Nothing
### Perform H0: alpha/(alpha + beta) = 0.05 vs. Ha: alpha/(alpha + beta) < 0.05.
lrt2.org <- function(PV.gbd, CLASS.gbd, K, H0.mean = 0.05,
upper.beta = .FC.CT$INIT$BETA.beta.max){
if((H0.mean <= 0) || (H0.mean >= 0.5)){
stop("It should be 0 < H0.mean < 0.5.")
}
K.CLASS <- as.integer(max.gbd(CLASS.gbd))
if(K.CLASS > K){
stop("CLASS.gbd and K are not matched.")
}
beta.scale <- H0.mean / (1 - H0.mean)
### For optim() and H0.
fn.H0 <- function(theta, x.gbd){
-sum_gbd(dbeta(x.gbd, beta.scale * theta[1], theta[1], log = TRUE))
}
### For constrOptim() and Ha.
fn.Ha <- function(theta, x.gbd){
-sum_gbd(dbeta(x.gbd, theta[1], theta[2], log = TRUE))
}
ui.Ha <- rbind(c(1, 0), c(H0.mean - 1, H0.mean))
ci.Ha <- c(0, 0)
ret <- NULL
for(i.k in 1:K){
N.class.gbd <- sum_gbd(CLASS.gbd == i.k)
if(N.class.gbd > 0){ # in case of empty cluster.
tmp.gbd <- PV.gbd[CLASS.gbd == i.k]
### logL under H0.
tmp <- optim(c(1.01), fn.H0, NULL, x.gbd = tmp.gbd,
method = "Brent", lower = 0, upper = upper.beta)
H0.beta <- tmp$par[1]
H0.alpha <- beta.scale * H0.beta
logL.0 <- -tmp$value
### logL under Ha.
tmp <- constrOptim(c(beta.scale * 0.99, 1.01), fn.Ha, NULL, ui.Ha, ci.Ha,
method = "Nelder-Mead", x.gbd = tmp.gbd)
Ha.alpha <- tmp$par[1]
Ha.beta <- tmp$par[2]
logL.a <- -tmp$value
### LRT.
lrt <- -2 * (logL.0 - logL.a)
if(lrt < 0){
lrt <- 0
}
### p-value.
p.value <- pchisq(lrt, 1, lower.tail = FALSE)
ret <- rbind(ret, c(i.k, H0.beta, Ha.alpha, Ha.beta,
logL.0, logL.a, lrt, p.value))
} else{
ret <- rbind(ret, c(i.k, rep(NA, 7)))
}
}
colnames(ret) <- c("i.k", "mle.0.beta",
"mle.a.alpha", "mle.a.beta",
"logL.0", "logL.a", "lrt", "p.value")
ret
} # End of lrt2.org().
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