R/alfa.profile.R

Defines functions alfa.profile

Documented in alfa.profile

################################
#### Profile log-likelihood for choosing the value of alpha
#### Tsagris Michail 5/2013
#### References: Tsagris, M. T., Preston, S., and Wood, A. T. A. (2011).
#### A data-based power transformation for
#### compositional data. In Proceedings of the 4rth Compositional Data Analysis Workshop, Girona, Spain.
#### [email protected]
################################

alfa.profile <- function(x, a = seq(-1, 1, by = 0.01) ) {
  ## x contains the data
  ## a is the grid of values of the power parameter
  D <- dim(x)[2]  ## number of components
  d <- D - 1  ## dimensionality of the simplex
  n <- dim(x)[1]  ## sample size of the data
  f <- (n - 1) / n
  qa <- numeric( length(a) )  ## the log-likelihood values will be stored here
  ja <- sum( log(x) )  ## part of the Jacobian of the alpha transformation
  con <-  - n/2 * d * log(2 * pi * f) - (n - 1) * d/2 + n * (d + 0.5) * log(D)
  for ( i in 1:length(a) ) {
    trans <- alfa( x, a[i] )
    aff <- trans$aff  ## the alpha-transformation
    qa[i] <-  - n/2 * log( abs( det( cov(aff) ) ) ) + (a[i] - 1) * ja - D * trans$sa
  }
  qa <- qa + con
  ## the green lines show a 95% CI for the true value of
  ## alpha using a chi-square distribution
  b <- max(qa) - qchisq(0.95, 1)/2
  plot(a, qa, type = "l", xlab = expression( paste(alpha, " values", sep = "") ),
  ylab = "Profile log-likelihood")
  abline(h = b, col = 2)
  ci <- c( min(a[qa >= b]), max(a[qa >= b]) )
  names(ci) <- paste(c("2.5", "97.5"), "%", sep = "")
  abline(v = ci[1], col = 3, lty = 2)
  abline(v = ci[2], col = 3, lty = 2)
  res <- c(a[which.max(qa)], max(qa), qa[a == 0])
  names(res) <- c('alfa', 'max.log.lik', 'log.lik0')
  list(result = res, ci = ci)
}

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Compositional documentation built on June 4, 2018, 5:04 p.m.