1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86
|
Digamma <- function(link = "log") {
# Digamma generalized linear model family
# Gordon Smyth, smyth@wehi.edu.au
# 3 July 1998. Last revised 9 Dec 2002.
#
# improve on the link deparsing code in quasi()
linkarg <- substitute(link)
if (is.expression(linkarg) || is.call(linkarg)) {
linkname <- deparse(linkarg)
} else if(is.character(linkarg)) {
linkname <- linkarg
link <- make.link(linkarg)
} else if(is.numeric(linkarg)) {
linkname <- paste("power(",linkarg,")",sep="")
link <- make.link(linkarg)
} else {
linkname <- deparse(linkarg)
link <- make.link(linkname)
}
validmu <- function(mu) all(mu>0)
dev.resids <- function(y, mu, wt) wt * unitdeviance.digamma(y,mu)
initialize <- expression({
if (any(y <= 0)) stop(paste("Non-positive values not", "allowed for the Digamma family"))
n <- rep(1, nobs)
mustart <- y
})
aic <- function(y, n, mu, wt, dev) NA
structure(list(
family = "Digamma",
variance = varfun.digamma, dev.resids = dev.resids, aic = aic,
link = linkname,
linkfun = link$linkfun, linkinv = link$linkinv, mu.eta = link$mu.eta,
valideta = link$valideta, validmu = validmu, initialize = initialize,
class = "family"))
}
cumulant.digamma <- function(theta)
# Cumulant function for the Digamma family
# GKS 3 July 98
2*( theta*(log(-theta)-1) + lgamma(-theta) )
meanval.digamma <- function(theta)
# Mean value function for the Digamma family
# GKS 3 July 98
2*( log(-theta) - digamma(-theta) )
d2cumulant.digamma <- function(theta)
# 2nd derivative of cumulant function for Digamma family
# GKS 3 July 98
2*( 1/theta + trigamma(-theta) )
canonic.digamma <- function(mu) {
# Canonical mapping for Digamma family
# Solve meanval.digamma(theta) = mu for theta
# GKS 3 July 98
#
# Starting value from -log(-theta) =~ log(mu)
mlmt <- log(mu)
theta <- -exp(-mlmt)
for (i in 1:3) {
mu1 <- meanval.digamma(theta)
v <- d2cumulant.digamma(theta)
deriv <- -v/mu1*theta
mlmt <- mlmt - log(mu1/mu)/deriv
theta <- -exp(-mlmt)
}
theta
}
varfun.digamma <- function(mu) {
# Variance function for Digamma family
# GKS 3 July 98
#
theta <- canonic.digamma(mu)
2*( 1/theta + trigamma(-theta) )
}
unitdeviance.digamma <- function(y,mu) {
# Unit deviance for Digamma family
# GKS 3 July 98
#
thetay <- canonic.digamma(y)
theta <- canonic.digamma(mu)
2*( y*(thetay-theta) - (cumulant.digamma(thetay)-cumulant.digamma(theta)) )
}
|