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### The first part of lmrob() much cut'n'paste from lm() - on purpose!
lmrob <-
function(formula, data, subset, weights, na.action, method = 'MM',
model = TRUE, x = !control$compute.rd, y = FALSE,
singular.ok = TRUE, contrasts = NULL, offset = NULL,
control = NULL, init = NULL, ...)
{
## to avoid problems with 'setting' argument
## call lmrob.control here either with or without method arg.
if (miss.ctrl <- missing(control))
control <- if (missing(method))
lmrob.control(...) else lmrob.control(method = method, ...)
else if (length(list(...))) ## "sophisticated version" of chk.s(...)
warning("arguments .. in ",
sub(")$", "", sub("^list\\(", "", deparse(list(...), control = c()))),
" are disregarded.\n",
" Maybe use lmrob(*, control=lmrob.control(....) with all these.")
ret.x <- x
ret.y <- y
cl <- match.call()
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "weights", "na.action", "offset"),
names(mf), 0)
mf <- mf[c(1, m)]
mf$drop.unused.levels <- TRUE
mf[[1]] <- as.name("model.frame")
mf <- eval(mf, parent.frame())
mt <- attr(mf, "terms") # allow model.frame to update it
y <- model.response(mf, "numeric")
w <- as.vector(model.weights(mf)) # NULL if unspecified in call
if(!is.null(w) && !is.numeric(w))
stop("'weights' must be a numeric vector")
offset <- as.vector(model.offset(mf))
if(!is.null(offset) && length(offset) != NROW(y))
stop(gettextf("number of offsets is %d, should equal %d (number of observations)",
length(offset), NROW(y)), domain = NA)
if (!miss.ctrl && !missing(method) && method != control$method) {
warning("The 'method' argument is different from 'control$method'\n",
"Using the former, method = ", method)
control$method <- method
}
if (is.empty.model(mt)) {
x <- NULL
singular.fit <- FALSE ## to avoid problems below
z <- list(coefficients = if(is.matrix(y)) matrix(NA_real_, 0, ncol(y))
else numeric(),
residuals = y, scale = NA, fitted.values = 0 * y,
cov = matrix(NA_real_,0,0), weights = w, rank = 0,
df.residual = if(!is.null(w)) sum(w != 0) else NROW(y),
converged = TRUE, iter = 0)
if(!is.null(offset)) {
z$fitted.values <- offset
z$residuals <- y - offset
z$offset <- offset
}
}
else {
x <- model.matrix(mt, mf, contrasts)
contrasts <- attr(x, "contrasts")
assign <- attr(x, "assign")
p <- ncol(x)
if(!is.null(offset))
y <- y - offset
if (!is.null(w)) {
## checks and code copied/modified from lm.wfit
ny <- NCOL(y)
n <- nrow(x)
if (NROW(y) != n | length(w) != n)
stop("incompatible dimensions")
if (any(w < 0 | is.na(w)))
stop("missing or negative weights not allowed")
zero.weights <- any(w == 0)
if (zero.weights) {
save.r <- y
save.w <- w
save.f <- y
ok <- w != 0
nok <- !ok
w <- w[ok]
x0 <- x[nok, , drop = FALSE]
x <- x[ ok, , drop = FALSE]
n <- nrow(x)
y0 <- if (ny > 1L) y[nok, , drop = FALSE] else y[nok]
y <- if (ny > 1L) y[ ok, , drop = FALSE] else y[ok]
## add this information to model.frame as well
## need it in outlierStats()
## ?? could also add this to na.action, then
## naresid() would pad these as well.
attr(mf, "zero.weights") <- which(nok)
}
wts <- sqrt(w)
save.y <- y
x <- wts * x
y <- wts * y
}
## check for singular fit
z0 <- .lm.fit(x, y, tol = control$solve.tol)
piv <- z0$pivot
rankQR <- z0$rank
singular.fit <- rankQR < p
if (rankQR > 0) {
if (singular.fit) {
if (!singular.ok) stop("singular fit encountered")
pivot <- piv
p1 <- pivot[seq_len(rankQR)]
p2 <- pivot[(rankQR+1):p]
## to avoid problems in the internal fitting methods,
## split into singular and non-singular matrices,
## can still re-add singular part later
dn <- dimnames(x)
x <- x[,p1]
attr(x, "assign") <- assign[p1] ## needed for splitFrame to work
}
if (is.function(control$eps.x))
control$eps.x <- control$eps.x(max(abs(x)))
if (!is.null(ini <- init)) {
if (is.character(init)) {
init <- switch(init,
"M-S" = lmrob.M.S(x, y, control, mf=mf),
"S" = lmrob.S (x, y, control),
stop('init must be "S", "M-S", function or list'))
if(ini == "M-S") { ## "M-S" sometimes reverts to "S":
ini <- init$control$method
## if(identical(ini, "M-S"))
## control$method <- paste0(ini, control$method)
}
} else if (is.function(init)) {
init <- init(x=x, y=y, control=control, mf=mf)
} else if (is.list(init)) {
## MK: set init$weights, init$residuals here ??
## (needed in lmrob..D..fit)
## or disallow method = D... ? would need to fix also
## lmrob.kappa: tuning.psi / tuning.chi choice
if (singular.fit) {
## make sure the initial coefficients vector matches
## to the reduced x
init$coef <- na.omit(init$coef)
if (length(init$coef) != ncol(x))
stop("Length of initial coefficients vector does not match rank of singular design matrix x")
}
} else stop("invalid 'init' argument")
stopifnot(is.numeric(init$coef), is.numeric(init$scale))
## modify (default) control$method, possibly dropping first letter:
if (control$method == "MM" || substr(control$method, 1, 1) == "S")
control$method <- substring(control$method, 2)
## check for control$cov argument
if (class(init)[1] != "lmrob.S" && control$cov == '.vcov.avar1')
control$cov <- ".vcov.w"
} # else pass on init=NULL :
z <- lmrob.fit(x, y, control, init=init) #-> ./lmrob.MM.R
## ---------
if(is.character(ini) && !grepl(paste0("^", ini), control$method))
control$method <- paste0(ini, control$method)
if (singular.fit) {
coef <- numeric(p)
coef[p2] <- NA
coef[p1] <- z$coefficients
names(coef) <- dn[[2L]]
z$coefficients <- coef
## Update QR decomposition (z$qr)
## pad qr and qraux with zeroes (columns that were pivoted to the right in z0)
d.p <- p-rankQR
n <- NROW(y)
z$qr[c("qr","qraux","pivot")] <-
list(matrix(c(z$qr$qr, rep.int(0, d.p*n)), n, p,
dimnames = list(dn[[1L]], dn[[2L]][piv])),
## qraux:
c(z$qr$qraux, rep.int(0, d.p)),
## pivot:
piv)
}
} else { ## rank 0
z <- list(coefficients = if (is.matrix(y)) matrix(NA_real_,p,ncol(y))
else rep.int(NA_real_, p),
residuals = y, scale = NA, fitted.values = 0 * y,
cov = matrix(NA_real_,0,0), rweights = rep.int(NA_real_, NROW(y)),
weights = w, rank = 0, df.residual = NROW(y),
converged = TRUE, iter = 0, control=control)
if (is.matrix(y)) colnames(z$coefficients) <- colnames(x)
else names(z$coefficients) <- colnames(x)
if(!is.null(offset)) z$residuals <- y - offset
}
if (!is.null(w)) {
z$residuals <- z$residuals/wts
z$fitted.values <- save.y - z$residuals
z$weights <- w
if (zero.weights) { # compute residuals, fitted, wts... also for the 0-weight obs
coef <- z$coefficients
coef[is.na(coef)] <- 0
f0 <- x0 %*% coef
## above ok := (w != 0); nok := (w == 0)
if (ny > 1) {
save.r[ok, ] <- z$residuals
save.r[nok, ] <- y0 - f0
save.f[ok, ] <- z$fitted.values
save.f[nok, ] <- f0
}
else {
save.r[ok] <- z$residuals
save.r[nok] <- y0 - f0
save.f[ok] <- z$fitted.values
save.f[nok] <- f0
}
z$residuals <- save.r
z$fitted.values <- save.f
z$weights <- save.w
rw <- z$rweights
z$rweights <- rep.int(0, length(save.w))
z$rweights[ok] <- rw
}
}
}
if(!is.null(offset))
z$fitted.values <- z$fitted.values + offset
z$na.action <- attr(mf, "na.action")
z$offset <- offset
z$contrasts <- contrasts
z$xlevels <- .getXlevels(mt, mf)
z$call <- cl
z$terms <- mt
z$assign <- assign
if(control$compute.rd && !is.null(x))
z$MD <- robMD(x, attr(mt, "intercept"), wqr=z$qr)
if (model)
z$model <- mf
if (ret.x)
z$x <- if (singular.fit || (!is.null(w) && zero.weights))
model.matrix(mt, mf, contrasts) else x
if (ret.y)
z$y <- if (!is.null(w)) model.response(mf, "numeric") else y
class(z) <- "lmrob"
z
}
if(getRversion() < "3.1.0") globalVariables(".lm.fit")
##' @title Warn about extraneous arguments in the "..." (of its caller)
##' @return
##' @author Martin Maechler, June 2012
chk.s <- function(...) {
if(length(list(...)))
warning("arguments ",
sub(")$", '', sub("^list\\(", '', deparse(list(...), control=c()))),
" are disregarded in\n ", deparse(sys.call(-1), control=c()),
call. = FALSE)
}
##' Robust Mahalanobis Distances
##' internal function, used in lmrob() and plot.lmrob()
##' also "wanted" by 'robustloggamma' pkg
robMD <- function(x, intercept, wqr, ...) {
## NB: 'wqr' only needed when covMcd() is not (entirely) successful
if(intercept == 1) x <- x[, -1, drop=FALSE]
if(ncol(x) >= 1) {
rob <- tryCatch(covMcd(x, ...),
warning = function(w) structure("covMcd produced a warning",
class="try-error", condition = w),
error = function(e) structure("covMcd failed with an error",
class="try-error", condition = e))
if (inherits(rob, "try-error")) {
warning("Failed to compute robust Mahalanobis distances, reverting to robust leverages.")
.lmrob.hat(wqr = wqr)
}
else
sqrt( mahalanobis(x, rob$center, rob$cov) )
} ## else NULL
}
### Method Functions for class lmrob objects ###
### ---------------------------------------- ###
## Many are just wrapper functions for the respective .lm methods
## ---- sorted *ALPHABETICALLY* ----
alias.lmrob <- function(object, ...) {
## Purpose: provide alias() for lmrob objects
## Cannot use alias.lm directly, since it requires a "clean" object$qr,
## i.e., without the robustness weights
if (is.null(x <- object[["x"]]))
x <- model.matrix(object)
weights <- weights(object)
if (!is.null(weights) && diff(range(weights)))
x <- x * sqrt(weights)
object$qr <- qr(x)
class(object) <- "lm"
alias(object)
}
## R (3.1.0)-devel copy of case.names.lm() ...../R/src/library/stats/R/lm.R
case.names.lmrob <- function(object, full = FALSE, ...)
{
w <- weights(object)
dn <- names(residuals(object))
if(full || is.null(w)) dn else dn[w!=0]
}
## coef(<lmrob>): no own method ==> using coef.default(OO) == OO$coefficients
## -------------
## use confint.lm instead of confint.default
## mainly to get t instead of normal quantiles
## Now imported from 'stats' -- and S3 registered in ../NAMESPACE , too, but
## still needed for now (R bug fixed in svn rev 84463 - for R 4.4.0)
confint.lm <- confint.lm
dummy.coef.lm <- dummy.coef.lm
family.lmrob <- function(object, ...) gaussian() ## == stats:::family.lm
## fitted.default works for "lmrob"
## base::kappa.lm() is "doomed"; call what kappa.lm() has been calling for years:
kappa.lmrob <- function(z, ...) kappa.qr(z$qr, ...) ## == kappa.lm(z, ...)
## instead of stats:::qr.lm()
qrLmr <- function(x) {
if(!is.list(r <- x$qr))
stop("lmrob object does not have a proper 'qr' component. Rank zero?")
r
}
## Basically the same as stats:::labels.lm -- FIXME: rank 0 fits?
labels.lmrob <- function(object, ...) {
tl <- attr(object$terms, "term.labels")
asgn <- object$assign[qrLmr(object)$pivot[seq_len(object$rank)]]
tl[unique(asgn)]
}
## Works via lm's method [which is still exported]:
model.matrix.lmrob <- model.matrix.lm
## identical to stats:::nobs.lm {but that is hidden .. and small to copy}:
nobs.lmrob <- function(object, ...)
if (!is.null(w <- object$weights)) sum(w != 0) else NROW(object$residuals)
if(FALSE) ## now replaced with more sophsticated in ./lmrobPredict.R
## learned from MASS::rlm() : via "lm" as well
predict.lmrob <- function (object, newdata = NULL, scale = NULL, ...)
{
class(object) <- c(class(object), "lm")
object$qr <- qr(sqrt(object$rweights) * object$x)
predict.lm(object, newdata = newdata, scale = object$s, ...)
}
print.summary.lmrob <-
function (x, digits = max(3, getOption("digits") - 3),
symbolic.cor = x$symbolic.cor,
signif.stars = getOption("show.signif.stars"),
showAlgo = TRUE, ...)
{
cat("\nCall:\n",
paste(deparse(x$call, width.cutoff=72), sep = "\n", collapse = "\n"),
"\n", sep = "")
control <- lmrob.control.minimal(x$control, nobs = nobs(x, use.fallback = TRUE))
cat(" \\--> method = \"", control$method, '"\n', sep = "")
## else cat("\n")
resid <- x$residuals
df <- x$df
rdf <- df[2L]
cat(if (!is.null(x$weights) && diff(range(x$weights))) "Weighted ",
"Residuals:\n", sep = "")
if (rdf > 5L) {
nam <- c("Min", "1Q", "Median", "3Q", "Max")
rq <-
if (NCOL(resid) > 1)
structure(apply(t(resid), 1, quantile),
dimnames = list(nam, dimnames(resid)[[2]]))
else setNames(quantile(resid), nam)
print(rq, digits = digits, ...)
}
else print(resid, digits = digits, ...)
## FIXME: need to catch rdf == 0?
if( length(x$aliased) ) {
if( !(x$converged) ) {
if (x$scale == 0) {
cat("\nExact fit detected\n\nCoefficients:\n")
} else {
cat("\nAlgorithm did not converge\n")
if (control$method == "S")
cat("\nCoefficients of the *initial* S-estimator:\n")
else
cat(sprintf("\nCoefficients of the %s-estimator:\n",
control$method))
}
printCoefmat(x$coef, digits = digits, signif.stars = signif.stars,
...)
} else {
if (nsingular <- df[3L] - df[1L])
cat("\nCoefficients: (", nsingular,
" not defined because of singularities)\n", sep = "")
else cat("\nCoefficients:\n")
coefs <- x$coefficients
if(!is.null(aliased <- x$aliased) && any(aliased)) {
cn <- names(aliased)
coefs <- matrix(NA, length(aliased), 4, dimnames=list(cn, colnames(coefs)))
coefs[!aliased, ] <- x$coefficients
}
printCoefmat(coefs, digits = digits, signif.stars = signif.stars,
na.print="NA", ...)
cat("\nRobust residual standard error:",
format(signif(x$scale, digits)),"\n")
if(nzchar(mess <- naprint(x$na.action)))
cat(" (",mess,")\n", sep = "")
if(!is.null(x$r.squared) && x$df[1] != attr(x$terms, "intercept")) {
cat("Multiple R-squared: ", formatC(x$r.squared, digits = digits))
cat(",\tAdjusted R-squared: ", formatC(x$adj.r.squared, digits = digits),
"\n")
}
correl <- x$correlation
if (!is.null(correl)) {
p <- NCOL(correl)
if (p > 1) {
cat("\nCorrelation of Coefficients:\n")
if (is.logical(symbolic.cor) && symbolic.cor) {
print(symnum(correl), abbr.colnames = NULL)
}
else { correl <- format(round(correl, 2), nsmall = 2,
digits = digits)
correl[!lower.tri(correl)] <- ""
print(correl[-1, -p, drop = FALSE], quote = FALSE)
}
}
}
if(is.numeric(it <- x$iter) && length(it))
cat("Convergence in", it, "IRWLS iterations\n")
}
cat("\n")
if (!is.null(rw <- x$rweights)) {
if (any(zero.w <- x$weights == 0))
rw <- rw[!zero.w]
eps.outlier <- if (is.function(EO <- control$eps.outlier))
EO(nobs(x)) else EO
summarizeRobWeights(rw, digits = digits, eps = eps.outlier, ...)
}
} else cat("\nNo Coefficients\n")
if (showAlgo && !is.null(control))
printControl(control, digits = digits, drop. = "method")
invisible(x)
}
print.lmrob <- function(x, digits = max(3, getOption("digits") - 3), ...)
{
cat("\nCall:\n", cl <- deparse(x$call, width.cutoff=72), "\n", sep = "")
control <- lmrob.control.minimal(x$control, nobs=nobs(x, use.fallback = TRUE))
if(!any(grepl("method *= *['\"]", cl)))## 'method = ".."' not explicitly visible above
cat(" \\--> method = \"", control$method, '"\n', sep = "") else cat("\n")
if(length((cf <- coef(x)))) {
if( x$converged )
cat("Coefficients:\n")
else {
if (x$scale == 0) {
cat("Exact fit detected\n\nCoefficients:\n")
} else {
cat("Algorithm did not converge\n\n")
if (control$method == "S")
cat("Coefficients of the *initial* S-estimator:\n")
else
cat(sprintf("Coefficients of the %s-estimator:\n",
control$method))
}
}
print(format(cf, digits = digits), print.gap = 2, quote = FALSE)
} else cat("No coefficients\n")
cat("\n")
invisible(x)
}
print.lmrob.S <- function(x, digits = max(3, getOption("digits") - 3),
showAlgo = TRUE, ...)
{
cat("S-estimator lmrob.S():\n")
if(length((cf <- coef(x)))) {
if (x$converged)
cat("Coefficients:\n")
else if (x$scale == 0)
cat("Exact fit detected\n\nCoefficients:\n")
else
cat("Algorithm did not converge\n\n")
print(format(cf, digits = digits), print.gap = 2, quote = FALSE)
} else cat("No coefficients\n")
cat("scale = ",format(x$scale, digits=digits), "; ",
if(x$converged)"converged" else "did NOT converge",
" in ", x$k.iter, " refinement steps\n")
if (showAlgo && !is.null(ctrl <- x$control))
printControl(lmrob.control.minimal(ctrl, nobs = nobs(x, use.fallback = TRUE),
oStats = !is.null(ctrl$ostats)),
digits = digits, drop. = "method")
invisible(x)
}
## practically identical to stats:::qr.lm :
qr.lmrob <- function (x, ...) {
if (is.null(r <- x$qr))
stop("lmrob object does not have a proper 'qr' component. Rank must be zero")
r
}
residuals.lmrob <- function(object, ...) residuals.lm(object, ...)
## even simpler than residuals.default():
residuals.lmrob.S <- function(object, ...) object$residuals
summary.lmrob <- function(object, correlation = FALSE, symbolic.cor = FALSE, ...)
{
if (is.null(object$terms))
stop("invalid 'lmrob' object: no terms component")
p <- object$rank
df <- object$df.residual #was $degree.freedom
sigma <- object[["scale"]]
aliased <- is.na(coef(object))
cf.nms <- c("Estimate", "Std. Error", "t value", "Pr(>|t|)")
if (p > 0) {
n <- p + df
p1 <- seq_len(p)
se <- sqrt(if(length(object$cov) == 1L) object$cov else diag(object$cov))
est <- object$coefficients[object$qr$pivot[p1]]
tval <- est/se
ans <- object[c("call", "terms", "residuals", "weights", "scale", "rweights", "na.action",
"converged", "iter", "control")]
ans[is.na(names(ans))] <- NULL # e.g. {"na.action", "iter"} for method = "S"
if (!is.null(ans$weights))
ans$residuals <- ans$residuals * sqrt(object$weights)
## 'df' vector, modeled after summary.lm() : ans$df <- c(p, rdf, NCOL(Qr$qr))
## where p <- z$rank ; rdf <- z$df.residual ; Qr <- qr.lm(object)
ans$df <- c(p, df, NCOL(object$qr$qr))
ans$coefficients <-
if( ans$converged)
cbind(est, se, tval, 2 * pt(abs(tval), df, lower.tail = FALSE))
else
cbind(est, if(sigma <= 0) 0 else NA, NA, NA)
dimnames(ans$coefficients) <- list(names(est), cf.nms)
if (p != attr(ans$terms, "intercept")) {
df.int <- if (attr(ans$terms, "intercept")) 1L else 0L
## This block is based on code by Olivier Renaud <Olivier.Renaud@unige.ch>
resid <- object$residuals
pred <- object$fitted.values
resp <- if (is.null(object[["y"]])) pred + resid else object$y
wgt <- object$rweights
## scale.rob <- object$scale
## correction = E[wgt(r)] / E[psi'(r)] = E[wgt(r)] / E[r*psi(r)]
ctrl <- object$control
c.psi <- ctrl$tuning.psi
psi <- ctrl$psi
correc <-
if (psi == 'ggw') {
if (isTRUE(all.equal(c.psi, c(-.5, 1.0, 0.95, NA)))) 1.121708
else if (isTRUE(all.equal(c.psi, c(-.5, 1.5, 0.95, NA)))) 1.163192
else if (isTRUE(all.equal(c.psi, c(-.5, 1.0, 0.85, NA)))) 1.33517
else if (isTRUE(all.equal(c.psi, c(-.5, 1.5, 0.85, NA)))) 1.395828
else lmrob.E(wgt(r), ctrl) / lmrob.E(r*psi(r), ctrl)
} else if (any(psi == .Mpsi.R.names) &&
isTRUE(all.equal(c.psi, .Mpsi.tuning.default(psi)))) {
switch(psi,
bisquare = 1.207617,
welsh = 1.224617, # 1.2246131
optimal = 1.068939,
hampel = 1.166891,
lqq = 1.159232,
stop('unsupported psi function -- should not happen'))
} else lmrob.E(wgt(r), ctrl) / lmrob.E(r*psi(r), ctrl)
resp.mean <- if (df.int == 1L) sum(wgt * resp)/sum(wgt) else 0
yMy <- sum(wgt * (resp - resp.mean)^2)
rMr <- sum(wgt * resid^2)
ans$r.squared <- r2correc <- (yMy - rMr) / (yMy + rMr * (correc - 1))
ans$adj.r.squared <- 1 - (1 - r2correc) * ((n - df.int) / df)
} else ans$r.squared <- ans$adj.r.squared <- 0
ans$cov <- object$cov
if(length(object$cov) > 1L)
dimnames(ans$cov) <- dimnames(ans$coefficients)[c(1,1)]
if (correlation) {
ans$correlation <- ans$cov / outer(se, se)
ans$symbolic.cor <- symbolic.cor
}
} else { ## p = 0: "null model"
ans <- object
ans$df <- c(0L, df, length(aliased))
ans$coefficients <- matrix(ans$coefficients[0L], 0L, 4L, dimnames = list(NULL, cf.nms))
ans$r.squared <- ans$adj.r.squared <- 0
ans$cov <- object$cov
}
ans$aliased <- aliased # used in print method
ans$sigma <- sigma # 'sigma': in summary.lm() & 'fit.models' pkg
if (is.function(epsO <- ans$control$eps.outlier)) ans$control$eps.outlier <- epsO(nobs(object))
if (is.function(epsX <- ans$control$eps.x))
ans$control$eps.x <- if(!is.null(o.x <- object[['x']])) epsX(max(abs(o.x))) ## else NULL
structure(ans,
class = "summary.lmrob")
}
## R (3.1.0)-devel copy of variable.names.lm() ...../R/src/library/stats/R/lm.R
variable.names.lmrob <- function(object, full = FALSE, ...)
{
if(full) dimnames(qrLmr(object)$qr)[[2L]]
else if(object$rank) dimnames(qrLmr(object)$qr)[[2L]][seq_len(object$rank)]
else character()
}
vcov.lmrob <- function (object, cov = object$control$cov, complete = TRUE, ...) {
if(!is.null(object$cov) && (missing(cov) ||
identical(cov, object$control$cov)))
.vcov.aliased(aliased = is.na(coef(object)), object$cov,
complete= if(is.na(complete)) FALSE else complete)
else {
## cov is typically = ".vcov.w" or ".vcov.avar1", but can be *any* user func.
lf.cov <- if (!is.function(cov)) get(cov, mode = "function") else cov
lf.cov(object, complete=complete, ...)
}
}
sigma.lmrob <- function(object, ...) object$scale
weights.lmrob <- function(object, type = c("prior", "robustness"), ...) {
type <- match.arg(type)
res <- if (type == "prior") {
## Issue warning only if called from toplevel. Otherwise the warning pop
## up at quite unexpected places, e.g., case.names().
if (is.null(object[["weights"]]) && identical(parent.frame(), .GlobalEnv))
warning("No weights defined for this object. Use type=\"robustness\" argument to get robustness weights.")
object[["weights"]]
} else object[["rweights"]]
if (is.null(object$na.action))
res
else naresid(object$na.action, res)
}
#### functions hidden in namespace ####
printControl <-
function(ctrl, digits = getOption("digits"),
str.names = "seed", drop. = character(0),
header = "Algorithmic parameters:",
...)
{
## Purpose: nicely and sensibly print a 'control' structure
## currently for lmrob(), glmrob()
## Author: Martin Maechler, 2006 ff
force(ctrl) # ->> better error msg
## NB: unlist() drops setting=NULL [ok]
PR <- function(LST, ...) {
if(length(LST)) {
if(any(L <- !vapply(LST, function(.) is.atomic(.) || is.null(.), NA))) {
## treat non-{atomic|NULL}:
LST[L] <- lapply(LST[L], str2simpLang)
}
print(unlist(LST), ...)
}
}
##' maybe generally useful TODO? ---> {utils} or at least {sfsmisc} ?
str2simpLang <- function(x) {
r <- if(is.null(x)) quote((NULL)) else str2lang(deparse1(x))
if(is.call(r)) format(r) else r
}
cat(header,"\n")
is.str <- (nc <- names(ctrl)) %in% str.names
do. <- !is.str & !(nc %in% drop.)
is.ch <- vapply(ctrl, is.character, NA)
real.ctrl <- vapply(ctrl, function(x) # real, *not* integer-valued
length(x) > 0 && is.numeric(x) && any(x %% 1 != 0), NA)
PR(ctrl[do. & real.ctrl], digits = digits, ...)
## non-real, non-char ones (typically integers), but dropping 0-length ones
PR(ctrl[do. & !is.ch & !real.ctrl], ...)
## char ones
PR(ctrl[do. & is.ch], ...)
if(any(is.str))
for(n in nc[is.str]) {
cat(n,":")
str(ctrl[[n]], vec.len = 2)
## 'vec.len = 2' is smaller than normal, but nice for Mersenne seed
}
}
summarizeRobWeights <-
function(w, digits = getOption("digits"), header = "Robustness weights:",
eps = 0.1 / length(w), eps1 = 1e-3, ...)
{
## Purpose: nicely print a "summary" of robustness weights
stopifnot(is.numeric(w))
cat(header,"\n")
cat0 <- function(...) cat('', ...)
n <- length(w)
if(n <= 10) print(w, digits = digits, ...)
else {
n1 <- sum(w1 <- abs(w - 1) < eps1)
n0 <- sum(w0 <- abs(w) < eps)
if(any(w0 & w1))
warning("weights should not be both close to 0 and close to 1!\n",
"You should use different 'eps' and/or 'eps1'")
if(n0 > 0 || n1 > 0) {
if(n0 > 0) {
formE <- function(e) formatC(e, digits = max(2, digits-3), width=1)
i0 <- which(w0)
maxw <- max(w[w0])
c3 <- paste0("with |weight| ",
if(maxw == 0) "= 0" else paste("<=", formE(maxw)),
" ( < ", formE(eps), ");")
cat0(if(n0 > 1) {
cc <- sprintf("%d observations c(%s)",
n0, strwrap(paste(i0, collapse=",")))
c2 <- " are outliers"
paste0(cc,
if(nchar(cc)+ nchar(c2)+ nchar(c3) > getOption("width"))
"\n ", c2)
} else
sprintf("observation %d is an outlier", i0),
c3, "\n")
}
if(n1 > 0)
cat0(ngettext(n1, "one weight is",
sprintf("%s%d weights are",
if(n1 == n)"All " else '', n1)), "~= 1.")
n.rem <- n - n0 - n1
if(n.rem <= 0) { # < 0 possible if w0 & w1 overlap
if(n1 > 0) cat("\n")
return(invisible())
}
cat0("The remaining",
ngettext(n.rem, "one", sprintf("%d ones", n.rem)), "are")
if(is.null(names(w)))
names(w) <- as.character(seq(along = w))
w <- w[!w1 & !w0]
if(n.rem <= 10) {
cat("\n")
print(w, digits = digits, ...)
return(invisible())
}
else cat(" summarized as\n")
}
print(summary(w, digits = digits), digits = digits, ...)
}
}
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