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`segmented.lm` <-
function(obj, seg.Z, psi, npsi, fixed.psi=NULL, control = seg.control(), model = TRUE, keep.class=FALSE, ...) {
build.all.psi<-function(psi, fixed.psi){
all.names.psi<-union(names(psi),names(fixed.psi))
all.psi<-vector("list", length=length(all.names.psi))
names(all.psi)<- all.names.psi
for(i in names(all.psi)) {
if(!is.null(psi[[i]])){
psi[[i]]<-sort(psi[[i]])
names(psi[[i]])<-paste("U",1:length(psi[[i]]),".",i,sep="")
}
if(!is.null(fixed.psi[[i]])){
fixed.psi[[i]]<-sort(fixed.psi[[i]])
names(fixed.psi[[i]])<- paste("U",1:length(fixed.psi[[i]]),".fixed.",i,sep="")
}
all.psi[[i]]<-sort(c(psi[[i]],fixed.psi[[i]]))
}
return(all.psi)
}
##===inizio funzione
if(missing(seg.Z)) {
if(length(all.vars(formula(obj)))==2) seg.Z<- as.formula(paste("~", all.vars(formula(obj))[2])) else stop("please specify 'seg.Z'")
}
n.Seg<-length(all.vars(seg.Z))
id.npsi<-FALSE
if("V" %in% sub("V[1-9]*[0-9]","V", c(all.vars(seg.Z), all.vars(formula(obj) )[-1]))) stop("variable names 'V', 'V1', .. are not allowed")
if("U" %in% sub("U[1-9]*[0-9]","U", c(all.vars(seg.Z), all.vars(formula(obj) )[-1]))) stop("variable names 'U', 'U1', .. are not allowed")
if(any(c("$","[") %in% all.names(seg.Z))) stop(" '$' or '[' not allowed in 'seg.Z' ")
if(missing(psi)) {
if(n.Seg==1){
if(missing(npsi)) npsi<-1
npsi<-lapply(npsi, function(.x).x)
if(length(npsi)!=length(all.vars(seg.Z))) stop("seg.Z and npsi do not match")
names(npsi)<-all.vars(seg.Z)
} else {#se n.Seg>1
#if(missing(npsi)) stop(" with multiple segmented variables in seg.Z, 'psi' or 'npsi' should be supplied", call.=FALSE)
if (missing(npsi)) {
npsi<-rep(1, n.Seg)
names(npsi)<-all.vars(seg.Z)
}
if(length(npsi)!=n.Seg) stop(" 'npsi' and seg.Z should have the same length")
if(!all(names(npsi) %in% all.vars(seg.Z))) stop(" names in 'npsi' and 'seg.Z' do not match")
}
psi<-lapply(npsi, function(.x) rep(NA,.x))
id.npsi<-TRUE ##id.npsi<-FALSE #e' stato fornito npsi?
} else {
if(n.Seg==1){
if(!is.list(psi)) {psi<-list(psi);names(psi)<-all.vars(seg.Z)}
} else {#se n.Seg>1
if(!is.list(psi)) stop("with multiple terms in `seg.Z', `psi' should be a named list")
if(n.Seg!=length(psi)) stop("A wrong number of terms in `seg.Z' or `psi'")
if(!all(names(psi)%in%all.vars(seg.Z))) stop("Names in `seg.Z' and `psi' do not match")
}
}
fc<- min(max(abs(control$fc),.8),1)
#min.step<-control$min.step
alpha<-control$alpha
it.max <- old.it.max<- control$it.max
digits<-control$digits
toll <- control$toll
if(toll<0) stop("Negative tolerance ('tol' in seg.control()) is meaningless", call. = FALSE)
stop.if.error<-control$stop.if.error
fix.npsi<-fix.npsi<-control$fix.npsi
if(!is.null(stop.if.error)) {#if the old "stop.if.error" has been used..
warning(" Argument 'stop.if.error' is working, but will be removed in the next releases. Please use 'fix.npsi' for the future..")
} else {
stop.if.error<-fix.npsi
}
break.boot=control$break.boot
n.boot<-control$n.boot
size.boot<-control$size.boot
gap<-control$gap
random<-control$random
pow<-control$pow
#conv.psi<-control$conv.psi
visual <- control$visual
visualBoot<-FALSE
if(visual && n.boot>0) {visual<-FALSE; visualBoot<-TRUE}
# if(n.boot>0){
# if(!is.null(control$seed)) {
# set.seed(control$seed)
# employed.Random.seed<-control$seed
# } else {
# employed.Random.seed<-eval(parse(text=paste(sample(0:9, size=6), collapse="")))
# set.seed(employed.Random.seed)
# }
# if(visual) {visual<-FALSE; visualBoot<-TRUE}# warning("`display' set to FALSE with bootstrap restart", call.=FALSE)}
# }
last <- control$last
K<-control$K
h<-control$h
#-------------------------------
orig.call<-Call<-mf<-obj$call
orig.call$formula<- mf$formula<-formula(obj) #per consentire lm(y~.)
m <- match(c("formula", "data", "subset", "weights", "na.action","offset"), names(mf), 0L)
mf <- mf[c(1, m)]
mf$drop.unused.levels <- TRUE
mf[[1L]] <- as.name("model.frame")
if(class(mf$formula)[1]=="name" && !"~"%in%paste(mf$formula)) mf$formula<-eval(mf$formula)
#orig.call$formula<-update.formula(orig.call$formula, paste("~.-",all.vars(seg.Z)))
#
#genn 2013. dalla versione 0.2.9-4 ho tolto if(length(.. Tra l'altro non capisco perche' lo avevo fatto
# if(length(all.vars(formula(obj)))>1){
# mf$formula<-update.formula(mf$formula,paste(paste(seg.Z,collapse=".+"),"+",paste(all.vars(formula(obj))[-1],collapse="+")))
# } else {
# mf$formula<-update.formula(mf$formula,paste(seg.Z,collapse=".+"))
# }
#nov 2013 dalla versione 0.3-0.0 (che dovrebbe essere successiva alla 0.2-9.5) viene creato anche il modelframe esteso che comprende
# termini "originali", prima che fossero trasformati (Ad es., x prima che ns(x) costruisca le basi). Questo permette di avere termini
# ns(), poly(), bs() nel modello di partenza
mfExt<- mf
mf$formula<-update.formula(mf$formula,paste(seg.Z,collapse=".+"))
#mfExt$formula<- update.formula(mfExt$formula,paste(paste(seg.Z,collapse=".+"),"+",paste(all.vars(formula(obj)),collapse="+")))
# mfExt$formula<- if(!is.null(obj$call$data))
# update.formula(mf$formula,paste(".~",paste(all.vars(obj$call), collapse="+"),"-",obj$call$data,sep=""))
# else update.formula(mf$formula,paste(".~",paste(all.vars(obj$call), collapse="+"),sep=""))
#-----------
# browser()
if(!is.null(obj$call$offset) || !is.null(obj$call$weights) || !is.null(obj$call$subset)){
mfExt$formula <-
update.formula(mf$formula,
paste(".~.+", paste(
c(all.vars(obj$call$offset),
all.vars(obj$call$weights),
all.vars(obj$call$subset)),
collapse = "+")
))
}
#browser()
#mf <- try(eval(mf, parent.frame(max(1,sys.parent()))), silent=TRUE)
#if(inherits(mf, "try-error")) mf <- try(eval(mf, parent.frame()), silent=TRUE)
#
mf <- eval(mf, parent.frame())
n<-nrow(mf)
#questo serve per inserire in mfExt le eventuali variabili contenute nella formula con offset(..)
nomiOff<-setdiff(all.vars(formula(obj)), names(mf))
if(length(nomiOff)>=1) mfExt$formula<-update.formula(mfExt$formula,paste(".~.+", paste( nomiOff, collapse="+"), sep=""))
#----------------------------------------------------
#ago 2014 c'e' la questione di variabili aggiuntive...
nomiTUTTI<-all.vars(mfExt$formula) #comprende anche altri nomi (ad es., threshold) "variabili"
nomiNO<-NULL
for(i in nomiTUTTI){
#r<-try(eval(parse(text=i), parent.frame(max(1,sys.parent()))), silent=TRUE)
#
#if(inherits(r,"try-error"))
r<-try(eval(parse(text=i), parent.frame()), silent=TRUE)
if(class(r)[1]!="try-error" && length(r)==1 && !is.function(r) && !i%in%names(mf)) nomiNO[[length(nomiNO)+1]]<-i
}
#nomiNO dovrebbe contenere i nomi delle "altre variabili" (come th in subset=x<th)
if(!is.null(nomiNO)) mfExt$formula<-update.formula(mfExt$formula,paste(".~.-", paste( nomiNO, collapse="-"), sep=""))
#funziona ma se c'e' qualche variabile con il nome di una funzione (ad es., "filter")
# anche questa variabile va a finire in nomiNO e quindi poi viene eliminata
# problema risolto con "r<-try(evalq(.."? (prima era "r<-try(eval(..")
#----------------------------------------------------
#nomiAgg<- setdiff(names(mf), names(mfExt))
#if(length(nomiAgg)>0) mfExt$formula<-update.formula(mfExt$formula,paste(".~.+", paste( nomiAgg, collapse="+"), sep=""))
#
#
# mfExt <- try(eval(mfExt, parent.frame(max(1,sys.parent()))), silent=TRUE)
# if(inherits(mfExt, "try-error")) mfExt <- try(eval(mfExt, parent.frame()), silent=TRUE)
mfExt <-eval(mfExt, parent.frame())
# mfExt <- eval(mfExt, parent.frame(max(1,sys.parent())))
#mantieni in mfExt solo le variabili che NON ci sono in mf (cosi la funzione occupa meno spazio..)
#mfExt<-mfExt[,setdiff(names(mfExt), names(mf)),drop=FALSE]
weights <- as.vector(model.weights(mf))
offs <- as.vector(model.offset(mf))
mt <- attr(mf, "terms")
interc<-attr(mt,"intercept")
y <- model.response(mf, "any")
XREG <- if (!is.empty.model(mt)) model.matrix(mt, mf, obj$contrasts)
#il cambio in mf da "offset(_nomevar_)" al "_nomevar_" deve avvenire dopo "model.matrix(mt, mf, contrasts)"
# if(!is.null(offs)){
# #id.offs<-pmatch("offset",names(mf)) #questa identifica il nome offset(..). ELiminarlo dal dataframe? non conviene altrimenti nel model.frame non risulta l'offset
# id.offs<- which(grepl("(offset)", names(mf))) #per consentire anche offset come argomento di glm()
# names(mf)[id.offs]<- all.vars(formula(paste("~", names(mf)[id.offs])), functions=FALSE)
# }
namesXREG0<-colnames(XREG)
#nameLeftSlopeZero<-setdiff(all.vars(seg.Z), all.vars(formula(obj)))
nameLeftSlopeZero<-setdiff(all.vars(seg.Z), names(coef(obj))) #in questo modo riconosce che sin(x*pi) NON e' x, ad esempio.
namesXREG0<-setdiff(namesXREG0, nameLeftSlopeZero)
id.duplic<-match(all.vars(formula(obj)),all.vars(seg.Z),nomatch=0)>0
if(any(id.duplic)) {
#new.mf<-mf[,id.duplic,drop=FALSE]
new.mf<-mf[,all.vars(formula(obj))[id.duplic],drop=FALSE]
new.XREGseg<-data.matrix(new.mf)
XREG<-cbind(XREG,new.XREGseg)
}
n.psi<- length(unlist(psi))
id.n.Seg<-(ncol(XREG)-n.Seg+1):ncol(XREG)
XREGseg<-XREG[,id.n.Seg,drop=FALSE]
#XREG<-XREG[,-id.n.Seg,drop=FALSE]
#XREG<-model.matrix(obj0) non va bene perche' non elimina gli eventuali mancanti in seg.Z..
#Due soluzioni
#XREG<-XREG[,colnames(model.matrix(obj)),drop=FALSE]
#XREG<-XREG[,match(c("(Intercept)",all.vars(formula(obj))[-1]),colnames(XREG),nomatch =0),drop=FALSE]
XREG <- XREG[, match(c("(Intercept)", namesXREG0),colnames(XREG), nomatch = 0), drop = FALSE]
XREG<-XREG[,unique(colnames(XREG)), drop=FALSE]
#################
#if(ncol(XREGseg)==1 && length(psi)==1 && n.psi==1 && !any(is.na(psi))) { if(psi==Inf) psi<-median(XREGseg)}
#################
#browser()
n <- nrow(XREG)
Z<-lapply(apply(XREGseg,2,list),unlist) #prende anche i nomi!
name.Z <- names(Z) <- colnames(XREGseg)
if(length(Z)==1 && is.vector(psi) && (is.numeric(psi)||is.na(psi))){
psi <- list(as.numeric(psi))
names(psi)<-name.Z
}
if (!is.list(Z) || !is.list(psi) || is.null(names(Z)) || is.null(names(psi))) stop("Z and psi have to be *named* list")
id.nomiZpsi <- match(names(Z), names(psi))
if ((length(Z)!=length(psi)) || any(is.na(id.nomiZpsi))) stop("Length or names of Z and psi do not match")
nome <- names(psi)[id.nomiZpsi]
psi <- psi[nome]
psiQ<-psiE<-psi
if(id.npsi){
for(i in 1:length(psi)) {
K<-length(psi[[i]])
psiQ[[i]]<-quantile(Z[[i]], prob= seq(0,1,l=K+2)[-c(1,K+2)], names=FALSE)
psiE[[i]]<-(min(Z[[i]])+ diff(range(Z[[i]]))*(1:K)/(K+1))
if(any(is.na(psi[[i]]))) psi[[i]]<-if(control$quant) psiQ[[i]] else psiE[[i]]
}
} else {
for(i in 1:length(psi)) {
psiQ[[i]]<-quantile(Z[[i]], prob= seq(0,1,l=K+2)[-c(1,K+2)], names=FALSE)
psiE[[i]]<-(min(Z[[i]])+ diff(range(Z[[i]]))*(1:K)/(K+1))
if(any(is.na(psi[[i]]))) psi[[i]]<-if(control$quant) psiQ[[i]] else psiE[[i]]
}
}
if(control$quant) {
initial<-unlist(psiE)
PSI1<- matrix(initial, n, length(initial), byrow = TRUE)
} else {
initial<-unlist(psiQ)
PSI1<- matrix(initial, n, length(initial), byrow = TRUE)
}
#########==================== SE PSI FIXED
id.psi.fixed <- FALSE
if(!is.null(fixed.psi)){
id.psi.fixed <- TRUE
if(is.numeric(fixed.psi) && n.Seg==1) {
fixed.psi<-list(fixed.psi)
names(fixed.psi)<-all.vars(seg.Z)
}
if(is.list(fixed.psi)) {
if(!(names(fixed.psi) %in% all.vars(seg.Z))) stop("names(fixed.psi) is not a subset of variables in 'seg.Z' ")
} else {
stop(" 'fixed.psi' has to be a named list ")
}
fixed.psi<-lapply(fixed.psi, sort)
Zfixed<-matrix(unlist(mapply(function(x,y)rep(x,y),Z[names(fixed.psi)], sapply(fixed.psi, length), SIMPLIFY = TRUE)), nrow=n)
n.fixed.psi<-sapply(fixed.psi, length)
rip.nomi <- rep( names(fixed.psi), n.fixed.psi)
rip.numeri <- unlist(lapply(n.fixed.psi, function(.x) 1:.x))
colnames(Zfixed) <- paste("U", rip.numeri,".fixed.",rip.nomi, sep="")
PSI <- matrix(unlist(fixed.psi), ncol=ncol(Zfixed), nrow=n, byrow = TRUE)
fixedU<-(Zfixed-PSI)*(Zfixed>PSI)
XREG<-cbind(XREG, fixedU)
}
#########====================END SE PSI FIXED
initial.psi<-psi
a <- sapply(psi, length)
#per evitare che durante il processo iterativo i psi non siano ordinati
id.psi.group <- rep(1:length(a), times = a) #identificativo di apparteneza alla variabile
#
#Znew <- list()
#for (i in 1:length(psi)) Znew[[length(Znew) + 1]] <- rep(Z[i], a[i])
#Z <- matrix(unlist(Znew), nrow = n)
Z<-matrix(unlist(mapply(function(x,y)rep(x,y),Z,a,SIMPLIFY = TRUE)),nrow=n)
psi <- unlist(psi)
#se psi e' numerico, la seguente linea restituisce i valori ordinati all'interno della variabile..
psi<-unlist(tapply(psi,id.psi.group,sort))
k <- ncol(Z)
PSI <- matrix(psi, n, k, byrow=TRUE) #rep(psi, rep(n, k)), ncol = k)
#controllo se psi e' ammissibile..
c1 <- apply((Z <= PSI), 2, all) #dovrebbero essere tutti FALSE (prima era solo <)
c2 <- apply((Z >= PSI), 2, all) #dovrebbero essere tutti FALSE (prima era solo >)
if(sum(c1 + c2) != 0 || is.na(sum(c1 + c2)) ) stop("starting psi out of the admissible range")
colnames(Z) <- nomiZ <- rep(nome, times = a)
ripetizioni <- as.numeric(unlist(sapply(table(nomiZ)[order(unique(nomiZ))], function(.x) {1:.x})))
nomiU <- paste("U", ripetizioni, sep = "")
nomiU <- paste(nomiU, nomiZ, sep = ".")
nomiV <- paste("V", ripetizioni, sep = "")
nomiV <- paste(nomiV, nomiZ, sep = ".")
#forse non serve crearsi l'ambiente KK, usa mf..
#obj <- update(obj, formula = Fo, data = mf)
#if (model.frame) obj$model <- mf
#controlla che model.frame() funzioni sull'oggetto restituito
# KK <- new.env()
# for (i in 1:ncol(objframe$model)) assign(names(objframe$model[i]), objframe$model[[i]], envir = KK)
if (it.max == 0) {
#mf<-cbind(mf, mfExt)
U <- (Z>PSI)*(Z-PSI) #pmax((Z - PSI), 0)
colnames(U) <- paste(ripetizioni, nomiZ, sep = ".")
nomiU <- paste("U", colnames(U), sep = "")
#for (i in 1:ncol(U)) assign(nomiU[i], U[, i], envir = KK)
#e' necessario il for? puoi usare colnames(U)<-nomiU;mf[nomiU]<-U
for(i in 1:ncol(U)) mfExt[nomiU[i]]<-mf[nomiU[i]]<-U[,i]
Fo <- update.formula(formula(obj), as.formula(paste(".~.+", paste(nomiU, collapse = "+"))))
obj <- update(obj, formula = Fo, evaluate=FALSE, data=mfExt) #data = mf,
if(!is.null(obj[["subset"]])) obj[["subset"]]<-NULL
obj<-eval(obj, envir=mfExt)
if (model) obj$model <-mf #obj$model <- data.frame(as.list(KK))
psi <- cbind(psi, psi, 0)
rownames(psi) <- paste(paste("psi", ripetizioni, sep = ""), nomiZ, sep=".")
colnames(psi) <- c("Initial", "Est.", "St.Err")
#names(psi)<-paste(paste("psi", ripetizioni, sep = ""), nomiZ, sep=".")
obj$psi <- psi
return(obj)
}
#XREG <- model.matrix(obj) creata sopra
#o <- model.offset(objframe)
#w <- model.weights(objframe)
id.noOW <- if(is.null(weights) && is.null(offs)) TRUE else FALSE
if (is.null(weights)) weights <- rep(1, n)
if (is.null(offs)) offs <- rep(0, n)
initial <- psi
obj0 <- obj
dev0<-sum(weights*obj$residuals^2)
list.obj <- list(obj)
# psi.values <- NULL
nomiOK<-nomiU
#invXtX<-if(!is.null(obj$qr)) chol2inv(qr.R(obj$qr)) else NULL #(XtX)^{-1}
#Xty<-crossprod(XREG,y)
invXtX<-Xty<-NULL
#browser()
if(is.null(alpha)) alpha<- max(.05, 1/length(y))
if(length(alpha)==1) alpha<-c(alpha, 1-alpha)
opz<-list(toll=toll,h=h, stop.if.error=stop.if.error, dev0=dev0, visual=visual, it.max=it.max, usesegreg=FALSE, tol.opt=control$tol.opt,
nomiOK=nomiOK, id.psi.group=id.psi.group, gap=gap, visualBoot=visualBoot, pow=pow, digits=digits,invXtX=invXtX, Xty=Xty, #conv.psi=conv.psi,
alpha=alpha, fix.npsi=fix.npsi, fc=fc, seed=control$seed, fit.psi0=control$fit.psi0, min.n=control$min.n, limZ=NULL, rangeZ=NULL,
nomiSeg=unique(colnames(Z)), PSI1=PSI1)
# for(.i in unique(colnames(Z))) { # #poni min(z)=0, cosi solve() in step.lm.fit non ha problemi.
# if(.i %in% colnames(XREG)) XREG[,.i]<- XREG[,.i] - min(XREG[,.i])
# }
if(n.boot<=0){
obj<-seg.lm.fit(y, XREG, Z, PSI ,weights, offs, opz)
} else {
obj<-seg.lm.fit.boot(y, XREG, Z, PSI, weights, offs, opz, n.boot=n.boot, size.boot=size.boot, random=random, break.boot=break.boot)
#seed<- obj$seed
}
if(!is.list(obj)){
warning("Estimation failed. Too many breakpoints? Returning a lm fit..", call. = FALSE)
return(obj0)
}
seed<- obj$seed
#browser()
if(obj$obj$df.residual==0) warning("no residual degrees of freedom (other warnings expected)", call.=FALSE)
id.psi.group<-obj$id.psi.group
nomiOK<-obj$nomiOK
#nomiFINALI<-unique(sapply(strsplit(nomiOK, split="[.]"), function(x)x[2])) #nomi delle variabili con breakpoint stimati!
#nomiFINALI<-sub("U[1-9].", "", nomiOK) #nomi originali delle variabili con breakpoint stimati!
nomiFINALI<- unique(sub("U[1-9]*[0-9].", "", nomiOK))
#se e' stata usata una proc automatica "nomiFINALI" sara' differente da "name.Z"
nomiSenzaPSI<-setdiff(name.Z,nomiFINALI)
if(length(nomiSenzaPSI)>=1) warning("no breakpoints found for: ", paste(nomiSenzaPSI," "), call. = FALSE)
it<-obj$it
psi<-obj$psi
psi.values<-if(n.boot<=0) obj$psi.values else obj$boot.restart
U<-obj$U
V<-obj$V
id.warn<-obj$id.warn
rangeZ<-obj$rangeZ
idU<-obj$idU
idV<- max(idU)+(1:ncol(V))
obj<-obj$obj
k<-length(psi)
beta.c<-coef(obj)[idU]
#beta.c<-coef(obj)[paste("U", 1:ncol(U), sep = "")]
Vxb <- V %*% diag(beta.c, ncol = length(beta.c))
#se usi una procedura automatica devi cambiare ripetizioni, nomiU e nomiV, e quindi:
length.psi<-tapply(as.numeric(as.character(names(psi))), as.numeric(as.character(names(psi))), length)
forma.nomiU<-function(xx,yy)paste("U",1:xx, ".", yy, sep="")
forma.nomiVxb<-function(xx,yy)paste("psi",1:xx, ".", yy, sep="")
nomiU <- unlist(mapply(forma.nomiU, length.psi, nomiFINALI)) #invece di un ciclo #paste("U",1:length.psi[i], ".", name.Z[i])
nomiVxb <- unlist(mapply(forma.nomiVxb, length.psi, nomiFINALI))
#########========================= SE PSI FIXED
psi.list<-vector("list", length=length(unique(nomiZ)))
names(psi.list)<-unique(nomiZ)
#names(psi)<-nomiZ #se e' una procedure automatica nomiZ puo essere piu lungo dei breakpoints "rimasti"
names(psi)<-rep(nomiFINALI, length.psi)
for(i in names(psi.list)){
psi.list[[i]]<-psi[names(psi)==i]
}
#mf<-cbind(mf, mfExt) #questo creava ripetizioni..
for(i in 1:ncol(U)) {
mfExt[nomiU[i]]<-mf[nomiU[i]]<-U[,i]
mfExt[nomiVxb[i]]<-mf[nomiVxb[i]]<-Vxb[,i]
}
nnomi <- c(nomiU, nomiVxb)
#browser()
Fo <- update.formula(formula(obj0), as.formula(paste(".~.+", paste(nnomi, collapse = "+"))))
#########========================= SE PSI FIXED
if(id.psi.fixed){
for(i in 1:ncol(fixedU)) mfExt[colnames(fixedU)[i]]<-mf[colnames(fixedU)[i]]<-fixedU[,i]
Fo<-update.formula(Fo, paste(c("~.",colnames(fixedU)), collapse="+"))
}
#objF <- update(obj0, formula = Fo, data = KK)
objF <- update(obj0, formula = Fo, evaluate=FALSE, data = mfExt)
#eliminiamo subset, perche' se e' del tipo subset=x>min(x) allora continuerebbe a togliere 1 osservazione
if(!is.null(objF[["subset"]])) objF[["subset"]]<-NULL
objF<-eval(objF, envir=mfExt)
objF$offset<- obj0$offset
isNAcoef<-any(is.na(objF$coefficients))
if(isNAcoef){
if(stop.if.error) {
cat("breakpoint estimate(s):", as.vector(psi),"\n")
stop("at least one coef is NA: breakpoint(s) at the boundary? (possibly with many x-values replicated)",
call. = FALSE)
} else {
warning("some estimate is NA: too many breakpoints? 'var(hat.psi)' cannot be computed \n ..returning a 'lm' model", call. = FALSE)
Fo <- update.formula(formula(obj0), as.formula(paste(".~.+", paste(nomiU, collapse = "+"))))
objF <- update(obj0, formula = Fo, evaluate=TRUE, data = mfExt)
names(psi)<-nomiVxb
objF$psi<-psi
return(objF)
}
}
#browser()
#if(!gap){
names.coef<-names(objF$coefficients)
#questi codici funzionano e si basano sull'assunzioni che le U e le V siano ordinate..
#names(obj$coefficients)[match(c(paste("U",1:k, sep=""), paste("V",1:k, sep="")), names(coef(obj)))]<- nnomi
#names(obj$coefficients)[match(c(nomiU, nomiVxb), names(coef(obj)))]<- nnomi
#names(obj$coefficients)[c(idU,idV)]<- nnomi
#objF$coefficients[names.coef]<-obj$coefficients[names.coef] #sostituisce tutti i coef (gli ultimi sono 0)
#Attenzione: quando obj0 contiene interazioni, il rispettivo coeff viene messo alla fine di tutti gli altri (anche di psi),
# per cui bisogna fare attenzione a come vengono sostituiti i coeffs
#browser()
#objF$coefficients<-obj$coefficients
if(ncol(XREG)>0) objF$coefficients[match(names(objF$coefficients), names(obj$coefficients),0)] <- obj$coefficients[1:ncol(XREG)]
objF$coefficients[nomiU] <- obj$coefficients[idU]
objF$coefficients[nomiVxb]<- 0
#names(objF$coefficients)<-names.coef
objF$fitted.values<-obj$fitted.values
objF$residuals<-obj$residuals
#objF$qr<-obj$qr #NON credo..
#}
Cov <- vcov(objF)
id <- match(nomiVxb, names(coef(objF)))
vv <- if (length(id) == 1) Cov[id, id] else diag(Cov[id, id])
#if(length(initial)!=length(psi)) initial<-rep(NA,length(psi))
a<-tapply(id.psi.group, id.psi.group, length) #ho sovrascritto "a" di sopra, ma non dovrebbe servire..
ris.psi<-matrix(NA,length(psi),3)
colnames(ris.psi) <- c("Initial", "Est.", "St.Err")
rownames(ris.psi) <- nomiVxb
ris.psi[,2]<-psi
ris.psi[,3]<-sqrt(vv)
#NB "a" deve essere un vettore che si appatta con "initial.psi" per ottnetere "initial" sotto... Se una variabile alla fine risulta
# senza breakpoint questo non avviene e ci sono problemi nella formazione di "initial". Allora costruisco a.ok
a.ok<-NULL
for(j in name.Z){
if(j %in% nomiFINALI) {
a.ok[length(a.ok)+1]<-a[1]
a<-a[-1]
} else {
a.ok[length(a.ok)+1]<-0
} #ifelse(name.Z %in% nomiFINALI,1,0)
}
#initial<-unlist(mapply(function(x,y){if(is.na(x)[1])rep(x,y) else x }, initial.psi, a.ok, SIMPLIFY = TRUE))
initial<-unlist(mapply(function(x,y){if(is.na(x)[1])rep(x,y) else x }, initial.psi[nomiFINALI], a.ok[a.ok!=0], SIMPLIFY = TRUE))
if(stop.if.error) ris.psi[,1]<-initial
#psi <- cbind(initial, psi, sqrt(vv))
#rownames(psi) <- colnames(Cov)[id]
objF$rangeZ <- rangeZ
objF$psi.history <- psi.values
objF$psi <- ris.psi
objF$it <- it
objF$epsilon <- obj$epsilon
objF$call <- match.call()
objF$nameUV <- list(U = drop(nomiU), V = rownames(ris.psi), Z = nomiFINALI) #Z = name.Z
objF$id.group <- if(length(name.Z)<=1) -rowSums(as.matrix(V))
objF$id.psi.group <- id.psi.group
objF$id.warn <- id.warn
objF$orig.call<-orig.call
objF$indexU<-build.all.psi(psi.list, fixed.psi)
#browser()
if(model) objF$model <- mf #objF$mframe <- data.frame(as.list(KK))
if(n.boot>0) objF$seed <- seed
class(objF) <- c("segmented", class(obj0))
objF$psi[,"Initial"]<-NA
list.obj[[length(list.obj) + 1]] <- objF
class(list.obj) <- "segmented"
if (last)
list.obj <- list.obj[[length(list.obj)]]
return(list.obj)
}
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