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#############################################################################
## Copyright (c) 2010-2022 Rune Haubo Bojesen Christensen
##
## This file is part of the ordinal package for R (*ordinal*)
##
## *ordinal* is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 2 of the License, or
## (at your option) any later version.
##
## *ordinal* is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## A copy of the GNU General Public License is available at
## <https://www.r-project.org/Licenses/> and/or
## <http://www.gnu.org/licenses/>.
#############################################################################
## This file contains:
## The main clmm2 function and some related auxiliary functions.
clmm2.control <-
function(method = c("ucminf", "nlminb", "model.frame"),
..., trace = 0, maxIter = 50, gradTol = 1e-4,
maxLineIter = 50,
innerCtrl = c("warnOnly", "noWarn", "giveError"))
{
method <- match.arg(method)
innerCtrl <- match.arg(innerCtrl)
ctrl <- list(trace=ifelse(trace < 0, 1, 0),
maxIter=maxIter,
gradTol=gradTol,
maxLineIter=maxLineIter,
innerCtrl=innerCtrl)
optCtrl <- list(trace = abs(trace), ...)
if(!is.numeric(unlist(ctrl[-5])))
stop("maxIter, gradTol, maxLineIter and trace should all be numeric")
if(any(ctrl[-c(1, 5)] <= 0))
stop("maxIter, gradTol and maxLineIter have to be > 0")
if(method == "ucminf" && !"grtol" %in% names(optCtrl))
optCtrl$grtol <- 1e-5
if(method == "ucminf" && !"grad" %in% names(optCtrl))
optCtrl$grad <- "central"
list(method = method, ctrl = ctrl, optCtrl = optCtrl)
}
.negLogLikBase <- function(rho) {
### Update stDev, sigma, eta1Fix, and eta2Fix given new par:
with(rho, {
if(estimLambda > 0)
lambda <- par[nxi + p + k + 1:estimLambda]
if(estimStDev)
stDev <- exp(par[p+nxi+k+estimLambda+ 1:s])
sigma <-
if(k > 0) expSoffset * exp(drop(Z %*% par[nxi+p + 1:k]))
else expSoffset
eta1Fix <- drop(B1 %*% par[1:(nxi + p)])
eta2Fix <- drop(B2 %*% par[1:(nxi + p)])
})
return(invisible())
}
.negLogLikMfast <- function(rho) { ## negative log-likelihood
fit <- with(rho, {
.C("nll",
as.double(u),
length(u),
as.integer(grFac),
as.double(stDev),
as.double(o1),
as.double(o2),
length(o1),
eta1 = as.double(eta1),
eta2 = as.double(eta2),
as.double(eta1Fix),
as.double(eta2Fix),
as.double(sigma),
pr = as.double(pr),
as.double(weights),
as.double(lambda),
as.integer(linkInt),
nll = double(1)
)[c("eta1", "eta2", "pr", "nll")]
})
rho$eta1 <- fit$eta1
rho$eta2 <- fit$eta2
rho$pr <- fit$pr
fit$nll
}
update.u2.v3 <- function(rho) {
### third version: C-implementation of NR-algorithm.
.negLogLikBase(rho) ## update: par, stDev, eta1Fix, eta2Fix eta2Fix, sigma
fit <- with(rho,
.C("NRalgv3",
as.integer(ctrl$trace),
as.integer(ctrl$maxIter),
as.double(ctrl$gradTol),
as.integer(ctrl$maxLineIter),
as.integer(grFac),
as.double(stDev),
as.double(o1),
as.double(o2),
as.double(eta1Fix),
as.double(eta2Fix),
as.double(sigma),
as.integer(linkInt),
as.double(weights),
u = as.double(uStart),
pr = as.double(pr),
funValue = double(1),
gradValues = as.double(uStart),
hessValues = as.double(rep(1, length(uStart))),
length(pr),
length(uStart),
maxGrad = double(1),
conv = 0L,
as.double(lambda),
Niter = as.integer(Niter)
)[c("u", "funValue", "gradValues",
"hessValues", "maxGrad", "conv", "Niter")] )
## Get message:
message <- switch(as.character(fit$conv),
"1" = "max|gradient| < tol, so current iterate is probably solution",
"0" = "Non finite negative log-likelihood",
"-1" = "iteration limit reached when updating the random effects",
"-2" = "step factor reduced below minimum when updating the random effects")
## Check for convergence and report warning/error:
if(rho$ctrl$trace > 0 && fit$conv == 1)
cat("\nOptimizer converged! ", "max|grad|:",
fit$maxGrad, message, fill = TRUE)
if(fit$conv != 1 && rho$ctrl$innerCtrl == "warnOnly")
warning(message, "\n at iteration ", rho$Niter)
else if(fit$conv != 1 && rho$ctrl$innerCtrl == "giveError")
stop(message, "\n at iteration ", rho$Niter)
## Store values and return:
rho$Niter <- fit$Niter
rho$u <- fit$u
rho$D <- fit$hessValue
rho$gradient <- fit$gradValue
if(!is.finite(rho$negLogLik <- fit$funValue))
return(FALSE)
return(TRUE)
}
clmm2 <-
function(location, scale, nominal, random, data, weights, start, subset,
na.action, contrasts, Hess = FALSE, model = TRUE, sdFixed,
link = c("logistic", "probit", "cloglog", "loglog",
"cauchit", "Aranda-Ordaz", "log-gamma"), lambda,
doFit = TRUE, control, nAGQ = 1,
threshold = c("flexible", "symmetric", "equidistant"), ...)
## Handle if model = FALSE
### Marginal fitted values? (pr | u = 0) or (pr | u = u.tilde) ?
### How can we (should we?) get u.tilde and var(u.tilde) with GHQ?
### Make safeStart function if !is.finite(negLogLik)
### Write test suite for doFit argument
{
R <- match.call(expand.dots = FALSE)
Call <- match.call()
if(missing(random)) {
Call[[1]] <- as.name("clm2")
return(eval.parent(Call))
}
if(missing(lambda)) lambda <- NULL
if(missing(contrasts)) contrasts <- NULL
if(missing(control)) control <- clmm2.control(...)
if(!setequal(names(control), c("method", "ctrl", "optCtrl")))
stop("specify 'control' via clmm2.control()")
if (missing(data)) data <- environment(location)
if (is.matrix(eval.parent(R$data)))
R$data <- as.data.frame(data)
### Collect all variables in a single formula and evaluate to handle
### missing values correctly:
m <- match(c("location", "scale", "nominal"), names(R), 0)
F <- lapply(as.list(R[m]), eval.parent) ## evaluate in parent
varNames <- unique(unlist(lapply(F, all.vars)))
longFormula <-
eval(parse(text = paste("~", paste(varNames, collapse = "+")))[1])
m <- match(c("location", "data", "subset", "weights", "random",
"na.action"), names(R), 0)
R <- R[c(1, m)]
R$location <- longFormula
R$drop.unused.levels <- TRUE
R[[1]] <- as.name("model.frame")
names(R)[names(R) == "location"] <- "formula"
R <- eval.parent(R)
nonNA <- rownames(R)
### Append nonNA index to Call$subset to get the right design matrices
### from clm2:
Call$subset <-
if(is.null(Call$subset)) nonNA
else c(paste(deparse(Call$subset), "&"), nonNA)
Call$start <-
if(is.null(Call$start) || !is.null(Call$sdFixed)) Call$start
else start[-length(start)]
Call$random <- Call$control <- Call$nAGQ <- Call$sdFixed <-
Call$innerCtrl <- NULL
Call$method <- control$method
Call$doFit <- Call$Hess <- FALSE
Call[[1]] <- as.name("clm2")
rhoM <- eval.parent(Call)
if(control$method == "model.frame")
return(rhoM)
rhoM$call <- match.call()
rhoM$randomName <- deparse(rhoM$call$random)
### Set grouping factor and stDev parameter:
rhoM$grFac <- R[,"(random)"]
if(!missing(sdFixed) && !is.null(sdFixed)) {
stopifnot(length(sdFixed) == 1 && sdFixed > 0)
rhoM$estimStDev <- FALSE
rhoM$stDev <- sdFixed
}
else
rhoM$estimStDev <- TRUE
with(rhoM, {
r <- nlevels(grFac) ## no. random effects
grFac <- as.integer(unclass(grFac))
if(r <= 2) stop("Grouping factor must have 3 or more levels")
s <- ifelse(estimStDev, 1L, 0L) ## no. variance parameters
Niter <- 0L
})
### set starting values:
if(missing(start)) {
suppressWarnings(fitCLM(rhoM))
if(rhoM$estimStDev) rhoM$start <- rhoM$par <- c(rhoM$par, log(1))
else rhoM$start <- rhoM$par
} else
rhoM$start <- rhoM$par <- start
rhoM$uStart <- rhoM$u <- rep(0, rhoM$r)
### Test starting values:
if(length(rhoM$start) !=
with(rhoM, nxi + p + k + estimLambda + estimStDev))
stop("'start' is ", length(rhoM$start),
" long, but should be ", with(rhoM, nxi + p + k + estimLambda + estimStDev),
" long")
if(rhoM$ncolXX == 0) {
if(!all(diff(c(rhoM$tJac %*% rhoM$start[1:rhoM$nalpha])) > 0))
stop("Threshold starting values are not of increasing size")
}
### Change the lower limit if lambda is estimated with the
### Aranda-Ordaz link and sdFixed is not supplied:
if(rhoM$estimLambda > 0 && rhoM$link == "Aranda-Ordaz" &&
is.null(rhoM$call$sdFixed))
rhoM$limitLow <- c(rep(-Inf, length(rhoM$par)-2), 1e-5, -Inf)
### This should hardly ever be the case:
.negLogLikBase(rhoM) ## set lambda, stDev, sigma, eta1Fix and eta2Fix
if(!is.finite(.negLogLikMfast(rhoM)))
stop("Non-finite integrand at starting values")
rhoM$ctrl <- control$ctrl
rhoM$optCtrl <- control$optCtrl
if(rhoM$method == "nlminb") {
m <- match(names(rhoM$optCtrl), c("grad","grtol"), 0)
rhoM$optCtrl <- rhoM$optCtrl[!m]
}
### Match doFit:
if(is.logical(doFit) || is.numeric(doFit)) {
if(doFit) doFit <- "C"
else doFit <- "no"
}
else if(!is.character(doFit) || !doFit %in% c("no", "R", "C"))
stop("argument 'doFit' not recognized. 'doFit' should be\n
numeric, logical or one of c('no', 'R', 'C')")
### Set ObjFun parameters:
ObjFun <- getNLA2 ## same for "R" and "C"
rhoM$updateU <-
if(doFit == "R") update.u2
else update.u2.v3
rhoM$nAGQ <- as.integer(nAGQ)
if(rhoM$nAGQ >= 2) {
ghq <- gauss.hermite(rhoM$nAGQ)
rhoM$ghqns <- ghq$nodes
rhoM$ghqws <- ghq$weights
if(doFit == "R") {
ObjFun <- getNAGQinR
rhoM$PRnn <- array(0, dim=c(rhoM$n, rhoM$nAGQ))
rhoM$PRrn <- array(0, dim=c(rhoM$r, rhoM$nAGQ))
rhoM$ghqws <- ghq$weights * exp(rhoM$ghqns^2)
}
else
ObjFun <- getNAGQinC
}
if(rhoM$nAGQ <= -1) {
ghq <- gauss.hermite(abs(rhoM$nAGQ))
rhoM$ghqns <- ghq$nodes
rhoM$ghqws <- ghq$weights * exp((ghq$nodes^2)/2)
if(doFit == "R"){
ObjFun <- getNGHQinR
}
else {
ObjFun <- getNGHQinC
rhoM$ghqws <- log(ghq$weights) + (ghq$nodes^2)/2
}
}
stopifnot(rhoM$nAGQ != 0) ## test needed?
### Fit the model:
if(!doFit %in% c("C", "R"))
return(rhoM)
if(rhoM$nAGQ > -1)
rhoM$updateU(rhoM) # Try updating the random effects
rhoM$optRes <- switch(rhoM$method,
"ucminf" = ucminf(rhoM$start, function(x)
ObjFun(rhoM, x), control=rhoM$optCtrl),
"nlminb" = nlminb(rhoM$start, function(x)
ObjFun(rhoM, x), control=rhoM$optCtrl,
lower = rhoM$limitLow, upper = rhoM$limitUp))
rhoM$par <- rhoM$optRes[[1]]
if(Hess) {
if(rhoM$link == "Aranda-Ordaz" &&
rhoM$estimLambda > 0 && rhoM$lambda < 1e-3)
message("Cannot get Hessian because lambda = ",rhoM$lambda
," is too close to boundary.\n",
" Fit model with link == 'logistic' to get Hessian")
else {
rhoM$Hessian <- myhess(function(x) ObjFun(rhoM, x),
rhoM$par)
rhoM$par <- rhoM$optRes[[1]]
}
}
.negLogLikMfast(rhoM) ## update pr
## if(rhoM$nAGQ > -1)
rhoM$updateU(rhoM) # Makes sure ranef's are evaluated at the optimum
### Post processing:
res <- finalizeRhoM(rhoM)
res$call <- match.call()
res$na.action <- attr(R, "na.action")
res$contrasts <- contrasts
class(res) <- c("clmm2", "clm2")
res
}
getNLA2 <- function(rho, par) {
### negative log-likelihood by the Laplace approximation
### (with update.u2 in C or R):
if(!missing(par)) rho$par <- par
if(!rho$updateU(rho)) return(Inf)
if(any(rho$D < 0)) return(Inf)
## logDetD <- sum(log(rho$D/(2*pi)))
logDetD <- sum(log(rho$D)) - rho$r * log(2*pi)
rho$negLogLik + logDetD / 2
}
getNAGQinR <- function(rho, par) {
### negative log-likelihood by adaptive Gauss-Hermite quadrature
### implemented in R:
if(!missing(par))
rho$par <- par
if(!rho$updateU(rho)) return(Inf)
if(any(rho$D < 0)) return(Inf)
with(rho, {
K <- sqrt(2/D)
agqws <- K %*% t(ghqws)
agqns <- apply(K %*% t(ghqns), 2, function(x) x + u)
ranNew <- apply(agqns, 2, function(x) x[grFac] * stDev)
eta1Tmp <- (eta1Fix + o1 - ranNew) / sigma
eta2Tmp <- (eta2Fix + o2 - ranNew) / sigma
if(nlambda)
## PRnn <- (pfun(eta1Tmp, lambda) - pfun(eta2Tmp, lambda))^weights
## This is likely a computationally more safe solution:
PRnn <- exp(weights * log(pfun(eta1Tmp, lambda) -
pfun(eta2Tmp, lambda)))
else
## PRnn <- (pfun(eta1Tmp) - pfun(eta2Tmp))^weights
PRnn <- exp(weights * log(pfun(eta1Tmp) - pfun(eta2Tmp)))
### OPTION: The fitted values could be evaluated with getFittedC for
### better precision.
for(i in 1:r)
## PRrn[i,] <- apply(PRnn[grFac == i, ], 2, prod)
PRrn[i,] <- apply(PRnn[grFac == i, ,drop = FALSE], 2, prod)
PRrn <- PRrn * agqws * dnorm(x=agqns, mean=0, sd=1)
### OPTION: Could this be optimized by essentially computing dnorm 'by hand'?
})
-sum(log(rowSums(rho$PRrn)))
}
## tmpAGQ(rho)
tmpAGQ <- function(rho, par) {
if(!missing(par))
rho$par <- par
with(rho, {
ls()
stDev <- exp(ST[[1]][1, 1])
nlambda <- 0
K <- sqrt(2/D)
agqws <- K %*% t(ghqws)
agqns <- apply(K %*% t(ghqns), 2, function(x) x + u)
grFac <- unclass(grFac)
ranNew <- apply(agqns, 2, function(x) x[grFac] * stDev)
eta1Tmp <- (eta1Fix + o1 - ranNew) / sigma
eta2Tmp <- (eta2Fix + o2 - ranNew) / sigma
if(nlambda)
PRnn <- exp(weights * log(pfun(eta1Tmp, lambda) -
pfun(eta2Tmp, lambda)))
else
PRnn <- exp(wts * log(pfun(eta1Tmp) - pfun(eta2Tmp)))
dim(eta1Tmp)
exp(wts[IND] * log(pfun(eta1Tmp[IND, ]) - pfun(eta2Tmp[IND, ])))
PRrn <- do.call(rbind, lapply(1:dims$q, function(i) {
apply(PRnn[grFac == i, ,drop = FALSE], 2, prod)
}))
head(PRrn)
PRrn <- do.call(rbind, lapply(1:dims$q, function(i) {
apply(PRnn[grFac == i, ,drop = FALSE], 2, function(x) sum(log(x)))
}))
head(PRrn)
## Could we do something like
PRnn <- wts * log(pfun(eta1Tmp) - pfun(eta2Tmp))
PRrn <- do.call(rbind, lapply(1:dims$q, function(i) {
apply(PRnn[grFac == i, ,drop = FALSE], 2, function(x) sum(x))
}))
head(PRrn, 20)
## to avoid first exp()ing and then log()ing?
head(exp(PRrn), 20)
range(PRrn)
exp(range(PRrn))
out <- PRrn + log(agqws) + log(dnorm(x=agqns, mean=0, sd=1))
log(2 * 3)
log(2) + log(3)
PRnn[grFac == 12, , drop=FALSE]
IND <- which(grFac == 12)
cbind(IND, wts[IND], PRnn[IND, ])
dim(PRrn)
## There seems to be underfloow allready in the computations
## in PRnn, which propagates to PRrn
PRrn <- PRrn * agqws * dnorm(x=agqns, mean=0, sd=1)
})
-sum(log(rowSums(rho$PRrn)))
}
getNAGQinC <- function(rho, par) {
### negative log-likelihood by adaptive Gauss-Hermite quadrature
### implemented in C:
if(!missing(par))
rho$par <- par
if(!rho$updateU(rho)) return(Inf)
if(any(rho$D < 0)) return(Inf)
with(rho, {
.C("getNAGQ",
nll = double(1), ## nll
as.integer(grFac), ## grFac
as.double(stDev), ## stDev
as.double(eta1Fix),
as.double(eta2Fix),
as.double(o1),
as.double(o2),
as.double(sigma), ## Sigma
as.double(weights),
length(sigma), ## nx - no. obs
length(uStart), ## nu - no. re
as.double(ghqns),
as.double(log(ghqws)), ## lghqws
as.double(ghqns^2), ## ghqns2
as.double(u),
as.double(D),
as.integer(abs(nAGQ)),
as.integer(linkInt),
as.double(lambda))$nll
})
}
getNGHQinR <- function(rho, par) {
### negative log-likelihood by standard Gauss-Hermite quadrature
### implemented in R:
if(!missing(par))
rho$par <- par
.negLogLikBase(rho) ## Update lambda, stDev, sigma and eta*Fix
with(rho, {
ns <- ghqns * stDev
SS <- numeric(r) ## summed likelihood
for(i in 1:r) {
ind <- grFac == i
eta1Fi <- eta1Fix[ind]
eta2Fi <- eta2Fix[ind]
o1i <- o1[ind]
o2i <- o2[ind]
si <- sigma[ind]
wt <- weights[ind]
for(h in 1:abs(nAGQ)) {
eta1s <- (eta1Fi + o1i - ns[h]) / si
eta2s <- (eta2Fi + o2i - ns[h]) / si
## SS[i] <- exp(sum(wt * log(pfun(eta1s) - pfun(eta2s)))) *
## ghqws[h] * exp(ghqns[h]^2) * dnorm(x=ghqns[h]) + SS[i]
SS[i] <- exp(sum(wt * log(pfun(eta1s) - pfun(eta2s)))) *
ghqws[h] + SS[i]
### OPTION: The fitted values could be evaluated with getFittedC for
### better precision.
}
}
-sum(log(SS)) + r * log(2*pi)/2
})
}
getNGHQinC <- function(rho, par) {
### negative log-likelihood by standard Gauss-Hermite quadrature
### implemented in C:
if(!missing(par))
rho$par <- par
.negLogLikBase(rho) ## Update lambda, stDev, sigma and eta*Fix
with(rho, {
.C("getNGHQ_C",
nll = double(1),
as.integer(grFac),
as.double(stDev),
as.double(eta1Fix),
as.double(eta2Fix),
as.double(o1),
as.double(o2),
as.double(sigma),
as.double(weights),
length(sigma),
length(uStart),
as.double(ghqns),
as.double(ghqws),
as.integer(abs(nAGQ)),
as.integer(linkInt),
as.double(ghqns * stDev),
as.double(lambda))$nll
})
}
finalizeRhoM <- function(rhoM) {
if(rhoM$method == "ucminf") {
if(rhoM$optRes$info[1] > rhoM$optCtrl[["grtol"]])
warning("clmm2 may not have converged:\n optimizer 'ucminf' terminated with max|gradient|: ",
rhoM$optRes$info[1], call.=FALSE)
rhoM$convergence <-
ifelse(rhoM$optRes$info[1] > rhoM$optCtrl[["grtol"]], FALSE, TRUE)
}
if(rhoM$method == "nlminb") {
rhoM$convergence <- ifelse(rhoM$optRes$convergence == 0, TRUE, FALSE)
if(!rhoM$convergence)
warning("clmm2 may not have converged:\n optimizer 'nlminb' terminated with message: ",
rhoM$optRes$message, call.=FALSE)
}
if(rhoM$ctrl$gradTol < max(abs(rhoM$gradient)))
warning("Inner loop did not converge at termination:\n max|gradient| = ",
max(abs(rhoM$gradient)))
with(rhoM, {
if(nxi > 0) {
xi <- par[1:nxi]
names(xi) <- xiNames
thetaNames <- paste(lev[-length(lev)], lev[-1], sep="|")
Alpha <- Theta <- matrix(par[1:nxi], nrow=ncolXX, byrow=TRUE)
Theta <- t(apply(Theta, 1, function(x) c(tJac %*% x)))
if(ncolXX > 1){
dimnames(Theta) <- list(dnXX[[2]], thetaNames)
dimnames(Alpha) <- list(dnXX[[2]], alphaNames)
}
else {
Theta <- c(Theta)
Alpha <- c(Alpha)
names(Theta) <- thetaNames
names(Alpha) <- alphaNames
}
coefficients <- xi
}
else coefficients <- numeric(0)
if(p > 0) {
beta <- par[nxi + 1:p]
names(beta) <- dnX[[2]]
coefficients <- c(coefficients, beta)
}
if(k > 0) {
zeta <- par[nxi+p + 1:k]
names(zeta) <- dnZ[[2]]
coefficients <- c(coefficients, zeta)
}
if(estimLambda > 0) {
names(lambda) <- "lambda"
coefficients <- c(coefficients, lambda)
}
if(s > 0) {
stDev <- exp(par[nxi+p+k + estimLambda + 1:s])
coefficients <- c(coefficients, stDev)
}
names(stDev) <- randomName
if(exists("Hessian", inherits=FALSE))
dimnames(Hessian) <- list(names(coefficients),
names(coefficients))
edf <- p + nxi + k + estimLambda + s
nobs <- sum(weights)
fitted.values <- pr
df.residual = nobs - edf
ranef <- u * stDev
condVar <- 1/D * stDev^2
logLik <- -optRes[[2]]
})
res <- as.list(rhoM)
keepNames <-
c("ranef", "df.residual", "fitted.values", "edf", "start",
"stDev", "beta", "coefficients", "zeta", "Alpha", "Theta",
"xi", "lambda", "convergence", "Hessian",
"gradient", "optRes", "logLik", "Niter", "grFac", "call",
"scale", "location", "nominal", "method", "y", "lev",
"nobs", "threshold", "estimLambda", "link", "nAGQ",
"condVar", "contrasts", "na.action")
m <- match(keepNames, names(res), 0)
res <- res[m]
res
}
anova.clmm2 <- function (object, ..., test = c("Chisq", "none"))
{
anova.clm2(object, ..., test = c("Chisq", "none"))
}
print.clmm2 <- function(x, ...)
{
if(x$nAGQ >= 2)
cat(paste("Cumulative Link Mixed Model fitted with the adaptive",
"Gauss-Hermite \nquadrature approximation with",
x$nAGQ ,"quadrature points"), "\n\n")
else if(x$nAGQ <= -1)
cat(paste("Cumulative Link Mixed Model fitted with the",
"Gauss-Hermite \nquadrature approximation with",
abs(x$nAGQ) ,"quadrature points"), "\n\n")
else
cat("Cumulative Link Mixed Model fitted with the Laplace approximation\n",
fill=TRUE)
if(!is.null(cl <- x$call)) {
cat("Call:\n")
dput(cl, control=NULL)
}
if(length(x$stDev)) {
cat("\nRandom effects:\n")
varMat <- matrix(c(x$stDev^2, x$stDev), nrow =
length(x$stDev), ncol=2)
rownames(varMat) <- names(x$stDev)
colnames(varMat) <- c("Var", "Std.Dev")
print(varMat, ...)
} else {
cat("\nNo random effects\n")
}
if(length(x$beta)) {
cat("\nLocation coefficients:\n")
print(x$beta, ...)
} else {
cat("\nNo location coefficients\n")
}
if(length(x$zeta)) {
cat("\nScale coefficients:\n")
print(x$zeta, ...)
} else {
cat("\nNo Scale coefficients\n")
}
if(x$estimLambda > 0) {
cat("\nLink coefficient:\n")
print(x$lambda)
}
if(length(x$xi) > 0) {
cat("\nThreshold coefficients:\n")
print(x$Alpha, ...)
if(x$threshold != "flexible") {
cat("\nThresholds:\n")
print(x$Theta, ...)
}
}
cat("\nlog-likelihood:", format(x$logLik, nsmall=2), "\n")
cat("AIC:", format(-2*x$logLik + 2*x$edf, nsmall=2), "\n")
if(nzchar(mess <- naprint(x$na.action))) cat("(", mess, ")\n", sep="")
invisible(x)
}
vcov.clmm2 <- function(object, ...)
{
if(is.null(object$Hessian)) {
stop("Model needs to be fitted with Hess = TRUE")
}
dn <- names(object$coefficients)
structure(solve(object$Hessian), dimnames = list(dn, dn))
}
summary.clmm2 <- function(object, digits = max(3, .Options$digits - 3),
correlation = FALSE, ...)
{
estimStDev <- !("sdFixed" %in% names(as.list(object$call)))
edf <- object$edf
coef <- with(object,
matrix(0, edf-estimStDev, 4,
dimnames =
list(names(coefficients[seq_len(edf-estimStDev)]),
c("Estimate", "Std. Error", "z value", "Pr(>|z|)"))))
coef[, 1] <- object$coefficients[seq_len(edf-estimStDev)]
if(is.null(object$Hessian)) {
stop("Model needs to be fitted with Hess = TRUE")
}
vc <- try(vcov(object), silent = TRUE)
if(inherits(vc, "try-error")) {
warning("Variance-covariance matrix of the parameters is not defined")
coef[, 2:4] <- NaN
if(correlation) warning("Correlation matrix is unavailable")
object$condHess <- NaN
} else {
sd <- sqrt(diag(vc))
coef[, 2] <- sd[seq_len(edf - estimStDev)]
object$condHess <-
with(eigen(object$Hessian, only.values = TRUE),
abs(max(values) / min(values)))
coef[, 3] <- coef[, 1]/coef[, 2]
coef[, 4] <- 2*pnorm(abs(coef[, 3]), lower.tail=FALSE)
if(correlation)
object$correlation <- (vc/sd)/rep(sd, rep(object$edf, object$edf))
}
object$coefficients <- coef
object$digits <- digits
varMat <- matrix(c(object$stDev^2, object$stDev),
nrow = length(object$stDev), ncol=2)
rownames(varMat) <- names(object$stDev)
colnames(varMat) <- c("Var", "Std.Dev")
object$varMat <- varMat
class(object) <- "summary.clmm2"
object
}
print.summary.clmm2 <- function(x, digits = x$digits, signif.stars =
getOption("show.signif.stars"), ...)
{
if(x$nAGQ >=2)
cat(paste("Cumulative Link Mixed Model fitted with the adaptive",
"Gauss-Hermite \nquadrature approximation with",
x$nAGQ ,"quadrature points\n\n"))
else if(x$nAGQ <= -1)
cat(paste("Cumulative Link Mixed Model fitted with the",
"Gauss-Hermite \nquadrature approximation with",
abs(x$nAGQ) ,"quadrature points"), "\n\n")
else
cat("Cumulative Link Mixed Model fitted with the Laplace approximation\n",
fill=TRUE)
if(!is.null(cl <- x$call)) {
cat("Call:\n")
dput(cl, control=NULL)
}
if(length(x$stDev)) {
cat("\nRandom effects:\n")
print(x$varMat, ...)
} else {
cat("\nNo random effects\n")
}
### OPTION: Should the number of obs. and the number of groups be
### displayed as in clmm?
coef <- format(round(x$coefficients, digits=digits))
coef[,4] <- format.pval(x$coefficients[, 4])
p <- length(x$beta); nxi <- length(x$xi)
k <- length(x$zeta); u <- x$estimLambda
if(p > 0) {
cat("\nLocation coefficients:\n")
print(coef[nxi + 1:p, , drop=FALSE],
quote = FALSE, ...)
} else {
cat("\nNo location coefficients\n")
}
if(k > 0) {
cat("\nScale coefficients:\n")
print(coef[(nxi+p+1):(nxi+p+k), , drop=FALSE],
quote = FALSE, ...)
} else {
cat("\nNo scale coefficients\n")
}
if(x$estimLambda > 0) {
cat("\nLink coefficients:\n")
print(coef[(nxi+p+k+1):(nxi+p+k+u), , drop=FALSE],
quote = FALSE, ...)
}
if(nxi > 0) {
cat("\nThreshold coefficients:\n")
print(coef[1:nxi, -4, drop=FALSE], quote = FALSE, ...)
}
cat("\nlog-likelihood:", format(x$logLik, nsmall=2), "\n")
cat("AIC:", format(-2*x$logLik + 2*x$edf, nsmall=2), "\n")
cat("Condition number of Hessian:", format(x$condHess, nsmall=2), "\n")
if(nzchar(mess <- naprint(x$na.action))) cat("(", mess, ")\n", sep="")
if(!is.null(correl <- x$correlation)) {
cat("\nCorrelation of Coefficients:\n")
ll <- lower.tri(correl)
correl[ll] <- format(round(correl[ll], digits))
correl[!ll] <- ""
print(correl[-1, -ncol(correl)], quote = FALSE, ...)
}
invisible(x)
}
## ranef.clmm2 <- function(x) {
## x$ranef
## }
## Trace <- function(iter, stepFactor, val, maxGrad, par, first=FALSE) {
## t1 <- sprintf(" %3d: %-5e: %.3f: %1.3e: ",
## iter, stepFactor, val, maxGrad)
## t2 <- formatC(par)
## if(first)
## cat("iter: step factor: Value: max|grad|: Parameters:\n")
## cat(t1, t2, "\n")
## }
gauss.hermite <- function (n)
{
n <- as.integer(n)
if (n < 0)
stop("need non-negative number of nodes")
if (n == 0)
return(list(nodes = numeric(0), weights = numeric(0)))
i <- 1:n
i1 <- i[-n]
muzero <- sqrt(pi)
a <- rep(0, n)
b <- sqrt(i1/2)
A <- rep(0, n * n)
A[(n + 1) * (i1 - 1) + 2] <- b
A[(n + 1) * i1] <- b
dim(A) <- c(n, n)
vd <- eigen(A, symmetric = TRUE)
w <- rev(as.vector(vd$vectors[1, ]))
w <- muzero * w^2
x <- rev(vd$values)
list(nodes = x, weights = w)
}
profile.clmm2 <-
function(fitted, alpha = 0.01, range, nSteps = 20, trace = 1, ...)
{
estimStDev <- !("sdFixed" %in% names(as.list(fitted$call)))
if(!estimStDev) ## || is.null(fitted$Hessian))
fitted <- update(fitted, Hess = TRUE, sdFixed = NULL)
MLogLik <- fitted$logLik
MLstDev <- fitted$stDev
if(missing(range) && is.null(fitted$Hessian))
stop("'range' should be specified or model fitted with 'Hess = TRUE'")
if(missing(range) && !is.null(fitted$Hessian)) {
range <- log(fitted$stDev) + qnorm(1 - alpha/2) *
c(-1, 1) * sqrt(vcov(fitted)[fitted$edf, fitted$edf])
range <- exp(range)
pct <- paste(round(100*c(alpha/2, 1-alpha/2), 1), "%")
ci <- array(NA, dim = c(1, 2),
dimnames = list("stDev", pct))
ci[] <- range
}
stopifnot(all(range > 0))
logLik <- numeric(nSteps)
stDevSeq <- seq(min(range), max(range), length.out = nSteps)
if(trace) message("Now profiling stDev with ", nSteps,
" steps: i =")
if(trace) cat(1, "")
rho <- update(fitted, Hess = FALSE, sdFixed = min(range))
logLik[1] <- rho$logLik
start <- as.vector(rho$coefficients)
for(i in 2:nSteps){
if(trace) cat(i, "")
rho <- update(rho, sdFixed = stDevSeq[i], start = start)
logLik[i] <- rho$logLik
start <- as.vector(rho$coefficients)
}
if(trace) cat("\n")
if(any(logLik > fitted$logLik))
warning("Profiling found a better optimum,",
" so original fit had not converged")
sgn <- 2*(stDevSeq > MLstDev) -1
Lroot <- sgn * sqrt(2) * sqrt(-logLik + MLogLik)
res <- data.frame("Lroot" = c(0, Lroot),
"stDev" = c(MLstDev, stDevSeq))
res <- res[order(res[,1]),]
if(!all(diff(res[,2]) > 0))
warning("likelihood is not monotonically decreasing from maximum,\n",
" so profile may be unreliable for stDev")
val <- structure(list(stDev = res), original.fit = fitted)
if(exists("ci", inherits=FALSE)) attr(val, "WaldCI") <- ci
class(val) <- c("profile.clmm2", "profile")
val
}
confint.profile.clmm2 <-
function(object, parm = seq_along(Pnames), level = 0.95, ...)
{
Pnames <- names(object)
confint.profile.clm2(object, parm = parm, level = level, ...)
}
plot.profile.clmm2 <-
function(x, parm = seq_along(Pnames), level = c(0.95, 0.99),
Log = FALSE, relative = TRUE, fig = TRUE, n = 1e3, ...,
ylim = NULL)
{
Pnames <- names(x)
plot.profile.clm2(x, parm = parm, level = level, Log = Log,
relative = relative, fig = fig,
n = n, ..., ylim = ylim)
}
update.clmm2 <-
function(object, formula., location, scale, nominal, ...,
evaluate = TRUE)
{
call <- object$call
if (is.null(call))
stop("need an object with call component")
extras <- match.call(expand.dots = FALSE)$...
if (!missing(location))
call$location <-
update.formula(formula(attr(object$location, "terms")),
location)
if (!missing(scale))
call$scale <-
if(!is.null(object$scale))
update.formula(formula(attr(object$scale, "terms")), scale)
else
scale
if (!missing(nominal))
call$nominal <-
if(!is.null(object$nominal))
update.formula(formula(attr(object$nominal, "terms")), nominal)
else
nominal
if (length(extras)) {
existing <- !is.na(match(names(extras), names(call)))
for (a in names(extras)[existing]) call[[a]] <- extras[[a]]
if (any(!existing)) {
call <- c(as.list(call), extras[!existing])
call <- as.call(call)
}
}
if (evaluate)
eval(call, parent.frame())
else call
}
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