Nothing
#################################################
## Compute a weighted correlation coefficient
## inspired from package boot
##
## inputs:
## -
##
## outputs, a list of items:
## -
##
#################################################
#' @importFrom stats cov.wt complete.cases
corWeighted <-
function (x, y, w, method=c("pearson", "spearman"), alternative=c("two.sided", "greater", "less"), nperm=0, nthread=1, setseed, na.rm=FALSE) {
######################
wcor <- function (d, w, na.rm=TRUE) {
### NOTE::: THIS FORMULA CAN SUFFER CATASTROPHIC CANCELATION AND SHOULD BE FIXED!!!
# s <- sum(w, na.rm=na.rm)
# m1 <- sum(d[ , 1L] * w, na.rm=na.rm) / s
# m2 <- sum(d[ , 2L] * w, na.rm=na.rm) / s
# res <- (sum(d[ , 1L] * d[ , 2L] * w, na.rm=na.rm) / s - m1 * m2) / sqrt((sum(d[ , 1L]^2 * w, na.rm=na.rm) / s - m1^2) * (sum(d[ , 2L]^2 * w, na.rm=na.rm) / s - m2^2))
CovM <- cov.wt(d, wt=w)[["cov"]]
res <- CovM[1,2]/sqrt(CovM[1,1]*CovM[2,2])
return (res)
}
######################
if (missing(w)) { w <- rep(1, length(x)) / length(x) }
if (length(x) != length(y) || length(x) != length(w)) { stop("x, y, and w must have the same length") }
method <- match.arg(method)
if (method == "spearman") {
x <- rank(x)
y <- rank(y)
}
alternative <- match.arg(alternative)
res <- c("rho"=NA, "p"=NA)
## remove missing values
ccix <- complete.cases(x, y, w)
if(!all(ccix) && !na.rm) { warning("Missing values are present") }
if(sum(ccix) < 3) {
return(res)
}
x <- x[ccix]
y <- y[ccix]
w <- w[ccix]
wc <- wcor(d=cbind(x, y), w=w)
res["rho"] <- wc
if (nperm > 1) {
if (!missing(setseed)) { set.seed(setseed) }
splitix <- parallel::splitIndices(nx=nperm, ncl=nthread)
if (!is.list(splitix)) { splitix <- list(splitix) }
splitix <- splitix[sapply(splitix, length) > 0]
mcres <- parallel::mclapply(splitix, function(x, xx, yy, ww) {
pres <- sapply(x, function(x, xx, yy, ww) {
## permute the data and the weights
d2 <- cbind(xx[sample(seq_len(length(xx)))], yy[sample(seq_len(length(yy)))])
w2 <- ww[sample(seq_len(length(ww)))]
return(wcor(d=d2, w=w2))
}, xx=xx, yy=yy, ww=ww)
return(pres)
}, xx=x, yy=y, ww=w)
perms <- do.call(c, mcres)
switch (alternative,
"two.sided" = {
if (res["rho"] < 0) { p <- sum(perms <= res, na.rm=TRUE) } else { p <- sum(perms >= res, na.rm=TRUE) }
if (p == 0) { p <- 1 / (nperm + 1) } else { p <- p / nperm }
p <- p * 2
},
"greater" = {
p <- sum(perms >= res, na.rm=TRUE)
if (p == 0) { p <- 1 / (nperm + 1) } else { p <- p / nperm }
},
"less" = {
p <- sum(perms <= res, na.rm=TRUE)
if (p == 0) { p <- 1 / (nperm + 1) } else { p <- p / nperm }
})
res["p"] <- p
}
return(res)
}
## End
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