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## * modelsearch2 (documentation)
#' @title Data-driven Extension of a Latent Variable Model
#' @description Procedure adding relationship between variables that are supported by the data.
#' @name modelsearch2
#'
#' @param object a \code{lvmfit} object.
#' @param link [character, optional for \code{lvmfit} objects] the name of the additional relationships to consider when expanding the model. Should be a vector containing strings like "Y~X". See the details section.
#' @param data [data.frame, optional] the dataset used to identify the model
#' @param method.p.adjust [character] the method used to adjust the p.values for multiple comparisons.
#' Can be any method that is valid for the \code{stats::p.adjust} function (e.g. \code{"fdr"}).
#' Can also be \code{"max"}, \code{"fastmax"}, or \code{"gof"}.
#' @param method.maxdist [character] the method used to estimate the distribution of the max statistic.
#' \code{"resampling"} resample the score under the null to estimate the null distribution.
#' \code{"bootstrap"} performs a wild bootstrap of the iid decomposition of the score to estimate the null distribution.
#' \code{"approximate"} attemps to identify the latent gaussian variable corresponding to each score statistic (that is chi-2 distributed).
#' It approximates the correlation matrix between these latent gaussian variables and uses numerical integration to compute the distribution of the max.
#' @param n.sample [integer, >0] number of samples used in the resampling approach.
#' @param na.omit should tests leading to NA for the test statistic be ignored. Otherwise this will stop the selection process.
#' @param alpha [numeric 0-1] the significance cutoff for the p-values.
#' When the p-value is below, the corresponding link will be added to the model
#' and the search will continue. Otherwise the search will stop.
#' @param nStep the maximum number of links that can be added to the model.
#' @param trace [logical] should the execution of the function be traced?
#' @param cpus the number of cpus that can be used for the computations.
#'
#' @details
#' method.p.adjust = \code{"max"} computes the p-values based on the distribution of the max statistic.
#' This max statistic is the max of the square root of the score statistic.
#' The p-value are computed integrating the multivariate normal distribution.
#'
#' method.p.adjust = \code{"fastmax"} only compute the p-value for the largest statistic.
#' It is faster than \code{"max"} and lead to identical results.
#'
#' method.p.adjust = \code{"gof"} keep adding links until the chi-squared test (of correct specification of the covariance matrix) is no longer significant.
#' @return A list containing:
#' \itemize{
#' \item sequenceTest: the sequence of test that has been performed.
#' \item sequenceModel: the sequence of models that has been obtained.
#' \item sequenceQuantile: the sequence of rejection threshold. Optional.
#' \item sequenceIID: the influence functions relative to each test. Optional.
#' \item sequenceSigma: the covariance matrix relative to each test. Optional.
#' \item initialModel: the model before the sequential search.
#' \item statistic: the argument \code{statistic}.
#' \item method.p.adjust: the argument \code{method.p.adjust}.
#' \item alpha: [numeric 0-1] the significance cutoff for the p-values.
#' \item cv: whether the procedure has converged.
#' }
#'
#' @concept modelsearch
#' @export
`modelsearch2` <-
function(object, link, data,
method.p.adjust, method.maxdist, n.sample, na.omit,
alpha, nStep, trace, cpus) UseMethod("modelsearch2")
## * modelsearch2 (example)
#' @rdname modelsearch2
#' @examples
#'
#' ## simulate data
#' mSim <- lvm()
#' regression(mSim) <- c(y1,y2,y3,y4)~u
#' regression(mSim) <- u~x1+x2
#' categorical(mSim,labels=c("A","B","C")) <- "x2"
#' latent(mSim) <- ~u
#' covariance(mSim) <- y1~y2
#' transform(mSim, Id~u) <- function(x){1:NROW(x)}
#'
#' set.seed(10)
#' df.data <- lava::sim(mSim, n = 1e2, latent = FALSE)
#'
#' ## only identifiable extensions
#' m <- lvm(c(y1,y2,y3,y4)~u)
#' latent(m) <- ~u
#' addvar(m) <- ~x1+x2
#'
#' e <- estimate(m, df.data)
#'
#' \dontrun{
#' resSearch <- modelsearch(e)
#' resSearch
#'
#' resSearch2 <- modelsearch2(e, nStep = 2)
#' resSearch2
#' }
#' \dontshow{
#' search.link <- c("u~x1","u~x2","y1~x1","y1~x2","y1~~y2","y1~~y3")
#' resSearch2 <- modelsearch2(e, nStep = 2, link = search.link)
#' resSearch2
#' }
#'
#' ## some extensions are not identifiable
#' m <- lvm(c(y1,y2,y3)~u)
#' latent(m) <- ~u
#' addvar(m) <- ~x1+x2
#'
#' e <- estimate(m, df.data)
#'
#' \dontrun{
#' resSearch <- modelsearch(e)
#' resSearch
#' resSearch2 <- modelsearch2(e)
#' resSearch2
#' }
#'
#' ## for instance
#' mNI <- lvm(c(y1,y2,y3)~u)
#' latent(mNI) <- ~u
#' covariance(mNI) <- y1~y2
#' ## estimate(mNI, data = df.data)
#' ## does not converge
#'
#'
#'
## * modelsearch2.lvmfit (code)
#' @export
modelsearch2.lvmfit <- function(object, link = NULL, data = NULL,
method.p.adjust = "fastmax", method.maxdist = "approximate", n.sample = 1e5, na.omit = TRUE,
alpha = 0.05, nStep = NULL,
trace = TRUE, cpus = 1){
## ** check arguments
## object
if(any(is.na(model.frame(object))) && method.p.adjust %in% c("max","fastmax")){
warning("Missing values - the iid decomposition of the test statistics will only be computed on complete data \n")
}
## methods
method.p.adjust <- match.arg(method.p.adjust, c("fastmax", "max", "holm", "hochberg", "hommel", "bonferroni", "BH", "BY", "fdr", "none","gof"))
if(method.p.adjust == "gof" ){
method.p.adjust <- "none"
stop.gof <- TRUE
}else{
stop.gof <- FALSE
}
if(n.sample<0 || (n.sample %% 1 != 0) ){
stop("Argument \'n.sample\' must be a positive integer \n")
}
method.maxdist <- match.arg(method.maxdist, c("approximate","resampling","bootstrap"))
## cpus
if(is.null(cpus)){ cpus <- parallel::detectCores()}
if(is.null(cpus) || cpus > 1){
test.package <- try(requireNamespace("foreach"), silent = TRUE)
if(inherits(test.package,"try-error")){
stop("There is no package \'foreach\' \n",
"This package is necessary when argument \'cpus\' is greater than 1 \n")
}
}
if(!is.null(cpus) && cpus>1){
if(cpus > parallel::detectCores()){
stop("Argument \'cpus\' is greater than the number of available CPU cores \n",
"available CPU cores: ",parallel::detectCores(),"\n")
}
}
## ## extra arguments
## dots <- list(...)
## if(length(dots)>0){
## stop("modelsearch2 does not take any extra arguments \n",
## "name of the extra arguments: \"",paste(names(dots), collapse = "\" \""),"\" \n")
## }
## ** prepare
## *** data
if(is.null(data)){
data <- as.data.frame(stats::model.frame(object, all = TRUE))
}
## *** normalize the links
if(is.null(link)){
res.find <- do.call(findNewLink,
args = c(list(object$model,
data = data,
output = "names")))
directive <- res.find$directional
restricted <- res.find$M.links
link <- res.find$link
if(is.null(link)){
stop("Automatic search has not found any possible additional link \n",
"Consider specifying manually the argument \'link\' \n")
}
}else{
resLink <- .initializeLinks(object, data = data, link = link)
object <- resLink$object
link <- resLink$link
directive <- resLink$directive
restricted <- resLink$restricted
}
## ** initialization
if(is.null(nStep)){
nStep <- NROW(restricted)
}
iStep <- 1
iRestricted <- restricted
iDirective <- directive
iLink <- link
iObject <- object
## update of the model
add.args <- setdiff(names(object$call), c("","object","data","control"))
ls.call <- lapply(add.args, function(arg){object$call[[arg]]})
names(ls.call) <- add.args
ls.call$data <- data
if(!is.null(data)){
index.cols <- which(names(data)%in%names(ls.call$data)==FALSE)
if(length(index.cols)>0){
ls.call$data <- cbind(ls.call$data,
subset(as.data.frame(data), select = index.cols))
}
}
if(is.null(object$control)){
ls.call$control <- list()
}else{
ls.call$control <- object$control
}
ls.call$control$trace <- FALSE
## output
ls.seqTests <- list()
ls.seqModels <- list()
ls.seqIID <- list() # only for method.p.adjust = "max"
ls.seqSigma <- list() # only for method.p.adjust = "max"
vec.seqQuantile <- NULL # only for method.p.adjust = "max"
## criterion
cv <- FALSE
## define cluster
if(cpus>1){
if(trace>0){
cl <- parallel::makeCluster(cpus, outfile = "")
}else{
cl <- parallel::makeCluster(cpus)
}
doParallel::registerDoParallel(cl)
vec.packages <- c("lavaSearch2","lava")
parallel::clusterCall(cl, fun = function(x){
sapply(vec.packages, function(iP){
suppressPackageStartupMessages(attachNamespace(iP)) ## requireNamespace did not worked
})
})
}else{
cl <- NULL
}
## ** display a summary of the call
if(trace>0){
cat("\n",
"** Sequential variable selection using the score statistic ** \n",
" Number of possible additional links : ",length(link)," \n",
" Maximum number of steps : ",nStep,"\n",
" Adjustment method for multiple comparisons : ",method.p.adjust,"\n",
" Confidence level : ",1-alpha,"\n",
" Number of cpus : ",cpus,"\n\n",
sep="")
}
## ** Forward search
if(stop.gof){
if(trace>0){
cat("p.Chi-squared test = ",gof(iObject)$fit$p.value,"\n", sep = "")
}
if(gof(iObject)$fit$p.value >= alpha){
cv <- TRUE
}
}
while(iStep <= nStep && NROW(iRestricted)>0 && cv==FALSE){
if(trace >= 1){cat("Step ",iStep,":\n",sep="")}
resStep <- .oneStep_scoresearch(iObject, data = data,
restricted = iRestricted, link = iLink, directive = iDirective,
method.p.adjust = method.p.adjust, method.maxdist = method.maxdist, n.sample = n.sample,
cl = cl, trace = trace)
## ** update according the most significant p.value
## *** check convergence
if(stop.gof){
cv <- FALSE
test.na <- FALSE
}else if(na.omit || method.p.adjust == "fastmax"){
cv <- all(stats::na.omit(resStep$test$adjusted.p.value) > alpha)
test.na <- FALSE
}else{
cv <- all(resStep$test$adjusted.p.value > alpha)
if(is.na(cv)){
cv <- TRUE
test.na <- TRUE
}else{
test.na <- FALSE
}
}
## *** identify most promising test
index.maxTest <- which.max(abs(resStep$test$statistic))[1]
resStep$test$selected <- FALSE
resStep$test[index.maxTest,"selected"] <- (resStep$test[index.maxTest,"adjusted.p.value"] <= alpha)
resStep$test$nTests <- NROW(resStep$test)
resStep$test <- resStep$test[order(resStep$test$statistic),]
## *** update the model
if(cv==FALSE){
ls.call$x <- addLink(iObject$model, var1 = iRestricted[index.maxTest,1], var2 = iRestricted[index.maxTest,2],
covariance = 1-iDirective[index.maxTest])
## first attempt
ls.call$control$start <- stats::coef(iObject)
suppressWarnings(
iObject <- tryCatch(do.call(lava::estimate, args = ls.call),
error = function(x){x},
finally = function(x){x})
)
## second attempt
if(inherits(iObject,"error") || iObject$opt$convergence>0){
ls.call$control$start <- NULL
suppressWarnings(
iObject <- do.call(lava::estimate, args = ls.call)
)
if(inherits(iObject,"error") || iObject$opt$convergence>0){
stop("Estimation of the extended latent variable model did not converge \n")
}
}
## update links
iLink <- iLink[-index.maxTest]
iRestricted <- iRestricted[-index.maxTest,,drop=FALSE]
iDirective <- iDirective[-index.maxTest]
}
## *** update the output
ls.seqTests[[iStep]] <- resStep$test
ls.seqModels[[iStep]] <- iObject
if(method.p.adjust %in% c("max","fastmax")){
ls.seqIID[[iStep]] <- resStep$iid
ls.seqSigma[[iStep]] <- resStep$Sigma
vec.seqQuantile <- c(vec.seqQuantile,resStep$test$quantile[1])
}
## *** display results
if(trace > 0){
rowSelected <- NROW(resStep$test)
if(cv==FALSE){
cat("add ",as.character(resStep$test[rowSelected, "link"]),
" (statistic = ",resStep$test[rowSelected, "statistic"],
", adjusted.p.value = ",resStep$test[rowSelected, "adjusted.p.value"],
")\n",sep="")
}else{
if(test.na){
cat("NA among the test statistics \n")
}else{
cat("no variable to add",
" (statistic = ",resStep$test[rowSelected, "statistic"],
", adjusted.p.value = ",resStep$test[rowSelected, "adjusted.p.value"],
")\n",sep="")
}
}
}
## *** check convergence gof
if(stop.gof){
if(trace>0){
cat("p.Chi-squared test = ",gof(iObject)$fit$p.value,"\n", sep = "")
}
if(gof(iObject)$fit$p.value >= alpha){
cv <- TRUE
}
}
iStep <- iStep + 1
}
if(cpus>1){
parallel::stopCluster(cl)
}
## ** export
if(length(ls.seqIID)==0){ls.seqIID <- NULL}
if(length(ls.seqSigma)==0){ls.seqSigma <- NULL}
output <- list(sequenceTest = ls.seqTests,
sequenceModel = ls.seqModels,
sequenceQuantile = vec.seqQuantile,
sequenceIID = ls.seqIID,
sequenceSigma = ls.seqSigma,
initialModel = object,
method.p.adjust = method.p.adjust,
alpha = alpha,
cv = cv)
class(output) <- "modelsearch2"
return(output)
}
## * .initializeLinks
.initializeLinks <- function(object, data, link){
restricted <- do.call(cbind,initVarLinks(link))
directive <- rep(TRUE, length(link))
## ** identify covariance link
index.Ndir <- grep(lava.options()$symbols[2],link,fixed=TRUE)
if(length(index.Ndir)>0){
directive[index.Ndir] <- FALSE
}
## ** get all vars
if(is.null(data)){
data <- evalInParentEnv(object$call$data)
if(is.null(data)){
data <- lava::sim(object,1)
}
}
## ** take care of categorical variables
iData <- try(eval(object$call$d), silent = TRUE)
if(!inherits(iData, "data.frame")){
iData <- evalInParentEnv(object$call$data)
if(!inherits(iData, "data.frame")){
stop("Could not identify argument data in object$call \n")
}
}
M.linkvar <- do.call(rbind,lapply(1:NROW(restricted), function(row){ ## row <- 2
data.frame(Y = unname(restricted[row,1]),
X = unname(var2dummy(object$model,
data = iData,
var = restricted[row,2])),
dir = directive[row],
stringsAsFactors = FALSE)
}))
## check no missing covariance links
index.regression <- which(M.linkvar[,"dir"]==TRUE)
if(length(index.regression)>0){
index.covariance <- which(M.linkvar[index.regression,"X"] %in% lava::endogenous(object) + M.linkvar[index.regression,"X"] %in% lava::endogenous(object) ==2)
if(length(index.covariance)>0){
stop("Covariance links must be indicated with the symbol \"",lava.options()$symbols[2],"\" \n",
"Possible covariance links: ",paste0(link[index.regression][index.covariance], collapse = " "),"\n")
}
}
restricted2 <- as.matrix(M.linkvar[,1:2,drop=FALSE])
directive <- M.linkvar[,3]
link <- paste0(restricted2[,1],lava.options()$symbols[2-directive],restricted2[,2])
## ** check links
allVars.link <- setdiff(unique(as.vector(restricted2)), lava::latent(object$model))
allVars.model <- lava::vars(object$model)
allVars.data <- names(data)
if(any(allVars.link %in% allVars.model == FALSE)){
missing.var <- allVars.link[allVars.link %in% allVars.model == FALSE]
if(any(allVars.link %in% allVars.data == FALSE)){
missing.var <- allVars.link[allVars.link %in% allVars.data == FALSE]
stop("Some links contains variables that are not in the latent variable model \n",
"variables(s) : \"",paste(missing.var,collapse ="\" \""),"\"\n")
}
}
## ** check covariance links
if(any(directive==FALSE)){
if(any(restricted2[directive==FALSE,1] %in% lava::exogenous(object)) || any(restricted2[directive==FALSE,2] %in% lava::exogenous(object))){
wrong <- union(which(restricted2[directive==FALSE,1] %in% exogenous(object)),
which(restricted2[directive==FALSE,2] %in% exogenous(object)))
stop("Covariance links can only relate endogenous variables \n",
"Covariance link(s) involving exogenous variables: ,", paste(link[wrong], collapse = " ; "),"\n")
}
}
return(list(object = object,
link = link,
directive = directive,
restricted = restricted2))
}
## * .oneStep_scoresearch
.oneStep_scoresearch <- function(object, data,
restricted, link, directive,
method.p.adjust, alpha, method.maxdist, n.sample,
cl, trace){
## ** initialization
n.link <- NROW(restricted)
coef.object <- coef(object)
namecoef.object <- names(coef.object)
ncoef.object <- length(coef.object)
type.information <- lava.options()$search.type.information
type.statistic <- lava.options()$search.sample.stat
## ** warper
warper <- function(iterI){ # iterI <- 1
out <- list(table = data.frame(statistic = as.numeric(NA),
p.value = as.numeric(NA),
adjusted.p.value = as.numeric(NA),
dp.Info = as.numeric(NA),
stringsAsFactors = FALSE),
iid = NULL)
## *** define extended model
newModel <- addLink(object$model, var1 = restricted[iterI,1], var2 = restricted[iterI,2],
covariance = 1-directive[iterI])
## *** remove useless variables
Mlink <- newModel$M + (newModel$cov - diag(1, NROW(newModel$cov), NCOL(newModel$cov)))
noLink.var <- names(which((rowSums(Mlink)==0)+(colSums(Mlink)==0)==2))
if(length(noLink.var)>0){
rmvar(newModel) <- noLink.var
}
## *** compute sufficient statistics
## necessary otherwise information can have a weird behavior, e.g.
## library(lava)
##
## mSim <- lvm(Y ~ X1, X2 ~ eta, X3 ~ eta, X4 ~ eta)
## latent(mSim) <- ~eta
## d <- sim(mSim, 100)
##
## m <- lvm(Y~X1+X2)
## e <- estimate(m, d)
## information(e, data = d, p = coef(e)) ## gold standard
## information(m, data = d, p = coef(e)) ## issue
##
## fix
## ss <- lava:::procdata.lvm(m, data = d, missing = FALSE)
## mm <- lava::fixsome(m, measurement.fix=TRUE, S=ss$S, mu=ss$mu, n = ss$n, debug=FALSE)
## information(mm, data = d, p = coef(e)) ## ok
suffStat <- lava_procdata.lvm(newModel, data = data, missing = inherits(object,"lvm.missing"))
newModel <- lava::fixsome(newModel, measurement.fix=TRUE, S=suffStat$S, mu=suffStat$mu, n = suffStat$n, debug=FALSE)
## *** define constrained coefficients
coef0.new <- stats::setNames(rep(0, ncoef.object+1), coef(newModel))
coef0.new[namecoef.object] <- coef.object
## *** compute the iid decomposition and statistic
namecoef.newobject <- names(coef0.new)
Info <- lava::information(newModel, p = coef0.new, n = NROW(data), type = type.information, data = data)
dimnames(Info) <- list(namecoef.newobject,namecoef.newobject)
if(method.p.adjust %in% c("max","fastmax")){
iid.score <- lava::score(newModel, p = coef0.new, data = data, indiv = TRUE)
## rm na
iid.score <- iid.score[rowSums(is.na(iid.score))==0,]
if(method.maxdist == "approximate"){
## compute decomposition
out$iid <- iid.score %*% solve(Info) %*% cbind(colSums(iid.score))
colnames(out$iid) <- link[iterI]
## out$iid <- out$iid/sqrt(sum(out$iid^2))
out$table$statistic <- sum(out$iid)
out$table$dp.Info <- TRUE
}else if(method.maxdist %in% c("resampling","bootstrap")){
n.sample <- NROW(iid.score)
InfoM12 <- matrixPower(Info, power = -1/2, symmetric = TRUE, tol = 1e-15, print.warning = FALSE)
out$table$dp.Info <- !("warning" %in% names(attributes(InfoM12)))
dimnames(InfoM12) <- list(namecoef.newobject,namecoef.newobject)
## initial version
## linComb <- cbind(1, -solve(Info[link[iterI],link[iterI],drop=FALSE]) %*% Info[link[iterI],namecoef.object,drop=FALSE]) %*% Info[c(link[iterI],namecoef.object),c(link[iterI],namecoef.object)]
if(FALSE){
InfoM1 <- crossprod(InfoM12)
dimnames(InfoM1) <- list(namecoef.newobject,namecoef.newobject)
linComb <- cbind(1, -Info[link[iterI],namecoef.object,drop=FALSE] %*% solve(Info[namecoef.object,namecoef.object,drop=FALSE])) %*% Info[c(link[iterI],namecoef.object),c(link[iterI],namecoef.object)]
iid.theta <- iid.score %*% InfoM1
colnames(iid.theta) <- namecoef.newobject
out$iid <- iid.theta[,link[iterI]] %*% linComb[,namecoef.newobject,drop=FALSE] %*% InfoM12
colnames(out$iid) <- paste0(link[iterI],":",namecoef.newobject)
}
## short version
out$iid <- (iid.score[,link[iterI],drop=FALSE] - iid.score[,namecoef.object,drop=FALSE] %*% solve(Info[namecoef.object,namecoef.object,drop=FALSE]) %*% Info[namecoef.object,link[iterI],drop=FALSE]) %*% InfoM12[link[iterI],,drop=FALSE]
colnames(out$iid) <- paste0(link[iterI],":",namecoef.newobject)
out$table$statistic <- as.double(crossprod(colSums(out$iid))) ## first order approximation (almost identical to exact value)
}
}else{
## ee.lvm <- estimate(newModel, data = data)
## SS <- score(ee.lvm, p = coef0.new)
## II <- information(ee.lvm, p = coef0.new)
## SS %*% solve(I) %*% t(SS)
score <- lava::score(newModel, p = coef0.new, indiv = FALSE, data = data)
out$table$statistic <- as.double(score %*% solve(Info) %*% t(score))
## range(Info - II)
## range(score - SS)
}
return(out)
}
## ** compute score tests
if(trace>0){
cat(" - compute score test for all possible additional links \n")
}
if(!is.null(cl)){
if(trace > 0){
pb <- utils::txtProgressBar(max = n.link, style = 3)
}
## get influence function
i <- NULL # [:for CRAN check] foreach
res <- foreach::`%dopar%`(
foreach::foreach(i = 1:n.link,
.export = c("lava_procdata.lvm"),
.combine = function(res1,res2){
res <- list(table = rbind(res1$table,res2$table),
iid = cbind(res1$iid,res2$iid))
return(res)
}), {
if(trace>0){utils::setTxtProgressBar(pb, i)}
return(warper(i))
})
if(trace>0){close(pb)}
}else{
if(trace>0){
resApply <- pbapply::pblapply(1:n.link, warper)
}else{
resApply <- lapply(1:n.link, warper)
}
res <- list(table = do.call(rbind, lapply(resApply,"[[","table")),
iid = do.call(cbind,lapply(resApply,"[[","iid")))
}
## index.iid <- unlist(lapply(1:n.link, function(iL){ ## iL <- 1
## rep(iL,times = NCOL(res$iid[[iL]]))
## }))
table.test <- data.frame(link = link, res$table, error = NA, stringsAsFactors = FALSE)
iid.link <- res$iid
## ** p.value
statistic <- as.numeric(table.test[,"statistic"])
if(any(statistic<0)){
stop("Negative score statistic \n")
}
## univariate rejection area
table.test[,"p.value"] <- 1-stats::pchisq(statistic, df = 1)
## ** adjusted p.value
if(method.p.adjust %in% c("fastmax","max")){
if(method.maxdist == "approximate"){
outDistMax <- .approxMaxDistChi2(table = table.test, iid = iid.link, statistic = statistic, method.p.adjust = method.p.adjust,
link = link, n.link = n.link,
search.calc.quantile.int = lava.options()$search.calc.quantile.int, alpha = alpha,
cl = cl, trace = trace)
}else if(method.maxdist %in% c("resampling","bootstrap")){
outDistMax <- .sampleMaxDistChi2(table = table.test, iid = iid.link, statistic = statistic, method.p.adjust = method.p.adjust,
link = link, n.link = n.link, n.sample = n.sample, method = method.maxdist,
cl = cl, trace = trace)
}
table.test <- outDistMax$table
Sigma <- outDistMax$Sigma
}else{
table.test[, "adjusted.p.value"] <- stats::p.adjust(table.test$p.value, method = method.p.adjust)
table.test[, "quantile"] <- as.numeric(NA)
Sigma <- NULL
}
return(list(test = table.test,
Sigma = Sigma,
iid = iid.link))
}
## * approxMaxDistChi2
.approxMaxDistChi2 <- function(table, iid, statistic, method.p.adjust,
link, n.link,
search.calc.quantile.int, alpha,
cl, trace){
Sigma <- stats::cor(iid)
dimnames(Sigma) <- list(link,link)
if(method.p.adjust == "fastmax"){
index.maxstat <- which.max(statistic)
resInt <- .calcPmaxIntegration(statistic = sqrt(statistic[index.maxstat]), p = n.link,
Sigma = Sigma, df = NULL, distribution = "gaussian")
table[index.maxstat, "adjusted.p.value"] <- as.double(resInt)
table[index.maxstat, "error"] <- attr(resInt,"error")
}else if(method.p.adjust == "max"){
if(is.null(cl)){
if(trace>0){
ls.resInt <- pbapply::pblapply(1:n.link, function(i){
.calcPmaxIntegration(statistic = sqrt(statistic[i]), p = n.link,
Sigma = Sigma, df = NULL, distribution = "gaussian")
})
}else{
ls.resInt <- lapply(1:n.link, function(i){
.calcPmaxIntegration(statistic = sqrt(statistic[i]), p = n.link,
Sigma = Sigma, df = NULL, distribution = "gaussian")
})
}
}else{
if(trace>0){
pb <- utils::txtProgressBar(max = n.link, style = 3)
}
## export package
parallel::clusterCall(cl, fun = function(x){
suppressPackageStartupMessages(requireNamespace("mvtnorm", quietly = TRUE))
})
value <- NULL # [:for CRAN check] foreach
ls.resInt <- foreach::`%dopar%`(
foreach::foreach(value = 1:n.link,
.export = c(".calcPmaxIntegration")),
{
if(trace>0){utils::setTxtProgressBar(pb, value)}
return(.calcPmaxIntegration(statistic = sqrt(statistic[value]), p = n.link,
Sigma = Sigma, df = NULL, distribution = "gaussian"))
})
if(trace>0){close(pb)}
}
names(ls.resInt) <- link
table[, "adjusted.p.value"] <- unlist(lapply(ls.resInt,as.double))
table[, "error"] <- unlist(lapply(ls.resInt,attr,"error"))
}
if(lava.options()$search.calc.quantile.int){
table[, "quantile"] <- .calcQmaxIntegration(alpha = alpha, p = n.link,
Sigma = Sigma,
df = NULL, distribution = "gaussian")
}
return(list(table = table,
Sigma = Sigma))
}
## * sampleMaxDistChi2
.sampleMaxDistChi2 <- function(table, iid, statistic, method.p.adjust,
link, n.link, n.sample, method,
cl, trace){
p <- NCOL(iid)
n <- NROW(iid)
ls.name <- strsplit(colnames(iid), split = ":")
vec.model <- unlist(lapply(ls.name,"[[",1))
Umodel <- unique(vec.model)
ls.indexModel <- tapply(1:length(vec.model),vec.model,list)
## ** sampling under H0
## *** resampling
if(method == "resampling"){
Sigma <- crossprod(iid)
sample2 <- mvtnorm::rmvnorm(n.sample, mean = rep(0,p), sigma = Sigma)^2
M.scoreStat <- do.call(cbind,lapply(1:n.link, function(iModel){ ## iModel <- 1
return(rowSums(sample2[,ls.indexModel[[iModel]],drop=FALSE]))
}))
}
## *** wild bootstrap
if(method == "bootstrap"){
Sigma <- NULL
M.scoreStat <- wildBoot_cpp(iid = iid,
lsIndexModel = lapply(ls.indexModel, function(x){x-1}),
nSample = n.sample,
nObs = n,
nModel = n.link,
p = p)
}
## *** check
## apply(M.scoreStat,2, function(x){1-mean(x <= qchisq(0.95, df = 1))})
## hist(M.scoreStat[,1], freq = FALSE)
## points(seq(0,15,0.1), dchisq(seq(0,15,0.1), df = 1), col = "red", type = "l")
## ** p-value for each statistic
p.value <- colMeans(sweep(M.scoreStat, MARGIN = 2, FUN = ">", STATS = statistic)) + 1/2 * colMeans(sweep(M.scoreStat, MARGIN = 2, FUN = "==", STATS = statistic))
## mean(M.scoreStat[,1] > statistic[1])
## ** p-value for the max statistic
maxScoreStat <- apply(M.scoreStat,1,max)
p.value.max <- sapply(statistic, function(iT){mean( maxScoreStat>iT + 0.5*(maxScoreStat==iT))})
## p.value.max / p.value
table[, "p.value"] <- p.value
table[, "adjusted.p.value"] <- p.value.max
table[, "error"] <- NA
return(list(table = table,
Sigma = Sigma))
}
## * iidConstrainscore (obsolete)
## iidConstrainScore <- function(object, newobject){
## if(all(sapply(newobject$mean,function(x){all(is.na(x))}))){
## suffStat <- lava:::procdata.lvm(newobject, data = object$data$model.frame, missing = FALSE)
## newobject <- lava::fixsome(newobject, measurement.fix=TRUE, S=suffStat$S, mu=suffStat$mu, n = suffStat$n, debug=FALSE)
## }
## param0 <- coef(object)
## name.param0 <- names(param0)
## name.param <- coef(newobject)
## n.param <- length(name.param)
## newparam <- setNames(rep(0,n.param), name.param)
## newparam[name.param0] <- param0
## extraparam <- setdiff(name.param, name.param0)
## S <- score(newobject, p = newparam, data = object$data$model.frame, indiv = TRUE)
## I <- information(newobject, p = newparam, data = object$data$model.frame)
## dimnames(I) <- list(name.param,name.param)
## iInfo <- solve(I)
## linComb <- cbind(1, solve(I[extraparam,extraparam,drop=FALSE]) %*% I[extraparam,name.param0,drop=FALSE]) %*% I[c(extraparam,name.param0),c(extraparam,name.param0)]
## iid <- S %*% iInfo
## out <- sweep(iid, MARGIN = 2, FUN = "*", STATS = as.double(linComb[,name.param]))
## return(out/sqrt(object$data$n))
## }
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