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test.equality.mixed=function (y, x = NULL, w = NULL, arb.R = TRUE, arb.sigma = FALSE,
lambda = NULL, mu = NULL, sigma = NULL, R = NULL, alpha = NULL,
...)
{
if (arb.R == arb.sigma)
stop("Change either 'arb.R' or 'arb.sigma'!")
v = 1
while (v == 1) {
if (arb.R) {
H0 = regmixEM.mixed(y = y, x = x, w = w, arb.R = TRUE,
arb.sigma = FALSE, lambda = lambda, sigma = sigma,
mu = mu, R = R, alpha = alpha, ...)
p = nrow(H0$posterior.beta[[1]])
k = length(H0$lambda)
if (is.null(w))
alpha = NULL
else alpha = H0$alpha
# n.i=sapply(y,length)
# N=length(y)
# tmp=apply(H1$posterior.z*n.i,2,sum)
# common.sig=sum(tmp/N*H1$sigma)
# H1 = regmixEM.mixed(y = y, x = x, w = w, arb.R = TRUE,
# arb.sigma = TRUE, lambda = H0$lambda, sigma = rep(H0$sigma,k),
# mu = H0$mu, R = H0$R, alpha = alpha, ...)
H1 = regmixEM.mixed(y = y, x = x, w = w, arb.R = TRUE,
arb.sigma = TRUE, lambda = H0$lambda, sigma = NULL,
mu = H0$mu, R = H0$R, alpha = alpha, ...)
D = 2 * (H1$loglik - H0$loglik)
df = k - 1
alpha = 1 - pchisq(D, df = df)
}
else {
H0 = regmixEM.mixed(y = y, x = x, w = w, arb.R = FALSE,
arb.sigma = TRUE, lambda = lambda, sigma = sigma,
mu = mu, R = R, alpha = alpha, ...)
p = nrow(H0$posterior.beta[[1]])
k = length(H0$lambda)
if (is.null(w))
alpha = NULL
else alpha = H0$alpha
# N=length(y)
# tmp=(apply(H1$posterior.z,2,sum))/N
# common.R=matrix(0,ncol=p,nrow=p)
# for(i in 1:length(H1$lambda)){
# common.R=common.R+tmp[i]*H1$R[[i]]
# }
# H1 = regmixEM.mixed(y = y, x = x, w = w, arb.R = TRUE,
# arb.sigma = TRUE, lambda = H0$lambda, sigma = H0$sigma,
# mu = H0$mu, R = lapply(1:k,function(i) H0$R), alpha = alpha, ...)
H1 = regmixEM.mixed(y = y, x = x, w = w, arb.R = TRUE,
arb.sigma = TRUE, lambda = H0$lambda, sigma = H0$sigma,
mu = H0$mu, R = NULL, alpha = alpha, ...)
D = 2 * (H1$loglik - H0$loglik)
df = p * (p + 1) * (k - 1)/2
alpha = 1 - pchisq(D, df = df)
}
if (D < 0) {
v = 1
lambda=NULL
sigma=NULL
mu=NULL
R=NULL
alpha=NULL}
else v = 2
}
a = list(chi.sq = D, df = df, p.value = alpha)
a
}
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