Nothing
## No Zero Denominator, used in C code for kernel estimation...
NZD <- function(a) {
eps <- .Machine$double.eps
if (length(a) == 1) {
if (a >= 0) {
if (a < eps) return(eps)
} else {
if (a > -eps) return(-eps)
}
return(a)
}
idx <- which(abs(a) < eps)
if (length(idx) > 0) {
vals <- a[idx]
nonneg <- vals >= 0
vals[nonneg] <- eps
vals[!nonneg] <- -eps
a[idx] <- vals
}
a
}
NZD_pos <- function(a) {
eps <- .Machine$double.eps
if (length(a) == 1)
return(if (a < eps) eps else a)
idx <- which(a < eps)
if (length(idx) > 0)
a[idx] <- eps
a
}
.crsiv_prepare_dot_args <- function(dot.args) {
nmulti.user <- dot.args$nmulti
nmulti <- if (!is.null(nmulti.user)) nmulti.user else 5
dots.no.nmulti <- dot.args
dots.no.nmulti$nmulti <- NULL
dots.preloop <- dot.args
dots.preloop$formula <- NULL
dots.preloop$opts <- NULL
dots.preloop$data <- NULL
dots.preloop$display.nomad.progress <- NULL
dots.preloop$display.warnings <- NULL
dots.loop <- dots.no.nmulti
dots.loop$formula <- NULL
dots.loop$opts <- NULL
dots.loop$data <- NULL
dots.loop$display.nomad.progress <- NULL
dots.loop$display.warnings <- NULL
dots.loop$degree <- NULL
dots.loop$segments <- NULL
dots.loop$lambda <- NULL
dots.loop$include <- NULL
dots.loop$nmulti <- NULL
nmulti.loop <- if (!is.null(nmulti.user)) nmulti.user else 1
list(
nmulti = nmulti,
nmulti.loop = nmulti.loop,
dots.preloop = dots.preloop,
dots.loop = dots.loop
)
}
.crsiv_fit_crs <- function(formula, data, dots, opts, display.nomad.progress,
display.warnings, deriv = NULL, degree = NULL,
segments = NULL, lambda = NULL, include = NULL,
nmulti = NULL) {
args <- list(formula = formula,
opts = opts,
data = data,
display.nomad.progress = display.nomad.progress,
display.warnings = display.warnings)
if (!is.null(deriv)) args$deriv <- deriv
if (!is.null(degree)) args$degree <- degree
if (!is.null(segments)) args$segments <- segments
if (!is.null(lambda)) args$lambda <- lambda
if (!is.null(include)) args$include <- include
if (!is.null(nmulti)) args$nmulti <- nmulti
do.call(crs, c(args, dots))
}
.crsiv_extract_continuous_z <- function(data, arg = "z") {
data <- data.frame(data)
if (ncol(data) != 1L) {
stop(sprintf("%s must be univariate", arg))
}
values <- data[[1L]]
if (!inherits(values, c("integer", "numeric"))) {
stop(sprintf("%s must be continuous (numeric or integer)", arg))
}
as.numeric(values)
}
.crsiv_robust_scale <- function(y, display.warnings = TRUE) {
if (any(dim(as.matrix(y)) == 0)) {
return(0)
}
sd.vec <- apply(as.matrix(y), 2L, sd)
IQR.vec <- apply(as.matrix(y), 2L, IQR) / (qnorm(.25, lower.tail = FALSE) * 2)
mad.vec <- apply(as.matrix(y), 2L, mad)
scales <- cbind(sd.vec, IQR.vec, mad.vec)
scale.max <- apply(scales, 1L, max)
if (display.warnings && any(scale.max <= 0)) {
warning(paste("variable ", which(scale.max <= 0), " appears to be constant", sep = ""))
}
apply(scales, 1L, function(x) {
xpos <- x[x > 0]
if (length(xpos) == 0L) Inf else min(xpos)
})
}
.crsiv_normal_reference_bw <- function(z, display.warnings = TRUE) {
z <- data.frame(z)
scale <- .crsiv_robust_scale(z, display.warnings = display.warnings)
as.numeric(1.059224 * scale * nrow(z)^(-1.0 / (2.0 * 2.0 + ncol(z))))
}
.crsiv_gaussian_z_matrix <- function(z.train, z.eval, bw) {
outer(z.eval, z.train, "-") / bw
}
.crsiv_gaussian_density <- function(z.train, z.eval, bw) {
z.diff <- .crsiv_gaussian_z_matrix(z.train, z.eval, bw)
rowMeans(stats::dnorm(z.diff) / bw)
}
.crsiv_gaussian_survivor <- function(z.train, z.eval, bw) {
z.diff <- .crsiv_gaussian_z_matrix(z.train, z.eval, bw)
1 - rowMeans(stats::pnorm(z.diff))
}
.crsiv_gaussian_integral_apply <- function(z.train, z.eval, rhs, bw) {
rhs <- as.matrix(rhs)
storage.mode(rhs) <- "double"
if (nrow(rhs) != length(z.train)) {
stop("weighted integral right-hand side must match the number of training z observations")
}
z.diff <- .crsiv_gaussian_z_matrix(z.train, z.eval, bw)
out <- (bw * stats::pnorm(z.diff)) %*% rhs / length(z.train)
if (ncol(out) == 1L) {
return(as.vector(out))
}
out
}
scale_robust <- function(x, center=TRUE, scale=TRUE, display.warnings=TRUE){
if(any(dim(as.matrix(x)) == 0))
return(0)
sd.vec <- apply(as.matrix(x),2,sd)
IQR.vec <- apply(as.matrix(x),2,IQR)/(qnorm(.25,lower.tail=FALSE)*2)
mad.vec <- apply(as.matrix(x),2,mad)
a <- apply(cbind(sd.vec,IQR.vec,mad.vec),1, function(y) max(y))
if(any(a<=0) && display.warnings) warning(paste("variable ",which(a<=0)," appears to be constant",sep=""))
a <- apply(cbind(sd.vec,IQR.vec,mad.vec),1, function(y) min(y[y>0]))
return(a)
}
## Integration timing:
# Comparison,Mean Speedup,Median Speedup
# Cumulative Integration (fast_cum vs original_cum),1.54x,1.51x
# Summation Integration (fast_sum vs original_sum),1.55x,1.25x
integrate.trapezoidal <- function(x, y) {
if (is.unsorted(x)) {
idx <- order(x)
# We use rank via the order index to avoid calling rank() separately
rnk <- match(seq_along(x), idx)
x <- x[idx]
y <- y[idx]
} else {
rnk <- NULL
}
# Optimization: Compute diffs and sums once
# x[-1] is x[2:n], x[-length(x)] is x[1:n-1]
n <- length(x)
res <- c(0, cumsum((x[-1] - x[-n]) * (y[-1] + y[-n]) / 2))
if (!is.null(rnk)) return(res[rnk])
return(res)
}
integrate.trapezoidal.sum <- function(x, y) {
if (is.unsorted(x)) {
idx <- order(x)
x <- x[idx]
y <- y[idx]
}
n <- length(x)
# Efficient vector multiplication
return(sum((x[-1] - x[-n]) * (y[-1] + y[-n])) / 2)
}
## This function tests for monotone increasing vectors
is.monotone.increasing <- function(x) {
## Sorted and last value > first value
!is.unsorted(x) && x[length(x)] > x[1]
}
.crsiv_select_stop_index <- function(norm.stop) {
norm.value <- norm.stop / seq_along(norm.stop)
monotone.failure <- which.min(norm.stop) == 1L && is.monotone.increasing(norm.stop)
target <- if (monotone.failure) norm.value else norm.stop
j <- 1L
while (j < length(target) && target[j + 1L] > target[j]) j <- j + 1L
j <- j - 1L + which.min(target[j:length(target)])
list(index = j, norm.value = norm.value, monotone.failure = monotone.failure)
}
.crsiv_warn_monotone_increasing <- function(display.warnings) {
if (display.warnings) {
warning("Stopping rule increases monotonically (consult model$norm.stop):\nThis could be the result of an inspired initial value (unlikely)\nNote: we suggest manually choosing phi.0 and restarting (e.g. instead set `starting.values' to E[E(Y|w)|z])")
}
}
.crsiv_warn_iterate_max <- function(display.warnings, j, iterate.max) {
if (display.warnings && j == iterate.max) {
warning(" iterate.max reached: increase iterate.max or inspect norm.stop vector")
}
}
.crs_set_messages <- function(crs.messages, value) {
if (crs.messages) options(crs.messages = value)
}
.crs_tail_index <- function(start, n) {
if (start > n) return(integer(0L))
seq.int(start, n)
}
.crs_index_block <- function(offset, width) {
if (width <= 0L) return(integer(0L))
seq.int(offset + 1L, offset + width)
}
## This function tests for the maximum well-conditioned spline degree.
## Note that increasing the number of breaks, other things equal,
## results in a better-conditioned matrix. Hence we ignore nbreak and
## set it to its minimum (2)
check.max.spline.degree <- function(xdat=NULL,degree=NULL,display.warnings=TRUE) {
if(is.null(xdat)) stop(" xdat must be provided")
if(is.null(degree)) stop(" degree vector must be provided")
xdat <- as.data.frame(xdat)
if(missing(degree)) stop(" degree vector must be provided")
ill.conditioned <- FALSE
xdat.numeric <- vapply(xdat, is.numeric, logical(1L))
numeric.index <- which(xdat.numeric)
num.numeric <- sum(xdat.numeric)
d <- numeric(num.numeric)
if(num.numeric > 0) {
for(i in seq_len(num.numeric)) {
if(degree[i]>0) {
X <- gsl.bs(xdat[,numeric.index[i]],degree=degree[i],nbreak=2)
d[i] <- degree[i]
if(!is.fullrank(X)) {
for(j in seq_len(degree[i])) {
d[i] <- j
X <- gsl.bs(xdat[,numeric.index[i]],degree=d[i],nbreak=2)
if(!is.fullrank(X)) {
d[i] <- j-1
break()
}
}
}
if(d[i] < degree[i]) {
if(display.warnings) warning(paste("\r Predictor ",i," B-spline basis is ill-conditioned beyond degree ",d[i],".",sep=""),immediate.=TRUE)
ill.conditioned <- TRUE
}
}
}
}
attr(ill.conditioned, "degree.max.vec") <- d
return(ill.conditioned)
}
.crs_capture_seed <- function() {
if (exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE)) {
return(list(
exists_seed = TRUE,
seed = get(".Random.seed", envir = .GlobalEnv, inherits = FALSE)
))
}
list(exists_seed = FALSE, seed = NULL)
}
.crs_restore_seed <- function(seed_state) {
if (isTRUE(seed_state$exists_seed)) {
assign(".Random.seed", seed_state$seed, envir = .GlobalEnv)
}
invisible(NULL)
}
succeedWithResponse <- function(tt, frame){
vars.expr <- attr(tt, "variables")
!inherits(try(.crs_eval_call(vars.expr, frame), silent = TRUE), "try-error")
}
.crs_resolve_call_head <- function(head, env) {
if (is.function(head)) {
return(head)
}
if (is.symbol(head)) {
return(as.character(head))
}
if (is.character(head) && length(head) == 1L) {
return(head)
}
if (is.call(head)) {
op <- head[[1L]]
if (is.symbol(op)) {
op_name <- as.character(op)
if (identical(op_name, "::")) {
return(getExportedValue(as.character(head[[2L]]), as.character(head[[3L]])))
}
if (identical(op_name, ":::")) {
return(utils::getFromNamespace(as.character(head[[3L]]), as.character(head[[2L]])))
}
}
}
stop("unable to resolve callable expression head")
}
.crs_as_eval_env <- function(env) {
if (is.environment(env)) {
return(env)
}
if (is.list(env)) {
return(list2env(env, parent = baseenv()))
}
stop("env must be an environment or list-like object")
}
.crs_eval_call <- function(expr, env) {
env <- .crs_as_eval_env(env)
if (is.symbol(expr)) {
return(get(as.character(expr), envir = env))
}
if (!is.call(expr)) {
return(expr)
}
what <- .crs_resolve_call_head(expr[[1L]], env)
do.call(what, as.list(expr[-1L]), envir = env)
}
## Utility function to divide explanatory variables into
## factors/numeric, strip off names etc.
# Unit: microseconds
# expr min lq mean median uq max neval cld
# original 157.440 170.2730 185.73841 174.3730 183.3315 824.469 200 a
# optimized 71.832 78.6585 83.12197 81.5285 86.9815 110.372 200 b
#
# -------- Benchmark Summary --------
# Median: 2.14x ( 46.8% as fast) - optimized * is fastest by median.
# Mean: 2.23x ( 44.8% as fast) - optimized * is fastest by mean.
# ---- Optimized (identical) ----
splitFrame <- function(xz, factor.to.numeric=FALSE) {
if (missing(xz)) stop(" you must provide xz data")
if (!is.data.frame(xz)) stop(" xz must be a data frame")
xznames <- names(xz)
IND <- vapply(xz, is.factor, logical(1))
x <- xz[, !IND, drop = FALSE]
num.x <- ncol(x)
if (num.x == 0) stop(" can't fit spline surfaces with no continuous predictors")
xnames <- xznames[!IND]
is.ordered.z <- NULL
if (any(IND)) {
zdf <- xz[, IND, drop = FALSE]
# IMPORTANT: match original exactly (no names)
is.ordered.z <- unname(vapply(zdf, is.ordered, logical(1)))
if (!factor.to.numeric) {
z <- data.frame(zdf)
names(z) <- xznames[IND]
} else {
# Plain numeric matrix, no dimnames (matches original loop)
z <- sapply(zdf, function(col) {
suppressWarnings(val <- as.numeric(levels(col))[col])
if (any(is.na(val))) as.numeric(col) else val
}, simplify = TRUE)
if (is.vector(z)) z <- matrix(z, ncol = 1)
storage.mode(z) <- "double"
dimnames(z) <- NULL
}
znames <- xznames[IND]
num.z <- if (!is.null(z)) NCOL(z) else 0L
} else {
z <- NULL
znames <- NULL
num.z <- NULL
}
list(
x = x,
num.x = num.x,
xnames = xnames,
z = z,
num.z = num.z,
is.ordered.z = is.ordered.z,
znames = znames
)
}
trim.quantiles = function(dat, trim){
if (sign(trim) == sign(-1)){
trim = abs(trim)
tq = quantile(dat, probs = c(0.0, 0.0+trim, 1.0-trim,1.0))
tq = c(2.0*tq[1]-tq[2], 2.0*tq[4]-tq[3])
}
else {
tq = quantile(dat, probs = c(0.0+trim, 1.0-trim))
}
tq
}
uocquantile = function(x, prob) {
if (is.ordered(x)){
tq = unclass(table(x))
tq = tq / sum(tq)
j = which(cumsum(tq) >= prob)[1]
sort(unique(x))[j]
} else if (is.factor(x)) {
## just returns mode
tq = unclass(table(x))
j = which(tq == max(tq))[1]
sort(unique(x))[j]
} else {
quantile(x, probs = prob)
}
}
## statistical functions
RSQfunc <- function(y,y.pred,weights=NULL) {
if(!is.null(weights)) {
y <- y*sqrt(weights)
y.pred <- y.pred*sqrt(weights)
}
y.mean <- mean(y)
return((sum((y-y.mean)*(y.pred-y.mean))^2)/(sum((y-y.mean)^2)*sum((y.pred-y.mean)^2)))
}
MSEfunc <- function(y,y.fit) {
mean((y-y.fit)^2)
}
MAEfunc <- function(y,y.fit) {
mean(abs(y-y.fit))
}
MAPEfunc <- function(y,y.fit) {
jj = which(y != 0)
mean(c(abs((y[jj]-y.fit[jj])/y[jj]), as.numeric(replicate(length(y)-length(jj),2))))
}
CORRfunc <- function(y,y.fit) {
abs(corr(cbind(y,y.fit)))
}
SIGNfunc <- function(y,y.fit) {
sum(sign(y) == sign(y.fit))/length(y)
}
# Unit: milliseconds
# expr min lq mean median uq max neval cld
# original 320.34571 329.90273 339.40322 334.1152 346.4990 375.1420 50 a
# optimized 20.20201 20.26974 20.58103 20.4557 20.6688 23.3083 50 b
#
# -------- Benchmark Summary --------
# Median: 16.33x ( 6.1% as fast) - optimized * is fastest by median.
# Mean: 16.49x ( 6.1% as fast) - optimized * is fastest by mean.
# ---- Optimized (identical) ----
blank <- function(len) {
strrep(' ', len)
}
## regression quantile check function
# Unit: milliseconds
# expr min lq mean median uq max neval cld
# original 16.854977 17.637872 18.985206 17.985347 19.054730 30.00581 100 a
# optimized 2.483821 2.775454 3.372387 2.962947 3.430388 12.93263 100 b
#
# -------- Benchmark Summary --------
# Median: 6.07x ( 16.5% as fast) - optimized * is fastest by median.
# Mean: 5.63x ( 17.8% as fast) - optimized * is fastest by mean.
# ---- Optimized (identical) ----
check.function <- function(u, tau = 0.5) {
if (missing(u)) stop(" Error: u must be provided")
if (tau <= 0 || tau >= 1) stop(" Error: tau must lie in (0,1)")
u * (tau - (u < 0))
}
resolve_cv_maxPenalty <- function(cv.maxPenalty, ydat, weights = NULL,
multiplier = 10,
cv.func = c("cv.ls", "cv.gcv", "cv.aic")) {
if (!is.null(cv.maxPenalty)) {
return(cv.maxPenalty)
}
if (is.null(ydat)) {
return(sqrt(.Machine$double.xmax))
}
cv.func <- match.arg(cv.func)
y <- as.numeric(ydat)
y <- y[is.finite(y)]
n <- length(y)
if (n <= 1) {
return(sqrt(.Machine$double.xmax))
}
if (!is.null(weights)) {
w <- as.numeric(weights)
w <- w[is.finite(w)]
if (length(w) != n || any(w < 0)) {
return(sqrt(.Machine$double.xmax))
}
wsum <- sum(w)
if (!is.finite(wsum) || wsum <= 0) {
return(sqrt(.Machine$double.xmax))
}
mu <- sum(w * y) / wsum
mse <- sum(w * (y - mu)^2) / wsum
} else {
mu <- mean(y)
mse <- mean((y - mu)^2)
}
if (!is.finite(mse) || mse <= 0) {
return(sqrt(.Machine$double.xmax))
}
if (cv.func == "cv.aic") {
penalty <- (1 + 1 / n) / (1 - 3 / n)
base.aic <- log(mse) + penalty
if (!is.finite(base.aic)) {
return(sqrt(.Machine$double.xmax))
}
return(base.aic + multiplier)
}
base <- mse / (1 - 1 / n)^2
if (!is.finite(base) || base <= 0) {
return(sqrt(.Machine$double.xmax))
}
multiplier * base
}
## Note - this is defined in cv.kernel.spline so if you modify there
## you must modify here also.
## Note - March 20 2012 - this is buggy - model$x is empty but
## hat(model$x) returns 1 so it passes. This is not used for
## cross-validation, rather only for summary/predict and potentially
## pruning, so for the moment we let it sit.
cv.rq <- function (model, tau = 0.5, weights = NULL) {
return(mean(check.function(residuals(model),tau)/(1-hat(model$x))^(1/sqrt(tau*(1-tau)))))
}
## This function is based on functions in the limma package and
## corpcor package (is.positive.definite)... check the condition
## number of a matrix based on the ratio of max/min eigenvalue. Note
## that the definition
## tol=max(dim(x))*max(sqrt(abs(e)))*.Machine$double.eps is exactly
## compatible with the conventions used in "Octave" or "Matlab". Note
## that for weighted regression you simply use x*L which conducts
## row-wise multiplication (i.e. diag(L)%*%X not necessary). Note also
## that crossprod(X) is significantly faster than t(X)%*%X (matrix is
## symmetric so only use lower triangle).
is.fullrank <- function(x)
{
e <- eigen(crossprod(as.matrix(x)), symmetric = TRUE, only.values = TRUE)$values
e[1] > 0 && abs(e[length(e)]/e[1]) > max(dim(as.matrix(x)))*max(sqrt(abs(e)))*.Machine$double.eps
}
## Function that determines the dimension of the multivariate basis
## without precomputing it... the tensor is the mother that consumes
## ginormous amounts of memory, followed by the glp basis.
# expr min lq mean median uq max neval cld
# original 40.221 40.918 43.25090 41.369 43.870 120.663 200 a
# optimized 37.023 37.556 41.43398 38.089 41.164 377.938 200 a
#
# -------- Benchmark Summary --------
# Median: 1.09x ( 92.1% as fast) - optimized * is fastest by median.
# Mean: 1.04x ( 95.8% as fast) - optimized * is fastest by mean.
# ---- Optimized (identical) ----
dimBS <- function(basis="additive", kernel=TRUE, degree=NULL, segments=NULL, include=NULL, categories=NULL) {
two.dimen <- function(d1, d2, nd1, pd12) {
if (d2 == 1) return(list(d12 = pd12, nd1 = nd1))
d12 <- d2
if (d1 > d2) {
for (i in seq_len(d1 - d2)) d12 <- d12 + d2 * nd1[i]
}
if (d2 > 1) {
for (i in seq.int(2L, d2)) d12 <- d12 + i * nd1[d1 - i + 1]
}
d12 <- d12 + nd1[d1]
nd2 <- nd1
if (d1 > 1) {
for (j in seq_len(d1 - 1)) {
s <- 0
for (i in j:max(0, j - d2 + 1)) s <- s + if (i > 0) nd1[i] else 1
nd2[j] <- s
}
}
if (d2 > 1) {
nd2[d1] <- nd1[d1]
for (i in (d1 - d2 + 1):(d1 - 1)) nd2[d1] <- nd2[d1] + nd1[i]
} else {
nd2[d1] <- nd1[d1]
}
list(d12 = d12, nd1 = nd2)
}
if (!basis %in% c('additive','glp','tensor')) stop(' Error: basis must be either additive, glp, or tensor')
if (!kernel && (is.null(include) || is.null(categories))) stop(' Error: you must provide include and categories vectors')
K <- cbind(degree, segments)
ncol.bs <- 0
if (kernel) {
if (basis == 'additive') {
if (any(K[,1] > 0)) ncol.bs <- sum(rowSums(K[K[,1] != 0, , drop=FALSE]) - 1)
} else if (basis == 'glp') {
rs <- rowSums(K[K[,1] != 0, , drop=FALSE]) - 1
dimen <- sort(rs[rs > 0], decreasing = TRUE)
k <- length(dimen)
if (k == 0) {
ncol.bs <- 0
} else {
nd1 <- rep(1, dimen[1]); nd1[dimen[1]] <- 0
ncol.bs <- dimen[1]
if (k > 1) {
for (i in seq.int(2L, k)) {
dim.rt <- two.dimen(dimen[1], dimen[i], nd1, ncol.bs)
nd1 <- dim.rt$nd1
ncol.bs <- dim.rt$d12
}
ncol.bs <- dim.rt$d12 + k - 1
}
}
} else if (basis == 'tensor') {
if (any(K[,1] > 0)) ncol.bs <- prod(rowSums(K[K[,1] != 0, , drop=FALSE]))
}
} else {
if (basis == 'additive') {
if (any(K[,1] > 0)) ncol.bs <- sum(c(rowSums(K[K[,1] != 0, , drop=FALSE]) - 1, include * categories - 1))
} else if (basis == 'glp') {
rs <- c(rowSums(K[K[,1] != 0, , drop=FALSE]) - 1, include * categories - 1)
dimen <- sort(rs[rs > 0], decreasing = TRUE)
k <- length(dimen)
if (k == 0) {
ncol.bs <- 0
} else {
nd1 <- rep(1, dimen[1]); nd1[dimen[1]] <- 0
ncol.bs <- dimen[1]
if (k > 1) {
for (i in seq.int(2L, k)) {
dim.rt <- two.dimen(dimen[1], dimen[i], nd1, ncol.bs)
nd1 <- dim.rt$nd1
ncol.bs <- dim.rt$d12
}
ncol.bs <- dim.rt$d12 + k - 1
}
}
} else if (basis == 'tensor') {
if (any(K[,1] > 0)) ncol.bs <- prod(c(rowSums(K[K[,1] != 0, , drop=FALSE]), (include * categories - 1)))
}
}
ncol.bs
}
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