R/SKAT_CompQuadForm.R

Defines functions SKAT_liu.MOD SKAT_liu SKAT_davies

#########################################################
#
#	Functions from CompQuadForm package
#			date: 12/05/2011


SKAT_davies <- function(q,lambda,h = rep(1,length(lambda)),delta = rep(0,length(lambda)),sigma=0,lim=10000,acc=0.0001) {

  r <- length(lambda)
  if (length(h) != r) stop("lambda and h should have the same length!")
  if (length(delta) != r) stop("lambda and delta should have the same length!")
  
  out <- .C("qfc",lambdas=as.double(lambda),noncentral=as.double(delta),df=as.integer(h),r=as.integer(r),sigma=as.double(sigma),q=as.double(q),lim=as.integer(lim),acc=as.double(acc),trace=as.double(rep(0,7)),ifault=as.integer(0),res=as.double(0),PACKAGE="SKAT")

  out$res <- 1 - out$res
  
  return(list(trace=out$trace,ifault=out$ifault,Qq=out$res))
  
}

SKAT_liu <- function(q, lambda, h = rep(1,length(lambda)), delta = rep(0,length(lambda))) {

  r <- length(lambda)
  if (length(h) != r) stop("lambda and h should have the same length!")
  if (length(delta) != r) stop("lambda and delta should have the same length!")
 
  c1 <- sum(lambda*h) + sum(lambda*delta)

  c2 <- sum(lambda^2*h) + 2*sum(lambda^2*delta)

  c3 <- sum(lambda^3*h) + 3*sum(lambda^3*delta)

  c4 <- sum(lambda^4*h) + 4*sum(lambda^4*delta)
  
  s1 <- c3/(c2^(3/2))

  s2 <- c4/c2^2

  muQ <- c1

  sigmaQ <- sqrt(2*c2)

  tstar <- (q-muQ)/sigmaQ

  if (s1^2>s2) {

    a <- 1/(s1-sqrt(s1^2-s2))

    delta <- s1*a^3-a^2

    l <- a^2-2*delta

  } else {

    a <- 1/s1
    
    delta <- 0

    l <- c2^3/c3^2

  }

  muX <- l+delta

  sigmaX <- sqrt(2)*a
  
  Qq <- pchisq(tstar*sigmaX+muX,df=l,ncp=delta,lower.tail=FALSE)

  return(Qq)

}


SKAT_liu.MOD <- function(q, lambda, h = rep(1,length(lambda)), delta = rep(0,length(lambda))) {

  r <- length(lambda)
  if (length(h) != r) stop("lambda and h should have the same length!")
  if (length(delta) != r) stop("lambda and delta should have the same length!")
 
  c1 <- sum(lambda*h) + sum(lambda*delta)

  c2 <- sum(lambda^2*h) + 2*sum(lambda^2*delta)

  c3 <- sum(lambda^3*h) + 3*sum(lambda^3*delta)

  c4 <- sum(lambda^4*h) + 4*sum(lambda^4*delta)
  
  s1 <- c3/(c2^(3/2))

  s2 <- c4/c2^2

  muQ <- c1

  sigmaQ <- sqrt(2*c2)

  tstar <- (q-muQ)/sigmaQ

  if (s1^2>s2) {

    a <- 1/(s1-sqrt(s1^2-s2))

    delta <- s1*a^3-a^2

    l <- a^2-2*delta

  } else {

    delta <- 0
    l = 1/s2
    a = sqrt(l)

  }

  muX <- l+delta

  sigmaX <- sqrt(2)*a
  
  Qq <- pchisq(tstar*sigmaX+muX,df=l,ncp=delta,lower.tail=FALSE)

  return(Qq)

}

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SKAT documentation built on Jan. 15, 2023, 5:10 p.m.