R/FMWH.R

In LN0SCIs: Simultaneous CIs for Ratios of Means of Log-Normal Populations with Zeros

#' FMWH
#'
#' A method based on the method based on two-step MOVER intervals(also see \code{\link{FMW}}) to construct the simultaneous confidence intervals for
#' Ratios of Means of Log-normal Populations with Zeros.
#'
#' More information about FMWH, you can read the paper: Simultaneous Confidence Intervals for Ratios of Means of Log-normal Populations with Zeros.
#'
#' @name FMWH
#' @aliases FMWH
#' @usage FMWH(n,p,mu,sigma,N,C2=rbind(c(-1,1,0),c(-1,0,1),c(0,-1,1)),alpha=0.05)
#'
#' @param n The sample size of the mixture distributions,must be an integer vector.
#' @param p The zero probability of the mixture distribution,it has the same length to the \strong{n} params.
#' @param mu The mean of the non-zero samples,which after log-transformation.
#' @param sigma The variance of the non-zero samples,which after log-transformation.
#' @param N The number of independent generated data sets.
#' @param C2 Matrix C,You can refer to the paper of Xu et al. for specific forms.
#' @param alpha The confidence level,it always set \emph{alpha=0.5}
#'
#' @return The method will return the Simultaneous Confidence Intervals(SCIs) and the time consuming
#'
#' @author Jing Xu, Xinmin Li, Hua Liang
#'
#' @examples
#'
#'
#'alpha <- 0.05
#'p <- c(0.1,0.15,0.1)
#'n <- c(50,50,50)
#'mu <-c(0,0,0)
#'sigma <- c(1,1,1)
#'N <- 500
#'FMWH(n,p,mu,sigma,N)
#'
#'\dontrun{
#'p <- c(0.1,0.15,0.1,0.6)
#'n <- c(30,15,10,50)
#'mu <- c(1,1.3,2,0)
#'sigma <- c(1,1,1,2)
#'C2 <- rbind(c(-1,1,0,0),c(-1,0,1,0),c(-1,0,0,1),c(0,-1,1,0),c(0,-1,0,1),c(0,0,-1,1))
#'
#'N <- 1000;
#'FMWH(n,p,mu,sigma,N,C2 = C2)
#'}
#'
#'
#' @export FMWH
FMWH0 <- function(n,p,mu,sigma,N,C2=rbind(c(-1,1,0),c(-1,0,1),c(0,-1,1)),alpha=0.05){

  t1 <- Sys.time()
  result <- list()

  for(i in seq_along(n)){
    assign(paste0('n',i,'0'),rbinom(1,n[i],p[i]))
    assign(paste0('n',i,'1'),n[i] - get(paste0('n',i,'0')))

    assign(paste0('p',i,'h'),get(paste0('n',i,'0'))/n[i])
    assign(paste0('y',i,'bar'),rnorm(1,mu[i],(sigma[i]/sqrt(get(paste0('n',i,'1'))))))
    assign(paste0('s',i,'sq'),sigma[i]^2*rchisq(1,df=(get(paste0('n',i,'1')) - 1),ncp=0))

    assign(paste0('s',i,'sq1'),get(paste0('s',i,'sq'))/(get(paste0('n',i,'1')) - 1))

    assign(paste0('Z',i),rnorm(N,0,1))
    assign(paste0('U',i),rchisq(N,df=(get(paste0('n',i,'1')) - 1),ncp=0))

    assign(paste0('TPH',i),rndMixture(get(paste0('n',i,'0')),get(paste0('n',i,'1')),p[i],N))
  }

  tempTW <- data.frame()
  for(k in 1:N){
    for(i in seq_along(n)){

      assign(paste0('TW',i,k), log(1 - get(paste0('TPH',i))[k])+
        (get(paste0('y',i,'bar')) - get(paste0('Z',i))[k] * sqrt(get(paste0('s',i,'sq')))/
          (sqrt(get(paste0('n',i,'1')) * get(paste0('U',i))[k]))+
          get(paste0('s',i,'sq'))/(2 * get(paste0('U',i))[k]))
        )
      #TW1[k]=log(1-TPH1[k])+(y1bar-Z1[k]*sqrt(s1sq)/(sqrt(n11*U1[k]))+s1sq/(2*U1[k]))

      tempTW[i,k] <- get(paste0('TW',i,k))

    }
  }

  tempet <- list()
  for(i in seq_along(n)){
    assign(paste0('TW',i,i),sort(tempTW[i,]))

    assign(paste0('l',i),get(paste0('TW',i,i))[N * alpha/(2 * dim(C2)[1])])
    assign(paste0('u',i),get(paste0('TW',i,i))[N * (1 - alpha/(2 * dim(C2)[1]))])

    assign(paste0('et',i),log(1 - get(paste0('p',i,'h'))) +
      get(paste0('y',i,'bar')) + 0.5 * get(paste0('s',i,'sq1')))

    tempet[[i]] <- get(paste0('et',i))
  }

  Ades <- as.vector(C2 %*% unlist(tempet))
  tempinterval <- list()
  for(j in 1:dim(C2)[1]){
    tempinterval[[j]] <-paste0('[', round( Ades[j] - sqrt((get(paste0('et',which(C2[j,]==1)))
      - get(paste0('l',which(C2[j,]==1))))^2 +
    (get(paste0('u',which(C2[j,]==-1))) -
        get(paste0('et',which(C2[j,]==-1))))^2),6), ',',
    round(Ades[j] + sqrt((get(paste0('u',which(C2[j,]==1)))-get(paste0('et',which(C2[j,]==1))))^2 +
      (get(paste0('et',which(C2[j,]==-1))) - get(paste0('l',which(C2[j,]==-1))))^2),6),']')

  }


  result$title1 <- "====================Method: FMWH==================="
  result$title2 <- "The Simultaneous Confidence Intervals are:          "

  interval0 <- do.call(rbind,tempinterval)
  interval1 <- data.frame(interval0)
  names(interval1) <- c('[LCL,UCL]')

  result$interval <- interval1

  t2 <- Sys.time()
  result$star <- '**********************Time**************************'
  result$t <- t2-t1;
  result

}

# result print func
FMWH<-function(n,p,mu,sigma,N,C2=rbind(c(-1,1,0),c(-1,0,1),c(0,-1,1)) ,alpha=0.05)
{
  FMWH1<-FMWH0(n,p,mu,sigma,N,C2,alpha)
  for(i in c('title1','title2','interval', 'star',"t"))
  {
    print(FMWH1[[i]])

  }

}