Nothing
#' This function compute the DGM bounds for all the different coefficients.
#'
#' @param Ldata dataset containing (Y,Xc) where Y is the outcome, Xc are potential common regressors.
#' @param Rdata dataset containing (Xnc,Xc) where Xnc are the non commonly observed regressors, Xc are potential common regressors.
#' @param values the different unique points of support of the common regressor Xc.
#' @param sam0 the directions q to compute the radial function.
#' @param refs0 indicating the positions in the vector values corresponding to the components of betac.
#' @param out_var label of the outcome variable Y.
#' @param nc_var label of the non commonly observed regressors Xnc.
#' @param c_var label of the commonly observed regressors Xc.
#' @param constraint a vector indicating the different constraints in a vector of the size of X_c indicating the type of constraints, if any on f(X_c) : "concave", "concave", "nondecreasing", "nonincreasing", "nondecreasing_convex", "nondecreasing_concave", "nonincreasing_convex", "nonincreasing_concave", or NULL for none. Default is NULL, no contraints at all.#' @param nc_sign if sign restrictions on the non-commonly observed regressors Xnc: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.
#' @param nc_sign sign restrictions on the non-commonly observed regressors Xnc: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.
#' @param c_sign sign restrictions on the commonly observed regressors: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.
#' @param nbCores number of cores for the parallel computation. Default is 1.
#' @param eps_default If grid =NULL, then epsilon is taken equal to eps_default.
#' @param nb_pts the constant C in DGM for the epsilon_0, the lower bound on the grid for epsilon, taken equal to nb_pts*ln(n)/n. Default is 1 without regressors Xc, 3 with Xc.
#' @param Bsamp the number of bootstrap/subsampling replications. Default is 1000.
#' @param grid the number of points for the grid search on epsilon. Default is 30. If NULL, then epsilon is taken fixed equal to kp.
#' @param weights_x the sampling weights for the dataset (Xnc,Xc). Default is NULL.
#' @param weights_y the sampling weights for the dataset (Y,Xc). Default is NULL.
#' @param outside if TRUE indicates that the parallel computing has been launched outside of the function. Default is FALSE.
#' @param meth the method for the choice of epsilon, either "adapt", i.e. adapted to the direction or "min" the minimum over the directions. Default is "adapt".
#' @param modeNA indicates if NA introduced if the interval is empty. Default is FALSE.
#' @param version version of the computation of the ratio, "first" indicates no weights, no ties, same sizes of the two datasets; "second" otherwise. Default is "second".
#' @param version_sel version of the selection of the epsilon, "first" indicates no weights, no ties, same sizes of the two datasets; "second" otherwise. Default is "second".
#' @param alpha for the level of the confidence region. Default is 0.05.
#' @param projections if FALSE compute the identified set along some directions or the confidence regions. Default is FALSE
#' @param R2bound the lower bound on the R2 of the long regression if any. Default is NULL.
#' @param values_sel the selected values of Xc for the conditioning. Default is NULL.
#' @param ties Boolean indicating if there are ties in the dataset. Default is FALSE.
#' @param mult a list of multipliers of our selected epsilon to look at the robustness of the point estimates with respect to it. Default is NULL
#' @param seed set a seed to fix the subsampling replications
#'
#' @return a list containing, in order:
#' - ci : a list with all the information on the confidence intervals
#'
#' * upper: upper bound of the confidence interval on the radial function S in the specified direction at level alpha, possibly with sign constraints
#'
#' * lower: lower bound upper bound of the confidence interval on the radial function S, possibly with sign constraints
#'
#' * unconstr: confidence interval on the radial function S, without sign constraints
#'
#' * If common regressors, upper_agg, lower_agg, and unconstr_agg reports the same values but aggregated over the values of Xc (see the parameter theta0 in the paper)
#'
#' * betac_ci: confidence intervals on each coefficients related to the common regressor, possibly with sign constraints
#'
#' * betac_ci_unc: confidence intervals on each coefficients related to the common regressor without sign constraints
#'
#' If projection is TRUE:
#'
#' * support: confidence bound on the support function in each specified direction
#'
#' - point : a list with all the information on the point estimates
#'
#' * upper: the upper bounds on betanc, possibly with sign constraints
#'
#' * lower: the lower bounds on betanc, possibly with sign constraints
#'
#' * unconstr: bounds on betanc without sign constraints
#'
#' * If common regressors, upper_agg, lower_agg, and unconstr_agg reports the same values but aggregated over the values of Xc (see the parameter theta0 in the paper)
#'
#' * betac_pt: bounds on betanc, possibly with sign constraints
#'
#' * betac_pt_unc: bounds on betanc without sign constraints
#' If projection ==TRUE:
#'
#' * support: point estimate of the support function in each specified direction
#'
#' - epsilon : the values of the selected epsilon(q)
#'
#' @export
#'
#' @examples
#' n=200
#' Xnc_x = rnorm(n,0,1.5)
#' Xnc_y = rnorm(n,0,1.5)
#' epsilon = rnorm(n,0,1)
#'
#' ## true value
#' beta0 =1
#' Y = Xnc_y*beta0 + epsilon
#' out_var = "Y"
#' nc_var = "Xnc"
#'
#' # create the datasets
#' Ldata<- as.data.frame(Y)
#' colnames(Ldata) <- c(out_var)
#' Rdata <- as.data.frame(Xnc_x)
#' colnames(Rdata) <- c(nc_var)
#' values = NULL
#'s= NULL
#' refs0 = NULL
#'
#' sam0 <- rbind(-1,1)
#' eps0 = 0
#' ############# Estimation #############
#' output <- DGM_bounds(Ldata,Rdata,values,sam0,refs0,out_var,nc_var)
DGM_bounds <- function(Ldata, Rdata,
values,
sam0,
refs0,
out_var, nc_var, c_var =NULL,
constraint = NULL,
nc_sign = NULL, c_sign = NULL,
nbCores=1,
eps_default =0.5,nb_pts=1,Bsamp=1000,grid=30,
weights_x = NULL, weights_y = NULL,
outside = FALSE,
meth="adapt",
modeNA =FALSE,
version = "second",
version_sel = "second",
alpha=0.05,
projections = FALSE,
R2bound=NULL,
values_sel=NULL,
ties = FALSE,
mult = NULL,
seed = 2131){
#### to draw the profile of epsilon
# if(!is.null(mult)){ ## multiplier
# Bsamp=0
# }
######
kp=eps_default
Rs=0
## nb of obs min to use the conditioning.
limit = 1
# lim = limit
#### get sizes
dimXc = length(c_var)
dimXnc = length(nc_var)
q95 <- function(x){quantile(x,1-alpha,na.rm=T)}
q05 <- function(x){quantile(x,alpha,na.rm=T)}
q95_2 <- function(x){quantile(x,1-alpha/2,na.rm=T)}
q05_2 <- function(x){quantile(x,alpha/2,na.rm=T)}
if(is.null(values_sel) & (dimXc>0)){
values_sel= vector("list")
values_sel[["selected"]] = values
values_sel[["old"]] = values
}
#####################
## grid is the number of points on the grid of the selection rule of epsilon.
if( dimXc!=0){
### dataset 1
Xc_x = as.matrix(Rdata[,c_var],dim(Rdata)[1],dimXc)
Xnc = as.matrix(Rdata[,nc_var],dim(Rdata)[1],dimXnc)
### dataset 2
Xc_y = as.matrix(Ldata[,c_var],dim(Ldata)[1],dimXc)
Y = as.matrix(Ldata[,out_var],dim(Ldata)[1],1)
}else{
### dataset 1
Xc_x = NULL
Xnc = as.matrix(Rdata[,nc_var],dim(Rdata)[1],dimXnc)
### dataset 2
Xc_y = NULL
Y = as.matrix(Ldata[,out_var],dim(Ldata)[1],1)
}
if(outside ==FALSE & nbCores>1){
### subsampling (B samples) parallel nbCores=10
sfInit(parallel = TRUE, cpus = nbCores, type = "SOCK")
sfExport( "Xc_x","Xnc", "Xc_y" ,"Y",
"values", "sam0","refs0",
"out_var", "nc_var", "c_var", "constraint",
"nc_sign", "c_sign",'compute_ratio',
"nbCores","sampling_rule",
"eps_default", "nb_pts","Bsamp" ,"grid",
"weights_x","weights_y","outside", "meth",
"modeNA", "version" ,
"version_sel",
"alpha" , "projections", "R2bound" ,"values_sel",
"ties","dimXc","dimXnc","limit")
# sfExportAll( )
# sfLibrary(R.matlab)
# sfLibrary(pracma)
# sfLibrary(Hmisc)
}
output <- vector("list")
hull_point=NULL
hull_sharp=NULL
if(!is.null(seed)){
# seed1 = 2131
seed0 = floor(seed/100)
}
# ks=rep(0,dim(sam0)[1],1)
#################################################################################################################
########## epsilon selection #################################################################################
if(!is.null(grid)){
if( projections == FALSE){
if(dimXnc==1){
sam1 = sam0
}else{
sam00 <- eye(dimXnc)
sam00 <- rbind(-sam00,sam00)
sam1 = sam00
}
}else{
sam00 <- eye(dimXnc)
sam00 <- rbind(-sam00,sam00)
sam1 = sam00
}
if(!is.null(seed)){
set.seed(seed)
}
eps_default0 = select_epsilon(sam1,eps_default, Xc_x,Xnc,Xc_y,Y,
values,dimXc,dimXnc, nb_pts,lim =limit ,
weights_x,weights_y, refs0, grid, constraint, c_sign, nc_sign, meth=meth,
nbCores=nbCores, version_sel = version_sel, alpha=alpha ,ties =ties)
if(!is.null(seed)){
set.seed(NULL)
}
}else{
if(meth=="min"){
eps_default0 = eps_default
}else{
eps_default0 = matrix(eps_default,dim(sam0)[1],1)
}
}
####
if(!is.null(mult)){ ## multiplier
eps_default0 = eps_default0*mult
eps_default0[eps_default0 >0.5] <- 0.5
}
#
#################################################################################################################
#################################################################################################################
#### compute the radial function
if(projections == FALSE){
# limit = 100
sample1 =NULL
minsel="normal"
### compute point estimate
type="both"
mat_var_out1 <- compute_radial(sample1 =sample1,Xc_x,Xnc,Xc_y,Y,
values,dimXc,dimXnc,
nb_pts, sam0, eps_default0 ,grid,lim =limit,
weights_x,weights_y, constraint,
c_sign, nc_sign,refs0,type="both",meth=meth, version = version,
R2bound,values_sel,ties,modeNA)
if(!is.null(R2bound)){
Rs <- mat_var_out1$Rs
}
hull_point <- mat_var_out1
if(modeNA ==TRUE){
no_inter = hull_point [["upper"]] < -hull_point[["lower"]]
hull_point [["upper"]][no_inter] <- NA
hull_point [["lower"]][no_inter] <- NA
}
##### compute point estimate of betac if common regressors Xc ###################################################################################""
if(!is.null(values)){
beta1_pt <- compute_bnds_betac(sample1 =NULL, info0 = mat_var_out1, values, constraint, c_sign0 = c_sign, nc_sign0=nc_sign , refs0, c_var, nc_var,sam0,
info1=NULL , constr=TRUE,R2bound,values_sel)
mat_beta1_l = matrix(0,Bsamp,length(refs0))
mat_beta1_u = matrix(0,Bsamp,length(refs0))
hull_point[["betac_pt"]] <- beta1_pt
}
# Bsamp=2000
#### replications numerical bootstrap or subsampling ############################################################################################
if(Bsamp >0){
if(!is.null(seed)){
set.seed(seed0)
}
if(nbCores>1){
res0 <- sfLapply(1:Bsamp, compute_radial, Xc_x,Xnc,Xc_y,Y,values,dimXc,dimXnc,nb_pts,
sam0, eps_default0,grid,lim =limit ,
weights_x, weights_y, constraint ,c_sign , nc_sign,refs0,type="both",meth=meth,
version = version, R2bound,values_sel,ties,modeNA )
}else{
res0 <- lapply(1:Bsamp, compute_radial, Xc_x,Xnc,Xc_y,Y,
values,dimXc,dimXnc,nb_pts,sam0, eps_default0,grid,lim =limit ,
weights_x, weights_y, constraint ,c_sign , nc_sign,refs0,type="both",meth=meth,
version = version, R2bound,values_sel,ties,modeNA )
}
# compute_radial(1, Xc_x,Xnc,Xc_y,Y,
# values,dimXc,dimXnc,nb_pts,sam0, eps_default0,grid,lim =limit ,
# weights_x, weights_y, constraint ,c_sign , nc_sign,refs0,type="both",meth=meth,
# version = version, R2bound,values_sel,ties )
if(!is.null(seed)){
set.seed(NULL)
}
mat_varb = matrix(0,Bsamp,dim(sam0)[1])
mat_varb0 = matrix(0,Bsamp,dim(sam0)[1])
mat_varb_unc = matrix(0,Bsamp,dim(sam0)[1])
##### handling the aggregate values if Xc ###############################
if(dimXnc==1 & !is.null(values)){
mat_varb_agg = matrix(0,Bsamp,dim(sam0)[1])
mat_varb0_agg = matrix(0,Bsamp,dim(sam0)[1])
mat_varb_unc_agg = matrix(0,Bsamp,dim(sam0)[1])
}
for(b in 1:Bsamp){
mat_varb[b,] = res0[[b]][["upper"]]
mat_varb0[b,] = res0[[b]][["lower"]]
mat_varb_unc[b,] = res0[[b]][["unconstr"]]
##### handling the aggregate values if Xc ###############################
if(dimXnc==1 && !is.null(values)){
mat_varb_agg[b,] = res0[[b]][["upper_agg"]]
mat_varb0_agg[b,] = res0[[b]][["lower_agg"]]
mat_varb_unc_agg[b,] = res0[[b]][["unconstr_agg"]]
}
}
n_x = dim(Xnc)[1]
n_y = dim(Y)[1]
T_xy = (n_y/(n_x+n_y))*n_x
n_xy = min(n_x,n_y)
bs = floor(sampling_rule(T_xy))+1
bs0 = sqrt(bs/T_xy)
#### upper bound without constraints
mat_varb_out_unc = hull_point[["unconstr"]] - apply((mat_varb_unc - matrix(1,dim(mat_varb_unc)[1],1)%*% hull_point[["unconstr"]])*bs0 ,2,q05)
#### upper bound with constraints
mat_var_out= hull_point[["upper"]] - apply((mat_varb - matrix(1,dim(mat_varb)[1],1)%*% hull_point[["upper"]])*bs0,2,q05_2)
### lower bound
################ inf is stacked as -S, hence the minus. Otherwise, its Sh + q_{1-a}(S - Sh)
mat_var_in= -( -hull_point[["lower"]] - apply((matrix(1,dim(mat_varb0)[1],1)%*%hull_point[["lower"]]- mat_varb0 )*bs0,2,q95_2) )
######################################
hull_sharp[["upper"]] <- mat_var_out
hull_sharp[["lower"]] <- mat_var_in
hull_sharp[["unconstr"]] <- mat_varb_out_unc
## stock replications
hull_sharp[["upper_repli"]] <- mat_varb
hull_sharp[["lower_repli"]] <- mat_varb0
hull_sharp[["unconstr_repli"]] <- mat_varb_unc
if(dimXnc==1 && !is.null(values)){
#### aggregate upper bound without constraints
mat_varb_out_unc_agg = hull_point[["unconstr_agg"]] - apply((mat_varb_unc_agg - matrix(1,dim(mat_varb_unc_agg)[1],1)%*% hull_point[["unconstr_agg"]])*bs0 ,2,q05)
#### aggregate upper bound with constraints
mat_var_out_agg = hull_point[["upper_agg"]] - apply((mat_varb_agg - matrix(1,dim(mat_varb_agg)[1],1)%*% hull_point[["upper_agg"]])*bs0,2,q05_2)
### aggregate lower bound
#### inf is stacked as -S, hence the minus. Otherwise, its Sh + q_{1-a}(S - Sh)
mat_var_in_agg = -( -hull_point[["lower_agg"]] - apply((matrix(1,dim(mat_varb0_agg)[1],1)%*%hull_point[["lower_agg"]]- mat_varb0_agg)*bs0,2,q95_2) )
hull_sharp[["upper_agg"]] <- mat_var_out_agg
hull_sharp[["lower_agg"]] <- mat_var_in_agg
hull_sharp[["unconstr_agg"]] <- mat_varb_out_unc_agg
}
#### compute the replications for beta_c ###################################################################################
if(!is.null(values)){
### with sign constraints ######################################################################
if(nbCores>1){
res0b <- sfLapply(1:Bsamp,compute_bnds_betac, info0 = res0, values, constraint, c_sign0 = c_sign, nc_sign0=nc_sign ,
refs0, c_var, nc_var,sam0, info1=mat_var_out1, constr=TRUE,R2bound,values_sel)
}else{
res0b <- lapply(1:Bsamp,compute_bnds_betac, info0 = res0, values, constraint, c_sign0 = c_sign, nc_sign0=nc_sign ,
refs0, c_var, nc_var,sam0, info1=mat_var_out1, constr=TRUE,R2bound,values_sel)
}
for(b in 1:Bsamp){
mat_beta1_l[b,] = res0b[[b]][,1]
mat_beta1_u[b,] = res0b[[b]][,2]
}
beta1_l_ci = beta1_pt[,1] - apply( (mat_beta1_l - matrix(1,dim(mat_beta1_l)[1],1)%*% beta1_pt[,1])* bs0,2,q95_2)
beta1_u_ci = beta1_pt[,2] - apply( (mat_beta1_u - matrix(1,dim(mat_beta1_l)[1],1)%*% beta1_pt[,2])* bs0,2,q05_2)
######################### enforce the constraints on the CI #############################################################
if(!is.null(constraint)){
nbV = dim(values)[1]
if(length(constraint)==1){
if(length(values_sel$selected)< length(values_sel$old)){
grouped0 = TRUE # for monotone, convex, do not consider 0.
}else{
grouped0 = FALSE
}
}else{
if(dim(values_sel$selected)[1]< dim(values_sel$old)[1]){
grouped0 = TRUE # for monotone, convex, do not consider 0.
}else{
grouped0 = FALSE
}
}
# compute matrix R (put as a function)
selected <- as.numeric(rownames(values_sel$selected))
if(length(constraint)==1){ ### only 1 Xc
cptR <- compute_constraints(constraint,values,values_sel,indexes_k=NULL,nbV, grouped0,ind=NULL,c_sign)
R <- cptR$R
pp0 <- cptR$pp0
pp01 <- cptR$pp01
if(is.null(dim(R))){
indR = 1
}else{
indR = length(R[,1])
}
non_na_indexes=1
R_all=vector("list")
pp0_all=vector("list")
R_all[[1]] <-R
pp0_all[[1]] <- pp0
}else{
# get the indices of non null elements in constraints
non_na_indexes <- (1:length(constraint))[!is.na(constraint)]
# j=1
grouped0 = FALSE
R_all=vector("list")
pp0_all=vector("list")
indR = 0
for(j in non_na_indexes){
R=NULL
pp0=NULL
# for all them k
# get the values of values-k
values_selected_k <- as.matrix(values_sel$selected[,-c(j)])
values_selected_k1 <- as.matrix(values_selected_k[!duplicated(values_selected_k),])
#jj=1
for(jj in 1:length(values_selected_k1[,1])){
curr_k = values_selected_k1[jj,]
indexes_k = matrix(1,dim(values_selected_k)[1],1)
for(ddd in 1:dim(values_selected_k)[2]){
indexes_k = indexes_k & (values_selected_k[,ddd]== curr_k[ddd])
}
# -> liste of valuesk on which we compute the constraints
values_k <- values_sel$selected[ indexes_k,]
nbV_k = dim( values_k)[1]
if( nbV_k>1){
cptR <- compute_constraints(constraint[j],values,values_sel,indexes_k,nbV, grouped0,ind=j,c_sign) # modify for c_sign
# R_k <- cptR$R
# pp0_k <- ((1:length(values[,1]))[indexes_k])[as.matrix(cptR$pp0)]
# # dim(pp0_k )
R_k <- cptR$R
pp0_k =NULL
for(ko in 1:dim(cptR$pp0)[1]){
pp0_k <- rbind(pp0_k, ((1:length(values[,1]))[indexes_k])[as.matrix(cptR$pp0)[ko,]])
}
# length(pp0_k )
R = rbind(R,R_k)
pp0 = rbind(pp0,pp0_k)
}
}
inna <- rowMeans(is.na(R)) >0
R <- R[!inna,]
pp0 <- pp0[!inna,]
if(is.null(dim(R))){
indR =1 + indR
}else{
indR = length(R[,1])+ indR
}
# R_k <- na.omit(R_k)
R_all[[j]] <-R
pp0_all[[j]] <- pp0
}
}
indic =1
# j =1
for(j in non_na_indexes){
constraint1 = constraint[j]
R <- R_all[[j]]
pp0 <- pp0_all[[j]]
if(is.null(dim(R))){
lR =1
}else{
lR= length(R[,1])
}
# k=1
for(k in 1:lR){ ## for all the constraints on Xc
if(constraint1=="convex" || constraint1=="concave"){
}else if(constraint1 =="sign" || constraint1 =="IV" ){
# beta1_l_ci =
# beta1_u_ci =
if(lR==1){
cc = max(1,as.numeric(pp0[2]))
refR = R[as.numeric( cc)]
}else{
cc = max(1,as.numeric(pp0[k,2]))
refR = R[k,as.numeric(cc)]
}
if( refR==1){
beta1_l_ci[cc -1] = max( beta1_l_ci[cc -1],0)
beta1_u_ci[cc -1] = max( beta1_u_ci[cc -1],0)
beta1_pt[cc-1,1] = max( beta1_pt[cc -1,1],0)
beta1_pt[cc -1,2] = max( beta1_pt[cc -1,2],0)
}else{
beta1_l_ci[cc -1] = min( beta1_l_ci[cc -1],0)
beta1_u_ci[cc -1] = min( beta1_u_ci[cc -1],0)
beta1_pt[cc -1,1] = min( beta1_pt[cc -1,1],0)
beta1_pt[cc -1,2] = min( beta1_pt[cc -1,2],0)
}
}else if(constraint1 =="nondecreasing" || constraint1 =="nonincreasing" ){
# beta1_u_ci =
if(lR==1){
cc = max(1,as.numeric(pp0[2]))
refR = R[as.numeric( cc)]
}else{
cc = max(1,as.numeric(pp0[k,2]))
refR = R[k,as.numeric(cc)]
}
if( refR==1){
beta1_l_ci[cc -1] = max( beta1_l_ci[cc -1],0)
beta1_u_ci[cc -1] = max( beta1_u_ci[cc -1],0)
beta1_pt[cc-1,1] = max( beta1_pt[cc -1,1],0)
beta1_pt[cc -1,2] = max( beta1_pt[cc -1,2],0)
}else{
beta1_l_ci[cc -1] = min( beta1_l_ci[cc -1],0)
beta1_u_ci[cc -1] = min( beta1_u_ci[cc -1],0)
beta1_pt[cc -1,1] = min( beta1_pt[cc -1,1],0)
beta1_pt[cc -1,2] = min( beta1_pt[cc -1,2],0)
}
}
# indic= indic+1
}
}
}
beta1_ci <- cbind(beta1_l_ci, beta1_u_ci )
hull_sharp[["betac_ci"]] <- beta1_ci
hull_point[["betac_pt"]] <- beta1_pt
### without sign constraints ######################################################################"
beta1_pt <- compute_bnds_betac(sample1 =NULL, info0 = mat_var_out1, values,
constraint , c_sign0 = c_sign, nc_sign0=nc_sign , refs0, c_var, nc_var, sam0, info1=NULL ,constr=FALSE)
mat_beta1_l = matrix(0,Bsamp,length(refs0))
mat_beta1_u = matrix(0,Bsamp,length(refs0))
if(nbCores>1){
res0b <- sfLapply(1:Bsamp,compute_bnds_betac, info0 = res0, values, constraint , c_sign0 = c_sign, nc_sign0=nc_sign , refs0, c_var,
nc_var, sam0, info1=NULL , constr=FALSE)
}else{
res0b <- lapply(1:Bsamp,compute_bnds_betac,info = res0, values, constraint , c_sign0 = c_sign, nc_sign0=nc_sign , refs0, c_var,
nc_var, sam0 , info1=NULL, constr=FALSE)
}
for(b in 1:Bsamp){
mat_beta1_l[b,] = res0b[[b]][,1]
mat_beta1_u[b,] = res0b[[b]][,2]
}
beta1_l_ci = beta1_pt[,1] - apply((mat_beta1_l - matrix(1,dim(mat_beta1_l)[1],1)%*% beta1_pt[,1])* bs0,2,q95)
beta1_u_ci = beta1_pt[,2] - apply((mat_beta1_u - matrix(1,dim(mat_beta1_l)[1],1)%*% beta1_pt[,2])* bs0,2,q05)
beta1_ci <- cbind(beta1_l_ci, beta1_u_ci )
hull_sharp[["betac_ci_unc"]] <- beta1_ci
hull_point[["betac_pt_unc"]] <- beta1_pt
}
if(modeNA ==TRUE){
no_inter = hull_sharp[["upper"]] < hull_sharp[["lower"]]
hull_sharp[["upper"]][no_inter] <- NA
hull_sharp[["lower"]][no_inter] <- NA
}
}else{
hull_sharp <- matrix(NA,1,1)
}
if(outside ==FALSE & nbCores>1){
sfStop()
}
###########################################################################################################################################################
########################################### Compute projections (Support function) ########################################################################
###########################################################################################################################################################
}else{
## do not use c_sign
if(!is.null(c_sign)){
c_sign= 0*c_sign
}
minsel="normal"
mat_var_out1 <- compute_support(sample1 =NULL,Xc_x,Xnc,Xc_y,Y,
values,dimXc,dimXnc,
nb_pts, sam0, eps_default0, grid,lim =limit,
weights_x,weights_y, constraint,
c_sign =c_sign, nc_sign,refs0,type="both",meth=meth, bc=TRUE,
version = version, R2bound,values_sel,ties,modeNA )
hull_point[["support"]] <- mat_var_out1
if(Bsamp!=0){
# mat_var_out1
Bsamp1 = Bsamp
if(!is.null(seed)){
set.seed(seed0)
}
# start_time <- Sys.time()
if(nbCores>1){
res0 <- sfLapply(1:Bsamp1, compute_support,Xc_x,Xnc,Xc_y,Y,values,dimXc,dimXnc,nb_pts,sam0, eps_default0,
grid,lim =limit ,
weights_x, weights_y, constraint,
c_sign = c_sign, nc_sign,refs0,type="both",meth=meth,
bc=TRUE, version = version, R2bound,values_sel,ties,modeNA )
}else{
res0 <- lapply(1:Bsamp1, compute_support, Xc_x,Xnc,Xc_y,Y,values,dimXc,dimXnc,nb_pts,sam0, eps_default0,
grid,lim =limit ,
weights_x, weights_y, constraint,
c_sign = c_sign, nc_sign,refs0,type="both",meth=meth,
bc=TRUE, version = version,R2bound,values_sel,ties,modeNA )
}
mat_varb = matrix(0,Bsamp1,dim(sam0)[1])
for(b in 1:Bsamp1){
mat_varb[b,] = res0[[b]][,3]
}
if(!is.null(seed)){
set.seed(NULL)
}
n_x = dim(Xnc)[1]
n_y = dim(Y)[1]
#### subsampling
T_xy=n_x*(n_y/(n_x+n_y))
n_xy = min(n_x,n_y)
bs = floor(sampling_rule(T_xy))+1
bs0 = sqrt(bs/T_xy)
mat_var_out = mat_var_out1[,3] - apply(mat_varb - matrix(1,dim(mat_varb)[1],1)%*% mat_var_out1[,3],2,q05)* bs0
hull_sharp[["support"]] <- cbind(sam0,mat_var_out)
}else{
hull_sharp[["support"]] <- matrix(NA,1,1)
}
if(outside ==FALSE & nbCores>1){
sfStop()
}
} ###########################
output[["ci"]] <- hull_sharp
output[["point"]] <- hull_point
output[["epsilon"]] <- eps_default0
if(!is.null(R2bound)){
output[["Rs"]] <- Rs
}
return(output)
}
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