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#Exactly the function 'updateAlphaUser' included in the package 'geeM',
#authored by Lee S. McDaniel and Nick Henderson
#under the GPL-2 license.
### Update the alpha (possibly) vector for the USERDEFINED correlation matrix.
updateAlphaUser <- function(YY, mu, phi, id, len, StdErr, Resid, p, BlockDiag, row.vec, col.vec, corr.list, included, includedlen, allobs){
Resid <- StdErr %*% included %*% Diagonal(x = YY - mu)
ml <- max(len)
BlockDiag <- Resid %*% BlockDiag %*% Resid
alpha.new <- vector("numeric", length(corr.list))
index <- cumsum(len)-len
for(i in 1:length(alpha.new)){
newrow <- NULL
newcol <- NULL
for(j in 1:length(corr.list[[i]])){
newrow <- c(newrow, index[which(len >= col.vec[corr.list[[i]]][j])] + row.vec[corr.list[[i]][j]])
newcol <- c(newcol, index[which(len >= col.vec[corr.list[[i]]][j])] + col.vec[corr.list[[i]][j]])
}
bdtmp <- BlockDiag[cbind(newrow, newcol)]
if(allobs){
denom <- phi*(length(newrow) - p)
}else{denom <- phi*(sum(bdtmp!=0)-p)}
alpha.new[i] <- sum(bdtmp)/denom
}
return(alpha.new)
}
#Exactly the function 'updateAlphaEX' included in the package 'geeM',
#authored by Lee S. McDaniel and Nick Henderson
#under the GPL-2 license.
### Calculate the parameter for the EXCHANGEABLE correlation structure
updateAlphaEX <- function(Y, mu, VarFun, phi, id, len, StdErr, Resid, p, BlockDiag, included, includedlen){
Resid <- StdErr %*% included %*% Diagonal(x = Y - mu)
BlockDiag <- Resid %*% BlockDiag %*% Resid
denom <- phi*(crossprod(includedlen, pmax(includedlen-1, 0))/2 - p)
alpha <- (sum(BlockDiag) - phi*(sum(includedlen)-p))/2
alpha.new <- alpha/denom
return(alpha.new)
}
### Calculate the parameters for the M-DEPENDENT correlation structure
updateAlphaMDEP <- function(YY, mu, VarFun, phi, id, len, StdErr, Resid, p, BlockDiag, m, included, includedlen, allobs){
Resid <- StdErr %*% included %*% Diagonal(x = YY - mu)
BlockDiag <- Resid %*% BlockDiag %*% Resid
alpha.new <- vector("numeric", m)
for(i in 1:m){
if(sum(includedlen>i) > p){
bandmat <- drop0(band(BlockDiag, i,i))
if(allobs){alpha.new[i] <- sum(bandmat)/(phi*(sum(as.numeric(len>i)*(len-i))-p))
}else{alpha.new[i] <- sum( bandmat)/(phi*(length(bandmat@i)-p))}
}else{
# If we don't have many observations for a certain parameter, don't divide by p
# ensures we don't have NaN errors.
bandmat <- drop0(band(BlockDiag, i,i))
if(allobs){alpha.new[i] <- sum(bandmat)/(phi*(sum(as.numeric(len>i)*(len-i))))
}else{alpha.new[i] <- sum( bandmat)/(phi*length(bandmat@i))}
}
}
return(alpha.new)
}
#Exactly the function 'updateAlphaAR' included in the package 'geeM',
#authored by Lee S. McDaniel and Nick Henderson
#under the GPL-2 license.
### Calculate the parameter for the AR-1 correlation, also used for 1-DEPENDENT
updateAlphaAR <- function(YY, mu, VarFun, phi, id, len, StdErr, p, included, includedlen, includedvec, allobs){
K <- length(len)
oneobs <- which(len == 1)
resid <- diag(StdErr %*% included %*% Diagonal(x = YY - mu))
len2 = len
includedvec2 <- includedvec
if(length(oneobs) > 0){
index <- c(0, (cumsum(len) -len)[2:K], sum(len))
len2 <- len[-oneobs]
resid <- resid[-index[oneobs]]
includedvec2 <- includedvec[-index[oneobs]]
}
nn <- length(resid)
lastobs <- cumsum(len2)
shiftresid1 <- resid[1:nn-1]
shiftresid2 <- resid[2:nn]
if(!allobs){
shiftresid1 <- shiftresid1[-lastobs]
shiftresid2 <- shiftresid2[-lastobs]
s1incvec2 <- includedvec2[1:nn-1]
s2incvec2 <- includedvec2[2:nn]
s1incvec2 <- s1incvec2[-lastobs]
s2incvec2 <- s2incvec2[-lastobs]
alphasum <- crossprod(shiftresid1, shiftresid2)
denom <- (as.vector(crossprod(s1incvec2, s2incvec2)) - p)*phi
}else{
alphasum <- crossprod(shiftresid1[-(cumsum(len2))], shiftresid2[-(cumsum(len2))])
denom <- (sum(len2-1) - p)*phi
}
alpha <- alphasum/denom
return(as.numeric(alpha))
}
#Exactly the function 'updateAlphaUnstruc' included in the package 'geeM',
#authored by Lee S. McDaniel and Nick Henderson
#under the GPL-2 license.
### Calculate alpha values for UNSTRUCTURED correlation
updateAlphaUnstruc <- function(YY, mu, VarFun, phi, id, len, StdErr, Resid, p, BlockDiag, included, includedlen, allobs){
Resid <- StdErr %*% included %*% Diagonal(x = YY - mu)
ml <- max(len)
BlockDiag <- Resid %*% BlockDiag %*% Resid
alpha.new <- vector("numeric", sum(1:(ml-1)))
lalph <- length(alpha.new)
row.vec <- NULL
col.vec <- NULL
for(i in 2:ml){
row.vec <- c(row.vec, 1:(i-1))
col.vec <- c(col.vec, rep(i, each=i-1))
}
index <- cumsum(len)-len
if(sum(includedlen == max(len)) <= p){stop("Number of clusters of largest size is less than p.")}
for(i in 1:lalph){
# Get all of the indices of the matrix corresponding to the correlation
# we want to estimate.
newrow <- index[which(len>=col.vec[i])] + row.vec[i]
newcol <- index[which(len>=col.vec[i])] + col.vec[i]
bdtmp <- BlockDiag[cbind(newrow, newcol)]
if(allobs){
denom <- (phi*(length(newrow)-p))
}else{denom <- (phi*(sum(bdtmp!=0)-p))}
alpha.new[i] <- sum(bdtmp)/denom
}
return(alpha.new)
}
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