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### extract.R: Extraction functions
## coef.mvr: Extract the base variable regression coefficients from
## an mvr object.
#' @name coef.mvr
#' @title Extract Information From a Fitted PLSR or PCR Model
#'
#' @description Functions to extract information from \code{mvr} objects: Regression
#' coefficients, fitted values, residuals, the model frame, the model matrix,
#' names of the variables and components, and the \eqn{X} variance explained by
#' the components.
#'
#' @details These functions are mostly used inside other functions. (Functions
#' \code{coef.mvr}, \code{fitted.mvr} and \code{residuals.mvr} are usually
#' called through their generic functions \code{\link{coef}},
#' \code{\link{fitted}} and \code{\link{residuals}}, respectively.)
#'
#' \code{coef.mvr} is used to extract the regression coefficients of a model,
#' i.e. the \eqn{B} in \eqn{y = XB} (for the \eqn{Q} in \eqn{y = TQ} where
#' \eqn{T} is the scores, see \code{\link{Yloadings}}). An array of dimension
#' \code{c(nxvar, nyvar, length(ncomp))} or \code{c(nxvar, nyvar,
#' length(comps))} is returned.
#'
#' If \code{comps} is missing (or is \code{NULL}), \code{coef()[,,ncomp[i]]}
#' are the coefficients for models with \code{ncomp[i]} components, for \eqn{i
#' = 1, \ldots, length(ncomp)}. Also, if \code{intercept = TRUE}, the first
#' dimension is \eqn{nxvar + 1}, with the intercept coefficients as the first
#' row.
#'
#' If \code{comps} is given, however, \code{coef()[,,comps[i]]} are the
#' coefficients for a model with only the component \code{comps[i]}, i.e. the
#' contribution of the component \code{comps[i]} on the regression
#' coefficients.
#'
#' \code{fitted.mvr} and \code{residuals.mvr} return the fitted values and
#' residuals, respectively. If the model was fitted with \code{na.action =
#' na.exclude} (or after setting the default \code{na.action} to
#' \code{"na.exclude"} with \code{\link{options}}), the fitted values (or
#' residuals) corresponding to excluded observations are returned as \code{NA};
#' otherwise, they are omitted.
#'
#' \code{model.frame.mvr} returns the model frame; i.e. a data frame with all
#' variables neccessary to generate the model matrix. See
#' \code{\link[stats]{model.frame}} for details.
#'
#' \code{model.matrix.mvr} returns the (possibly coded) matrix used as \eqn{X}
#' in the fitting. See \code{\link[stats]{model.matrix}} for details.
#'
#' \code{prednames}, \code{respnames} and \code{compnames} extract the names of
#' the \eqn{X} variables, responses and components, respectively. With
#' \code{intercept = TRUE} in \code{prednames}, the name of the intercept
#' variable (i.e. \code{"(Intercept)"}) is returned as well. \code{compnames}
#' can also extract component names from score and loading matrices. If
#' \code{explvar = TRUE} in \code{compnames}, the explained variance for each
#' component (if available) is appended to the component names. For optimal
#' formatting of the explained variances when not all components are to be
#' used, one should specify the desired components with the argument
#' \code{comps}.
#'
#' \code{explvar} extracts the amount of \eqn{X} variance (in per cent)
#' explained by each component in the model. It can also handle score and
#' loading matrices returned by \code{\link{scores}} and
#' \code{\link{loadings}}.
#'
#' @aliases coef.mvr fitted.mvr residuals.mvr model.frame.mvr model.matrix.mvr
#' prednames respnames compnames explvar
#' @param object,formula an \code{mvr} object. The fitted model.
#' @param ncomp,comps vector of positive integers. The components to include
#' in the coefficients or to extract the names of. See below.
#' @param intercept logical. Whether coefficients for the intercept should be
#' included. Ignored if \code{comps} is specified. Defaults to \code{FALSE}.
#' @param explvar logical. Whether the explained \eqn{X} variance should be
#' appended to the component names.
#' @param \dots other arguments sent to underlying functions. Currently only
#' used for \code{model.frame.mvr} and \code{model.matrix.mvr}.
#' @return \code{coef.mvr} returns an array of regression coefficients.
#'
#' \code{fitted.mvr} returns an array with fitted values.
#'
#' \code{residuals.mvr} returns an array with residuals.
#'
#' \code{model.frame.mvr} returns a data frame.
#'
#' \code{model.matrix.mvr} returns the \eqn{X} matrix.
#'
#' \code{prednames}, \code{respnames} and \code{compnames} return a character
#' vector with the corresponding names.
#'
#' \code{explvar} returns a numeric vector with the explained variances, or
#' \code{NULL} if not available.
#' @author Ron Wehrens and Bjørn-Helge Mevik
#' @seealso \code{\link{mvr}}, \code{\link{coef}}, \code{\link{fitted}},
#' \code{\link{residuals}}, \code{\link{model.frame}},
#' \code{\link{model.matrix}}, \code{\link{na.omit}}
#' @keywords regression multivariate
#' @examples
#'
#' data(yarn)
#' mod <- pcr(density ~ NIR, data = yarn[yarn$train,], ncomp = 5)
#' B <- coef(mod, ncomp = 3, intercept = TRUE)
#' ## A manual predict method:
#' stopifnot(drop(B[1,,] + yarn$NIR[!yarn$train,] %*% B[-1,,]) ==
#' drop(predict(mod, ncomp = 3, newdata = yarn[!yarn$train,])))
#'
#' ## Note the difference in formatting:
#' mod2 <- pcr(density ~ NIR, data = yarn[yarn$train,])
#' compnames(mod2, explvar = TRUE)[1:3]
#' compnames(mod2, comps = 1:3, explvar = TRUE)
#'
#' @export
coef.mvr <- function(object, ncomp = object$ncomp, comps, intercept = FALSE,
...)
{
if (missing(comps) || is.null(comps)) {
## Cumulative coefficients:
B <- object$coefficients[,,ncomp, drop=FALSE]
if (isTRUE(intercept)) { # Intercept only has meaning for
# cumulative coefficients
dB <- dim(B)
dB[1] <- dB[1] + 1
dnB <- dimnames(B)
dnB[[1]] <- c("(Intercept)", dnB[[1]])
BInt <- array(dim = dB, dimnames = dnB)
BInt[-1,,] <- B
for (i in seq(along = ncomp))
BInt[1,,i] <- object$Ymeans - object$Xmeans %*% B[,,i]
B <- BInt
}
} else {
## Individual coefficients:
B <- object$coefficients[,,comps, drop=FALSE]
g1 <- which(comps > 1)
## Indiv. coef. must be calculated since object$coefficients is
## cumulative coefs.
B[,,g1] <- B[,,g1, drop=FALSE] -
object$coefficients[,,comps[g1] - 1, drop=FALSE]
dimnames(B)[[3]] <- paste("Comp", comps)
}
return(B)
}
## fitted.mvr: Extract the fitted values. It is needed because the case
## na.action == "na.exclude" must be treated differently from what is done
## in fitted.default.
#' @rdname coef.mvr
#' @export
fitted.mvr <- function(object, ...) {
if (inherits(object$na.action, "exclude")) {
naExcludeMvr(object$na.action, object$fitted.values)
} else {
object$fitted.values
}
}
## residuals.mvr: Extract the residuals. It is needed because the case
## na.action == "na.exclude" must be treated differently from what is done
## in residuals.default.
#' @rdname coef.mvr
#' @export
residuals.mvr <- function(object, ...) {
if (inherits(object$na.action, "exclude")) {
naExcludeMvr(object$na.action, object$residuals)
} else {
object$residuals
}
}
## naExcludeMvr: Perform the equivalent of naresid.exclude and
## napredict.exclude on three-dimensional arrays where the first dimension
## corresponds to the observations.
## Almost everything here is lifted verbatim from naresid.exclude (R 2.2.0)
#' @title Adjust for Missing Values
#'
#' @description Use missing value information to adjust residuals and predictions. This is
#' the \sQuote{mvr equivalent} of the \code{naresid.exclude} and
#' \code{napredict.exclude} functions.
#'
#' @details This is a utility function used to allow \code{predict.mvr} and
#' \code{residuals.mvr} to compensate for the removal of \code{NA}s in the
#' fitting process.
#'
#' It is called only when the \code{na.action} is \code{na.exclude}, and pads
#' \code{x} with \code{NA}s in the correct positions to have the same number of
#' rows as the original data frame.
#'
#' @param omit an object produced by an \code{na.action} function, typically
#' the \code{"na.action"} attribute of the result of \code{na.omit} or
#' \code{na.exclude}.
#' @param x a three-dimensional array to be adjusted based upon the missing
#' value information in \code{omit}.
#' @param \dots further arguments. Currently not used.
#' @return \code{x}, padded with \code{NA}s along the first dimension
#' (\sQuote{rows}).
#' @author Bjørn-Helge Mevik and Ron Wehrens
#' @seealso \code{\link{predict.mvr}}, \code{\link{residuals.mvr}},
#' \code{\link{napredict}}, \code{\link{naresid}}
#' @keywords regression multivariate internal
naExcludeMvr <- function(omit, x, ...) {
if (length(omit) == 0 || !is.numeric(omit))
stop("invalid argument 'omit'")
if (length(x) == 0)
return(x)
n <- nrow(x)
keep <- rep.int(NA, n + length(omit))
keep[-omit] <- 1:n
x <- x[keep,,, drop = FALSE] # This is where the real difference is!
temp <- rownames(x)
if (length(temp)) {
temp[omit] <- names(omit)
rownames(x) <- temp
}
return(x)
}
## loadings is in stats, but doesn't work for prcomp objects, and is not
## generic, so we build our own:
#' @name scores
#' @title Extract Scores and Loadings from PLSR and PCR Models
#'
#' @description These functions extract score and loading matrices from fitted \code{mvr}
#' models.
#'
#' @details All functions extract the indicated matrix from the fitted model, and will
#' work with any object having a suitably named component.
#'
#' The default \code{scores} and \code{loadings} methods also handle
#' \code{prcomp} objects (their scores and loadings components are called
#' \code{x} and \code{rotation}, resp.), and add an attribute \code{"explvar"}
#' with the variance explained by each component, if this is available. (See
#' \code{\link{explvar}} for details.)
#'
#' @aliases scores scores.default loadings loadings.default loading.weights
#' Yscores Yloadings
#' @param object a fitted model to extract from.
#' @param \dots extra arguments, currently not used.
#' @return A matrix with scores or loadings.
#' @note There is a \code{loadings} function in package \pkg{stats}. It simply
#' returns any element named \code{"loadings"}. See
#' \code{\link[stats]{loadings}} for details. The function can be accessed as
#' \code{stats::loadings(...)}.
#' @author Ron Wehrens and Bjørn-Helge Mevik
#' @seealso \code{\link{mvr}}, \code{\link{coef.mvr}}
#' @keywords regression multivariate
#' @examples
#'
#' data(yarn)
#' plsmod <- plsr(density ~ NIR, 6, data = yarn)
#' scores(plsmod)
#' loadings(plsmod)[,1:4]
#'
#' @export
loadings <- function(object, ...) UseMethod("loadings")
#' @rdname scores
#' @export
loadings.default <- function(object, ...) {
L <- if (inherits(object, "prcomp")) object$rotation else object$loadings
if (!(inherits(L, "loadings") || inherits(L, "list")))
class(L) <- "loadings"
attr(L, "explvar") <- explvar(object)
L
}
## scores: Return the scores (also works for prcomp/princomp objects):
#' @rdname scores
#' @export
scores <- function(object, ...) UseMethod("scores")
#' @rdname scores
#' @export
scores.default <- function(object, ...) {
S <- if (inherits(object, "prcomp")) object$x else object$scores
if (!(inherits(S, "scores") || inherits(S, "list")))
class(S) <- "scores"
attr(S, "explvar") <- explvar(object)
S
}
## Yscores: Return the Yscores
#' @rdname scores
#' @export
Yscores <- function(object) object$Yscores
## loading.weights: Return the loading weights:
#' @rdname scores
#' @export
loading.weights <- function(object) object$loading.weights
## Yloadings: Return the Yloadings
#' @rdname scores
#' @export
Yloadings <- function(object) object$Yloadings
## model.frame.mvr: Extract or generate the model frame from a `mvr' object.
## It is simply a slightly modified `model.frame.lm'.
#' @rdname coef.mvr
#' @export
model.frame.mvr <- function(formula, ...) {
dots <- list(...)
nargs <- dots[match(c("data", "na.action", "subset"), names(dots), 0)]
if (length(nargs) || is.null(formula$model)) {
fcall <- formula$call
fcall$method <- "model.frame"
fcall[[1]] <- as.name("mvr")
fcall[names(nargs)] <- nargs
env <- environment(formula$terms)
if (is.null(env)) env <- parent.frame()
eval(fcall, env, parent.frame())
}
else formula$model
}
## model.matrix.mvr: Extract the model matrix from an `mvr' object.
## It is a modified version of model.matrix.lm.
#' @rdname coef.mvr
#' @export
model.matrix.mvr <- function(object, ...) {
if (n_match <- match("x", names(object), 0))
object[[n_match]]
else {
data <- model.frame(object, ...)
mm <- NextMethod("model.matrix", data = data)
mm <- delete.intercept(mm) # Deletes any intercept coloumn
## model.matrix.default prepends the term name to the colnames of
## matrices. If there is only one predictor term, and the
## corresponding matrix has colnames, remove the prepended term name:
mt <- terms(object)
if (length(attr(mt, "term.labels")) == 1 &&
!is.null(colnames(data[[attr(mt, "term.labels")]])))
colnames(mm) <- sub(attr(mt, "term.labels"), "", colnames(mm))
return(mm)
}
}
## delete.intercept: utilitiy function that deletes the response coloumn from
## a model matrix, and adjusts the "assign" attribute:
#' @title Delete intercept from model matrix
#'
#' @description A utility function to delete any intercept column from a model matrix, and
#' adjust the \code{"assign"} attribute correspondingly. It is used by formula
#' handling functions like \code{mvr} and \code{model.matrix.mvr}.
#'
#'
#' @param mm Model matrix.
#' @return A model matrix without intercept column.
#' @author Bjørn-Helge Mevik and Ron Wehrens
#' @seealso \code{\link{mvr}}, \code{\link{model.matrix.mvr}}
#' @keywords internal
delete.intercept <- function(mm) {
## Save the attributes prior to removing the intercept coloumn:
saveattr <- attributes(mm)
## Find the intercept coloumn:
intercept <- which(saveattr$assign == 0)
## Return if there was no intercept coloumn:
if (!length(intercept)) return(mm)
## Remove the intercept coloumn:
mm <- mm[,-intercept, drop=FALSE]
## Update the attributes with the new dimensions:
saveattr$dim <- dim(mm)
saveattr$dimnames <- dimnames(mm)
## Remove the assignment of the intercept from the attributes:
saveattr$assign <- saveattr$assign[-intercept]
## Restore the (modified) attributes:
attributes(mm) <- saveattr
## Return the model matrix:
mm
}
## The following "extraction" functions are mostly used in plot and summary
## functions.
## The names of the response variables:
#' @rdname coef.mvr
#' @export
respnames <- function(object)
dimnames(fitted(object))[[2]]
## The names of the prediction variables:
#' @rdname coef.mvr
#' @export
prednames <- function(object, intercept = FALSE) {
if (isTRUE(intercept))
c("(Intercept)", rownames(object$loadings))
else
rownames(object$loadings)
}
## The names of the components:
## Note: The components must be selected prior to the format statement
#' @rdname coef.mvr
#' @export
compnames <- function(object, comps, explvar = FALSE, ...) {
M <- if (is.matrix(object)) object else scores(object)
labs <- colnames(M)
if (missing(comps))
comps <- seq(along = labs)
else
labs <- labs[comps]
if (isTRUE(explvar) && !is.null(evar <- explvar(M)[comps]))
labs <- paste(labs, " (", format(evar, digits = 2, trim = TRUE),
" %)", sep = "")
return(labs)
}
## The explained X variance:
#' @rdname coef.mvr
#' @export
explvar <- function(object)
switch(class(object)[1],
mvr = 100 * object$Xvar / object$Xtotvar,
princomp =,
prcomp = 100 * object$sdev^2 / sum(object$sdev^2),
scores =,
loadings = attr(object, "explvar")
)
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