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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:
## Functions that can drop columns from rank-deficient design
## matrices. One is exported and others used internally.
drop.coef <- function(X, silent = FALSE)
### works if ncol(X) >= 0 and nrow(X) >= 0
{
## test and match arguments:
stopifnot(is.matrix(X))
silent <- as.logical(silent)[1]
## perform the qr-decomposition of X using LINPACK methods:
qr.X <- qr(X, tol = 1e-7, LAPACK = FALSE)
if(qr.X$rank == ncol(X))
return(X) ## return X if X has full column rank
if(!silent) ## message the no. dropped columns:
message(gettextf("design is column rank deficient so dropping %d coef",
ncol(X) - qr.X$rank))
## return the columns correponding to the first qr.x$rank pivot
## elements of X:
newX <- X[, qr.X$pivot[1:qr.X$rank], drop = FALSE]
## did we succeed? stop-if-not:
if(qr.X$rank != qr(newX)$rank)
stop(gettextf("determination of full column rank design matrix failed"),
call. = FALSE)
return(newX)
}
drop.coef2 <- function(X, tol = 1e-7, silent = FALSE, test.ans = FALSE)
### works if ncol(X) >= 0 and nrow(X) >= 0
{
## test and match arguments:
stopifnot(is.matrix(X))
silent <- as.logical(silent)[1]
aliased <- rep.int(0, ncol(X))
## perform the qr-decomposition of X using LINPACK methods:
qr.X <- qr(X, tol = tol, LAPACK = FALSE)
if(qr.X$rank == ncol(X)) {
## return X if X has full column rank
attr(X, "aliased") <- aliased
attr(X, "orig.colnames") <- colnames(X)
return(X)
}
if(!silent) ## message the no. dropped columns:
message(gettextf("design is column rank deficient so dropping %d coef",
ncol(X) - qr.X$rank))
## return the columns correponding to the first qr.x$rank pivot
## elements of X:
newX <- X[, qr.X$pivot[1:qr.X$rank], drop = FALSE]
sel <- qr.X$pivot[-(1:qr.X$rank)]
aliased[sel] <- 1
attr(newX, "aliased") <- aliased
attr(newX, "orig.colnames") <- colnames(X)
## Copy old attributes:
attributes(newX)$contrasts <- attributes(X)$contrasts
attr(newX, "assign") <- attr(X, "assign")[-sel]
## did we succeed? stop-if-not:
if(test.ans && qr.X$rank != qr(newX)$rank)
stop(gettextf("determination of full column rank design matrix failed"),
call. = FALSE)
return(newX)
}
drop.cols <- function(mf, silent = FALSE, drop.scale=TRUE)
### drop columns from X and possibly NOM and S to ensure full column
### rank.
### mf - list with X and possibly NOM and S design matrices. Includes
### alpha.names
###
### returns: updated version of mf.
{
nalpha <- length(mf$alpha.names)
## X is assumed to contain an intercept at this point:
Xint <- match("(Intercept)", colnames(mf$X), nomatch = 0)
if(Xint <= 0) {
mf$X <- cbind("(Intercept)" = rep(1, nrow(mf$X)), mf$X)
warning("an intercept is needed and assumed")
} ## intercept in X is guaranteed.
if(!is.null(mf[["NOM"]])){
## store coef names:
mf$coef.names <- list()
mf$coef.names$alpha <-
paste(rep(mf$alpha.names, ncol(mf$NOM)), ".",
rep(colnames(mf$NOM), each=nalpha), sep="")
mf$coef.names$beta <- colnames(mf$X)[-1]
## drop columns from NOM:
mf$NOM <- drop.coef2(mf$NOM, silent=silent)
## drop columns from X:
NOMX <- drop.coef2(cbind(mf$NOM, mf$X[,-1, drop=FALSE]),
silent=silent)
## extract and store X:
mf$X <- cbind("(Intercept)" = rep(1, nrow(mf$X)),
NOMX[,-seq_len(ncol(mf$NOM)), drop=FALSE])
## store alias information:
mf$aliased <- list(alpha = rep(attr(mf$NOM, "aliased"),
each=nalpha))
mf$aliased$beta <- attr(NOMX, "aliased")[-seq_len(ncol(mf$NOM))]
if(drop.scale && !is.null(mf[["S"]])) {
mf$coef.names$zeta <- colnames(mf$S)[-1]
## drop columns from S:
NOMS <- drop.coef2(cbind(mf$NOM, mf$S[,-1, drop=FALSE]),
silent=silent)
## extract and store S:
mf$S <- cbind("(Intercept)" = rep(1, nrow(mf$S)),
NOMS[,-seq_len(ncol(mf$NOM)), drop=FALSE])
mf$aliased$zeta <- attr(NOMS,
"aliased")[-seq_len(ncol(mf$NOM))]
} else if(!is.null(mf[["S"]])) {
Sint <- match("(Intercept)", colnames(mf$S), nomatch = 0)
if(Sint <= 0) {
mf$S <- cbind("(Intercept)" = rep(1, nrow(mf$S)), mf$S)
warning("an intercept is needed and assumed in 'scale'",
call.=FALSE)
} ## intercept in S is guaranteed.
mf$coef.names$zeta <- colnames(mf$S)[-1]
mf$S <- drop.coef2(mf$S, silent=silent)
mf$aliased$zeta <- attr(mf$S, "aliased")[-1]
}
return(mf)
} ## end !is.null(mf[["NOM"]])
## drop columns from X assuming an intercept:
mf$coef.names <- list(alpha = mf$alpha.names,
beta = colnames(mf$X)[-1])
mf$X <- drop.coef2(mf$X, silent=silent)
mf$aliased <- list(alpha = rep(0, nalpha),
beta = attr(mf$X, "aliased")[-1])
## drop columns from S if relevant:
if(!is.null(mf[["S"]])) {
Sint <- match("(Intercept)", colnames(mf$S), nomatch = 0)
if(Sint <= 0) {
mf$S <- cbind("(Intercept)" = rep(1, nrow(mf$S)), mf$S)
warning("an intercept is needed and assumed in 'scale'",
call.=FALSE)
} ## intercept in S is guaranteed.
mf$coef.names$zeta <- colnames(mf$S)[-1]
mf$S <- drop.coef2(mf$S, silent=silent)
mf$aliased$zeta <- attr(mf$S, "aliased")[-1]
}
return(mf)
}
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