Nothing
For.MC3.REG<- function(i, g, Ys, Xs, PI, K, nu, lambda, phi, outs.list)
{
if (g$flag == 1) {
if (sum(g$M0.var) != 0)
g$M0.1 <- sum(2^((0:(length(g$M0.var) - 1))[g$M0.var])) + 1
else g$M0.1 <- 1
if (sum(g$M0.out) != 0)
g$M0.2 <- sum(2^((0:(length(g$M0.out) - 1))[g$M0.out])) + 1
else g$M0.2 <- 1
}
M1 <- MC3.REG.choose(g$M0.var, g$M0.out)
if (sum(M1$var) != 0)
M1.1 <- sum( 2^( (0:(length(g$M0.var) - 1)) [M1$var]) ) + 1
else M1.1 <- 1
if (sum(M1$out) != 0)
M1.2<- sum(2^((0:(length(g$M0.out) - 1))[M1$out])) + 1
else M1.2 <- 1
if (sum(g$big.list[, 1] == M1.1 & g$big.list[, 2] == M1.2) ==
0)
{
if (M1.1 == 1) #null model
{
if (g$outcnt != 0)
a <- (dim(Ys)[1] - sum(M1$out)) * log(1 - PI) + sum(M1$out) * log(PI) + MC3.REG.logpost(Ys, Xs, 0, 0, outs.list[M1$out], K, nu, lambda,
phi)
else a <- MC3.REG.logpost(Ys, Xs, 0, 0, outs.list[M1$out],
K, nu, lambda, phi)
}
else {
if (g$outcnt != 0)
a <- (dim(Ys)[1] - sum(M1$out)) * log(1 - PI) +
sum(M1$out) * log(PI) + MC3.REG.logpost(Ys,
Xs, M1$var, sum(M1$var), outs.list[M1$out],
K, nu, lambda, phi)
else a <- MC3.REG.logpost(Ys, Xs, M1$var, sum(M1$var),
outs.list[M1$out], K, nu, lambda, phi)
}
g$big.list<- rbind(g$big.list, c(M1.1, M1.2, a, 0))
}
BF <- exp(g$big.list[g$big.list[, 1] == M1.1 & g$big.list[, 2] ==
M1.2, 3] - g$big.list[g$big.list[, 1] == g$M0.1 & g$big.list[,
2] == g$M0.2, 3])
#print("")
#print("g = ")
#print(g)
if (BF >= 1)
g$flag <- 1
else g$flag <- rbinom(1, 1, BF)
if (g$flag == 1) {
g$M0.var <- M1$var
g$M0.out <- M1$out
g$M0.1 <- M1.1
g$M0.2 <- M1.2
}
g$big.list[g$big.list[, 1] == g$M0.1 & g$big.list[, 2] == g$M0.2, 4]<- g$big.list[g$big.list[,
1] == g$M0.1 & g$big.list[, 2] == g$M0.2, 4] + 1
return(g)
}
MC3.REG<- function(all.y, all.x, num.its, M0.var = NULL, M0.out = NULL, outs.list = NULL, outliers = TRUE,
PI=.1*(length(all.y) <50) + .02*(length(all.y) >= 50),
K=7, nu= NULL, lambda= NULL, phi= NULL)
{
cl <- match.call()
all.x<- data.frame(all.x)
if (is.null(M0.var))
M0.var<- rep(TRUE, ncol(all.x))
if ((sum(M0.var) == 0))
stop("\nInput error: M0.var cannot be null model")
if (outliers)
{
if (is.null(outs.list))
{
outs.list<- out.ltsreg(all.x, all.y, 2)
}
if (length(outs.list) == 0)
outliers<- FALSE
}
if (outliers)
{
if (is.null(M0.out))
{
M0.out<- rep(TRUE, length(outs.list))
}
}
if ((length(M0.out) != length(outs.list)) || (length(M0.var) !=
dim(all.x)[2]))
stop("\nInput error: M0.*** is not the right length")
# calculate R for full model to determine defaults for nu, lambda and phi
if (is.null(nu) | is.null(lambda) | is.null(phi) )
{
r2<- summary(lm(all.y ~ ., data = data.frame(all.y, all.x)))$r.squared
if (r2 < 0.9)
{
new.nu<- 2.58
new.lambda<- 0.28
new.phi<- 2.85
}
else
{
new.nu<- 0.2
new.lambda<- 0.1684
new.phi<- 9.20
}
if (is.null(nu)) nu<- new.nu
if (is.null(lambda)) lambda<- new.lambda
if (is.null(phi)) phi<- new.phi
}
var.names<- colnames(all.x)
var.numbers<- 1:ncol(all.x)
outlier.numbers<- outs.list
Ys <- scale(all.y)
Xs <- scale(all.x)
#global variables
g<- list()
g$flag<- 1
g$M0.var<- M0.var
g$M0.out<- M0.out
if (is.null(outs.list)) g$outcnt<- 0
else g$outcnt<- sum(outs.list)
g$big.list<- matrix(0, 1, 4)
g$big.list[1, 1]<- sum(2^((0:(length(g$M0.var) - 1))[g$M0.var])) + 1
if (sum(g$M0.out) != 0)
g$big.list[1, 2]<- sum(2^((0:(length(g$M0.out) - 1))[g$M0.out])) + 1
else g$big.list[1, 2]<- 1
if (g$outcnt != 0)
g$big.list[1, 3] <- (dim(Ys)[1] - sum(g$M0.out)) * log(1 -
PI) + sum(g$M0.out) * log(PI) + MC3.REG.logpost(Ys,
Xs, g$M0.var, sum(g$M0.var), outs.list[g$M0.out], K, nu,
lambda, phi)
else g$big.list[1, 3] <- MC3.REG.logpost(Ys, Xs, g$M0.var, sum(g$M0.var),
outs.list[g$M0.out], K, nu, lambda, phi)
for(i in 1:num.its) g<- For.MC3.REG(i, g, Ys, Xs, PI, K, nu, lambda, phi, outs.list)
var.matrix<- matrix(as.logical(rep(g$big.list[, 1] - 1, rep(length(g$M0.var),
length(g$big.list[, 1])))%/%2^(0:(length(g$M0.var) - 1))%%2),
ncol = length(g$M0.var), byrow = TRUE)
n.var <- length(g$M0.var)
ndx <- 1:n.var
Xn <- rep("X", n.var)
labs <- paste(Xn, ndx, sep = "")
colnames(var.matrix) <- var.names
# transform to avoid numerical problems if g$big.list[, 3] is highly negative
gstar <- g$big.list[, 3] - max(g$big.list[, 3])
postprob<- exp(gstar)/(sum(exp(gstar)))
visits <- g$big.list[, 4]
if (length(outs.list) != 0)
{
out.matrix <- matrix(as.logical(rep(g$big.list[, 2] - 1,
rep(length(outs.list), length(g$big.list[, 2])))%/%2^(0:(length(outs.list) -
1))%%2), ncol = length(outs.list), byrow = TRUE)
colnames(out.matrix) <- outs.list
}
else out.matrix<- NULL
ordr<- order(-postprob)
result<- list(post.prob = postprob[ordr],
variables = var.matrix[ordr, ,drop=FALSE],
outliers = out.matrix[ordr, ,drop=FALSE],
visit.count = visits[ordr],
var.numbers = var.numbers,
outlier.numbers = outlier.numbers,
var.names = var.names,
n.models = length(postprob[ordr]),
PI = PI, K=K, nu=nu, lambda=lambda, phi=phi,
call = cl)
class(result)<- "mc3"
return(result)
}
MC3.REG.choose<-function(M0.var,M0.out)
{
var <- M0.var
in.or.out <- sample(c(1:length(M0.var), rep(0, length(M0.out))),
1)
if (in.or.out == 0) {
out <- M0.out
in.or.out2 <- sample(1:length(M0.out), 1)
out[in.or.out2] <- !M0.out[in.or.out2]
}
else {
var[in.or.out] <- !M0.var[in.or.out]
out <- M0.out
}
return(list(var=var, out=out))
}
MC3.REG.logpost<- function(Y, X, model.vect, p, i, K, nu, lambda, phi)
{
#print(list(Y=Y,X=X,model.vect=model.vect, p=p, i=i, K=K, nu=nu, lambda=lambda,phi=phi))
n <- dim(Y)[1]
ones <- rep(1, n)
A <- cbind(ones, X[, model.vect])
V <- diag(c(1, rep(phi^2, p)))
ones[i] <- K^2
det <- diag(ones) + A %*% V %*% t(A)
divs <- prod(eigen(det, TRUE, TRUE)$values)^0.5
denom <- (t(Y) %*% solve(det, Y)) + (nu * lambda)
lgamma((n + nu)/2) + log(nu * lambda) * (nu/2) - log(pi) *
(n/2) - lgamma(nu/2) - log(divs) - ((nu + n)/2) * log(denom)
}
out.ltsreg <- function(x,y,delta)
{
# require(rrcov)
abc<-ltsReg(x,y)$residuals
(1:length(y))[abs(as.vector(abc)/mad(abc))>=delta]
}
print.mc3<- function(x, digits = max(3, getOption("digits") - 3), n.models = nrow(x$variables), ...)
{
mc3.out<- x
n.best<- n.models
cat("\nCall:\n", deparse(mc3.out$call), "\n\n", sep = "")
cat(paste("Model parameters: PI = ", mc3.out$PI,
" K = ", mc3.out$K,
" nu = ",mc3.out$nu,
" lambda = ",mc3.out$lambda,
" phi = ", mc3.out$phi, "\n",sep=""))
cat("\nModels visited: \n")
n.var<- ncol(mc3.out$variables)
n.out<- ncol(mc3.out$outliers)
n.rows<- n.best
pretty.var<- apply(mc3.out$variables+0,1,paste,sep=" ",collapse=" ")
if (!is.null(mc3.out$outliers))
{
pretty.out<- apply(mc3.out$outliers+0, 1,paste,sep=" ",collapse=" ")
pretty<- format(data.frame(posterior=mc3.out$post.prob,
n.visits= mc3.out$visit.count,
variables = pretty.var, outliers = pretty.out, row.names=NULL),
digits=digits, row.names=NULL)
}
else
pretty<- format(data.frame(posterior=mc3.out$post.prob,
n.visits= mc3.out$visit.count,
variables = pretty.var, row.names=NULL),
digits=digits, row.names=NULL)
print.default(pretty[1:n.rows,], ...)
}
summary.mc3<- function(object, n.models = 5, digits = max(3, getOption("digits") - 3), ...)
{
mc3.out<- object
cat("\nCall:\n", deparse(mc3.out$call), "\n\n", sep = "")
cat(paste("Model parameters: PI = ", mc3.out$PI,
" K = ", mc3.out$K,
" nu = ",mc3.out$nu,
" lambda = ",mc3.out$lambda,
" phi = ", mc3.out$phi, "\n",sep=""))
n.models <- min(n.models, mc3.out$n.models)
sel <- 1:n.models
cat("\n ", mc3.out$n.models, " models were selected")
cat("\n Best ", n.models, " models (cumulative posterior probability = ",
round(sum(mc3.out$post.prob[sel]), digits), "): \n\n")
# calculate marginal posteriors
var.probs<- mc3.out$post.prob %*% mc3.out$variables
if (!is.null(mc3.out$outliers))
{
out.probs<- mc3.out$post.prob %*% mc3.out$outliers
marginals<- rbind(format(t(var.probs),digits=digits),"",format(t(out.probs),digits=digits))
probs<- format(mc3.out$post.prob[sel], digits=digits)
# vars<- format(t(mc3.out$variables[sel, ,drop=FALSE]) + 0,digits=1)
# outs<- format(t(mc3.out$outliers[sel,]) + 0,digits=1)
vars<- matrix(".", ncol=ncol(mc3.out$variables[sel, ,drop=FALSE]), nrow=nrow(mc3.out$variables[sel, ,drop=FALSE]))
vars[mc3.out$variables[sel, ,drop=FALSE]]<- "x"
vars<- t(vars)
outs<- matrix(".", ncol=ncol(mc3.out$outliers[sel, ,drop=FALSE]), nrow=nrow(mc3.out$outliers[sel, ,drop=FALSE]))
outs[mc3.out$outliers[sel, ,drop=FALSE]]<- "x"
outs<- t(outs)
decpos <- nchar(unlist(strsplit(probs[1], "\\."))[1])
offset2 <- paste(rep(" ", times = decpos ), sep = "", collapse = "")
# now loop through vars and outs pasting offset, since R 'paste' does not do vectors :-(
for (i in 1:ncol(vars))
vars[,i]<- paste(offset2,vars[,i],sep="")
for (i in 1:ncol(outs))
outs[,i]<- paste(offset2,outs[,i],sep="")
seprow<- rep("",times=ncol(vars))
rght<- rbind(seprow,vars,seprow,outs,seprow,probs)
lft<- rbind("",marginals,"","")
all<- cbind(lft,rght)
colnames(all)<- c("prob", paste("model ",1:n.models,sep=""))
rownames(all)<- c("variables",
paste(" ",mc3.out$var.names),
"outliers",
paste(" ", mc3.out$outlier.numbers),
"","post prob")
}
else
{
marginals<- rbind(format(t(var.probs),digits=digits))
probs<- format(mc3.out$post.prob[sel], digits=digits)
# vars<- format(t(mc3.out$variables[sel,]) + 0,digits=1)
vars<- matrix(".", ncol=ncol(mc3.out$variables[sel,]), nrow=nrow(mc3.out$variables[sel,]))
vars[mc3.out$variables[sel,]]<- "x"
vars<- t(vars)
decpos <- nchar(unlist(strsplit(probs[1], "\\."))[1])
offset2 <- paste(rep(" ", times = decpos ), sep = "", collapse = "")
# now loop through vars and outs pasting offset, since R 'paste' does not do vectors :-(
for (i in 1:ncol(vars))
vars[,i]<- paste(offset2,vars[,i],sep="")
seprow<- rep("",times=ncol(vars))
rght<- rbind(seprow,vars,seprow,probs)
lft<- rbind("",marginals,"","")
all<- cbind(lft,rght)
colnames(all)<- c("prob", paste("model ",1:n.models,sep=""))
rownames(all)<- c("variables",
paste(" ",mc3.out$var.names),
"","post prob")
}
print.default(all, print.gap = 2, quote = FALSE, ...)
}
"[.mc3"<- function(x, ... )
{
as.data.frame.mc3(x)[...]
}
as.data.frame.mc3<- function(x, ...)
{
y<- list()
y$post.prob<- x$post.prob
y$variables<- x$variables + 0
y$outliers<- x$outliers + 0
y$visit.count<- x$visit.count
colnames(y$variables)<- x$var.names
colnames(y$outliers)<- x$outlier.numbers
outliers<- !is.null(dim(y$outliers))
if (outliers)
yy<- data.frame(y$post.prob,
y$visit.count,
y$variables,
y$outliers, ...)
else
yy<- data.frame(y$post.prob,
y$visit.count,
y$variables, ...)
nms<- c("post.prob","visit.count",x$var.names)
if (outliers)
nms<- c(nms, x$outlier.numbers)
names(yy)<- nms
return(yy)
}
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