Nothing
DSBayes <- function (obj = NULL, thetahat, C, lvector, control = list(),
...)
{
ctrl <- list(tol = 0.01, epsilon = 0.005, ci = 0.95, k = NULL,
transform = "logit", print=TRUE)
namc <- names(control)
if (!all(namc %in% names(ctrl)))
stop("unknown names in control: ", namc[!(namc %in% names(ctrl))])
ctrl[namc] <- control
tol <- ctrl$tol
epsilon <- ctrl$epsilon
print <- ctrl$print
ci <- ctrl$ci
k <- if (is.null(ctrl$k))
qnorm((9+ci)/10)
else ctrl$k
transform <- ctrl$transform
if (is.null(transform))
transform <- "none"
if (print) print(ctrl)
if (!is.null(obj)) {
if (names(coef(obj))[1] == "(Intercept)") {
thetahat <- coef(obj)[-1]
C <- vcov(obj)[-1, -1]
}
else {
thetahat <- coef(obj)
C <- vcov(obj)
}
}
p <- length(thetahat)
m <- (p - 1)/2
C22 <- C[(m + 2):p, (m + 2):p, drop = FALSE]
Ceig <- eigen(C22, symmetric = TRUE)
Q <- Ceig$vec
Z <- Ceig$value
Y <- c(crossprod(Q, thetahat[(m + 2):p]))
Cinv <- solve(C)
b <- c(Cinv %*% thetahat)
Binv <- Cinv
MLE <- function(lvector) {
nr <- nrow(lvector)
reg.out <- matrix(NA, nr, 3)
kf <- qnorm(ci/2 + 0.5)
for (i in 1:nr) {
lvec <- lvector[i, ]
theta0 <- sum(lvec * thetahat)
sigma <- (t(lvec) %*% C %*% lvec)^0.5
reg.out[i, 1] <- round(theta0, 3)
reg.out[i, 2] <- round(theta0 - kf * sigma, 3)
reg.out[i, 3] <- round(theta0 + kf * sigma, 3)
}
colnames(reg.out) <- c("reg.est", "lower CI", "upper CI")
return(reg.out)
}
qfunc.denom <- function(xsi) {
sapply(xsi, function(xsi) {
logg <- -m/2 * log(2 * pi) - 1/2 * sum(log(Z + xsi)) -
1/2 * sum(Y^2/(Z + xsi))
integrand <- exp(logg)/max(xsi, epsilon)
integrand
})
}
denom <- integrate(qfunc.denom, lower = 0, upper = Inf)$val
qfunc.numer <- function(xsi, theta) {
sapply(xsi, function(xsi) {
dxsi <- c(rep(0, m + 1), rep(1/xsi, m))
diag(Binv) <- diag(Cinv) + dxsi
B <- solve(Binv)
mean <- t(lvec) %*% B %*% b
var <- t(lvec) %*% B %*% lvec
logq <- dnorm(theta, mean = mean, sd = sqrt(var),
log = TRUE)
logg <- -m/2 * log(2 * pi) - 1/2 * sum(log(Z + xsi)) -
1/2 * sum(Y^2/(Z + xsi))
integrand <- exp(logg + logq)/max(xsi, epsilon)
integrand
})
}
ds.numer <- function(theta0, thetahat, C, lvec) {
num <- integrate(qfunc.numer, lower = 0, upper = Inf,
theta = theta0, rel.tol = tol)$val
return(num)
}
ds.density <- function(theta0, thetahat, C, lvec, denom) sapply(theta0,
function(x) ds.numer(x, thetahat, C, lvec)/denom)
klo <- (1 - ci)/2
khi <- (1 + ci)/2
if (transform == "logit") {
lower <- function(x) qlogis(integrate(ds.density, lower = -Inf,
upper = x, lvec = lvec, thetahat = thetahat, C = C,
denom = denom, rel.tol = tol)$val) - qlogis(klo)
upper <- function(x) qlogis(khi) - qlogis(integrate(ds.density,
lower = -Inf, upper = x, lvec = lvec, thetahat = thetahat,
C = C, denom = denom, rel.tol = tol)$val)
}
else {
lower <- function(x) integrate(ds.density, lower = -Inf,
upper = x, lvec = lvec, thetahat = thetahat, C = C,
denom = denom, rel.tol = tol)$val - klo
upper <- function(x) khi - integrate(ds.density, lower = -Inf,
upper = x, lvec = lvec, thetahat = thetahat, C = C,
denom = denom, rel.tol = tol)$val
}
lvector <- as.matrix(lvector)
if (ncol(lvector) == 1) {
lvector <- t(lvector)
}
nrow <- nrow(lvector)
out <- matrix(NA, nrow, 3)
for (i in 1:nrow) {
if (print) cat(i, "out of ", nrow, "\n")
lvec <- lvector[i, ]
theta0 <- sum(lvec * thetahat)
sigma <- c(t(lvec) %*% C %*% lvec)^0.5
int.up <- c(theta0 + k * sigma)
int.low <- c(theta0 - k * sigma)
mode <- optimize(f = ds.numer, interval = c(int.low,
int.up), lvec = lvec, thetahat = thetahat, C = C,
maximum = TRUE, tol = tol)$max
mod.int.up <- c(mode + k * sigma)
mod.int.low <- c(mode - k * sigma)
ci.lower <- try(uniroot(f = lower, interval = c(mod.int.low,
mode), tol = tol)$root,silent=TRUE)
if(inherits(ci.lower, "try-error")) ci.lower <- try(dfsane(fn=lower, par=mode,control=list(tol=tol,trace=FALSE))$par,silent=TRUE)
if(inherits(ci.lower, "try-error")) ci.lower <- NA
ci.upper <- try(uniroot(f = upper, interval = c(mode, mod.int.up),
tol = tol)$root,silent=TRUE)
if(inherits(ci.upper, "try-error")) ci.upper <- try(dfsane(fn=upper, par=mode,control=list(tol=tol,trace=FALSE))$par,silent=TRUE)
if(inherits(ci.upper, "try-error")) ci.upper <- NA
out[i, ] <- round(c(mode, ci.lower, ci.upper), 3)
}
colnames(out) <- c("Mode", "lower CI", "upper CI")
mle <- MLE(lvector)
list(bayes = out, mle = mle)
}
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