Nothing
R/lmm.R
In LMMstar: Repeated Measurement Models for Discrete Times
Defines functions
.lmmNormalizeStructure
.lmmNormalizeData
.lmmNormalizeArgs
lmm
Documented in
lmm
### lmm.R ---
##----------------------------------------------------------------------
## Author: Brice Ozenne
## Created: okt 7 2020 (11:12)
## Version:
## Last-Updated: nov 8 2023 (15:05)
## By: Brice Ozenne
## Update #: 2965
##----------------------------------------------------------------------
##
### Commentary:
##
### Change Log:
##----------------------------------------------------------------------
##
### Code:
## * lmm (documentation)
##' @title Fit Linear Mixed Model
##' @description Fit a linear mixed model defined by a mean and a covariance structure.
##'g
##' @param formula [formula] Specify the model for the mean.
##' On the left hand side the outcome and on the right hand side the covariates affecting the mean value.
##' E.g. Y ~ Gender + Gene.
##' @param repetition [formula] Specify the structure of the data: the time/repetition variable and the grouping variable, e.g. ~ time|id.
##' @param structure [character] type of covariance structure, either \code{"CS"} (compound symmetry) or \code{"UN"} (unstructured).
##' @param data [data.frame] dataset (in the long format) containing the observations.
##' @param method.fit [character] Should Restricted Maximum Likelihoood (\code{"REML"}) or Maximum Likelihoood (\code{"ML"}) be used to estimate the model parameters?
##' @param type.information [character] Should the expected information be computed (i.e. minus the expected second derivative) or the observed inforamtion (i.e. minus the second derivative).
##' @param df [logical] Should the degree of freedom be computed using a Satterthwaite approximation?
##' @param weights [formula or character] variable in the dataset used to weight the log-likelihood and its derivative. Should be constant within cluster.
##' @param scale.Omega [formula or character] variable in the dataset used to rescale the residual variance-covariance matrix. Should be constant within cluster.
##' @param trace [interger, >0] Show the progress of the execution of the function.
##' @param control [list] Control values for the optimization method.
##' The element \code{optimizer} indicates which optimizer to use and additional argument will be pass to the optimizer.
##'
##'
##' @details \bold{Computation time} the \code{lmm} has not been developped to be a fast function as, by default, it uses REML estimation with the observed information matrix and uses a Satterthwaite approximation to compute degrees of freedom (this require to compute the third derivative of the log-likelihood which is done by numerical differentiation). The computation time can be substantially reduced by using ML estimation with the expected information matrix and no calculation of degrees of freedom: arguments \code{method.fit="ML"}, \code{type.information="expected"}, \code{df=FALSE}. This will, however, lead to less accurate p-values and confidence intervals in small samples.
##'
##' By default, the estimation of the model parameters will be made using a Newton Raphson algorithm.
##' This algorithm does not ensure that the residual covariance matrix is positive definite and therefore may sometimes fail.
##' See argument optimizer in \code{\link{LMMstar.options}}.
##'
##' \bold{Argument control:} when using the optimizer \code{"FS"}, the following elements can be used
##' \itemize{
##' \item \code{init}: starting values for the model parameters.
##' \item \code{n.iter}: maximum number of interations of the optimization algorithm.
##' \item \code{tol.score}: score value below which convergence has been reached.
##' \item \code{tol.param}: difference in estimated parameters from two successive iterations below which convergence has been reached.
##' \item \code{trace}: display progress of the optimization procedure.
##' }
##'
##' \bold{Argument repetition:} when numeric, it will be converted into a factor variable, possibly adding a leading 0 to preserve the ordering.
##' This transformation may cause inconsistency when combining results between different \code{lmm} object.
##' This is why the grouping variable should preferably be of type character or factor.
##'
##' @seealso
##' \code{\link{summary.lmm}} for a summary of the model fit. \cr
##' \code{\link{model.tables.lmm}} for a data.frame containing estimates with their uncertainty. \cr
##' \code{\link{plot.lmm}} for a graphical display of the model fit or diagnostic plots. \cr
##' \code{\link{levels.lmm}} to display the reference level. \cr
##' \code{\link{anova.lmm}} for testing linear combinations of coefficients (F-test, multiple Wald tests) \cr
##' \code{\link{sigma.lmm}} for extracting estimated residual variance-covariance matrices. \cr
##' \code{\link{residuals.lmm}} for extracting residuals or creating residual plots (e.g. qqplots). \cr
##' \code{\link{predict.lmm}} for evaluating mean and variance of the outcome conditional on covariates or other outcome values.
##' @return an object of class \code{lmm} containing the estimated parameter values, the residuals, and relevant derivatives of the likelihood.
##'
##' @keywords models
## * lmm (examples)
##' @examples
##' #### 1- simulate data in the long format ####
##' set.seed(10)
##' dL <- sampleRem(100, n.times = 3, format = "long")
##' dL$X1 <- as.factor(dL$X1)
##' dL$X2 <- as.factor(dL$X2)
##'
##' #### 2- fit Linear Mixed Model ####
##' eCS.lmm <- lmm(Y ~ X1 * X2 + X5, repetition = ~visit|id, structure = "CS", data = dL)
##'
##' logLik(eCS.lmm) ## -670.9439
##' summary(eCS.lmm)
##'
##'
##' #### 3- estimates ####
##' ## reference level
##' levels(eCS.lmm)$reference
##' ## mean parameters
##' coef(eCS.lmm)
##' model.tables(eCS.lmm)
##' confint(eCS.lmm)
##'
##' if(require(emmeans)){
##' dummy.coef(eCS.lmm)
##' }
##'
##' ## all parameters
##' coef(eCS.lmm, effects = "all")
##' model.tables(eCS.lmm, effects = "all")
##' confint(eCS.lmm, effects = "all")
##'
##' ## variance-covariance structure
##' sigma(eCS.lmm)
##'
##' #### 4- diagnostic plots ####
##' quantile(residuals(eCS.lmm))
##' quantile(residuals(eCS.lmm, type = "normalized"))
##'
##' \dontrun{
##' if(require(ggplot2)){
##' ## investigate misspecification of the mean structure
##' plot(eCS.lmm, type = "scatterplot")
##' ## investigate misspecification of the variance structure
##' plot(eCS.lmm, type = "scatterplot2")
##' ## investigate misspecification of the correlation structure
##' plot(eCS.lmm, type = "correlation")
##' ## investigate misspecification of the residual distribution
##' plot(eCS.lmm, type = "qqplot")
##' }
##' }
##'
##' #### 5- statistical inference ####
##' anova(eCS.lmm) ## effect of each variable
##' anova(eCS.lmm, effects = "X11-X21=0") ## test specific coefficient
##' ## test several hypothese with adjustment for multiple comparisons
##' summary(anova(eCS.lmm, effects = c("X11=0","X21=0")))
##'
##' #### 6- prediction ####
##' ## conditional on covariates
##' newd <- dL[1:3,]
##' predict(eCS.lmm, newdata = newd, keep.newdata = TRUE)
##' ## conditional on covariates and outcome
##' newd <- dL[1:3,]
##' newd$Y[3] <- NA
##' predict(eCS.lmm, newdata = newd, type = "dynamic", keep.newdata = TRUE)
##'
##' #### EXTRA ####
##' if(require(mvtnorm)){
##' ## model for the average over m replicates
##' ## (only works with independent replicates)
##' Sigma1 <- diag(1,1,1); Sigma5 <- diag(1,5,5)
##' n <- 100
##' dfW <- rbind(data.frame(id = 1:n, rep = 5, Y = rowMeans(rmvnorm(n, sigma = Sigma5))),
##' data.frame(id = (n+1):(2*n), rep = 1, Y = rmvnorm(n, sigma = Sigma1)))
##'
##' e.lmmW <- lmm(Y~1, data = dfW, scale.Omega=~rep, control = list(optimizer = "FS"))
##' e.lmm0 <- lmm(Y~1, data = dfW, control = list(optimizer = "FS"))
##' model.tables(e.lmmW, effects = "all")
##' model.tables(e.lmm0, effects = "all")
##' ## TRUE standard error is 1
##'
##' }
##'
## * lmm (code)
##' @export
lmm <- function(formula, repetition, structure, data,
weights = NULL, scale.Omega = NULL,
method.fit = NULL, df = NULL, type.information = NULL, trace = NULL, control = NULL){
name.out <- c("args", "call", "cluster", "df", "d2Omega", "data", "data.original",
"design", "dOmega", "dVcov", "fitted", "formula", "information",
"logLik", "Omega", "OmegaM1", "opt", "outcome", "param", "reparametrize",
"residuals", "score", "strata", "time", "vcov", "weights", "xfactor"
)
out <- stats::setNames(vector(mode = "list", length = length(name.out)), name.out)
## ** 0. extract call and default from package
out$call <- match.call()
out$data.original <- data
options <- LMMstar.options()
if(is.null(trace)){
trace <- options$trace
}else if(trace %in% 0:10 == FALSE){
stop("Argument \'trace\' should be 0 (no progression displayed in the console) \n",
" 1 (display start and end of key steps in the console) \n",
" 2 or more (display the execution of the optimization in the console). \n")
}
## handle the case where structure is defined as a function
if(!missing(structure) && !is.character(structure) && !inherits(structure,"structure")){
if(inherits(out$call$structure,"name")){ ## instead of a character
structure <- deparse(out$call$structure)
}else if(inherits(structure,"function")){ ## instead of a structure object
structure <- do.call(structure, args = list(~1))
}
}
## ** 1. check and normalize user input
if(trace>=1){cat("1. Check and normalize user input")}
## *** Check all arguments, initialize all arguments but data and structure
if(trace>=2){cat("\n- normalize argument")}
outArgs <- .lmmNormalizeArgs(formula = formula, repetition = repetition, structure = structure, data = data,
weights = weights, scale.Omega = scale.Omega,
method.fit = method.fit, df = df, type.information = type.information, trace = trace, control = control,
options = options)
var.outcome <- outArgs$var.outcome
if(trace>=2){cat("\n")}
## *** initialize data, e.g. add integer version of cluster/time/strata (XXcluster.indexXX, XXtime.indexXX, ...)
if(trace>=2){cat("- normalize data")}
var.all <- c(var.outcome,outArgs$var.X,outArgs$var.cluster,outArgs$var.time,outArgs$var.strata,outArgs$ranef$var,outArgs$var.weights,outArgs$var.scale.Omega)
if(!missing(structure) && inherits(structure,"structure")){
var.all <- c(var.all, unlist(structure$name))
}
outData <- .lmmNormalizeData(as.data.frame(data)[unique(stats::na.omit(var.all))],
var.outcome = var.outcome,
var.cluster = outArgs$var.cluster,
var.time = outArgs$var.time,
var.strata = outArgs$var.strata,
droplevels = TRUE,
initialize.cluster = outArgs$ranef$crossed,
initialize.time = setdiff(outArgs$ranef$vars, outArgs$var.cluster))
data <- outData$data
var.cluster <- outData$var.cluster
var.time <- outData$var.time
var.time.original <- attr(var.time,"original")
var.strata <- outData$var.strata
var.strata.original <- attr(var.strata,"original")
index.na <- outData$index.na
if(trace>=2){cat("\n")}
## *** identify cluster/time/strata
## cluster
U.cluster <- levels(data$XXclusterXX)
n.cluster <- max(data$XXcluster.indexXX) ## may not match U.cluster in presence of missing values
## time
U.time <- levels(data$XXtimeXX)
if(length(var.time.original)>=1 && any(!is.na(var.time.original))){
attr(U.time,"original") <- unique(data[var.time.original])
}
n.time <- max(data$XXtime.indexXX) ## may not match U.time in presence of missing values
## strata
U.strata <- levels(data$XXstrataXX)
if(length(var.strata.original)>=1 && any(!is.na(var.strata.original))){
attr(U.strata,"original") <- unique(data[var.strata.original])
}
n.strata <- max(data$XXstrata.indexXX) ## may not match U.strata in presence of missing values
## *** normalize cluster/time/strata
if(trace>=2){cat("- normalize structure")}
structure <- .lmmNormalizeStructure(structure = structure,
data = data,
ranef = outArgs$ranef,
var.outcome = var.outcome,
var.cluster = var.cluster,
n.cluster = n.cluster,
var.time = var.time,
n.time = n.time,
var.strata = var.strata)
if(trace>=2){cat("\n")}
## *** store results
out$formula <- list(mean = outArgs$formula,
mean.design = outArgs$formula.design,
var = structure$formula$var,
cor = structure$formula$cor)
out$outcome <- list(var = var.outcome)
dfNNA.Ucluster <- data[!duplicated(data$XXclusterXX),c("XXclusterXX","XXcluster.indexXX")]
cluster.matchNNA <- match(U.cluster,dfNNA.Ucluster$XXclusterXX)
out$cluster <- list(n = length(U.cluster), levels = U.cluster, index = dfNNA.Ucluster$XXcluster.indexXX[cluster.matchNNA], var = var.cluster)
dfNNA.Utime <- data[!duplicated(data$XXtimeXX),c("XXtimeXX","XXtime.indexXX")]
time.matchNNA <- match(U.time,dfNNA.Utime$XXtimeXX)
out$time <- list(n = length(U.time), levels = U.time, index = dfNNA.Utime$XXtime.indexXX[time.matchNNA], var = var.time)
dfNNA.Ustrata <- data[!duplicated(data$XXstrataXX),c("XXstrataXX","XXstrata.indexXX")]
strata.matchNNA <- match(U.strata,dfNNA.Ustrata$XXstrataXX)
out$strata <- list(n = length(U.strata), levels = U.strata, index = dfNNA.Ustrata$XXstrata.indexXX[strata.matchNNA], var = var.strata)
out$index.na <- index.na
out$data <- data ## possible missing data have been removed
out$weights <- list(var = c("logLik" = outArgs$var.weights, "Omega" = outArgs$var.scale.Omega))
out$args <- list(method.fit = outArgs$method.fit,
type.information = outArgs$type.information,
df = outArgs$df,
control = outArgs$control)
if(trace>=1){cat("\n")}
## ** 2. Design matrix and precomputation
if(trace>=1){cat("2. Design matrix and precomputations \n")}
## *** update transformation and precompute moments
if(structure$class=="CUSTOM"){
precompute.moments <- FALSE
if((is.null(structure$d2FCT.sigma) || is.null(structure$d2FCT.rho)) && (outArgs$df || outArgs$method.fit=="REML" || outArgs$type.information=="observed")){
## need second derivative but transformation based on dJacobian not implemented!
options$transform.sigma <- "none"
options$transform.k <- "none"
options$transform.rho <- "none"
}
}else{
precompute.moments <- is.na(out$weights$var["Omega"]) && options$precompute.moments
}
## *** design matrix
out$design <- .model.matrix.lmm(formula.mean = out$formula$mean.design,
structure = structure,
data = data, var.outcome = out$outcome$var, var.weights = out$weights$var,
precompute.moments = precompute.moments,
drop.X = options$drop.X)
## *** update xfactor according to factors used in the vcov structure
## NOTE: use model.frame to handline splines in the formula
out$xfactor <- c(list(mean = stats::.getXlevels(stats::terms(out$formula$mean.design),
stats::model.frame(out$formula$mean.design,data))),
out$design$vcov$xfactor)
out$design$vcov$xfactor <- NULL
if(trace>=1){cat("\n")}
## ** 3. Estimate model parameters
if(trace>=1){cat("3. Estimate model parameters")}
valid.control <- c("init","n.iter","optimizer","tol.score","tol.param","trace")
if(any(names(out$args$control) %in% valid.control == FALSE)){
stop("Incorrect elements in argument \'control\': \"",paste(names(out$args$control)[names(out$args$control) %in% valid.control == FALSE], collapse = "\" \""),"\". \n",
"Valid elements: \"",paste(valid.control, collapse = "\" \""),"\".\n")
}
if(identical(out$args$control$init,"lmer")){
out$args$control$init <- .initializeLMER(formula = out$formula$mean, structure = out$design$vcov, data = data,
param = out$design$param, method.fit = out$args$method.fit, weights = out$design$weights, scale.Omega = out$design$scale.Omega)
}else if(inherits(out$design$vcov,"CUSTOM")){
init.Omega <- .calc_Omega(out$design$vcov, param = c(out$design$vcov$init.sigma,out$design$vcov$init.rho), keep.interim = FALSE)
out$args$control$init <- init.Omega[[which.max(out$design$vcov$Upattern$n.time)]]
}
if(trace>0){
if(out$args$control$trace>0){cat("\n")}
if(out$args$control$trace>1){cat("\n")}
}
outEstimate <- .estimate(design = out$design, time = out$time, method.fit = out$args$method.fit, type.information = out$args$type.information,
transform.sigma = options$transform.sigma, transform.k = options$transform.k, transform.rho = options$transform.rho,
precompute.moments = precompute.moments,
optimizer = out$args$control$optimizer, init = out$args$control$init, n.iter = out$args$control$n.iter,
tol.score = out$args$control$tol.score, tol.param = out$args$control$tol.param, trace = out$args$control$trace)
param.value <- outEstimate$estimate
out$opt <- outEstimate[c("cv","n.iter","score","previous.estimate","previous.logLik","control")]
if((trace==0 && out$args$control$trace>0)){
cat("\n")
}
if(out$opt$cv<=0){
warning("Convergence issue: no stable solution has been found. \n")
}
out$param <- param.value
if(trace>=1){cat("\n")}
## ** 4. Compute likelihood derivatives
if(trace>=1){cat("4. Compute likelihood derivatives \n")}
outMoments <- .moments.lmm(value = out$param, design = out$design, time = out$time, method.fit = out$args$method.fit, type.information = out$args$type.information,
transform.sigma = options$transform.sigma, transform.k = options$transform.k, transform.rho = options$transform.rho,
logLik = TRUE, score = TRUE, information = TRUE, vcov = TRUE, df = out$args$df, indiv = FALSE, effects = c("mean","variance","correlation"), robust = FALSE,
trace = trace>=2, precompute.moments = precompute.moments, method.numDeriv = options$method.numDeriv, transform.names = FALSE)
out[names(outMoments)] <- outMoments
out$fitted <- out$fitted[,1]
out$residuals <- out$residuals[,1]
if(trace>=1){cat("\n")}
## ** 5. convert to lmm and export
class(out) <- "lmm"
return(out)
}
## * .lmmNormalizeArgs
##' @description Normalize all arguments for lmm
##' @noRd
.lmmNormalizeArgs <- function(formula, repetition, structure, data,
weights, scale.Omega,
method.fit, df, type.information, trace, control,
options){
## ** data
if(!inherits(data,"data.frame")){
stop("Argument \'data\' should be a \"data.frame\" or inherits from this class. \n")
}
## ** formula
detail.formula <- formula2var(formula, name.argument = "formula", suggestion = "Something like Y ~ X. \n")
formula <- detail.formula$formula$regressor ## remove possible random effects
## extract variable names
var.all_meanformula <- detail.formula$vars$all
var.X <- detail.formula$vars$regressor
var.outcome <- detail.formula$vars$response
## extract random effects
if(detail.formula$special=="ranef"){
if(length(detail.formula$vars$time)>0){
stop("Incorrect argument \'formula\', \n",
"Current version can only handle random intercepts (i.e. no covariates in random effects). \n")
}
detail.ranef <- detail.formula$ranef
}else if(!missing(structure) && inherits(structure,"RE")){
detail.ranef <- structure$ranef
}else{
detail.ranef <- NULL
}
## check
if(detail.formula$special == "repetition"){
stop("Random effects in argument \'formula\' should be wrapped into parentheses. \n",
"Something like Y ~ X1 + (1|id). Otherwise consider using argument \'repetition\'. \n",
sep = "")
}
if(any(var.all_meanformula %in% names(data) == FALSE)){
invalid <- var.all_meanformula[var.all_meanformula %in% names(data) == FALSE]
stop("Argument \'formula\' is inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in the dataset. \n",
sep = "")
}
if(length(var.outcome)!=1){
stop("Argument \'formula\' must be contain exactly one outcome variable \n")
}
if(any(grepl("Intercept",var.X)) ||any(grepl("(Intercept)",var.X))){
stop("Argument \'formula\' should not contain a variable called \"Intercept\" or \"(Intercept)\". \n")
}
if(any(grepl(":",var.X,fixed=TRUE))){
stop("Argument \'formula\' should not contain a variable whose name contains \":\". \n")
}
## ** structure
missing.structure <- missing(structure) || is.null(structure)
if(!missing.structure){
if(inherits(structure,"character")){
if(detail.formula$special=="ranef" && !identical(structure,"RE")){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' must be \"RE\". \n")
}
}else if(inherits(structure,"structure")){
if(detail.formula$special=="ranef" && !inherits(structure,"RE")){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' must be \"RE\". \n")
}
if(detail.formula$special=="ranef" && !is.na(structure$name$cor)){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' should not specify the correlation structure. \n")
}
if(detail.formula$special=="ranef" && !is.na(structure$name$strata) && any(detail.formula$ranef$vars %in% structure$name$strata)){
stop("Strata variable in argument \'structure\' should not correspond to any random effect from argument \'formula\'. \n")
}
if(!identical(structure$name$cluster, NA) && structure$name$cluster %in% names(data) == FALSE){
stop("Cluster variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$cluster,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$time, NA) && structure$name$time %in% names(data) == FALSE){
stop("Time variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$time,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$strata, NA) && structure$name$strata %in% names(data) == FALSE){
stop("Strata variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$strata,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$var[[1]], NA) && any(structure$name$var[[1]] %in% names(data) == FALSE)){
invalid <- structure$name$var[[1]][structure$name$var[[1]] %in% names(data) == FALSE]
stop("Variance structure inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$cor[[1]], NA) && any(structure$name$cor[[1]] %in% names(data) == FALSE)){
invalid <- structure$name$cor[[1]][structure$name$cor[[1]] %in% names(data) == FALSE]
stop("Correlation structure inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in argument \'data\'. \n",
sep = "")
}
}else{
stop("Argument \'structure\' must be a character or a structure object. \n")
}
}
## ** repetition
if(!missing(repetition) && inherits(try(repetition,silent=TRUE),"try-error")){ ## handle typical user mis-communication
stop("Could not evaluate argument \'repetition\': maybe the symbol \'~\' is missing. \n",
try(repetition,silent=TRUE))
}
missing.repetition <- missing(repetition) || is.null(repetition)
if(missing.repetition){
if(detail.formula$special=="ranef"){
if(detail.ranef$crossed){
var.cluster <- NA
var.time <- detail.ranef$cluster
}else{
var.cluster <- detail.ranef$cluster
var.time <- NA
}
if(!missing.structure && inherits(structure,"structure")){
var.strata <- structure$name$strata
if(is.na(var.cluster) && !is.na(structure$name$cluster)){
var.cluster <- structure$name$cluster
}else if(!is.na(var.cluster) && !is.na(structure$name$cluster) && !identical(as.character(var.cluster)==as.character(structure$name$cluster))){
stop("Inconsistency between the cluster defined via the \'structure\' and the \'formula\' argument. \n",
"\"",paste(structure$name$cluster, collapse = "\" \""),"\" vs. \"",paste(var.cluster, collapse = "\" \""),"\" \n")
}
if(is.na(var.time) && !is.na(structure$name$time)){
var.time <- structure$name$time
}else if(!is.na(var.time) && !is.na(structure$name$time) && !identical(as.character(var.time)==as.character(structure$name$time))){
stop("Inconsistency between the time defined via the \'structure\' and the \'formula\' argument. \n",
"\"",paste(structure$name$time, collapse = "\" \""),"\" vs. \"",paste(var.time, collapse = "\" \""),"\" \n")
}
}else{
var.strata <- NA
}
}else if(!missing.structure && inherits(structure,"structure")){
var.cluster <- structure$name$cluster
var.time <- structure$name$time
var.strata <- structure$name$strata
}else{
var.cluster <- NA
var.time <- NA
var.strata <- NA
}
}else if(!missing.repetition){
detail.repetition <- formula2var(repetition, name.argument = "repetition", suggestion = "Something like: ~ time or ~ time|cluster. \n")
if(detail.repetition$special=="ranef"){
stop("Incorrect specification of argument \'repetition\'. \n",
"Should be something like: ~ time or ~ time|cluster. \n")
}
if(any(detail.repetition$vars$all %in% names(data) == FALSE)){
invalid <- detail.repetition$vars$all[detail.repetition$vars$all %in% names(data) == FALSE]
if(identical(invalid,"repetition")){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"A variable \"repetition\" is used in the \'repetition\' argument, but that may be due to a missing \"=\" sign. \n",
sep = "")
}else{
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Variable",if(length(invalid)>1){"s"}," \"",paste(invalid, collapse = "\", \""),"\" could not be found in the dataset. \n",
sep = "")
}
}
if(detail.repetition$special == "repetition"){
var.cluster <- detail.repetition$var$cluster
var.time <- detail.repetition$var$time
}else if(detail.repetition$special=="none"){
var.cluster <- NA
var.time <- detail.repetition$var$regressor
}
if(!is.null(detail.repetition$var$response)){
var.strata <- detail.repetition$var$response
}else{
var.strata <- NA
}
## compatibility structure/repetition
if(!missing.structure && inherits(structure,"structure")){
if(!is.na(structure$name$cluster)){
if(!is.na(var.cluster) && !identical(as.character(structure$name$cluster),as.character(detail.repetition$var$cluster))){
stop("Inconsistency between the cluster defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$cluster, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$cluster, collapse = "\" \""),"\" \n")
}else if(is.na(var.cluster)){
var.cluster <- structure$name$cluster
}
}
if(!is.na(structure$name$time)){
if(!is.na(var.time) && !identical(as.character(structure$name$time),as.character(detail.repetition$var$time))){
stop("Inconsistency between the time defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$time, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$time, collapse = "\" \""),"\" \n")
}else if(is.na(var.time)){
var.time <- structure$name$time
}
}
if(!is.na(structure$name$strata)){
if(!is.na(var.strata) && !identical(as.character(structure$name$strata),as.character(detail.repetition$var$strata))){
stop("Inconsistency between the strata defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$strata, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$strata, collapse = "\" \""),"\" \n")
}else if(is.na(var.strata)){
var.strata <- structure$name$strata
}
}
## Covariates from certain structures contains missing time variables
test.timecluster <- length(var.time)==1 && !is.na(var.time) && length(var.cluster)==1 && !is.na(var.cluster)
if(test.timecluster && !inherits(structure,"CUSTOM") && identical(structure$name$var,structure$name$cor) && length(structure$name$var[[1]]==1)){
if(any(tapply(data[[var.time]],data[[var.cluster]], function(iVec){any(duplicated(iVec))}))){
var.time <- c(structure$name$var[[1]], var.time)
}
}
}
}
## ** weights
if(!is.null(weights)){
if(is.character(weights)){
var.weights <- weights
}else if(inherits(weights,"formula")){
var.weights <- all.vars(weights)
}else {
stop("Argument \'weights\' should be a character or a formula. \n")
}
if(length(var.weights)>1){
stop("Can only handle a single weights variable. \n")
}
if(var.weights %in% names(data)==FALSE){
stop("Argument \'weights\' is inconsistent with argument \'data\'. \n",
"Variable \"",var.weights,"\" could not be found in the dataset. \n",
sep = "")
}
if(any(data[[var.weights]]<=0)){
stop("Weights should be strictly positives. \n")
}
if(!is.na(var.cluster)){
if(any(tapply(data[[var.weights]], data[[var.cluster]], function(iW){sum(!duplicated(iW))})>1)){
stop("Invalid argument \'weights\': weights should be constant within clusters. \n")
}
}
}else{
var.weights <- NA
}
## ** scale.Omega
if(!is.null(scale.Omega)){
if(is.character(scale.Omega)){
var.scale.Omega <- scale.Omega
}else if(inherits(scale.Omega,"formula")){
var.scale.Omega <- all.vars(scale.Omega)
}else {
stop("Argument \'scale.Omega\' should be a character or a formula. \n")
}
if(length(var.scale.Omega)>1){
stop("Can only handle a single scale.Omega variable. \n")
}
if(var.scale.Omega %in% names(data)==FALSE){
stop("Argument \'scale.Omega\' is inconsistent with argument \'data\'. \n",
"Variable \"",var.scale.Omega,"\" could not be found in the dataset. \n",
sep = "")
}
if(any(data[[var.scale.Omega]]<=0)){
stop("Scale.Omega should be strictly positives. \n")
}
if(!is.na(var.cluster)){
if(any(tapply(data[[var.scale.Omega]], data[[var.cluster]], function(iW){sum(!duplicated(iW))})>1)){
stop("Invalid argument \'scale.Omega\': scale.Omega should be constant within clusters. \n")
}
}
}else{
var.scale.Omega <- NA
}
## ** method.fit
if(is.null(method.fit)){
if(length(var.X)==0 && detail.formula$terms$intercept == FALSE){
method.fit <- "ML"
}else{
method.fit <- options$method.fit
}
}else{
method.fit <- match.arg(method.fit, choices = c("ML","REML"))
if(length(var.X)==0 && detail.formula$terms$intercept == FALSE && method.fit == "REML"){
message("Revert back to ML estimation as there is no mean structure. \n")
method.fit <- "ML"
}
}
## ** degrees of freedom
if(is.null(df)){
df <- options$df
}else if(!is.logical(df)){
stop("Argument \'df\' should be TRUE or FALSE. \n")
}
## ** type of information
if(is.null(type.information)){
type.information <- options$type.information
}else{
type.information <- match.arg(type.information, c("expected","observed"))
}
## ** control
if(is.null(control$optimizer)){
control$optimizer <- options$optimizer
}else{
optimx.method <- c("BFGS", "CG", "Nelder-Mead", "nlminb", "bobyqa")
control$optimizer <- match.arg(control$optimizer, c("FS",optimx.method)) ## FS = fisher scoring
}
if(is.null(control$trace)){
control$trace <- trace-1
}else{
}
## ** export
return(list(formula = formula, formula.design = detail.formula$formula$design, ranef = detail.ranef,
var.outcome = var.outcome, var.X = var.X, var.cluster = var.cluster, var.time = var.time, var.strata = var.strata,
var.weights = var.weights, var.scale.Omega = var.scale.Omega,
method.fit = method.fit,
df = df,
type.information = type.information,
control = control))
}
## * .lmmNormalizeData
##' @description Normalize data argument for lmm
##'
##' @param droplevels [logical] should un-used levels in cluster/time/strata be removed?
##' @param initalize.cluster [logical] when the cluster variable is NA/NULL,
##' should a different cluster per observation be used (0) or the same cluster for all observations (1)
##' @param initalize.time [logical] when the time variable is NA/NULL,
##' how should the observations be ordered
##'
##' @details Argument \code{var.outcome} is NA when the function is called by \code{model.matrix.lmm}
##'
##' @noRd
.lmmNormalizeData <- function(data, var.outcome, var.cluster, var.time, var.strata, droplevels,
initialize.cluster, initialize.time){
## ** normalize
if(is.null(var.outcome)){var.outcome <- NA}
if(is.null(var.cluster)){var.cluster <- NA}
if(is.null(var.time)){var.time <- NA}
if(is.null(var.strata)){var.strata <- NA}
out <- list(var.cluster = var.cluster,
var.time = var.time,
var.strata = var.strata)
if(is.list(droplevels)){
refLevel.strata <- droplevels$strata
refLevel.time <- droplevels$time
droplevels <- TRUE
}else{
refLevel.strata <- NULL
refLevel.time <- NULL
}
## ** test
names.data <- names(data)
if("XXindexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXindexXX\" as this name is used internally by the lmm function. \n")
}
if("XXtimeXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXtimeXX\" as this name is used internally by the lmm function. \n")
}
if("XXtime.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXtime.indexXX\" as this name is used internally by the lmm function. \n")
}
if("XXclusterXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXclusterXX\" as this name is used internally by the lmm function. \n")
}
if("XXcluster.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXcluster.indexXX\" as this name is used internally by the lmm function. \n")
}
if("XXstrataXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXstrataXX\" as this name is used internally by the lmm function. \n")
}
if("XXstrata.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXstrata.indexXX\" as this name is used internally by the lmm function. \n")
}
if(any(!is.na(var.cluster)) && any(var.cluster %in% names.data == FALSE)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.cluster, collapse = "\" \""),"\" indicating the cluster in argument \'data\'. \n", sep="")
}
if(any(!is.na(var.time)) && any(var.time %in% names.data == FALSE)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.time, collapse = "\" \""),"\" indicating the time in argument \'data\'. \n", sep="")
}
if(any(!is.na(var.strata)) && any(var.strata %in% names.data == FALSE)){
stop("Argument \'structure\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.strata, collapse = "\" \""),"\" indicating the strata in argument \'data\'. \n",sep="")
}
if(length(var.cluster)>1){
stop("Incorrect specification of argument \'repetition\': too many cluster variables. \n",
"There should be exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n", sep = "")
}
## ** index
data$XXindexXX <- 1:NROW(data)
## ** cluster
if(is.na(var.cluster)){
if(!is.null(initialize.cluster) && initialize.cluster==1){
if(any(duplicated(data[,var.time]))){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Cannot guess the cluster variable with non-unique levels for the cross random effects. \n")
}
data$XXclusterXX <- as.factor("1")
}else{
data$XXclusterXX <- addLeading0(1:NROW(data), as.factor = TRUE, code = attr(var.cluster,"code"))
}
out$var.cluster <- "XXclusterXX"
attr(out$var.cluster, "original") <- NA
}else{
if(is.factor(data[[var.cluster]])){
if(droplevels){
data$XXclusterXX <- droplevels(data[[var.cluster]])
}else{
data$XXclusterXX <- data[[var.cluster]]
}
}else if(is.numeric(data[[var.cluster]]) && all(data[[var.cluster]] %% 1 == 0)){
data$XXclusterXX <- addLeading0(data[[var.cluster]], as.factor = TRUE, code = attr(var.cluster,"code"))
}else{
data$XXclusterXX <- factor(data[[var.cluster]], levels = sort(unique(data[[var.cluster]])))
}
attr(out$var.cluster, "original") <- var.cluster
}
## ** time
if(length(var.time)>1){
## create new variable summarizing all variables
data$XXtimeXX <- nlme::collapse(lapply(var.time, function(iX){as.factor(data[[iX]])}), as.factor = is.null(refLevel.time))
out$var.time <- "XXtimeXX"
attr(out$var.time, "original") <- var.time
}else if(is.na(var.time)){
if(length(initialize.time)==0){
iSplit <- do.call(rbind,by(data, data$XXclusterXX, FUN = function(iDF){cbind(XXindexXX = iDF$XXindexXX, XXtimeXX = 1:NROW(iDF))}))
}else{ ## re-order dataset according to variables defining the variance-covariance pattern to minimize the number of patterns
iSplit <- do.call(rbind,by(data, data$XXclusterXX, FUN = function(iDF){ ## iDF <- data[data$XXclusterXX==data$XXclusterXX[1],]
iOrder <- do.call(order,iDF[initialize.time])
cbind(XXindexXX = iDF[iOrder,"XXindexXX"], XXtimeXX = 1:NROW(iDF))
}))
}
data[iSplit[,"XXindexXX"],"XXtimeXX"] <- addLeading0(iSplit[,"XXtimeXX"], as.factor = TRUE, code = attr(var.time,"code"))
out$var.time <- "XXtimeXX"
attr(out$var.time, "original") <- NA
}else{
if(is.factor(data[[var.time]])){
if(droplevels){
data$XXtimeXX <- droplevels(data[[var.time]])
}else{
data$XXtimeXX <- data[[var.time]]
}
}else if(is.numeric(data[[var.time]]) && all(data[[var.time]] %% 1 == 0)){
data$XXtimeXX <- addLeading0(data[[var.time]], as.factor = TRUE, code = attr(var.time,"code"))
}else{
data$XXtimeXX <- factor(data[[var.time]], levels = sort(unique(data[[var.time]])))
}
attr(out$var.time, "original") <- var.time
}
if(!is.null(refLevel.time)){ ## from model.matrix to restaure levels used when fitting the lmm
data$XXtimeXX <- factor(data$XXtimeXX, refLevel.time)
}
## ** strata
## NOTE: .formulaStructure makes sure that there is at most 1 strata variable
if(is.na(var.strata)){
data$XXstrataXX <- factor(1)
out$var.strata <- "XXstrata.indexXX"
attr(out$var.strata, "original") <- NA
}else{
if(is.factor(data[[var.strata]])){
if(droplevels){
data$XXstrataXX <- droplevels(data[[var.strata]])
}else{
data$XXstrataXX <- data[[var.strata]]
}
}else if(is.numeric(data[[var.strata]]) && all(data[[var.strata]] %% 1 == 0)){
data$XXstrataXX <- addLeading0(data[[var.strata]], as.factor = TRUE, code = attr(var.strata,"code"))
}else{
data$XXstrataXX <- factor(data[[var.strata]], levels = sort(unique(data[[var.strata]])))
}
attr(out$var.strata, "original") <- var.strata
}
if(!is.null(refLevel.strata)){ ## from model.matrix to restaure levels used when fitting the lmm
data$XXstrataXX <- factor(data$XXstrataXX, refLevel.strata)
}
## ** indicators
data$XXcluster.indexXX <- as.numeric(data$XXclusterXX)
data$XXtime.indexXX <- as.numeric(data$XXtimeXX)
data$XXstrata.indexXX <- as.numeric(data$XXstrataXX)
## ** check distinct time and unique strata values within clusters
n.cluster <- max(data$XXcluster.indexXX)
n.time <- max(data$XXtime.indexXX)
n.strata <- max(data$XXstrata.indexXX)
if(n.cluster >= n.time){
test.duplicated <- tapply(data$XXcluster.indexXX, data$XXtime.indexXX, function(iT){any(duplicated(iT))})
}else{
test.duplicated <- tapply(data$XXtime.indexXX, data$XXcluster.indexXX, function(iT){any(duplicated(iT))})
}
if(any(test.duplicated)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"The time variable should contain unique values within clusters \n", sep="")
}
if(n.strata>1 & n.time >1){
test.sameStrata <- tapply(data$XXstrata.indexXX, data$XXcluster.indexXX, function(iT){any(iT[1]!=iT[-1])})
if(any(test.sameStrata)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"When a variable is used to stratify the variance structure, all observations within a cluster must belong to same strata. \n")
}
}
## ** missing data
index.na <- which(rowSums(is.na(data[names.data]))>0)
if(length(index.na) == NROW(data)){
var.na <- names.data[colSums(!is.na(data))==0]
if(length(var.na)==0){
stop("All observations have at least one missing data. \n")
}else if(length(var.na)==1){
stop("Variable \"",var.na,"\" contains only missing data. \n")
}else{
stop("Variables \"",paste(var.na, collapse="\" \""),"\" contain only missing data. \n")
}
}else if(length(index.na)>0){
test.naOutcome <- is.na(data[[var.outcome]])
test.naOther <- rowSums(is.na(data[setdiff(names.data,var.outcome)]))>0
warning <- FALSE
text.warning <- NULL
if( any(test.naOther > test.naOutcome) ){
index.row <- which(test.naOther > test.naOutcome)
test.naOther2 <- colSums(is.na(data[index.row,setdiff(names.data,var.outcome),drop=FALSE]))
name.naOther2 <- names(test.naOther2)[test.naOther2>0]
warning <- TRUE
nobs.naOther <- sum(test.naOther)
text.warning <- c(text.warning,
paste0("Can only handle missing values in the outcome variable ",var.outcome,". \n",
" ",nobs.naOther," observation",if(nobs.naOther>1){"s"}," with missing values in \"",paste(name.naOther2, collapse="\" \""),"\" ",ifelse(nobs.naOther==1,"has","have")," been removed. \n", sep = ""))
}
if(!is.na(var.cluster)){
attr(index.na, "cluster") <- data[index.na,var.cluster]
}else{
attr(index.na, "cluster") <- data[index.na,"XXclusterXX"]
}
if(length(var.time)==1 && !is.na(var.time)){
attr(index.na, "time") <- data[index.na,var.time]
}else{
attr(index.na, "time") <- data[index.na,"XXtimeXX"]
}
keep <- list(nlevel.cluster = max(data$XXcluster.indexXX),
nlevel.time = max(data$XXtime.indexXX),
nlevel.strata = max(data$XXstrata.indexXX))
data <- data[-index.na,, drop=FALSE]
data$XXcluster.indexXX <- as.numeric(droplevels(data$XXclusterXX))
if(droplevels){
data$XXtime.indexXX <- as.numeric(droplevels(data$XXtimeXX))
data$XXstrata.indexXX <- as.numeric(droplevels(data$XXstrataXX))
}
loss.cluster <- keep$nlevel.cluster - max(data$XXcluster.indexXX)
loss.time <- keep$nlevel.time - max(data$XXtime.indexXX)
loss.strata <- keep$nlevel.strata - max(data$XXstrata.indexXX)
if(loss.cluster>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.cluster," cluster",ifelse(loss.cluster==1," has","s have")," been removed. \n"))
}
if(loss.time>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.time," timepoint",ifelse(loss.time==1," has","s have")," been removed. \n"))
}
if(loss.strata>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.strata," strata",ifelse(loss.strata==1," has"," have")," been removed. \n"))
}
if(warning){
warning(text.warning)
}
}else{
index.na <- NULL
}
## ** export
out$data <- data
out$index.na <- index.na
return(out)
}
## * .lmmNormalizeStructure
##' @description Normalize structure argument for lmm
##' @noRd
.lmmNormalizeStructure <- function(structure, data, ranef,
var.outcome,
var.cluster, n.cluster,
var.time, n.time,
var.strata){
var.cluster.original <- attr(var.cluster,"original")
var.time.original <- attr(var.time,"original")
var.strata.original <- attr(var.strata,"original")
structure1time2ID <- c("CS","RE","TOEPLITZ","UN","EXP") ## simplify structures to ID when a single timepoint
## ** initialize structure when not specified
if(missing(structure) || is.null(structure)){
if(!is.null(ranef$formula)){
structure <- "RE"
}else if(any(duplicated(data[["XXclusterXX"]]))){
if(all(is.na(var.time.original))){
structure <- "CS"
}else{
structure <- "UN"
}
}else if(n.time>1){
structure <- "IND"
}else{
structure <- "ID"
}
}
## ** check that time and cluster are appropriately defined with respect to structure
if(is.character(structure)){
if(all(is.na(var.cluster.original)) && structure %in% c("CS","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Should have exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
if(all(is.na(var.time.original)) && structure %in% c("IND","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing time variable. \n",
"Should have exactly one variable before the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
}else if(inherits(structure,"structure")){
if(all(is.na(var.cluster.original)) && structure$class %in% c("CS","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Should have exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
if(all(is.na(var.time.original)) && structure$class %in% c("IND","TOEPLITZ","UN") && all(is.na(structure$name$var[[1]]))){
stop("Incorrect specification of argument \'repetition\': missing time variable. \n",
"Should have exactly one variable before the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
}
## ** update structure with cluster/time/strata variables
var.clusterS <- "XXcluster.indexXX"
attr(var.clusterS,"original") <- var.cluster.original
var.timeS <- "XXtime.indexXX"
attr(var.timeS,"original") <- var.time.original
## random effect not defined in formula or structure but can be guessed from repetition
if((inherits(structure,"RE") && is.null(structure$ranef) || identical(structure,"RE")) && is.null(ranef) && !is.null(var.cluster.original)){
ranef <- formula2var(stats::as.formula(paste0("~(1|",var.cluster.original,")")))$ranef
}
## special case where no formula in structure and only type as an argument of structure
if(inherits(structure,"structure")){
if(is.null(structure$formula$var) && is.null(structure$formula$cor) && identical("type", setdiff(names(structure$call),""))){
type <- structure$type
structure <- structure$class
}else{
type <- NULL
}
}else{
type <- NULL
}
if(inherits(structure,"structure")){
## exclude useless strata variables
if(any(!is.na(var.strata.original))){
test.uniqueStrata <- sapply(var.strata.original,function(iName){length(unique(data[[iName]]))})
var.strata.original <- var.strata.original[test.uniqueStrata>1]
if(all(test.uniqueStrata==1)){
message("Single strata: move from stratified to non-stratified ",structure$class," structure. \n")
}else if(any(test.uniqueStrata==1)){
message("Remove strata variable \"",paste(var.strata.original[test.uniqueStrata==1], collapse = "\", \""),"\" as it takes a single distinct value. \n")
}
}
if(n.time==1 && (structure$class %in% structure1time2ID || (structure$class == "IND" && (all(is.na(structure$name$var)) || all(structure$name$var[[1]] %in% var.time.original))))){
message("Single timepoint: move from ",structure$class," to ID structure. \n")
structure$call[[1]] <- parse(text="ID")
}
if(inherits(structure,"RE")){
## special case with random effects
structure <- stats::update(structure, var.cluster = var.clusterS, var.time = var.timeS, var.strata = var.strata.original, ranef = ranef)
}else{
structure <- stats::update(structure, var.cluster = var.clusterS, var.time = var.timeS, var.strata = var.strata.original, n.time = n.time)
}
}else if(is.character(structure)){
args.structure <- list(var.cluster = var.clusterS,
var.time = var.timeS)
if(!is.null(type)){
args.structure$type <- type
}
if(is.na(var.strata.original)){
args.structure$formula <- ~1
}else{ ## exclude useless strata variables
test.uniqueStrata <- sapply(var.strata.original,function(iName){length(unique(data[[iName]]))})
if(all(test.uniqueStrata==1)){
message("Single strata: move from stratified to non-stratified ",structure," structure. \n")
args.structure$formula <- ~1
}else if(any(test.uniqueStrata==1)){
message("Remove strata variable \"",paste(var.strata.original[test.uniqueStrata==1], collapse = "\", \""),"\" as it takes a single distinct value. \n")
args.structure$formula <- stats::as.formula(paste(var.strata.original[test.uniqueStrata!=1],"~1"))
}else{
args.structure$formula <- stats::as.formula(paste(var.strata.original,"~1"))
}
}
if(n.time==1 && (structure %in% structure1time2ID || (structure == "IND" && all(all.vars(args.structure$formula) %in% var.time.original)))){
message("Single timepoint: move from ",structure," to ID structure. \n")
structure <- "ID"
}
if(structure %in% c("UN","EXP","TOEPLITZ") || (n.time>1 && structure == "IND")){
args.structure$add.time <- var.time.original
}else if(structure %in% "RE"){
args.structure$ranef <- ranef
}
structure <- do.call(structure, args = args.structure)
}
## ** Sanity checks
## *** Variability within cluster (for clusters with more than a single value)
if(!is.null(structure$formula$cor)){
check <- FALSE
for(iC in 1:n.cluster){ ## iC <- 1
iData <- data[data$XXcluster.indexXX==iC,var.outcome]
if(length(iData)==1 || all(is.na(iData))){
next
}else if(max(iData, na.rm = TRUE)-min(iData, na.rm = TRUE)>1e-12){
check <- TRUE
break
}
}
if(check == FALSE){
warning("Constant outcome values within cluster. \n")
}
}
## ** export
return(structure)
}
######################################################################
### lmm.R ends here
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Defines functions .lmmNormalizeStructure .lmmNormalizeData .lmmNormalizeArgs lmm
Documented in lmm
### lmm.R ---
##----------------------------------------------------------------------
## Author: Brice Ozenne
## Created: okt 7 2020 (11:12)
## Version:
## Last-Updated: nov 8 2023 (15:05)
## By: Brice Ozenne
## Update #: 2965
##----------------------------------------------------------------------
##
### Commentary:
##
### Change Log:
##----------------------------------------------------------------------
##
### Code:
## * lmm (documentation)
##' @title Fit Linear Mixed Model
##' @description Fit a linear mixed model defined by a mean and a covariance structure.
##'g
##' @param formula [formula] Specify the model for the mean.
##' On the left hand side the outcome and on the right hand side the covariates affecting the mean value.
##' E.g. Y ~ Gender + Gene.
##' @param repetition [formula] Specify the structure of the data: the time/repetition variable and the grouping variable, e.g. ~ time|id.
##' @param structure [character] type of covariance structure, either \code{"CS"} (compound symmetry) or \code{"UN"} (unstructured).
##' @param data [data.frame] dataset (in the long format) containing the observations.
##' @param method.fit [character] Should Restricted Maximum Likelihoood (\code{"REML"}) or Maximum Likelihoood (\code{"ML"}) be used to estimate the model parameters?
##' @param type.information [character] Should the expected information be computed (i.e. minus the expected second derivative) or the observed inforamtion (i.e. minus the second derivative).
##' @param df [logical] Should the degree of freedom be computed using a Satterthwaite approximation?
##' @param weights [formula or character] variable in the dataset used to weight the log-likelihood and its derivative. Should be constant within cluster.
##' @param scale.Omega [formula or character] variable in the dataset used to rescale the residual variance-covariance matrix. Should be constant within cluster.
##' @param trace [interger, >0] Show the progress of the execution of the function.
##' @param control [list] Control values for the optimization method.
##' The element \code{optimizer} indicates which optimizer to use and additional argument will be pass to the optimizer.
##'
##'
##' @details \bold{Computation time} the \code{lmm} has not been developped to be a fast function as, by default, it uses REML estimation with the observed information matrix and uses a Satterthwaite approximation to compute degrees of freedom (this require to compute the third derivative of the log-likelihood which is done by numerical differentiation). The computation time can be substantially reduced by using ML estimation with the expected information matrix and no calculation of degrees of freedom: arguments \code{method.fit="ML"}, \code{type.information="expected"}, \code{df=FALSE}. This will, however, lead to less accurate p-values and confidence intervals in small samples.
##'
##' By default, the estimation of the model parameters will be made using a Newton Raphson algorithm.
##' This algorithm does not ensure that the residual covariance matrix is positive definite and therefore may sometimes fail.
##' See argument optimizer in \code{\link{LMMstar.options}}.
##'
##' \bold{Argument control:} when using the optimizer \code{"FS"}, the following elements can be used
##' \itemize{
##' \item \code{init}: starting values for the model parameters.
##' \item \code{n.iter}: maximum number of interations of the optimization algorithm.
##' \item \code{tol.score}: score value below which convergence has been reached.
##' \item \code{tol.param}: difference in estimated parameters from two successive iterations below which convergence has been reached.
##' \item \code{trace}: display progress of the optimization procedure.
##' }
##'
##' \bold{Argument repetition:} when numeric, it will be converted into a factor variable, possibly adding a leading 0 to preserve the ordering.
##' This transformation may cause inconsistency when combining results between different \code{lmm} object.
##' This is why the grouping variable should preferably be of type character or factor.
##'
##' @seealso
##' \code{\link{summary.lmm}} for a summary of the model fit. \cr
##' \code{\link{model.tables.lmm}} for a data.frame containing estimates with their uncertainty. \cr
##' \code{\link{plot.lmm}} for a graphical display of the model fit or diagnostic plots. \cr
##' \code{\link{levels.lmm}} to display the reference level. \cr
##' \code{\link{anova.lmm}} for testing linear combinations of coefficients (F-test, multiple Wald tests) \cr
##' \code{\link{sigma.lmm}} for extracting estimated residual variance-covariance matrices. \cr
##' \code{\link{residuals.lmm}} for extracting residuals or creating residual plots (e.g. qqplots). \cr
##' \code{\link{predict.lmm}} for evaluating mean and variance of the outcome conditional on covariates or other outcome values.
##' @return an object of class \code{lmm} containing the estimated parameter values, the residuals, and relevant derivatives of the likelihood.
##'
##' @keywords models
## * lmm (examples)
##' @examples
##' #### 1- simulate data in the long format ####
##' set.seed(10)
##' dL <- sampleRem(100, n.times = 3, format = "long")
##' dL$X1 <- as.factor(dL$X1)
##' dL$X2 <- as.factor(dL$X2)
##'
##' #### 2- fit Linear Mixed Model ####
##' eCS.lmm <- lmm(Y ~ X1 * X2 + X5, repetition = ~visit|id, structure = "CS", data = dL)
##'
##' logLik(eCS.lmm) ## -670.9439
##' summary(eCS.lmm)
##'
##'
##' #### 3- estimates ####
##' ## reference level
##' levels(eCS.lmm)$reference
##' ## mean parameters
##' coef(eCS.lmm)
##' model.tables(eCS.lmm)
##' confint(eCS.lmm)
##'
##' if(require(emmeans)){
##' dummy.coef(eCS.lmm)
##' }
##'
##' ## all parameters
##' coef(eCS.lmm, effects = "all")
##' model.tables(eCS.lmm, effects = "all")
##' confint(eCS.lmm, effects = "all")
##'
##' ## variance-covariance structure
##' sigma(eCS.lmm)
##'
##' #### 4- diagnostic plots ####
##' quantile(residuals(eCS.lmm))
##' quantile(residuals(eCS.lmm, type = "normalized"))
##'
##' \dontrun{
##' if(require(ggplot2)){
##' ## investigate misspecification of the mean structure
##' plot(eCS.lmm, type = "scatterplot")
##' ## investigate misspecification of the variance structure
##' plot(eCS.lmm, type = "scatterplot2")
##' ## investigate misspecification of the correlation structure
##' plot(eCS.lmm, type = "correlation")
##' ## investigate misspecification of the residual distribution
##' plot(eCS.lmm, type = "qqplot")
##' }
##' }
##'
##' #### 5- statistical inference ####
##' anova(eCS.lmm) ## effect of each variable
##' anova(eCS.lmm, effects = "X11-X21=0") ## test specific coefficient
##' ## test several hypothese with adjustment for multiple comparisons
##' summary(anova(eCS.lmm, effects = c("X11=0","X21=0")))
##'
##' #### 6- prediction ####
##' ## conditional on covariates
##' newd <- dL[1:3,]
##' predict(eCS.lmm, newdata = newd, keep.newdata = TRUE)
##' ## conditional on covariates and outcome
##' newd <- dL[1:3,]
##' newd$Y[3] <- NA
##' predict(eCS.lmm, newdata = newd, type = "dynamic", keep.newdata = TRUE)
##'
##' #### EXTRA ####
##' if(require(mvtnorm)){
##' ## model for the average over m replicates
##' ## (only works with independent replicates)
##' Sigma1 <- diag(1,1,1); Sigma5 <- diag(1,5,5)
##' n <- 100
##' dfW <- rbind(data.frame(id = 1:n, rep = 5, Y = rowMeans(rmvnorm(n, sigma = Sigma5))),
##' data.frame(id = (n+1):(2*n), rep = 1, Y = rmvnorm(n, sigma = Sigma1)))
##'
##' e.lmmW <- lmm(Y~1, data = dfW, scale.Omega=~rep, control = list(optimizer = "FS"))
##' e.lmm0 <- lmm(Y~1, data = dfW, control = list(optimizer = "FS"))
##' model.tables(e.lmmW, effects = "all")
##' model.tables(e.lmm0, effects = "all")
##' ## TRUE standard error is 1
##'
##' }
##'
## * lmm (code)
##' @export
lmm <- function(formula, repetition, structure, data,
weights = NULL, scale.Omega = NULL,
method.fit = NULL, df = NULL, type.information = NULL, trace = NULL, control = NULL){
name.out <- c("args", "call", "cluster", "df", "d2Omega", "data", "data.original",
"design", "dOmega", "dVcov", "fitted", "formula", "information",
"logLik", "Omega", "OmegaM1", "opt", "outcome", "param", "reparametrize",
"residuals", "score", "strata", "time", "vcov", "weights", "xfactor"
)
out <- stats::setNames(vector(mode = "list", length = length(name.out)), name.out)
## ** 0. extract call and default from package
out$call <- match.call()
out$data.original <- data
options <- LMMstar.options()
if(is.null(trace)){
trace <- options$trace
}else if(trace %in% 0:10 == FALSE){
stop("Argument \'trace\' should be 0 (no progression displayed in the console) \n",
" 1 (display start and end of key steps in the console) \n",
" 2 or more (display the execution of the optimization in the console). \n")
}
## handle the case where structure is defined as a function
if(!missing(structure) && !is.character(structure) && !inherits(structure,"structure")){
if(inherits(out$call$structure,"name")){ ## instead of a character
structure <- deparse(out$call$structure)
}else if(inherits(structure,"function")){ ## instead of a structure object
structure <- do.call(structure, args = list(~1))
}
}
## ** 1. check and normalize user input
if(trace>=1){cat("1. Check and normalize user input")}
## *** Check all arguments, initialize all arguments but data and structure
if(trace>=2){cat("\n- normalize argument")}
outArgs <- .lmmNormalizeArgs(formula = formula, repetition = repetition, structure = structure, data = data,
weights = weights, scale.Omega = scale.Omega,
method.fit = method.fit, df = df, type.information = type.information, trace = trace, control = control,
options = options)
var.outcome <- outArgs$var.outcome
if(trace>=2){cat("\n")}
## *** initialize data, e.g. add integer version of cluster/time/strata (XXcluster.indexXX, XXtime.indexXX, ...)
if(trace>=2){cat("- normalize data")}
var.all <- c(var.outcome,outArgs$var.X,outArgs$var.cluster,outArgs$var.time,outArgs$var.strata,outArgs$ranef$var,outArgs$var.weights,outArgs$var.scale.Omega)
if(!missing(structure) && inherits(structure,"structure")){
var.all <- c(var.all, unlist(structure$name))
}
outData <- .lmmNormalizeData(as.data.frame(data)[unique(stats::na.omit(var.all))],
var.outcome = var.outcome,
var.cluster = outArgs$var.cluster,
var.time = outArgs$var.time,
var.strata = outArgs$var.strata,
droplevels = TRUE,
initialize.cluster = outArgs$ranef$crossed,
initialize.time = setdiff(outArgs$ranef$vars, outArgs$var.cluster))
data <- outData$data
var.cluster <- outData$var.cluster
var.time <- outData$var.time
var.time.original <- attr(var.time,"original")
var.strata <- outData$var.strata
var.strata.original <- attr(var.strata,"original")
index.na <- outData$index.na
if(trace>=2){cat("\n")}
## *** identify cluster/time/strata
## cluster
U.cluster <- levels(data$XXclusterXX)
n.cluster <- max(data$XXcluster.indexXX) ## may not match U.cluster in presence of missing values
## time
U.time <- levels(data$XXtimeXX)
if(length(var.time.original)>=1 && any(!is.na(var.time.original))){
attr(U.time,"original") <- unique(data[var.time.original])
}
n.time <- max(data$XXtime.indexXX) ## may not match U.time in presence of missing values
## strata
U.strata <- levels(data$XXstrataXX)
if(length(var.strata.original)>=1 && any(!is.na(var.strata.original))){
attr(U.strata,"original") <- unique(data[var.strata.original])
}
n.strata <- max(data$XXstrata.indexXX) ## may not match U.strata in presence of missing values
## *** normalize cluster/time/strata
if(trace>=2){cat("- normalize structure")}
structure <- .lmmNormalizeStructure(structure = structure,
data = data,
ranef = outArgs$ranef,
var.outcome = var.outcome,
var.cluster = var.cluster,
n.cluster = n.cluster,
var.time = var.time,
n.time = n.time,
var.strata = var.strata)
if(trace>=2){cat("\n")}
## *** store results
out$formula <- list(mean = outArgs$formula,
mean.design = outArgs$formula.design,
var = structure$formula$var,
cor = structure$formula$cor)
out$outcome <- list(var = var.outcome)
dfNNA.Ucluster <- data[!duplicated(data$XXclusterXX),c("XXclusterXX","XXcluster.indexXX")]
cluster.matchNNA <- match(U.cluster,dfNNA.Ucluster$XXclusterXX)
out$cluster <- list(n = length(U.cluster), levels = U.cluster, index = dfNNA.Ucluster$XXcluster.indexXX[cluster.matchNNA], var = var.cluster)
dfNNA.Utime <- data[!duplicated(data$XXtimeXX),c("XXtimeXX","XXtime.indexXX")]
time.matchNNA <- match(U.time,dfNNA.Utime$XXtimeXX)
out$time <- list(n = length(U.time), levels = U.time, index = dfNNA.Utime$XXtime.indexXX[time.matchNNA], var = var.time)
dfNNA.Ustrata <- data[!duplicated(data$XXstrataXX),c("XXstrataXX","XXstrata.indexXX")]
strata.matchNNA <- match(U.strata,dfNNA.Ustrata$XXstrataXX)
out$strata <- list(n = length(U.strata), levels = U.strata, index = dfNNA.Ustrata$XXstrata.indexXX[strata.matchNNA], var = var.strata)
out$index.na <- index.na
out$data <- data ## possible missing data have been removed
out$weights <- list(var = c("logLik" = outArgs$var.weights, "Omega" = outArgs$var.scale.Omega))
out$args <- list(method.fit = outArgs$method.fit,
type.information = outArgs$type.information,
df = outArgs$df,
control = outArgs$control)
if(trace>=1){cat("\n")}
## ** 2. Design matrix and precomputation
if(trace>=1){cat("2. Design matrix and precomputations \n")}
## *** update transformation and precompute moments
if(structure$class=="CUSTOM"){
precompute.moments <- FALSE
if((is.null(structure$d2FCT.sigma) || is.null(structure$d2FCT.rho)) && (outArgs$df || outArgs$method.fit=="REML" || outArgs$type.information=="observed")){
## need second derivative but transformation based on dJacobian not implemented!
options$transform.sigma <- "none"
options$transform.k <- "none"
options$transform.rho <- "none"
}
}else{
precompute.moments <- is.na(out$weights$var["Omega"]) && options$precompute.moments
}
## *** design matrix
out$design <- .model.matrix.lmm(formula.mean = out$formula$mean.design,
structure = structure,
data = data, var.outcome = out$outcome$var, var.weights = out$weights$var,
precompute.moments = precompute.moments,
drop.X = options$drop.X)
## *** update xfactor according to factors used in the vcov structure
## NOTE: use model.frame to handline splines in the formula
out$xfactor <- c(list(mean = stats::.getXlevels(stats::terms(out$formula$mean.design),
stats::model.frame(out$formula$mean.design,data))),
out$design$vcov$xfactor)
out$design$vcov$xfactor <- NULL
if(trace>=1){cat("\n")}
## ** 3. Estimate model parameters
if(trace>=1){cat("3. Estimate model parameters")}
valid.control <- c("init","n.iter","optimizer","tol.score","tol.param","trace")
if(any(names(out$args$control) %in% valid.control == FALSE)){
stop("Incorrect elements in argument \'control\': \"",paste(names(out$args$control)[names(out$args$control) %in% valid.control == FALSE], collapse = "\" \""),"\". \n",
"Valid elements: \"",paste(valid.control, collapse = "\" \""),"\".\n")
}
if(identical(out$args$control$init,"lmer")){
out$args$control$init <- .initializeLMER(formula = out$formula$mean, structure = out$design$vcov, data = data,
param = out$design$param, method.fit = out$args$method.fit, weights = out$design$weights, scale.Omega = out$design$scale.Omega)
}else if(inherits(out$design$vcov,"CUSTOM")){
init.Omega <- .calc_Omega(out$design$vcov, param = c(out$design$vcov$init.sigma,out$design$vcov$init.rho), keep.interim = FALSE)
out$args$control$init <- init.Omega[[which.max(out$design$vcov$Upattern$n.time)]]
}
if(trace>0){
if(out$args$control$trace>0){cat("\n")}
if(out$args$control$trace>1){cat("\n")}
}
outEstimate <- .estimate(design = out$design, time = out$time, method.fit = out$args$method.fit, type.information = out$args$type.information,
transform.sigma = options$transform.sigma, transform.k = options$transform.k, transform.rho = options$transform.rho,
precompute.moments = precompute.moments,
optimizer = out$args$control$optimizer, init = out$args$control$init, n.iter = out$args$control$n.iter,
tol.score = out$args$control$tol.score, tol.param = out$args$control$tol.param, trace = out$args$control$trace)
param.value <- outEstimate$estimate
out$opt <- outEstimate[c("cv","n.iter","score","previous.estimate","previous.logLik","control")]
if((trace==0 && out$args$control$trace>0)){
cat("\n")
}
if(out$opt$cv<=0){
warning("Convergence issue: no stable solution has been found. \n")
}
out$param <- param.value
if(trace>=1){cat("\n")}
## ** 4. Compute likelihood derivatives
if(trace>=1){cat("4. Compute likelihood derivatives \n")}
outMoments <- .moments.lmm(value = out$param, design = out$design, time = out$time, method.fit = out$args$method.fit, type.information = out$args$type.information,
transform.sigma = options$transform.sigma, transform.k = options$transform.k, transform.rho = options$transform.rho,
logLik = TRUE, score = TRUE, information = TRUE, vcov = TRUE, df = out$args$df, indiv = FALSE, effects = c("mean","variance","correlation"), robust = FALSE,
trace = trace>=2, precompute.moments = precompute.moments, method.numDeriv = options$method.numDeriv, transform.names = FALSE)
out[names(outMoments)] <- outMoments
out$fitted <- out$fitted[,1]
out$residuals <- out$residuals[,1]
if(trace>=1){cat("\n")}
## ** 5. convert to lmm and export
class(out) <- "lmm"
return(out)
}
## * .lmmNormalizeArgs
##' @description Normalize all arguments for lmm
##' @noRd
.lmmNormalizeArgs <- function(formula, repetition, structure, data,
weights, scale.Omega,
method.fit, df, type.information, trace, control,
options){
## ** data
if(!inherits(data,"data.frame")){
stop("Argument \'data\' should be a \"data.frame\" or inherits from this class. \n")
}
## ** formula
detail.formula <- formula2var(formula, name.argument = "formula", suggestion = "Something like Y ~ X. \n")
formula <- detail.formula$formula$regressor ## remove possible random effects
## extract variable names
var.all_meanformula <- detail.formula$vars$all
var.X <- detail.formula$vars$regressor
var.outcome <- detail.formula$vars$response
## extract random effects
if(detail.formula$special=="ranef"){
if(length(detail.formula$vars$time)>0){
stop("Incorrect argument \'formula\', \n",
"Current version can only handle random intercepts (i.e. no covariates in random effects). \n")
}
detail.ranef <- detail.formula$ranef
}else if(!missing(structure) && inherits(structure,"RE")){
detail.ranef <- structure$ranef
}else{
detail.ranef <- NULL
}
## check
if(detail.formula$special == "repetition"){
stop("Random effects in argument \'formula\' should be wrapped into parentheses. \n",
"Something like Y ~ X1 + (1|id). Otherwise consider using argument \'repetition\'. \n",
sep = "")
}
if(any(var.all_meanformula %in% names(data) == FALSE)){
invalid <- var.all_meanformula[var.all_meanformula %in% names(data) == FALSE]
stop("Argument \'formula\' is inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in the dataset. \n",
sep = "")
}
if(length(var.outcome)!=1){
stop("Argument \'formula\' must be contain exactly one outcome variable \n")
}
if(any(grepl("Intercept",var.X)) ||any(grepl("(Intercept)",var.X))){
stop("Argument \'formula\' should not contain a variable called \"Intercept\" or \"(Intercept)\". \n")
}
if(any(grepl(":",var.X,fixed=TRUE))){
stop("Argument \'formula\' should not contain a variable whose name contains \":\". \n")
}
## ** structure
missing.structure <- missing(structure) || is.null(structure)
if(!missing.structure){
if(inherits(structure,"character")){
if(detail.formula$special=="ranef" && !identical(structure,"RE")){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' must be \"RE\". \n")
}
}else if(inherits(structure,"structure")){
if(detail.formula$special=="ranef" && !inherits(structure,"RE")){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' must be \"RE\". \n")
}
if(detail.formula$special=="ranef" && !is.na(structure$name$cor)){
stop("When random effects are specified in the argument \'formula\', argument \'structure\' should not specify the correlation structure. \n")
}
if(detail.formula$special=="ranef" && !is.na(structure$name$strata) && any(detail.formula$ranef$vars %in% structure$name$strata)){
stop("Strata variable in argument \'structure\' should not correspond to any random effect from argument \'formula\'. \n")
}
if(!identical(structure$name$cluster, NA) && structure$name$cluster %in% names(data) == FALSE){
stop("Cluster variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$cluster,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$time, NA) && structure$name$time %in% names(data) == FALSE){
stop("Time variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$time,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$strata, NA) && structure$name$strata %in% names(data) == FALSE){
stop("Strata variable in structure inconsistent with argument \'data\'. \n",
"Variable \"",structure$name$strata,"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$var[[1]], NA) && any(structure$name$var[[1]] %in% names(data) == FALSE)){
invalid <- structure$name$var[[1]][structure$name$var[[1]] %in% names(data) == FALSE]
stop("Variance structure inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in argument \'data\'. \n",
sep = "")
}
if(!identical(structure$name$cor[[1]], NA) && any(structure$name$cor[[1]] %in% names(data) == FALSE)){
invalid <- structure$name$cor[[1]][structure$name$cor[[1]] %in% names(data) == FALSE]
stop("Correlation structure inconsistent with argument \'data\'. \n",
"Variable(s) \"",paste(invalid, collapse = "\" \""),"\" could not be found in argument \'data\'. \n",
sep = "")
}
}else{
stop("Argument \'structure\' must be a character or a structure object. \n")
}
}
## ** repetition
if(!missing(repetition) && inherits(try(repetition,silent=TRUE),"try-error")){ ## handle typical user mis-communication
stop("Could not evaluate argument \'repetition\': maybe the symbol \'~\' is missing. \n",
try(repetition,silent=TRUE))
}
missing.repetition <- missing(repetition) || is.null(repetition)
if(missing.repetition){
if(detail.formula$special=="ranef"){
if(detail.ranef$crossed){
var.cluster <- NA
var.time <- detail.ranef$cluster
}else{
var.cluster <- detail.ranef$cluster
var.time <- NA
}
if(!missing.structure && inherits(structure,"structure")){
var.strata <- structure$name$strata
if(is.na(var.cluster) && !is.na(structure$name$cluster)){
var.cluster <- structure$name$cluster
}else if(!is.na(var.cluster) && !is.na(structure$name$cluster) && !identical(as.character(var.cluster)==as.character(structure$name$cluster))){
stop("Inconsistency between the cluster defined via the \'structure\' and the \'formula\' argument. \n",
"\"",paste(structure$name$cluster, collapse = "\" \""),"\" vs. \"",paste(var.cluster, collapse = "\" \""),"\" \n")
}
if(is.na(var.time) && !is.na(structure$name$time)){
var.time <- structure$name$time
}else if(!is.na(var.time) && !is.na(structure$name$time) && !identical(as.character(var.time)==as.character(structure$name$time))){
stop("Inconsistency between the time defined via the \'structure\' and the \'formula\' argument. \n",
"\"",paste(structure$name$time, collapse = "\" \""),"\" vs. \"",paste(var.time, collapse = "\" \""),"\" \n")
}
}else{
var.strata <- NA
}
}else if(!missing.structure && inherits(structure,"structure")){
var.cluster <- structure$name$cluster
var.time <- structure$name$time
var.strata <- structure$name$strata
}else{
var.cluster <- NA
var.time <- NA
var.strata <- NA
}
}else if(!missing.repetition){
detail.repetition <- formula2var(repetition, name.argument = "repetition", suggestion = "Something like: ~ time or ~ time|cluster. \n")
if(detail.repetition$special=="ranef"){
stop("Incorrect specification of argument \'repetition\'. \n",
"Should be something like: ~ time or ~ time|cluster. \n")
}
if(any(detail.repetition$vars$all %in% names(data) == FALSE)){
invalid <- detail.repetition$vars$all[detail.repetition$vars$all %in% names(data) == FALSE]
if(identical(invalid,"repetition")){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"A variable \"repetition\" is used in the \'repetition\' argument, but that may be due to a missing \"=\" sign. \n",
sep = "")
}else{
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Variable",if(length(invalid)>1){"s"}," \"",paste(invalid, collapse = "\", \""),"\" could not be found in the dataset. \n",
sep = "")
}
}
if(detail.repetition$special == "repetition"){
var.cluster <- detail.repetition$var$cluster
var.time <- detail.repetition$var$time
}else if(detail.repetition$special=="none"){
var.cluster <- NA
var.time <- detail.repetition$var$regressor
}
if(!is.null(detail.repetition$var$response)){
var.strata <- detail.repetition$var$response
}else{
var.strata <- NA
}
## compatibility structure/repetition
if(!missing.structure && inherits(structure,"structure")){
if(!is.na(structure$name$cluster)){
if(!is.na(var.cluster) && !identical(as.character(structure$name$cluster),as.character(detail.repetition$var$cluster))){
stop("Inconsistency between the cluster defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$cluster, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$cluster, collapse = "\" \""),"\" \n")
}else if(is.na(var.cluster)){
var.cluster <- structure$name$cluster
}
}
if(!is.na(structure$name$time)){
if(!is.na(var.time) && !identical(as.character(structure$name$time),as.character(detail.repetition$var$time))){
stop("Inconsistency between the time defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$time, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$time, collapse = "\" \""),"\" \n")
}else if(is.na(var.time)){
var.time <- structure$name$time
}
}
if(!is.na(structure$name$strata)){
if(!is.na(var.strata) && !identical(as.character(structure$name$strata),as.character(detail.repetition$var$strata))){
stop("Inconsistency between the strata defined via the \'structure\' and the \'repetition\' argument. \n",
"\"",paste(structure$name$strata, collapse = "\" \""),"\" vs. \"",paste(detail.repetition$var$strata, collapse = "\" \""),"\" \n")
}else if(is.na(var.strata)){
var.strata <- structure$name$strata
}
}
## Covariates from certain structures contains missing time variables
test.timecluster <- length(var.time)==1 && !is.na(var.time) && length(var.cluster)==1 && !is.na(var.cluster)
if(test.timecluster && !inherits(structure,"CUSTOM") && identical(structure$name$var,structure$name$cor) && length(structure$name$var[[1]]==1)){
if(any(tapply(data[[var.time]],data[[var.cluster]], function(iVec){any(duplicated(iVec))}))){
var.time <- c(structure$name$var[[1]], var.time)
}
}
}
}
## ** weights
if(!is.null(weights)){
if(is.character(weights)){
var.weights <- weights
}else if(inherits(weights,"formula")){
var.weights <- all.vars(weights)
}else {
stop("Argument \'weights\' should be a character or a formula. \n")
}
if(length(var.weights)>1){
stop("Can only handle a single weights variable. \n")
}
if(var.weights %in% names(data)==FALSE){
stop("Argument \'weights\' is inconsistent with argument \'data\'. \n",
"Variable \"",var.weights,"\" could not be found in the dataset. \n",
sep = "")
}
if(any(data[[var.weights]]<=0)){
stop("Weights should be strictly positives. \n")
}
if(!is.na(var.cluster)){
if(any(tapply(data[[var.weights]], data[[var.cluster]], function(iW){sum(!duplicated(iW))})>1)){
stop("Invalid argument \'weights\': weights should be constant within clusters. \n")
}
}
}else{
var.weights <- NA
}
## ** scale.Omega
if(!is.null(scale.Omega)){
if(is.character(scale.Omega)){
var.scale.Omega <- scale.Omega
}else if(inherits(scale.Omega,"formula")){
var.scale.Omega <- all.vars(scale.Omega)
}else {
stop("Argument \'scale.Omega\' should be a character or a formula. \n")
}
if(length(var.scale.Omega)>1){
stop("Can only handle a single scale.Omega variable. \n")
}
if(var.scale.Omega %in% names(data)==FALSE){
stop("Argument \'scale.Omega\' is inconsistent with argument \'data\'. \n",
"Variable \"",var.scale.Omega,"\" could not be found in the dataset. \n",
sep = "")
}
if(any(data[[var.scale.Omega]]<=0)){
stop("Scale.Omega should be strictly positives. \n")
}
if(!is.na(var.cluster)){
if(any(tapply(data[[var.scale.Omega]], data[[var.cluster]], function(iW){sum(!duplicated(iW))})>1)){
stop("Invalid argument \'scale.Omega\': scale.Omega should be constant within clusters. \n")
}
}
}else{
var.scale.Omega <- NA
}
## ** method.fit
if(is.null(method.fit)){
if(length(var.X)==0 && detail.formula$terms$intercept == FALSE){
method.fit <- "ML"
}else{
method.fit <- options$method.fit
}
}else{
method.fit <- match.arg(method.fit, choices = c("ML","REML"))
if(length(var.X)==0 && detail.formula$terms$intercept == FALSE && method.fit == "REML"){
message("Revert back to ML estimation as there is no mean structure. \n")
method.fit <- "ML"
}
}
## ** degrees of freedom
if(is.null(df)){
df <- options$df
}else if(!is.logical(df)){
stop("Argument \'df\' should be TRUE or FALSE. \n")
}
## ** type of information
if(is.null(type.information)){
type.information <- options$type.information
}else{
type.information <- match.arg(type.information, c("expected","observed"))
}
## ** control
if(is.null(control$optimizer)){
control$optimizer <- options$optimizer
}else{
optimx.method <- c("BFGS", "CG", "Nelder-Mead", "nlminb", "bobyqa")
control$optimizer <- match.arg(control$optimizer, c("FS",optimx.method)) ## FS = fisher scoring
}
if(is.null(control$trace)){
control$trace <- trace-1
}else{
}
## ** export
return(list(formula = formula, formula.design = detail.formula$formula$design, ranef = detail.ranef,
var.outcome = var.outcome, var.X = var.X, var.cluster = var.cluster, var.time = var.time, var.strata = var.strata,
var.weights = var.weights, var.scale.Omega = var.scale.Omega,
method.fit = method.fit,
df = df,
type.information = type.information,
control = control))
}
## * .lmmNormalizeData
##' @description Normalize data argument for lmm
##'
##' @param droplevels [logical] should un-used levels in cluster/time/strata be removed?
##' @param initalize.cluster [logical] when the cluster variable is NA/NULL,
##' should a different cluster per observation be used (0) or the same cluster for all observations (1)
##' @param initalize.time [logical] when the time variable is NA/NULL,
##' how should the observations be ordered
##'
##' @details Argument \code{var.outcome} is NA when the function is called by \code{model.matrix.lmm}
##'
##' @noRd
.lmmNormalizeData <- function(data, var.outcome, var.cluster, var.time, var.strata, droplevels,
initialize.cluster, initialize.time){
## ** normalize
if(is.null(var.outcome)){var.outcome <- NA}
if(is.null(var.cluster)){var.cluster <- NA}
if(is.null(var.time)){var.time <- NA}
if(is.null(var.strata)){var.strata <- NA}
out <- list(var.cluster = var.cluster,
var.time = var.time,
var.strata = var.strata)
if(is.list(droplevels)){
refLevel.strata <- droplevels$strata
refLevel.time <- droplevels$time
droplevels <- TRUE
}else{
refLevel.strata <- NULL
refLevel.time <- NULL
}
## ** test
names.data <- names(data)
if("XXindexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXindexXX\" as this name is used internally by the lmm function. \n")
}
if("XXtimeXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXtimeXX\" as this name is used internally by the lmm function. \n")
}
if("XXtime.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXtime.indexXX\" as this name is used internally by the lmm function. \n")
}
if("XXclusterXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXclusterXX\" as this name is used internally by the lmm function. \n")
}
if("XXcluster.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXcluster.indexXX\" as this name is used internally by the lmm function. \n")
}
if("XXstrataXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXstrataXX\" as this name is used internally by the lmm function. \n")
}
if("XXstrata.indexXX" %in% names.data){
stop("Argument \'data\' should not contain a column named \"XXstrata.indexXX\" as this name is used internally by the lmm function. \n")
}
if(any(!is.na(var.cluster)) && any(var.cluster %in% names.data == FALSE)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.cluster, collapse = "\" \""),"\" indicating the cluster in argument \'data\'. \n", sep="")
}
if(any(!is.na(var.time)) && any(var.time %in% names.data == FALSE)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.time, collapse = "\" \""),"\" indicating the time in argument \'data\'. \n", sep="")
}
if(any(!is.na(var.strata)) && any(var.strata %in% names.data == FALSE)){
stop("Argument \'structure\' is inconsistent with argument \'data\'. \n",
"Could not find column \"",paste(var.strata, collapse = "\" \""),"\" indicating the strata in argument \'data\'. \n",sep="")
}
if(length(var.cluster)>1){
stop("Incorrect specification of argument \'repetition\': too many cluster variables. \n",
"There should be exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n", sep = "")
}
## ** index
data$XXindexXX <- 1:NROW(data)
## ** cluster
if(is.na(var.cluster)){
if(!is.null(initialize.cluster) && initialize.cluster==1){
if(any(duplicated(data[,var.time]))){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Cannot guess the cluster variable with non-unique levels for the cross random effects. \n")
}
data$XXclusterXX <- as.factor("1")
}else{
data$XXclusterXX <- addLeading0(1:NROW(data), as.factor = TRUE, code = attr(var.cluster,"code"))
}
out$var.cluster <- "XXclusterXX"
attr(out$var.cluster, "original") <- NA
}else{
if(is.factor(data[[var.cluster]])){
if(droplevels){
data$XXclusterXX <- droplevels(data[[var.cluster]])
}else{
data$XXclusterXX <- data[[var.cluster]]
}
}else if(is.numeric(data[[var.cluster]]) && all(data[[var.cluster]] %% 1 == 0)){
data$XXclusterXX <- addLeading0(data[[var.cluster]], as.factor = TRUE, code = attr(var.cluster,"code"))
}else{
data$XXclusterXX <- factor(data[[var.cluster]], levels = sort(unique(data[[var.cluster]])))
}
attr(out$var.cluster, "original") <- var.cluster
}
## ** time
if(length(var.time)>1){
## create new variable summarizing all variables
data$XXtimeXX <- nlme::collapse(lapply(var.time, function(iX){as.factor(data[[iX]])}), as.factor = is.null(refLevel.time))
out$var.time <- "XXtimeXX"
attr(out$var.time, "original") <- var.time
}else if(is.na(var.time)){
if(length(initialize.time)==0){
iSplit <- do.call(rbind,by(data, data$XXclusterXX, FUN = function(iDF){cbind(XXindexXX = iDF$XXindexXX, XXtimeXX = 1:NROW(iDF))}))
}else{ ## re-order dataset according to variables defining the variance-covariance pattern to minimize the number of patterns
iSplit <- do.call(rbind,by(data, data$XXclusterXX, FUN = function(iDF){ ## iDF <- data[data$XXclusterXX==data$XXclusterXX[1],]
iOrder <- do.call(order,iDF[initialize.time])
cbind(XXindexXX = iDF[iOrder,"XXindexXX"], XXtimeXX = 1:NROW(iDF))
}))
}
data[iSplit[,"XXindexXX"],"XXtimeXX"] <- addLeading0(iSplit[,"XXtimeXX"], as.factor = TRUE, code = attr(var.time,"code"))
out$var.time <- "XXtimeXX"
attr(out$var.time, "original") <- NA
}else{
if(is.factor(data[[var.time]])){
if(droplevels){
data$XXtimeXX <- droplevels(data[[var.time]])
}else{
data$XXtimeXX <- data[[var.time]]
}
}else if(is.numeric(data[[var.time]]) && all(data[[var.time]] %% 1 == 0)){
data$XXtimeXX <- addLeading0(data[[var.time]], as.factor = TRUE, code = attr(var.time,"code"))
}else{
data$XXtimeXX <- factor(data[[var.time]], levels = sort(unique(data[[var.time]])))
}
attr(out$var.time, "original") <- var.time
}
if(!is.null(refLevel.time)){ ## from model.matrix to restaure levels used when fitting the lmm
data$XXtimeXX <- factor(data$XXtimeXX, refLevel.time)
}
## ** strata
## NOTE: .formulaStructure makes sure that there is at most 1 strata variable
if(is.na(var.strata)){
data$XXstrataXX <- factor(1)
out$var.strata <- "XXstrata.indexXX"
attr(out$var.strata, "original") <- NA
}else{
if(is.factor(data[[var.strata]])){
if(droplevels){
data$XXstrataXX <- droplevels(data[[var.strata]])
}else{
data$XXstrataXX <- data[[var.strata]]
}
}else if(is.numeric(data[[var.strata]]) && all(data[[var.strata]] %% 1 == 0)){
data$XXstrataXX <- addLeading0(data[[var.strata]], as.factor = TRUE, code = attr(var.strata,"code"))
}else{
data$XXstrataXX <- factor(data[[var.strata]], levels = sort(unique(data[[var.strata]])))
}
attr(out$var.strata, "original") <- var.strata
}
if(!is.null(refLevel.strata)){ ## from model.matrix to restaure levels used when fitting the lmm
data$XXstrataXX <- factor(data$XXstrataXX, refLevel.strata)
}
## ** indicators
data$XXcluster.indexXX <- as.numeric(data$XXclusterXX)
data$XXtime.indexXX <- as.numeric(data$XXtimeXX)
data$XXstrata.indexXX <- as.numeric(data$XXstrataXX)
## ** check distinct time and unique strata values within clusters
n.cluster <- max(data$XXcluster.indexXX)
n.time <- max(data$XXtime.indexXX)
n.strata <- max(data$XXstrata.indexXX)
if(n.cluster >= n.time){
test.duplicated <- tapply(data$XXcluster.indexXX, data$XXtime.indexXX, function(iT){any(duplicated(iT))})
}else{
test.duplicated <- tapply(data$XXtime.indexXX, data$XXcluster.indexXX, function(iT){any(duplicated(iT))})
}
if(any(test.duplicated)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"The time variable should contain unique values within clusters \n", sep="")
}
if(n.strata>1 & n.time >1){
test.sameStrata <- tapply(data$XXstrata.indexXX, data$XXcluster.indexXX, function(iT){any(iT[1]!=iT[-1])})
if(any(test.sameStrata)){
stop("Argument \'repetition\' is inconsistent with argument \'data\'. \n",
"When a variable is used to stratify the variance structure, all observations within a cluster must belong to same strata. \n")
}
}
## ** missing data
index.na <- which(rowSums(is.na(data[names.data]))>0)
if(length(index.na) == NROW(data)){
var.na <- names.data[colSums(!is.na(data))==0]
if(length(var.na)==0){
stop("All observations have at least one missing data. \n")
}else if(length(var.na)==1){
stop("Variable \"",var.na,"\" contains only missing data. \n")
}else{
stop("Variables \"",paste(var.na, collapse="\" \""),"\" contain only missing data. \n")
}
}else if(length(index.na)>0){
test.naOutcome <- is.na(data[[var.outcome]])
test.naOther <- rowSums(is.na(data[setdiff(names.data,var.outcome)]))>0
warning <- FALSE
text.warning <- NULL
if( any(test.naOther > test.naOutcome) ){
index.row <- which(test.naOther > test.naOutcome)
test.naOther2 <- colSums(is.na(data[index.row,setdiff(names.data,var.outcome),drop=FALSE]))
name.naOther2 <- names(test.naOther2)[test.naOther2>0]
warning <- TRUE
nobs.naOther <- sum(test.naOther)
text.warning <- c(text.warning,
paste0("Can only handle missing values in the outcome variable ",var.outcome,". \n",
" ",nobs.naOther," observation",if(nobs.naOther>1){"s"}," with missing values in \"",paste(name.naOther2, collapse="\" \""),"\" ",ifelse(nobs.naOther==1,"has","have")," been removed. \n", sep = ""))
}
if(!is.na(var.cluster)){
attr(index.na, "cluster") <- data[index.na,var.cluster]
}else{
attr(index.na, "cluster") <- data[index.na,"XXclusterXX"]
}
if(length(var.time)==1 && !is.na(var.time)){
attr(index.na, "time") <- data[index.na,var.time]
}else{
attr(index.na, "time") <- data[index.na,"XXtimeXX"]
}
keep <- list(nlevel.cluster = max(data$XXcluster.indexXX),
nlevel.time = max(data$XXtime.indexXX),
nlevel.strata = max(data$XXstrata.indexXX))
data <- data[-index.na,, drop=FALSE]
data$XXcluster.indexXX <- as.numeric(droplevels(data$XXclusterXX))
if(droplevels){
data$XXtime.indexXX <- as.numeric(droplevels(data$XXtimeXX))
data$XXstrata.indexXX <- as.numeric(droplevels(data$XXstrataXX))
}
loss.cluster <- keep$nlevel.cluster - max(data$XXcluster.indexXX)
loss.time <- keep$nlevel.time - max(data$XXtime.indexXX)
loss.strata <- keep$nlevel.strata - max(data$XXstrata.indexXX)
if(loss.cluster>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.cluster," cluster",ifelse(loss.cluster==1," has","s have")," been removed. \n"))
}
if(loss.time>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.time," timepoint",ifelse(loss.time==1," has","s have")," been removed. \n"))
}
if(loss.strata>0){
warning <- TRUE
text.warning <- c(text.warning,paste0(" ",loss.strata," strata",ifelse(loss.strata==1," has"," have")," been removed. \n"))
}
if(warning){
warning(text.warning)
}
}else{
index.na <- NULL
}
## ** export
out$data <- data
out$index.na <- index.na
return(out)
}
## * .lmmNormalizeStructure
##' @description Normalize structure argument for lmm
##' @noRd
.lmmNormalizeStructure <- function(structure, data, ranef,
var.outcome,
var.cluster, n.cluster,
var.time, n.time,
var.strata){
var.cluster.original <- attr(var.cluster,"original")
var.time.original <- attr(var.time,"original")
var.strata.original <- attr(var.strata,"original")
structure1time2ID <- c("CS","RE","TOEPLITZ","UN","EXP") ## simplify structures to ID when a single timepoint
## ** initialize structure when not specified
if(missing(structure) || is.null(structure)){
if(!is.null(ranef$formula)){
structure <- "RE"
}else if(any(duplicated(data[["XXclusterXX"]]))){
if(all(is.na(var.time.original))){
structure <- "CS"
}else{
structure <- "UN"
}
}else if(n.time>1){
structure <- "IND"
}else{
structure <- "ID"
}
}
## ** check that time and cluster are appropriately defined with respect to structure
if(is.character(structure)){
if(all(is.na(var.cluster.original)) && structure %in% c("CS","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Should have exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
if(all(is.na(var.time.original)) && structure %in% c("IND","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing time variable. \n",
"Should have exactly one variable before the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
}else if(inherits(structure,"structure")){
if(all(is.na(var.cluster.original)) && structure$class %in% c("CS","TOEPLITZ","UN")){
stop("Incorrect specification of argument \'repetition\': missing cluster variable. \n",
"Should have exactly one variable after the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
if(all(is.na(var.time.original)) && structure$class %in% c("IND","TOEPLITZ","UN") && all(is.na(structure$name$var[[1]]))){
stop("Incorrect specification of argument \'repetition\': missing time variable. \n",
"Should have exactly one variable before the grouping symbol (|), something like: ~ time|cluster or strata ~ time|cluster. \n")
}
}
## ** update structure with cluster/time/strata variables
var.clusterS <- "XXcluster.indexXX"
attr(var.clusterS,"original") <- var.cluster.original
var.timeS <- "XXtime.indexXX"
attr(var.timeS,"original") <- var.time.original
## random effect not defined in formula or structure but can be guessed from repetition
if((inherits(structure,"RE") && is.null(structure$ranef) || identical(structure,"RE")) && is.null(ranef) && !is.null(var.cluster.original)){
ranef <- formula2var(stats::as.formula(paste0("~(1|",var.cluster.original,")")))$ranef
}
## special case where no formula in structure and only type as an argument of structure
if(inherits(structure,"structure")){
if(is.null(structure$formula$var) && is.null(structure$formula$cor) && identical("type", setdiff(names(structure$call),""))){
type <- structure$type
structure <- structure$class
}else{
type <- NULL
}
}else{
type <- NULL
}
if(inherits(structure,"structure")){
## exclude useless strata variables
if(any(!is.na(var.strata.original))){
test.uniqueStrata <- sapply(var.strata.original,function(iName){length(unique(data[[iName]]))})
var.strata.original <- var.strata.original[test.uniqueStrata>1]
if(all(test.uniqueStrata==1)){
message("Single strata: move from stratified to non-stratified ",structure$class," structure. \n")
}else if(any(test.uniqueStrata==1)){
message("Remove strata variable \"",paste(var.strata.original[test.uniqueStrata==1], collapse = "\", \""),"\" as it takes a single distinct value. \n")
}
}
if(n.time==1 && (structure$class %in% structure1time2ID || (structure$class == "IND" && (all(is.na(structure$name$var)) || all(structure$name$var[[1]] %in% var.time.original))))){
message("Single timepoint: move from ",structure$class," to ID structure. \n")
structure$call[[1]] <- parse(text="ID")
}
if(inherits(structure,"RE")){
## special case with random effects
structure <- stats::update(structure, var.cluster = var.clusterS, var.time = var.timeS, var.strata = var.strata.original, ranef = ranef)
}else{
structure <- stats::update(structure, var.cluster = var.clusterS, var.time = var.timeS, var.strata = var.strata.original, n.time = n.time)
}
}else if(is.character(structure)){
args.structure <- list(var.cluster = var.clusterS,
var.time = var.timeS)
if(!is.null(type)){
args.structure$type <- type
}
if(is.na(var.strata.original)){
args.structure$formula <- ~1
}else{ ## exclude useless strata variables
test.uniqueStrata <- sapply(var.strata.original,function(iName){length(unique(data[[iName]]))})
if(all(test.uniqueStrata==1)){
message("Single strata: move from stratified to non-stratified ",structure," structure. \n")
args.structure$formula <- ~1
}else if(any(test.uniqueStrata==1)){
message("Remove strata variable \"",paste(var.strata.original[test.uniqueStrata==1], collapse = "\", \""),"\" as it takes a single distinct value. \n")
args.structure$formula <- stats::as.formula(paste(var.strata.original[test.uniqueStrata!=1],"~1"))
}else{
args.structure$formula <- stats::as.formula(paste(var.strata.original,"~1"))
}
}
if(n.time==1 && (structure %in% structure1time2ID || (structure == "IND" && all(all.vars(args.structure$formula) %in% var.time.original)))){
message("Single timepoint: move from ",structure," to ID structure. \n")
structure <- "ID"
}
if(structure %in% c("UN","EXP","TOEPLITZ") || (n.time>1 && structure == "IND")){
args.structure$add.time <- var.time.original
}else if(structure %in% "RE"){
args.structure$ranef <- ranef
}
structure <- do.call(structure, args = args.structure)
}
## ** Sanity checks
## *** Variability within cluster (for clusters with more than a single value)
if(!is.null(structure$formula$cor)){
check <- FALSE
for(iC in 1:n.cluster){ ## iC <- 1
iData <- data[data$XXcluster.indexXX==iC,var.outcome]
if(length(iData)==1 || all(is.na(iData))){
next
}else if(max(iData, na.rm = TRUE)-min(iData, na.rm = TRUE)>1e-12){
check <- TRUE
break
}
}
if(check == FALSE){
warning("Constant outcome values within cluster. \n")
}
}
## ** export
return(structure)
}
######################################################################
### lmm.R ends here
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