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glmrob <-
function (formula, family, data, weights, subset,
na.action, start = NULL, offset,
method = c("Mqle", "BY", "WBY", "MT"),
weights.on.x = c("none", "hat", "robCov", "covMcd"), control = NULL,
model = TRUE, x = FALSE, y = TRUE, contrasts = NULL, trace.lev = 0,
...)
{
call <- match.call()
if (is.character(family))
family <- get(family, mode = "function", envir = parent.frame())
if (is.function(family))
family <- family()
fami <- family$family
if(is.null(fami))
stop(gettextf("'%s' is not a valid family (see ?family)",
as.character(call[["family"]])), domain=NA)
if (!(fami %in% c("binomial", "poisson", "Gamma", "gaussian"))) {
stop(gettextf("Robust GLM fitting not yet implemented for family %s",
fami), domain=NA)
}
if (missing(data))
data <- environment(formula)
##
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "weights", "na.action", "offset"),
names(mf), 0)
mf <- mf[c(1, m)]
mf$drop.unused.levels <- TRUE
mf[[1]] <- as.name("model.frame")
mf <- eval(mf, parent.frame())
if(identical(method, "model.frame")) return(mf)
mt <- attr(mf, "terms")
Y <- model.response(mf, "any")# "numeric" or "factor"
if (length(dim(Y)) == 1) {
nm <- rownames(Y)
dim(Y) <- NULL
if (!is.null(nm))
names(Y) <- nm
}
X <- if (!is.empty.model(mt))
model.matrix(mt, mf, contrasts) else matrix(NA_real_, NROW(Y), 0)
weights <- model.weights(mf)
offset <- model.offset(mf)
if (!is.null(weights) && any(weights < 0))
stop("'weights' must be non-negative")
if (!is.null(offset) && length(offset) != NROW(Y))
stop(gettextf("Number of offsets is %d, should rather equal %d (number of observations)",
length(offset), NROW(Y)), domain=NA)
method <- match.arg(method)
meth. <- if(method == "WBY") "BY" else method
### FIXME: the whole 'control' should be changed to "copy" lmrob() and lmrob.control()
## ------- --> *one* exported glmrob.control() function with 'method' and switch() inside...
## see >>> ./lmrob.MM.R
if(is.null(control)) # -> use e.g., glmrobMqle.control()
control <- get(paste0("glmrob", meth., ".control"))(...)
if(missing(weights.on.x) || is.character(weights.on.x))
weights.on.x <- match.arg(weights.on.x)
else if(!(is.function(weights.on.x) || is.list(weights.on.x) ||
(is.numeric(weights.on.x) && length(weights.on.x) == NROW(Y))))
stop("'weights.on.x' must be a string, function, list or numeric n-vector")
if(!is.null(start) && !is.numeric(start)) {
## initialization methods
if(!is.character(start))
stop("'start' must be a numeric vector, NULL, or a character string")
start <-
switch(start,
"lmrob" =, "lmrobMM" = {
if(!is.null(weights))
warnings("weights are not yet used in computing start estimate")
lmrob.fit(x = X, y = family$linkinv(Y),
control=lmrob.control())$coefficients
},
stop("invalid 'start' string"))
}
fit <- switch(method,
"cubif" = stop("For method 'cubif', use glmRob() from package 'robust'")
,
"Mqle" = ## --> ./glmrobMqle.R
glmrobMqle(X = X, y = Y, weights = weights, start = start,
offset = offset, family = family,
weights.on.x = weights.on.x, control = control,
intercept = attr(mt, "intercept") > 0, trace=trace.lev),
"BY" =, "WBY" = {
if(fami != "binomial")
stop(gettextf(
"method='%s' is only applicable for binomial family, but family=\"\"",
method, fami), domain=NA)
### FIXME: use glmrobBY(..) with these arguments, including 'weights'
glmrobBY(X=X, y=Y, weights=weights, start=start,
method=method, ## == "BY" / "WBY"
weights.on.x = weights.on.x, control = control,
intercept = attr(mt, "intercept") > 0,
trace.lev=trace.lev)
},
"MT" = {
glmrobMT(x=X,y=Y, weights=weights, start=start, offset = offset,
family=family, weights.on.x=weights.on.x, control=control,
intercept = attr(mt, "intercept") > 0, trace.lev=trace.lev)
},
stop("invalid 'method': ", method))
##- if (any(offset) && attr(mt, "intercept") > 0) {
##- fit$null.deviance <- glm.fit(x = X[, "(Intercept)", drop = FALSE],
##- y = Y, weights = weights, offset = offset,
##- control = control, intercept = TRUE)$deviance
##- }
fit$na.action <- attr(mf, "na.action")
if (model)
fit$model <- mf
if (x)
fit$x <- X
if (!y) ## fit$y <- NULL
warning("setting 'y = FALSE' has no longer any effect")
fit <- c(fit,
list(call = call, formula = formula, terms = mt, data = data,
offset = offset, control = control, method = method,
prior.weights = if(is.null(weights)) rep.int(1, nrow(X)) else weights,
contrasts = attr(X, "contrasts"),
xlevels = .getXlevels(mt, mf)))
class(fit) <- c("glmrob", "glm")
fit
}
summary.glmrob <- function(object, correlation=FALSE, symbolic.cor=FALSE, ...)
{
dispersion <- object$dispersion
if(is.null(dispersion)) dispersion <- 1
coefs <- object$coefficients
aliased <- is.na(coefs)# needs care; also used in print method
if(any(aliased))
coefs <- coefs[!aliased]
covmat <- object$cov
s.err <- sqrt(diag(covmat))
zvalue <- coefs/s.err
pvalue <- 2 * pnorm(-abs(zvalue))
coef.table <- cbind("Estimate" = coefs, "Std. Error" = s.err,
"z value" = zvalue, "Pr(>|z|)" = pvalue)
ans <- c(object[c("call", "terms", "family", "iter", "control", "method",
"residuals", "fitted.values", "w.r", "w.x")],
## MM: should rather keep more from 'object' ?
## currently, cannot even print the asympt.efficiency!
list(deviance=NULL, df.residual=NULL, null.deviance=NULL,
df.null= NULL, df= NULL, ## (because of 0 weights; hmm,...)
aliased = aliased,
coefficients = coef.table, dispersion = dispersion,
cov.scaled = covmat))
if (correlation) {
ans$correlation <- cov2cor(covmat)
ans$symbolic.cor <- symbolic.cor
}
structure(ans, class = "summary.glmrob")
}
## almost a copy of vcov.glm() [if that didn't have summmary.glm() explicitly]
vcov.glmrob <- function (object, ...)
{
so <- summary(object, corr = FALSE, ...)
## so$dispersion * so$cov.unscaled
## changed from cov.unscaled to cov.scaled
so$cov.scaled
}
print.glmrob <- function (x, digits = max(3, getOption("digits") - 3), ...)
{
cat("\nCall: ", deparse(x$call), "\n\n")
if (length(coef(x))) {
cat("Coefficients")
if (is.character(co <- x$contrasts))
cat(" [contrasts: ", apply(cbind(names(co), co),
1, paste, collapse = "="), "]")
cat(":\n")
print.default(format(x$coefficients, digits = digits),
print.gap = 2, quote = FALSE)
}
else cat("No coefficients\n\n")
cat("\nNumber of observations:", length(x$residuals),
"\nFitted by method ", sQuote(x$method), "\n")
invisible(x)
}
print.summary.glmrob <-
function (x, digits = max(3, getOption("digits") - 3),
symbolic.cor = x$symbolic.cor,
signif.stars = getOption("show.signif.stars"), ...)
{
cat("\nCall: ", deparse(x$call), "\n\n")
if (length(cf <- coef(x))) {
if(nsingular <- sum(x$aliased)) # glm has df[3] - df[1]
cat("\nCoefficients: (", nsingular,
" not defined because of singularities)\n", sep = "")
else cat("\nCoefficients:\n")
printCoefmat(cf, digits = digits, signif.stars = signif.stars,
na.print = "NA", ...)
summarizeRobWeights(x$w.r * x$w.x, digits = digits,
header = "Robustness weights w.r * w.x:", ...)
}
else cat("No coefficients\n\n")
n <- length(x$residuals)
cat("\nNumber of observations:", n,
"\nFitted by method", sQuote(x$method)," (in", x$iter, "iterations)\n")
cat("\n(Dispersion parameter for ", x$family$family,
" family taken to be ", format(x$dispersion), ")\n\n",sep = "")
if(any(!is.null(unlist(x[c("null.deviance", "deviance")]))))
cat(apply(cbind(paste(format(c("Null", "Residual"), justify="right"),
"deviance:"),
format(unlist(x[c("null.deviance", "deviance")]),
digits=max(5, digits + 1)), " on",
format(unlist(x[c("df.null", "df.residual")])),
" degrees of freedom\n"),
1L, paste, collapse=" "), "\n", sep = "")
else
cat("No deviance values available \n")
correl <- x$correlation
if (!is.null(correl)) {
p <- NCOL(correl)
if (p > 1) {
cat("\nCorrelation of Coefficients:\n")
if (isTRUE(symbolic.cor)) {
print(symnum(correl, abbr.colnames=NULL))
}
else {
correl <- format(round(correl, 2), nsmall=2, digits=digits)
correl[!lower.tri(correl)] <- ""
print(correl[-1, -p, drop=FALSE], quote=FALSE)
}
}
}
printControl(x$control, digits = digits)
cat("\n")
invisible(x)
}
weights.glmrob <- function(object, type = c("prior", "robustness", "working"), ...) {
type <- match.arg(type)
w <- switch(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"]]
},
"working" = , # (only once prior.wts are really applied !?) object$prior.wts * object$w.r * object$w.x
"robustness" =
object$w.r * object$w.x ## those also used summarizeRobWeights(x$w.r * x$w.x, ..)
)
if (is.null(object$na.action)) w else naresid(object$na.action, w)
}
## Stems from a copy of residuals.glm() in
## ~/R/D/r-devel/R/src/library/stats/R/glm.R
residuals.glmrob <-
function(object,
type = c("deviance", "pearson", "working", "response",
"partial"),
...)
{
type <- match.arg(type)
y <- object$y
r <- object$residuals
mu <- object$fitted.values
wts <- object$prior.weights # ok
p <- length(object$coefficients)
switch(type,
deviance=, pearson=, response=
if(is.null(y)) {
mu.eta <- object$family$mu.eta
eta <- object$linear.predictors
## we cannot use 'r <- ...$residuals' __ FIXME __
stop("need non-robust working residuals for this model type")
y <- mu + r * mu.eta(eta)
})
res <- switch(type,
## deviance = if(object$df.residual > 0) {
deviance = if((nobs(object) - p) > 0) {
d.res <- sqrt(pmax.int((object$family$dev.resids)(y, mu, wts), 0))
ifelse(y > mu, d.res, -d.res)
} else rep.int(0, length(mu)),
pearson = (y-mu)*sqrt(wts)/sqrt(object$family$variance(mu)),
working = r,
response = y - mu,
partial = r
)
if(!is.null(object$na.action))
res <- naresid(object$na.action, res)
if (type == "partial") ## need to avoid doing naresid() twice.
res <- res+predict(object, type="terms")
res
}
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