r <- apply(fit0[i,]*qd.r.wk[,,i,drop=FALSE],2,sum)
v.r.wk <- apply(fit0[i,]*qd.r.wk[,,i,drop=FALSE]^2,2,sum)-mu.r^2
v.s <- v.s + xx.wt[i]*v.s.wk
v.r <- v.r + xx.wt[i]*v.r.wk
}
theta.wk <- log10(sum(v.s)/nnull/sum(v.r)*nbasis) / 2
}
theta <- theta + theta.wk
tmp <- NULL
for (i in 1:nq) tmp <- c(tmp,10^theta[i]*sum(q[,i]))
fix <- rev(order(tmp))[1]
## projection
cd <- c(10^(-theta.wk)*object$c,d)
mesh1 <- NULL
if (nq-1) {
if (object$skip.iter) kl <- rkl(theta[-fix])
else {
if (nq-2) {
## scale and shift cv
tmp <- abs(rkl(theta[-fix]))
cv.scale <- 1
cv.shift <- 0
if (tmp<1&tmp>10^(-4)) {
cv.scale <- 10/tmp
cv.shift <- 0
}
if (tmp<10^(-4)) {
cv.scale <- 10^2
cv.shift <- 10
}
zz <- nlm(cv.wk,theta[-fix],stepmax=.5,ndigit=7)
}
else {
the.wk <- theta[-fix]
repeat {
mn <- the.wk-1
mx <- the.wk+1
zz <- nlm0(rkl,c(mn,mx))
if (min(zz$est-mn,mx-zz$est)>=1e-3) break
else the.wk <- zz$est
}
}
kl <- rkl(zz$est)
}
}
else kl <- rkl()
}
else {
z <- .Fortran("cdenrkl",
cd=as.double(d), as.integer(nnull),
as.double(aperm(qd.s,c(1,3,2))), as.integer(nmesh), as.integer(nx),
as.double(xx.wt), as.double(qd.wt), as.double(t(fit0)),
as.double(.Machine$double.eps),
wt=double(nmesh*nx), double(nmesh*nx), double(nnull),
double(nnull), double(nnull*nnull), double(nnull*nnull),
integer(nnull), double(nnull), as.double(1e-6), as.integer(30),
info=integer(1), PACKAGE="gss")
if (z$info==1)
stop("gss error in project.sscden: Newton iteration diverges")
if (z$info==2)
warning("gss warning in project.sscden: Newton iteration fails to converge")
kl <- z$wt[1]
}
## cfit
cfit <- matrix(1,nmesh,nx)
for (ylab in object$ynames) {
y <- object$mf[[ylab]]
if (is.factor(y)) {
lvl <- levels(y)
if (is.null(object$cnt)) wk <- table(y)
else wk <- table(rep(y,object$cnt))
wk <- wk/sum(wk)
nlvl <- length(wk)
for (j in 1:nlvl) {
id <- (1:nmesh)[qd.pt[,ylab]==lvl[j]]
cfit[id,] <- cfit[id,]*wk[j]
}
}
else {
if (!is.vector(y)) qd.wk <- object$yquad
else qd.wk <- NULL
qd.wk <- object$yquad
form <- as.formula(paste("~",ylab))
wk <- ssden(form,data=object$mf,quad=qd.wk,
domain=object$ydomain,alpha=object$alpha,
id.basis=object$id.basis)
cfit <- cfit*dssden(wk,qd.pt[ylab])
}
}
cfit <- t(cfit*qd.wt)
## return
kl0 <- 0
for (i in 1:nx) {
wk <- sum(log(fit0[i,]/cfit[i,])*fit0[i,])
kl0 <- kl0 + xx.wt[i]*wk
}
list(ratio=kl/kl0,kl=kl)
}
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