Defines functions rotateMM lrTest waldTest uncomplexify complexifyNA makeChiSqTable fit

Documented in fit lrTest waldTest

## Methods for LMlike
##' Display info
##' Prints information on a LMlike object
##' @export
##' @param object an object of some type
##' @rdname show
##' @title show
##' @return side effect of printing to console
setMethod('show',  signature=c(object='LMlike'), function(object){
        cat('Fitted Continuous and discrete')
    } else if(object@fitted['C']){
        cat('Fitted Continuous')
    }else if(object@fitted['D']){
        cat('Fitted Discrete')
    }else {
    cat(':', as.character(object@formula), '\n')
    cat(class(object), ':', nrow(object@design), ' cases\n', sep='')

.fit <- function(object){
    frame <- sys.frame(-1)
    positive <- object@response>0
    object@fitted <- c(C=FALSE, D=FALSE)
    assign('pos', positive, pos=frame)
    assign('object', object, pos=frame)


setMethod('fit', signature=c(object='LMlike', response='vector'), function(object, response, silent=TRUE, quick=FALSE, ...){
    object@response <- response
    dargs <- list(...)
    if('fitArgsC' %in% names(dargs)) object@fitArgsC <- dargs$fitArgsC
    if('fitArgsD' %in% names(dargs)) object@fitArgsD <- dargs$fitArgsD
    object@fitted <- c(C=FALSE, D=FALSE)
    object@fitC <- NULL
    object@fitD <- NULL
    if(!quick) validObject(object)      #save time in inner loop in zlm
    fit(object, silent=silent, start=start, ...)

setMethod('initialize', 'LMlike', function(.Object, ..., design=data.frame()){
    .Object@design <- as(design, 'data.frame')
    .Object <- callNextMethod()

setMethod('coef', signature=c(object='LMlike'), function(object, which, singular=TRUE, ...){
    stopifnot(which %in% c('C', 'D'))
    co <- object@defaultCoef
    if(which=='C' & object@fitted['C']){
        co <- coef(object@fitC)

    if(which=='D' & object@fitted['D']){
        co <- coef(object@fitD)
    if(!singular) co <- co[!is.na(co)]

#' @describeIn LMlike Print a summary of the coefficients in each component.
#' @param object \code{LMlike}
setMethod('summary', signature=c(object='LMlike'), function(object){
    print(coef(object, 'D'))
    print(coef(object, 'C'))

##' @export
##' @describeIn LMlike update the formula or design from which the \code{model.matrix} is constructed
##' @param formula. \code{formula}
##' @param design something coercible to a \code{data.frame}
##' @param ... passed to \code{model.matrix}
##' @importMethodsFrom stats4 update coef vcov summary
setMethod('update', signature=c(object='LMlike'), function(object, formula., design, ...){
        object@formula <- update.formula(object@formula, formula.)
        object@design <- as(design, 'data.frame')
    model.matrix(object) <- model.matrix(object@formula, object@design, ...)
    object@fitC <- object@fitD <- numeric(0)
    object@fitted <- c(C=FALSE, D=FALSE)

#' @describeIn model.matrix return the \code{model.matrix}
#' @param ... ignored
setMethod('model.matrix', signature=c(object='LMlike'), function(object, ...){

setReplaceMethod('model.matrix', signature=c(object='LMlike'), function(object, value){
    qrm <- qr(value)
    est <- qrm$pivot[seq_len(qrm$rank)]
    if(length(est)<ncol(value)) warning('Coefficients ', paste(colnames(value)[setdiff(qrm$pivot, est)], collapse=', '), ' are never estimible and will be dropped.')
    MM <- structure(value[,est, drop=FALSE], assign=attr(value, 'assign')[est]) 
    object@modelMatrix <- MM
    object@defaultCoef <- setNames(as.numeric(rep(NA, ncol(MM))), colnames(MM))
    object@defaultVcov <- object@defaultCoef %o% object@defaultCoef
    validObject(as(object, "LMlike"))

makeChiSqTable <- function(lambda, df, test){
    ## either data.frames or vectors
    stopifnot(all(names(lambda) == c('C', 'D')))
    stopifnot(all(names(df) == c('C', 'D')))
    ## which functions will we use for vectors vs data.frames
    if(inherits(lambda, 'data.frame')){
        Combine <- cbind
        Sum <- rowSums
        Glue <- function(...) abind(..., rev.along=0)
        Flatten <- function(x) x
        Combine <- c
        Sum <- sum
        Glue <- cbind
        Flatten <- as.vector
    lambdaC <- setNames(Combine(lambda, Sum(lambda)), c('cont', 'disc', 'hurdle'))
    dfC <- setNames(Combine(df, Sum(df)), c('cont', 'disc', 'hurdle'))
    pchi <- Flatten(pchisq(as.matrix(lambdaC), df=as.matrix(dfC), lower.tail=FALSE))
    tab <- Glue(lambda=lambdaC,
                df=dfC, 'Pr(>Chisq)'=ifelse(dfC>0,pchi,1))
    structure(tab, test=test)

## this allows NAs to propagate via matrix multiplication, but still be killed when multiplied by zero
complexifyNA <- function(x){
    x[is.na(x)] <- 0+1i
uncomplexify <- function(x){
    x[abs(Im(x))>.Machine$double.eps] <- NA
    nx <- as.numeric(x)
    dim(nx) <- dim(x)

## Takes coefficients (vector), contrast (matrix) and vcov (matrix), gets linear combination(s) defined by contrast matrix
## Get squared length of linear combinations
## This will be called by both ZlmFit and LmFit
.waldTest <- function(coefC, coefD, vcC, vcD, cm, fitted){
    ## linear combination of coefficients
    ## complexify NA allows NAs to propagate algebraically rather than symbolically (ie 0*NA = 0)
    contrC <- crossprod(cm, complexifyNA(coefC))
    ## covariance matrix of linear combination
    contrCovC <- crossprod(cm, complexifyNA(vcC) %*% cm)
    contrD <- crossprod(cm, complexifyNA(coefD))
    contrCovD <- crossprod(cm, complexifyNA(vcD) %*% cm)

    ## Don't consider comparisons when we failed to fit
    dof <- c(C=nrow(contrC), D=nrow(contrD))*(fitted*1)
    contrC <- uncomplexify(contrC)
    contrD <- uncomplexify(contrD)
    ## squared length of coefficient linear combination, using its covariance
    lambdaC <- tryCatch(contrC %*% solve(matrix(uncomplexify(contrCovC),ncol=ncol(contrCovC)), contrC), error=function(e){
        reraise(e, convertToWarning=TRUE)

    lambdaD <- tryCatch(contrD%*%solve(matrix(uncomplexify(contrCovD),ncol=ncol(contrCovD)), contrD), error=function(e){
        reraise(e, convertToWarning=TRUE)

    makeChiSqTable(c(C=lambdaC, D=lambdaD)*(fitted*1), dof,cm)

#'@describeIn LMlike Wald test dropping single term specified by \code{CoefficientHypothesis} \code{hypothesis}
#' @param hypothesis one of a \code{CoefficientHypothesis}, \code{Hypothesis} or contrast \code{matrix}.
setMethod('waldTest', signature=c(object='LMlike', hypothesis='CoefficientHypothesis'), function(object, hypothesis){
    cm <- hypothesis@contrastMatrix
    waldTest(object, cm)

#'@describeIn LMlike Wald test of contrast specified by contrast matrix \code{hypothesis}
setMethod('waldTest', signature=c(object='LMlike', hypothesis='matrix'), function(object, hypothesis){
    .waldTest(coef(object, 'C', singular=TRUE),
              coef(object, 'D', singular=TRUE),
              vcov(object, 'C', singular=TRUE),
              vcov(object, 'D', singular=TRUE),

## object1 full model (fitted)
## newMM is new model to be tested against
## returns chisqtable
.lrTest <- function(object1, newMM){
    l1 <- logLik(object1)
    object0 <- object1
    model.matrix(object0) <- newMM
    object0 <- fit(object0)
    l0 <- logLik(object0)

    bothfitted <- object1@fitted & object0@fitted
    dl <- ifelse(bothfitted, -2*(l0-l1), c(0, 0))
    df <- ifelse(bothfitted, dof(object1) - dof(object0), c(0, 0))
    drop.terms <- setdiff(colnames(model.matrix(object1)), colnames(model.matrix(object0)))
    makeChiSqTable(dl, df, drop.terms)

#'@describeIn LMlike Likelihood ratio test dropping entire term specified by \code{character} \code{hypothesis} naming a term in the symbolic formula.
#' @return see section "Methods (by generic)"
setMethod('lrTest', signature=c(object='LMlike', hypothesis='character'), function(object, hypothesis){
    Formula <- update.formula(object@formula, formula(sprintf(' ~. - %s', hypothesis)))
    U <- update(object, Formula)
    .lrTest(object, U@modelMatrix)

.rotateMM <- function(object, contrast){
    ## from glmLRT in edgeR
    qrc <- qr(contrast)
    ncontrasts <- qrc$rank
    if(ncontrasts==0) stop("contrasts are all zero")
    testIdx <- 1:ncontrasts
    if(ncontrasts < ncol(contrast)) contrast <- contrast[,qrc$pivot[testIdx]]

    ## rotate design and drop columns
    design <- model.matrix(object)
    Dvec <- rep.int(1,ncol(design))
    Dvec[testIdx] <- diag(qrc$qr)[testIdx]
    ## what is Dvec??
    Q <- qr.Q(qrc,complete=TRUE,Dvec=Dvec)
    design <- design %*% Q
    ## Ok, so we rotated the design, and now the coefficients are arbitrary
    ## But might be needed for some subclasses (eg glmer)
    colnames(design) <- paste('X', seq_len(ncol(design)), sep='')
    structure(design, testIdx=testIdx)

#'@describeIn LMlike Likelihood ratio test dropping single term specified by \code{CoefficientHypothesis} \code{hypothesis}
setMethod('lrTest', c(object='LMlike', hypothesis='CoefficientHypothesis'), function(object, hypothesis){
    testIdx <- hypothesis@index
    .lrTest(object, model.matrix(object)[,-testIdx,drop=FALSE])

#'@describeIn LMlike Likelihood ratio test dropping single term specified by \code{Hypothesis} \code{hypothesis}
setMethod('lrTest', signature=c(object='LMlike', hypothesis='Hypothesis'), function(object, hypothesis){
    lrTest(object, hypothesis@contrastMatrix)

#'@describeIn LMlike Likelihood ratio test dropping single term specified by contrast matrix \code{hypothesis}
setMethod('lrTest', signature=c(object='LMlike', hypothesis='matrix'), function(object, hypothesis){
    MM <- .rotateMM(object,  hypothesis)
    testIdx <- attr(MM, 'testIdx')
    .lrTest(object, MM[,-testIdx,drop=FALSE])
    ## drop tested contrast

setMethod('residuals', signature=c(object='LMlike'), function(object, type='response', which, ...){
    which <- match.arg(which, c('Discrete', 'Continuous', 'Marginal'))
    RD <- residuals(object@fitD, type=type)
    RC <- residuals(object@fitC, type=type)
    if(which=='Discrete') return(RD)
    if(which=='Continuous') return(RC)
        if(type != 'response') warning("Marginal residuals probably don't make sense unless predicting on the response scale")
        ## Zero inflated residuals
        PC <-  predict(object@fitC, newx=object@design, type=type)
        PD <- predict(object@fitD, newx=object@design, type=type)

Try the MAST package in your browser

Any scripts or data that you put into this service are public.

MAST documentation built on May 31, 2017, 2:28 p.m.