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`confint.segmented` <- function(object, parm, level=0.95, method=c("delta", "score", "gradient"), rev.sgn=FALSE,
var.diff=FALSE, is=FALSE, digits=max(4, getOption("digits") - 1), .coef=NULL, .vcov=NULL, ...){
#...: argomenti da passare solo a confintSegIS. Questi sono "h", "d.h", "bw" (bw="(1/n)^(1/2)"), nvalues, msgWarn o useSeg.
method<-match.arg(method)
cls<-class(object)
if(length(cls)==1) cls<-c(cls, cls)
if(method%in%c("score", "gradient") && !all(cls[1:2]==c("segmented","lm"))) stop("Score- or Gradient-based CI only work with segmented lm models")
if(!is.null(object$constr) && method%in%c("score", "gradient")) stop(" Score/Gradient CI with constrained fits are not allowed")
estcoef<-if(is.null(.coef)) coef(object) else .coef
COV<- if(is.null(.vcov)) vcov(object,var.diff=var.diff, is=is, ...) else .vcov
#===========
#browser()
if(missing(parm)) {
parm<- object$nameUV$Z
if(length(rev.sgn)==1) rev.sgn<-rep(rev.sgn,length(parm))
} else {
if(is.numeric(parm)) parm<-object$nameUV$Z[parm]
}
if(! all(parm %in% object$nameUV$Z)) stop("invalid 'parm' name", call.=FALSE)
if(length(parm)>1) {
warning("There are multiple segmented terms. The first is taken", call.=FALSE, immediate. = TRUE)
parm<-parm[1]
}
#=======================================================================================================
#========== metodo Delta
#=======================================================================================================
confintSegDelta<- function(object, parm, level=0.95, rev.sgn=FALSE, var.diff=FALSE, is=FALSE, ...){
#--
f.U<-function(nomiU, term=NULL){
#trasforma i nomi dei coeff U (o V) nei nomi delle variabili corrispondenti
#and if 'term' is provided (i.e. it differs from NULL) the index of nomiU matching term are returned
k<-length(nomiU)
nomiUsenzaU<-strsplit(nomiU, "\\.")
nomiU.ok<-vector(length=k)
for(i in 1:k){
nomi.i<-nomiUsenzaU[[i]][-1]
if(length(nomi.i)>1) nomi.i<-paste(nomi.i,collapse=".")
nomiU.ok[i]<-nomi.i
}
if(!is.null(term)) nomiU.ok<-(1:k)[nomiU.ok%in%term]
return(nomiU.ok)
}
#--
blockdiag <- function(...) {
args <- list(...)
nc <- sapply(args,ncol)
cumnc <- cumsum(nc)
## nr <- sapply(args,nrow)
## NR <- sum(nr)
NC <- sum(nc)
rowfun <- function(m,zbefore,zafter) {
cbind(matrix(0,ncol=zbefore,nrow=nrow(m)),m,
matrix(0,ncol=zafter,nrow=nrow(m)))
}
ret <- rowfun(args[[1]],0,NC-ncol(args[[1]]))
for (i in 2:length(args)) {
ret <- rbind(ret,rowfun(args[[i]],cumnc[i-1],NC-cumnc[i]))
}
ret
}
# if(!"segmented"%in%class(object)) stop("A segmented model is needed")
if(var.diff && length(object$nameUV$Z)>1) {
var.diff<-FALSE
warning(" 'var.diff' set to FALSE with multiple segmented variables", call.=FALSE)
}
#nomi delle variabili segmented:
#browser()
nomeZ<-parm
if(length(rev.sgn)!=length(nomeZ)) rev.sgn<-rep(rev.sgn, length.out=length(nomeZ))
rr<-list()
z<-if("lm"%in%class(object)) abs(qt((1-level)/2,df=object$df.residual)) else abs(qnorm((1-level)/2))
for(i in 1:length(nomeZ)){ #per ogni variabile segmented `parm' (tutte o selezionata)..
#nomi.U<-grep(paste("\\.",nomeZ[i],"$",sep=""),object$nameUV$U,value=TRUE)
#nomi.V<-grep(paste("\\.",nomeZ[i],"$",sep=""),object$nameUV$V,value=TRUE)
nomi.U<- object$nameUV$U[f.U(object$nameUV$U, nomeZ[i])]
nomi.V<- object$nameUV$V[f.U(object$nameUV$V, nomeZ[i])]
m<-matrix(,length(nomi.V),3)
colnames(m)<-c("Est.",paste("CI","(",level*100,"%",")",c(".low",".up"),sep=""))
if(!is.null(object$constr)){
R<-object$constr$invA.RList[[i]]
diffSlope<-drop(R%*%estcoef[nomi.U])[-1]
Rpsi <- blockdiag(R, diag(length(nomi.V)))
COV1 <- Rpsi %*% COV[c(nomi.U, nomi.V),c(nomi.U, nomi.V)] %*% t(Rpsi)
COV1<-COV1[-1,-1] #la prima linea e' relativa alla prima slope.. NON Serve
nomi.U<-gsub("psi", "U", nomi.V)
rownames(COV1)<-colnames(COV1)<-c(nomi.U, nomi.V)
names(diffSlope)<-nomi.U
} else {
diffSlope<- estcoef[nomi.U]
COV1 <- COV[c(nomi.U, nomi.V),c(nomi.U, nomi.V)]
}
for(j in 1:length(nomi.V)){ #per ogni psi della stessa variabile segmented..
sel<-c(nomi.V[j],nomi.U[j])
#15/12/20 V e' costruita sopra..
V<-COV1[sel, sel] #questa e' vcov di (psi,U)
#b<-estcoef[sel[2]] #diff-Slope
b<- diffSlope[sel[2]]
th<-c(b,1)
#orig.coef<-drop(diag(th)%*% estcoef[sel]) #sono i (gamma,beta) th*coef(ogg)[sel]
orig.coef<-drop(diag(th)%*% c(estcoef[sel[1]], b ))
gammma<-orig.coef[1]
est.psi<-object$psi[sel[1],2]
V<-diag(th)%*%V%*%diag(th) #2x2 vcov() di gamma e beta
se.psi<-sqrt((V[1,1]+V[2,2]*(gammma/b)^2-2*V[1,2]*(gammma/b))/b^2)
r<-c(est.psi, est.psi-z*se.psi, est.psi+z*se.psi)
if(rev.sgn[i]) r<-c(-r[1],rev(-r[2:3]))
m[j,]<-r
}
#end loop j (ogni psi della stessa variabile segmented)
#CONTROLLA QUESTO:..sarebbe piu' bello
m<-m[order(m[,1]),,drop=FALSE]
rownames(m)<-nomi.V
#if(nrow(m)==1) rownames(m)<-"" else m<-m[order(m[,1]),]
if(rev.sgn[i]) {
#m<-m[nrow(m):1,]
rownames(m)<-rev(rownames(m))
}
rr[[length(rr)+1]]<- m #signif(m,digits)
} #end loop i (ogni variabile segmented)
names(rr)<-nomeZ
return(rr[[1]])
} #end_function
#=======================================================================================================
#========== metodo Score
#=======================================================================================================
confintSegIS<-function(obj, parm, d.h=1.5, h=2.5, conf.level=level, ...){
#wrapper per ci.IS()..
#d.h: incremento di h..
#se h o d.h sono negativi, tutto il range
#==========================================================================
#==========================================================================
#==========================================================================
ci.IS <- function(obj.seg, nomeZ, nomeUj, stat = c("score", "gradient"), transf=FALSE, h = -1, sigma, conf.level = 0.95, use.z = FALSE,
is = TRUE, fit.is = TRUE, var.is=TRUE, bw=NULL, smooth = 0, msgWarn = FALSE, n.values = 50,
altro = FALSE, cadj = FALSE, plot = FALSE, add=FALSE, agg=FALSE, raw=FALSE, useSeg=FALSE) {
#smooth: se 0, i valori decrescenti dello IS score vengono eliminati; porta ad una curva U troppo ripida e quindi IC troppo stretti..
# se 2, B-spline con vincoli di monot e di "passaggio da est.psi"
#useSeg, se TRUE (e se smooth>0) viene applicato segmented per selezionare solo i rami con pendenza negativa
# dovrebbe essere usato con smooth>0 e se h=-1 (all.range=TRUE)
#transf: funziona solo con grad
#obj.seg: oggetto restituito da segmented
#h: costante per definire il range dei valori di riferimento. Should be >1.
# Se NULL viene considerato l'intervallo 'est.psi +/- se*(zalpha*1.5) dove zalpha ? il quantile che dipende da conf.level
# Se qualche negativo, viene considerato il range della x dal quantile 0.02 a quello 0.98.
# Se >0 il range e' est.psi +/- h* zalpha * se.psi
# sigma se mancante viene assunta la stima presa dall'oggetto obj.seg..
# use.z: se TRUE i quantili della z, otherwise la t_{n-p}
# stat: which statistic use
# agg if TRUE, and plot=TRUE and est.psi!= dalla radice che annulla lo IS score, allora l'IC ? shiftato..
# is, fit.is, var.is: logical, induced smoothing?
# plot: la linea nera e' lo score originale (if raw=TRUE)
# la linea rossa e' lo score IS
# le linea verde e' lo IS score con i pezzi decrescenti eliminati
# se useSeg=T aggiunge una linea segmented..
#
#
# conf.level: confidence levels can be vector
# fit.is: i fitted del modello nullo provengono da un modello in cui (x-psi)_+ ?
# sostituito dall'approx smooth?
# bw: the bandwidth in the kernel.. If NULL the SE(\hat\psi) is used, otherwise use a string, something like "1/n" or "sqrt(1/n)"
# cadj: se TRUE l'approx di Ca.... che fa riferimentimento ad una Normale
#
#==========================================================================
#==========================================================================
#==========================================================================
u.psiX <- function(psi, sigma, x, y, XREG = NULL, scale = FALSE, est.psi = NULL, interc = FALSE,
pow = c(1, 1), lag = 0, robust = FALSE, GS = FALSE, is = FALSE, se.psi, var.is = TRUE, which.return = 3,
fit.is = FALSE, altro = FALSE, cadj = FALSE, transf=FALSE) {
# Restituisce score e/o var, e/o score stand. (vedi 'which.return') Inoltre se robust=TRUE calcola la
# var robusta est.psi: o NULL oppure uno scalare con attributi 'b' e 'fitted' se lag>0 allora la
# variabile V viene modificata nell'intorno di psi. Valori di pow diversi da uno sono ignorati quando
# lag>0 pow: due potenze dei termini (x-psi)_+ e I(x>psi) se GS=TRUE calcola la statistica GS.
# richiede 'est.psi', e 'scale' ? ignorato which.return. 3 means the scaled score, 1= the unscaled
# score, 2=the sqrt(variance) (see the last row)
# is: se TRUE lo smoothing indotto al num
# var.is: se TRUE lo smooth indotto viene usato anche per il denom (ovvero per la var dello score)
# U.is: se TRUE (provided that is=TRUE) the design matrix includes (x-psi)*pnorm((x-psi)/se) rather than pmax(x-psi,0)
#altro: se TRUE (and fit.is=TRUE), U.psi = (x-psi)*pnorm((x-psi)/se) + h*dnorm((x-psi)/h)
#--------------------------------------------
varUpsi.fn <- function(X, sigma = 1, r = NULL) {
#X: the design matrix. The 1st column corresponds to psi
#r: the residual vector. If NULL the usual model-based (rather than robust) variance is returned. INF<- if(length(sigma)==1)
# (sigma^2)*crossprod(X) else crossprod(X,diag(sigma^2))%*%X
INF <- crossprod(X)/(sigma^2)
if (is.null(r)) {
vv <- INF[1, 1] - (INF[1, -1] %*% solve(INF[-1, -1], INF[-1, 1]))
} else {
u <- X * r/(sigma^2)
V <- crossprod(u) #nrow(X)*var(u)
I22 <- solve(INF[-1, -1])
vv <- V[1, 1] - INF[1, -1] %*% I22 %*% V[1, -1] - V[1, -1] %*% I22 %*% INF[-1, 1] + INF[1,
-1] %*% I22 %*% V[-1, -1] %*% I22 %*% INF[-1, 1]
}
return(vv)
}
# f.f<-function(x,psi,l=0){ x1<-1*I(x>psi) id<-which(x1>=1)[1] id.change <-
# max(1,(id-l)):min(length(x),(id+l)) val<-((1/(2*l+1))*( 1:(2*l+1)))[1:length(id.change)]
# #if(length(id.change)!=length(val)) return x1[id.change]<-val x1<- -x1 x1 }
dpmax <- function(x, y, pow = 1) {
# derivata prima di pmax; se pow=1 ? -I(x>psi)
if (pow == 1) -(x > y) else -pow * (x>y)*(x - y)^(pow - 1)
#ifelse(x > y, -1, 0) else -pow * pmax(x - y, 0)^(pow - 1)
}
if (cadj && which.return != 3)
stop("cadj=TRUE can return only the studentized score")
if (is && missing(se.psi))
stop("is=TRUE needs se.psi")
if (interc) XREG <- cbind(rep(1, length(y)), XREG)
if(fit.is) {
XX<- if(altro) cbind((x-psi)*pnorm((x - psi)/se.psi)+se.psi*dnorm((x-psi)/se.psi), XREG) else cbind((x-psi)*pnorm((x-psi)/se.psi), XREG)
o <- lm.fit(x = XX, y = y)
#o <- lm.fit(x = cbind(XREG, (x - psi) * pnorm((x - psi)/se.psi)), y = y)
} else {
.U<-(x > psi)*(x-psi)
if(pow[1]!=1) .U<-.U^pow[1]
XX<- cbind(.U, XREG) #cbind(pmax(x - psi, 0)^pow[1], XREG)
o <- lm.fit(x = XX, y = y)
#o <- lm.fit(x = cbind(XREG, pmax(x - psi, 0)), y = y) #o<-lm(y~0+XREG+pmax(x-psi,0))
}
#b <- o$coef[length(o$coef)]
b <- o$coef[1]
mu <- o$fitted.values
n <- length(mu)
# if (cadj) sigma <- sqrt(sum(o$residuals^2)/(n - sum(!is.na(o$coef)) - 1))
# V <- if (lag == 0) dpmax(x, psi, pow = pow[2]) else f.f(x, psi, lag) #V <- rowMeans(sapply(x, function(xx){-I(x>xx)}))
V<-NULL #serve per il check..
if (GS) {
if (is.null(est.psi)) stop("'GS=TRUE' needs 'est.psi'")
gs <- b * (sum((y - mu) * V)/(sigma^2)) * (est.psi - psi)
gs <- sqrt(pmax(gs, 0)) * sign(est.psi - psi)
return(gs)
}
if(is){
r<- -b*sum(((y-mu)*pnorm((x - psi)/se.psi)))/sigma^2
XX<- if(var.is) cbind(-b*pnorm((x - psi)/se.psi), XX) else cbind(-b*I(x > psi), XX)
} else {
r<- -b*sum((y-mu)*I(x > psi))/sigma^2
XX<- cbind(-b*I(x > psi), XX)
}
#XX <- if (is) cbind(-b * pnorm((x - psi)/se.psi), (x - psi)*pnorm((x - psi)/se.psi), XREG) else cbind(b * V, pmax(x - psi, 0)^pow[1], XREG)
#r <- drop(crossprod(XX, y - mu))/sigma^2
#if (is && altro) r[1] <- r[1] + (b^2) * se.psi * sum(dnorm((x - psi)/se.psi))/sigma^2
#if (!var.is) XX <- cbind(b * V, pmax(x - psi, 0)^pow[1], XREG)
if (scale) {
if (!is.null(est.psi)) {
# questo e' se devi usare l'inf osservata. Cmq visto che dipende da est.psi e non psi, se scale=TRUE
# sarebbe inutile calcolarla ogni volta..
mu <- attr(est.psi, "fitted")
est.b <- attr(est.psi, "b")
est.psi <- as.numeric(est.psi)
#V <- if (lag == 0) dpmax(x, est.psi, pow = pow[2]) else f.f(x, est.psi, lag) #V <- rowMeans(sapply(x, function(xx){-I(x>xx)}))
#XX <- cbind(est.b * V, pmax(x - psi, 0)^pow[1], XREG)
if(is){
XX<- if(var.is) cbind(-est.b*pnorm((x - est.psi)/se.psi), XX[,-1]) else cbind(-est.b*I(x > est.psi), XX[,-1])
} else {
XX<- cbind(-est.b*I(x > est.psi), XX[,-1])
}
}
# INF<- if(length(sigma)==1) (sigma^2)*crossprod(XX) else crossprod(XX,diag(sigma^2))%*%XX
# v.Upsi<-INF[1,1]-(INF[1,-1] %*% solve(INF[-1,-1],INF[-1,1]))
rr <- if (robust) (y - mu) else NULL
v.Upsi <- try(varUpsi.fn(XX, sigma, r = rr), silent = TRUE)
if (!is.numeric(v.Upsi))
return(NA)
if (v.Upsi <= 0)
return(NA)
# r<-r[1]/sqrt(v.Upsi)
}
names(r) <- NULL
#r <- c(r[1], v.Upsi, r[1]/sqrt(max(v.Upsi, 0)))
r <- c(r, v.Upsi, r/sqrt(max(v.Upsi, 0)))
r <- r[which.return]
if (cadj)
r <- sign(r) * sqrt((r^2) * (1 - (3 - (r^2))/(2 * n)))
r
}
# per disegnare devi vettorizzare
u.psiXV <- Vectorize(u.psiX, vectorize.args = "psi", USE.NAMES = FALSE)
#==========================================================================
gs.fn <- function(x, y, estpsi, sigma2, psivalue, pow = c(1,1), adj = 1, is = FALSE,
sepsi, XREG = NULL, fit.is = FALSE, altro = FALSE, transf=FALSE) {
# calcola la statist gradiente
#x,y i dati; estpsi la stima di psi
#a: la costante per lisciare I(x>psi)-> aI(x>psi)^{a-1} (ignorata se is=TRUE)
#
# is: se TRUE calcola la GS usando lo score 'naturally smoothed'
#adj. Se 0 non fa alcuna modifica e cosi' potrebbe risultare non-positiva. Se 1 e 2 vedi i codici all'interno
logitDeriv<-function(kappa) exp(kappa)*diff(intv)/((1+exp(kappa))^2)
logit<-function(psi) log((psi-min(intv))/(max(intv)-psi))
logitInv<-function(kappa) (min(intv)+max(intv)*exp(kappa))/(1+exp(kappa))
intv<-quantile(x, probs=c(.02,.98),names=FALSE)
if (is && missing(sepsi))
stop("SE(psi) is requested when is=TRUE")
k <- length(psivalue)
r <- vector(length = k)
for (i in 1:k) {
psii <- psivalue[i]
#prima dell'aggiunta di altro..'
# if (fit.is) {
# X <- cbind(1, x, (x - psii) * pnorm((x - psii)/sepsi), XREG)
# } else {
# X <- cbind(1, x, pmax(x - psii, 0), XREG)
# }
if(fit.is) {
X<- if(altro) cbind(1,x, (x-psii)*pnorm((x - psii)/sepsi)+sepsi*dnorm((x-psii)/sepsi), XREG) else cbind(1,x,(x-psii)*pnorm((x-psii)/sepsi), XREG)
} else {
.U<- (x-psii)*(x>psii)
if(pow[1]!=1) .U <- .U^pow[1]
X<- cbind(1, x, .U, XREG)
#X<- cbind(1,x,pmax(x - psii, 0)^pow[1], XREG)
}
o <- lm.fit(y = y, x = X)
b <- o$coef[3]
if (is) {
v <- pnorm((x - psii)/sepsi)
} else {
v <- if (pow[2] == 1) I(x > psii) else pow[2] * pmax(x - psii, 0)^(pow[2] - 1)
}
if(transf) v<-v * logitDeriv(logit(psii))
r[i] <- -(b/sigma2) * sum((y - o$fitted) * v)
r[i] <- if(!transf) r[i]*(estpsi - psii) else r[i]*(logit(estpsi) - logit(psii))
if (altro && fit.is)
r[i] <- r[i] + (estpsi - psii) * ((b * sepsi * sum(dnorm((x - psii)/sepsi))) * (b/sigma2))
}
if (adj > 0) {
r<- if (adj == 1) pmax(r, 0) else abs(r)
}
if(transf) psivalue<-logit(psivalue)
segni<-if(transf) sign(logit(estpsi) - psivalue) else sign(estpsi - psivalue)
#plot(psivalue, r, type="o")
r <- cbind(psi = psivalue, gs.Chi = r, gs.Norm = sqrt(r) * segni )
r
}
#==========================================================================
monotSmooth <- function(xx, yy, hat.psi, k = 20, w = 0) {
# xx: esplicativa yy: yy la risposta hat.psi: la stima del psi k: se ? uno scalare allora il rango
# della base, altrimenti i nodi.. w: l'esponente per costruire il vettore dei pesi (per dare pi? peso
# 'localmente')
#-------------------
bspline <- function(x, ndx, xlr = NULL, knots, deg = 3, deriv = 0) {
# x: vettore di dati xlr: il vettore di c(xl,xr) ndx: n.intervalli in cui dividere il range deg: il
# grado della spline
#require(splines)
if (missing(knots)) {
if (is.null(xlr)) {
xl <- min(x) - 0.01 * diff(range(x))
xr <- max(x) + 0.01 * diff(range(x))
} else {
if (length(xlr) != 2)
stop("quando fornito, xlr deve avere due componenti")
xl <- xlr[1]
xr <- xlr[2]
}
dx <- (xr - xl)/ndx
knots <- seq(xl - deg * dx, xr + deg * dx, by = dx)
}
B <- splineDesign(knots, x, ord = deg + 1, derivs = rep(deriv, length(x)))
# B<-spline.des(knots,x,bdeg+1,0*x) #$design
r <- list(B = B, degree = deg, knots = knots) #, dx=dx, nterm=ndx)
r #the B-spline base matrix
} #end_fn
#---------
if (length(k) == 1)
r <- bspline(xx, ndx = k) else r <- bspline(xx, knots = k)
B <- r$B
knots <- r$knots
degree <- r$degree
D1 <- diff(diag(ncol(B)), diff = 1)
d <- drop(solve(crossprod(B), crossprod(B, yy)))
# calcola monotone splines. La pen si riferisce solo alle diff dei coef della base!!
# rx <- range(xx) nterm <- round(nterm) dx <- (rx[2] - rx[1])/nterm knots <- c(rx[1] + dx *
# ((-degree):(nterm - 1)), rx[2] + dx * (0:degree))
B0 <- spline.des(knots, c(min(xx), hat.psi, max(xx)), degree + 1)$design
P <- tcrossprod(B0[2, ]) * 10^12
e <- rep(1, length(d))
ww <- (1/(abs(xx - hat.psi) + diff(range(xx))/100))^w
it <- 0
while (!isTRUE(all.equal(e, rep(0, length(e))))) {
v <- 1 * I(diff(d) > 0)
E <- (10^12) * crossprod(D1 * sqrt(v)) #t(D1) %*%diag(v)%*%D1 #
d.old <- d #a.new
M <- crossprod(B * sqrt(ww)) + E + P #t(B)%*% B + E + P
d <- drop(solve(M+.001*diag(ncol(M)), crossprod(B, ww * yy))) #d <- drop(solve(M, t(B)%*% yy))
e <- d - d.old
it <- it + 1
if (it >= 20)
break
} #end_while
fit <- drop(B %*% d)
return(fit)
}
#==========================================================================
miop<-function(x,y,xs=x, ys=y, h=FALSE,v=FALSE, only.lines=FALSE,
top=TRUE, right=TRUE, col.h=grey(.6), col.v=col.h,...){
#disegna il calssico plot(x,y,..) e poi aggiunge le proiezioni orizzontali e/o verticali
#x, y : vettori per cui disegnare il grafico
#xs, ys: punti rispetto a cui disegnare le proiezioni (default a tutti)
#h, v: disegnare le linee horizontal and vertical?
#top: le linee v riportarle verso l'alto (TRUE) o il basso?
#right: le linee horiz riportarle verso destra (TRUE) o sinistra?
#only.lines: se TRUE disegna (aggiungendo in un plot *esistente*) solo le "proiezioni" (linee "v" e "h")
if(only.lines) h<-v<-TRUE
if(!only.lines) plot(x,y,type="l",...)
# col.h<-col.v<-1:length(xs)
if(v){
y0<- if(top) par()$usr[4] else par()$usr[3]
segments(xs, y0, xs,ys, col=col.v, lty=3)
}
if(h){
x0<-if(right) par()$usr[2] else par()$usr[1]
segments(xs,ys, x0,ys,col=col.h, lty=3, lwd=1.2)
}
invisible(NULL)
}
#==========================================================================
f.Left<-function(x,y){
yy<-rev(y)
xx<-rev(x)
idList<-NULL
while(any(diff(yy)<0)){
id<-which(diff(yy)<0)[1]
idList[length(idList)+1]<- id+1
yy<-yy[-(id+1)]
xx<-xx[-(id+1)]
}
r<-cbind(xx,yy)
r
}
#==========================================================================
f.Right<-function(x,y){
#elimina i valori che violano la monotonic
xx<-x
yy<-y
idList<-NULL
while(any(diff(yy)>0)){
id<-which(diff(yy)>0)[1]
idList[length(idList)+1]<- id+1
yy<-yy[-(id+1)]
xx<-xx[-(id+1)]
}
r<-cbind(xx,yy)
r
}
#==========================================================================
#==========================================================================
#==========================================================================
#browser()
stat <- match.arg(stat)
if (missing(sigma)) sigma <- summary.lm(obj.seg)$sigma
if (cadj) use.z = TRUE
zalpha <- if (use.z) -qnorm((1 - conf.level)/2) else -qt((1 - conf.level)/2, df = obj.seg$df.residual)
if(!is.numeric(h)) stop(" 'h' should be numeric")
if(sign(h)>=0) h<-abs(h[1])
Y <- obj.seg$model[, 1] #la risposta
X <- obj.seg$model[, nomeZ]
if(is.null(obj.seg$formulaLin)){
formula.lin<- update.formula(formula(obj.seg), paste(".~.", paste("-",paste(obj.seg$nameUV$V,collapse = "-")))) #remove *all* V variables
formula.lin<- update.formula(formula.lin, paste(".~.-", nomeUj))
XREG <- model.matrix(formula.lin, data = obj.seg$model)
} else {
formula.lin <- obj.seg$formulaLin
addU<-setdiff(obj.seg$nameUV$U, nomeUj)
if(length(addU)>0) formula.lin <- update.formula(formula.lin, paste(". ~ . +", paste(addU, collapse =" + ")))
XREG <- model.matrix(formula.lin, data = data.frame(model.matrix(obj.seg)))
}
if (ncol(XREG) == 0) XREG <- NULL
nomePsij<-sub("U","psi", nomeUj)
est.psi <- obj.seg$psi[nomePsij, "Est."]
se.psi <- obj.seg$psi[nomePsij, "St.Err"]
if (any(h < 0)) {
all.range <- TRUE
valori <- seq(quantile(X,probs=.05, names=FALSE), quantile(X,probs=.95, names=FALSE), l = n.values)
} else {
all.range <- FALSE
valori <- seq(max(quantile(X,probs=.05, names=FALSE), est.psi - h * se.psi),
min(quantile(X,probs=.95, names=FALSE), est.psi + h * se.psi), l = n.values)
}
n <- length(Y)
min.X <- min(X)
max.X <- max(X)
if(!is.null(bw)) se.psi<-eval(parse(text=bw))
if (stat == "score") {
U.valori <- u.psiXV(psi = valori, sigma = sigma, x = X, y = Y, XREG = XREG, is = is, se.psi = se.psi,
scale = TRUE, pow = c(1, 1), fit.is = fit.is, altro = altro, cadj = cadj, var.is=var.is, transf=transf)
statlab<-"Score statistic"
if(plot && raw) U.raw <- u.psiXV(valori, sigma, X, Y, XREG, is=FALSE, scale=TRUE, pow = c(1, 1), fit.is=FALSE, altro =altro, cadj = cadj, var.is=FALSE, transf=transf)
} else {
U.valori <- gs.fn(X, Y, est.psi, sigma^2, valori, is = is, sepsi = se.psi, XREG = XREG,
fit.is = fit.is, altro = altro, transf=transf, pow=c(1,1))[, 3]
statlab<-"Gradient statistic"
if(plot && raw) U.raw <- gs.fn(X, Y, est.psi, sigma^2, valori, is=FALSE, XREG=XREG, fit.is=FALSE, altro=altro, transf=transf)[,3]
}
if(any(is.na(U.valori))) { #stop("NA in the statistic values")
warning("removing NA in the statistic values")
valori<-valori[!is.na(U.valori)]
U.valori<-U.valori[!is.na(U.valori)]
}
logit<-function(psi) log((psi-min(intv))/(max(intv)-psi))
logitInv<-function(kappa) (min(intv)+max(intv)*exp(kappa))/(1+exp(kappa))
intv<-quantile(X, probs=c(.02,.98),names=FALSE)
if (stat == "gradient" && transf) {
est.psi<- logit(est.psi)
valori<- logit(valori)
x.lab<- "kappa"
}
if(plot && !add) {
x.lab<-"psi"
if(raw) {
plot(valori, U.raw, xlab=x.lab, ylab=statlab, type="l")
points(valori, U.valori, xlab=x.lab, ylab=statlab, type="l", col=2)
} else {
plot(valori, U.valori, xlab=x.lab, ylab=statlab, type="l", col=2)
}
abline(h=0, lty=3)
segments(est.psi,0, est.psi, -20, lty=2)
}
if(prod(range(U.valori))>=0) stop("the signs of stat at extremes are not discordant, increase 'h' o set 'h=-1' ")
if(smooth==0){
#rimuovi i pezzi di U.valori decrescenti..
####left
valoriLeft<-valori[valori<=est.psi] #valori[U.valori>=0]
UvaloriLeft<-U.valori[valori<=est.psi] #U.valori[U.valori>=0]
vLeft<-f.Left(valoriLeft,UvaloriLeft) #rendi monotona la curva..
valori.ok<-vLeft[,1]
Uvalori.ok<-vLeft[,2]
f.interpL <- splinefun(Uvalori.ok, valori.ok, method="mono",ties=min)
####right
valoriRight<-valori[valori>=est.psi] #valori[U.valori<0]
UvaloriRight<-U.valori[valori>=est.psi] #U.valori[U.valori<0]
vRight<-f.Right(valoriRight,UvaloriRight)
valori.ok<-vRight[,1]
Uvalori.ok<-vRight[,2]
f.interpR <- splinefun(Uvalori.ok, valori.ok, method="mono",ties=min)
} else { #if smooth>0
if(useSeg){
oseg<-try(suppressWarnings(segmented(lm(U.valori~valori), ~valori, psi=quantile(valori, c(.25,.75),names=FALSE),
control=seg.control(n.boot=0, fix.npsi= FALSE))),silent=TRUE)
#seg.lm.fit.boot(U.valori, XREG, Z, PSI, w, offs, opz)
if(class(oseg)[1]=="try-error"){
oseg<-try(suppressWarnings(segmented(lm(U.valori~valori), ~valori, psi=quantile(valori, .5,names=FALSE),
control=seg.control(n.boot=0))),silent=TRUE)
}
if(class(oseg)[1]=="segmented"){
if(plot) lines(valori, oseg$fitted, lty=3, lwd=1.5)
soglie<-oseg$psi[,2]
iid<-cut(valori,c(min(valori)-1000, soglie, max(valori)+1000), labels=FALSE)
slopes<-cumsum(oseg$coef[2:(length(oseg$coef)-length(soglie))])
slopes<-rep(slopes,table(iid))
valori<-valori[slopes<=0]
U.valori<-U.valori[slopes<=0]
}
}
fr<-monotSmooth(valori,U.valori,est.psi,k=7)
fr<- fr -(.2/diff(range(valori))) *(valori-mean(valori)) #add a small negative trend to avoid constant values in U..
vLeft<-cbind(valori[valori<=est.psi], fr[valori<=est.psi])
vRight<-cbind(valori[valori>=est.psi], fr[valori>=est.psi])
if(!all.range){
if( (min(valori)> intv[1]) && (fr[1]< max(zalpha))) return("errLeft")
if( (max(valori)< intv[2]) && (fr[length(fr)]> min(-zalpha))) return("errRight")
}
f.interpL<-f.interpR<-splinefun(fr,valori,"m",ties=min)
}#end_if smooth
L<-f.interpL(zalpha)
U<-f.interpR(-zalpha)
#browser()
#il valore che annulla lo IS score puo' essere differente dalla stima di segmented
# quindi salviamo questo "delta": gli IC potrebbero essere aggiustati con IC+delta
delta<- est.psi-f.interpL(0) #if(abs((f.interpL(0)-f.interpR(0))/f.interpR(0))>.001)
if(plot){
if(!agg) delta<-0
#if(raw) plot(valori, U.raw, xlab="psi", ylab=statlab, type="l") else plot(valori, U.valori, xlab="psi", ylab=statlab, type="n")
lines(vLeft, col=3); lines(vRight, col=3)
vv<-seq(0,zalpha*1.2,l=50)
lines(f.interpL(vv)+delta,vv, col=grey(.8, alpha=.6), lwd=4)
vv<-seq(0,-zalpha*1.2,l=50)
lines(f.interpR(vv)+delta,vv, col=grey(.8, alpha=.6), lwd=4)
points(est.psi, 0, pch=19)
miop(c(L,U)+delta,c(zalpha,-zalpha),only.lines=TRUE,top=FALSE, right=FALSE)
}
if (stat == "gradient" && transf) {
L<-logitInv(L)
U<-logitInv(U)
}
L<- pmax(L, quantile(X,probs=.02))
U<- pmin(U,quantile(X,probs=.98))
#r<-cbind(lower=L,upper=U)
#rownames(r) <- paste(conf.level)
#attr(r, "delta")<-delta
r<-c(est.psi, L, U)
return(r)
} #end fn
#--------------------------------------------------------------------------
#==========================================================================
#==========================================================================
#==========================================================================
if(!all(class(obj) == c("segmented","lm"))) stop("A segmented lm object is requested")
if(missing(parm)){
nomeZ<- parm<- obj$nameUV$Z
} else {
if(!all(parm %in% obj$nameUV$Z)) stop("invalid 'parm' ")
nomeZ<-parm
}
if(length(parm)>1) {
warning("There are multiple segmented terms. The first is taken", call.=FALSE, immediate. = TRUE)
nomeZ<-parm[1]
}
nomiU.term<-grep(nomeZ, obj$nameUV$U, value=TRUE) #termini U per la *stessa* variabile..
#npsi.term<- length(nomiU.term) #no. di breakpoints for the same variable.
ra<-matrix(NA, length(nomiU.term), 3)
rownames(ra)<- nomiU.term
for(U.j in nomiU.term){
if(any(c(d.h, h)<0)) {
ra[U.j,]<-ci.IS(obj, nomeZ, U.j, h=-1, conf.level=level, ...)
}
d.h<-min(max(d.h, 1.5),10)
a<-"start"
it<-0
while(is.character(a)){
a<- try(ci.IS(obj, nomeZ, U.j, h=h, conf.level=level, ...), silent=TRUE)
h<-h*d.h
it<-it+1
#cat(it,"\n")
if(it>=20) break
}
#browser()
if(class(a)[1]=="try-error"){
nomePsij<-sub("U","psi", U.j)
est.psi <- obj$psi[nomePsij, "Est."]
X <- obj$model[, nomeZ]
a<-c(est.psi, range(X))
warning("The profile Score is not decreasing enough.. returning the whole range as CI")
}
ra[U.j,]<-a
}
colnames(ra)<-c("Est.",paste("CI","(",level*100,"%",")",c(".low",".up"),sep=""))
rownames(ra)<-sub("U","psi", nomiU.term)
ra
} #end fn confintSegIS
#=======================================================================================================
#========== inizio funzione
#=======================================================================================================
if(method=="delta"){
r<-confintSegDelta(object, parm, level, rev.sgn, var.diff, is, ...)
} else {
r<-confintSegIS(object, parm, stat=method, conf.level=level, ...)
}
r<-signif(r,digits)
return(r)
}
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