Nothing
# These functions are
# Copyright (C) 1998-2024 T.W. Yee, University of Auckland.
# All rights reserved.
dvMF3 <-
function(x, colatitude, longitude, concentration,
byrow.arg = FALSE, log = FALSE) {
if (!is.logical(log.arg <- log) || length(log) != 1)
stop("bad input for argument 'log'")
rm(log)
if (is.vector(x) && length(x) == 2)
x <- rbind(x)
if (!is.matrix(x))
x <- as.matrix(x)
LLL <- max(nrow(x), length(colatitude),
length(colatitude), length(concentration))
if (nrow(x) != LLL)
x <- matrix(as.vector(x), LLL, 2, byrow = byrow.arg)
if (length(longitude) != LLL)
longitude <- rep_len(longitude, LLL)
if (length(colatitude) != LLL)
colatitude <- rep_len(colatitude, LLL)
if (length(concentration) != LLL)
concentration <- rep_len(concentration, LLL)
bad0 <- !is.finite(colatitude) | !is.finite(longitude) |
!is.finite(concentration) # | concentration <= 0
bad <- bad0 | !is.finite(rowSums(x))
logpdf <- rowSums(x) + colatitude + longitude + concentration
if (any(!bad)) {
ind4 <- (1:LLL)[!bad]
xsub <- x[ind4, 1:2, drop = FALSE]
logpdf[!bad] <- log(concentration[!bad]) -
log(4 * pi) - log(sinh(concentration[!bad])) +
(concentration[!bad]) * (
sin(xsub[, 1]) * sin(colatitude[!bad]) *
cos(xsub[, 2] - longitude[!bad]) +
cos(xsub[, 1]) * cos(colatitude[!bad]))
}
logpdf[!bad0 & is.infinite(rowSums(x))] <- log(0)
logpdf[ bad0] <- NaN
if (log.arg) logpdf else exp(logpdf)
} # dvMF3()
vMF3 <-
function(lcolati = extlogitlink(min = -pi, max = pi), #"identitylink",
llongit = extlogitlink(min = -pi, max = pi), #"identitylink",
lconcen = "loglink", # "logitlink",
icolati = NULL, ilongit = NULL, iconcen = NULL,
gcolati = exp(2*ppoints(5) - 1),
glongit = exp(2*ppoints(5) - 1),
gconcen = exp(2*ppoints(5) - 1),
tol12 = 1.0e-4,
zero = NULL) {
lcolati <- as.list(substitute(lcolati))
ecolati <- link2list(lcolati)
lcolati <- attr(ecolati, "function.name")
llongit <- as.list(substitute(llongit))
elongit <- link2list(llongit)
llongit <- attr(elongit, "function.name")
lconcen <- as.list(substitute(lconcen))
econcen <- link2list(lconcen)
lconcen <- attr(econcen, "function.name")
new("vglmff",
blurb = c("von Mises-Fisher distribution on the sphere\n\n",
"Links: ",
namesof("colati", lcolati, ecolati, tag = FALSE), ", ",
namesof("longit", llongit, elongit, tag = FALSE), ", ",
namesof("concen", lconcen, econcen, tag = FALSE), "\n",
"Mean: zz longit * beta(1 + 1 / colati, longit)"),
constraints = eval(substitute(expression({
constraints <- cm.zero.VGAM(constraints, x = x, .zero ,
M = M, M1 = 3,
predictors.names = predictors.names)
}), list( .zero = zero ))),
infos = eval(substitute(function(...) {
list(M1 = 3,
Q1 = 2,
expected = TRUE,
multipleResponses = TRUE,
parameters.names = c("colati", "longit", "concen"),
lcolati = .lcolati ,
llongit = .llongit ,
lconcen = .lconcen ,
zero = .zero )
}, list( .zero = zero, .lcolati = lcolati,
.llongit = llongit , .lconcen = lconcen ))),
initialize = eval(substitute(expression({
Q1 <- 2 # Bivariate response
checklist <- w.y.check(w = w, y = y, # Is.positive.y = TRUE,
ncol.w.max = Inf, ncol.y.max = Inf,
out.wy = TRUE, colsyperw = Q1,
maximize = TRUE)
w <- checklist$w
y <- checklist$y # Now 'w' and 'y' have the correct dimension.
extra$ncoly <- ncoly <- ncol(y)
extra$M1 <- M1 <- 3
M <- M1 * ncoly / Q1
NOS <- M / M1
mynames1 <- param.names("colati", ncoly, skip1 = TRUE)
mynames2 <- param.names("longit", ncoly, skip1 = TRUE)
mynames3 <- param.names("concen", ncoly, skip1 = TRUE)
predictors.names <-
c(namesof(mynames1, .lcolati , earg = .ecolati , tag = FALSE),
namesof(mynames2, .llongit , earg = .elongit , tag = FALSE),
namesof(mynames3, .lconcen , earg = .econcen , tag = FALSE))[
interleave.VGAM(M, M1 = M1)]
if (!length(etastart)) {
colati.init <-
longit.init <-
concen.init <- matrix(NA_real_, n, NOS)
vMF3.Loglikfun <- function(colati, y, x, w, extraargs) {
mediany <- colSums(y * w) / colSums(w)
longit <- log(0.5) / log1p(-(mediany^colati))
concen <- log(0.5) / log1p(-(mediany^colati))
sum(c(w) * dvMF3(y, colati = colati, longit = longit,
concen = concen, log = TRUE))
}
for (spp. in 1:NOS) { # For each response 'y_spp.'... do:
yvec <- y[, Q1 * spp. - (1:0)] # A 2-coln matrix, actually
wvec <- w[, spp.]
gcolati <- ( .gcolati )
glongit <- ( .glongit )
gconcen <- ( .gconcen )
if (length( .icolati )) gcolati <- rep_len( .icolati , NOS)
if (length( .ilongit )) glongit <- rep_len( .ilongit , NOS)
if (length( .iconcen )) gconcen <- rep_len( .iconcen , NOS)
ll.vMF3 <- function(concenval, colati, longit,
x = x, y = y, w = w, extraargs) {
ans <- sum(c(w) * dvMF3(x = y,
concen = concenval,
colati = colati,
longit = longit, log = TRUE))
ans
}
try.this <-
grid.search3(gconcen, gcolati, glongit,
objfun = ll.vMF3,
y = yvec, w = wvec,
ret.objfun = TRUE) # Last value is the loglik
print("try.this")
print( try.this )
concen.init[, spp.] <- try.this["Value1" ]
colati.init[, spp.] <- try.this["Value2" ]
longit.init[, spp.] <- try.this["Value3" ]
} # End of for (spp. ...)
etastart <-
cbind(theta2eta(colati.init, .lcolati , earg = .ecolati ),
theta2eta(longit.init, .llongit , earg = .elongit ),
theta2eta(concen.init, .lconcen , earg = .econcen ))[,
interleave.VGAM(M, M1 = M1)]
}
}), list(
.lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.icolati = icolati, .ilongit = ilongit, .iconcen = iconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen,
.gcolati = gcolati, .glongit = glongit, .gconcen = gconcen
))),
linkinv = eval(substitute(function(eta, extra = NULL) {
colati=eta2theta(eta[, c(TRUE, FALSE, FALSE)], .lcolati , .ecolati )
longit=eta2theta(eta[, c(FALSE, TRUE, FALSE)], .llongit , .elongit )
concen=eta2theta(eta[, c(FALSE, FALSE, TRUE)], .lconcen , .econcen )
longit
}, list(
.lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
last = eval(substitute(expression({
misc$link <- c(rep_len( .lcolati , M / M1),
rep_len( .llongit , M / M1),
rep_len( .lconcen , M / M1))[
interleave.VGAM(M, M1 = M1)]
temp.names <- c(mynames1, mynames2, mynames3)[
interleave.VGAM(M, M1 = M1)]
names(misc$link) <- temp.names
misc$earg <- vector("list", M)
names(misc$earg) <- temp.names
for (ii in 1:(M / M1)) {
misc$earg[[M1*ii-2]] <- ( .ecolati )
misc$earg[[M1*ii-1]] <- ( .elongit )
misc$earg[[M1*ii ]] <- ( .econcen )
}
}), list(
.lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
loglikelihood = eval(substitute(
function(mu, y, w, residuals = FALSE, eta,
extra = NULL, summation = TRUE) {
colati=eta2theta(eta[, c(TRUE, FALSE, FALSE)], .lcolati , .ecolati )
longit=eta2theta(eta[, c(FALSE, TRUE, FALSE)], .llongit , .elongit )
concen=eta2theta(eta[, c(FALSE, FALSE, TRUE)], .lconcen , .econcen )
if (residuals) {
stop("loglikelihood residuals not implemented yet")
} else {
ll.elts <- c(w) * dvMF3(x = y, colati, longitude = longit,
concentration = concen, log = TRUE)
if (summation) sum(ll.elts) else ll.elts
}
}, list(
.lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
vfamily = c("vMF3"),
validparams = eval(substitute(function(eta, y, extra = NULL) {
colati=eta2theta(eta[, c(TRUE, FALSE, FALSE)], .lcolati , .ecolati )
longit=eta2theta(eta[, c(FALSE, TRUE, FALSE)], .llongit , .elongit )
concen=eta2theta(eta[, c(FALSE, FALSE, TRUE)], .lconcen , .econcen )
okay1 <- all(is.finite(colati)) && # all(0 < colati) &&
all(is.finite(longit)) && # all(0 < longit) &&
all(is.finite(concen)) # && all(0 < concen)
if (!okay1)
cat("not okay\n")
okay1
}, list(
.lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
simslot = eval(substitute(
function(object, nsim) {
eta <- predict(object)
colati=eta2theta(eta[, c(TRUE, FALSE, FALSE)], .lcolati , .ecolati )
longit=eta2theta(eta[, c(FALSE, TRUE, FALSE)], .llongit , .elongit )
concen=eta2theta(eta[, c(FALSE, FALSE, TRUE)], .lconcen , .econcen )
rvMF3(nsim * length(colati), colati = colati,
longit = longit, concen = concen)
},
list( .lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
deriv = eval(substitute(expression({
colati=eta2theta(eta[, c(TRUE, FALSE, FALSE)], .lcolati , .ecolati )
longit=eta2theta(eta[, c(FALSE, TRUE, FALSE)], .llongit , .elongit )
concen=eta2theta(eta[, c(FALSE, FALSE, TRUE)], .lconcen , .econcen )
dcolati.deta <- dtheta.deta(colati, .lcolati , earg = .ecolati )
dlongit.deta <- dtheta.deta(longit, .llongit , earg = .elongit )
dconcen.deta <- dtheta.deta(concen, .lconcen , earg = .econcen )
coth <- function(z) cosh(z) / sinh(z)
Akappa <- coth(concen) - 1 / concen
R.rem <- sin(y[, c(TRUE, FALSE)]) *
sin(colati) *
cos(y[, c(FALSE, TRUE)] - longit) +
cos(y[, c(TRUE, FALSE)]) * cos(colati)
dl.dcolati <- concen * (sin(y[, c(TRUE, FALSE)]) *
cos(colati) *
cos(y[, c(FALSE, TRUE)] - longit) -
cos(y[, c(TRUE, FALSE)]) * sin(colati))
dl.dlongit <- concen * sin(y[, c(TRUE, FALSE)]) *
sin(colati) *
sin(y[, c(FALSE, TRUE)] - longit)
dl.dconcen <- (-Akappa) + R.rem # 1 / concen - coth(concen) + R.rem
dl.deta <- c(w) * cbind(dl.dcolati * dcolati.deta,
dl.dlongit * dlongit.deta,
dl.dconcen * dconcen.deta)
dl.deta[, interleave.VGAM(M, M1 = M1)]
}),
list( .lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen ))),
weight = eval(substitute(expression({
ned2l.dcolati2 <- (-concen) * Akappa # 1 - coth(concen) / concen
ned2l.dlongit2 <- concen * Akappa * (sin(colati))^2
ned2l.dconcen2 <- (1 / sinh(concen))^2 - (1 / concen)^2
wz <- array(c(c(w) * ned2l.dcolati2 * dcolati.deta^2,
c(w) * ned2l.dlongit2 * dlongit.deta^2,
c(w) * ned2l.dconcen2 * dconcen.deta^2,
numeric(n),
numeric(n),
numeric(n)),
dim = c(n, M / M1, 6))
wz <- arwz2wz(wz, M = M, M1 = M1)
wz
}),
list( .lcolati = lcolati, .llongit = llongit, .lconcen = lconcen,
.ecolati = ecolati, .elongit = elongit, .econcen = econcen,
.tol12 = tol12 ))))
} # vMF3
dcard <- function(x, mu, rho, log = FALSE) {
if (!is.logical(log.arg <- log) || length(log) != 1)
stop("bad input for argument 'log'")
rm(log)
L <- max(length(x), length(mu), length(rho))
if (length(x) != L) x <- rep_len(x, L)
if (length(mu) != L) mu <- rep_len(mu, L)
if (length(rho) != L) rho <- rep_len(rho, L)
logdensity <- rep_len(log(0), L)
xok <- (x > 0) & (x < (2*pi))
logdensity[xok] <- -log(2*pi) + log1p(2 * rho[xok] *
cos(x[xok]-mu[xok]))
logdensity[mu <= 0] <- NaN
logdensity[mu >= 2*pi] <- NaN
logdensity[rho <= -0.5] <- NaN
logdensity[rho >= 0.5] <- NaN
if (log.arg) logdensity else exp(logdensity)
}
pcard <- function(q, mu, rho, lower.tail = TRUE, log.p = FALSE) {
if (!is.logical(lower.tail) || length(lower.tail ) != 1)
stop("bad input for argument 'lower.tail'")
if (!is.logical(log.p) || length(log.p) != 1)
stop("bad input for argument 'log.p'")
if (lower.tail) {
if (log.p) {
ans <- log((q + 2 * rho * (sin(q-mu) + sin(mu))) / (2*pi))
ans[q <= 0 ] <- -Inf
ans[q >= (2*pi)] <- 0
} else {
ans <- (q + 2 * rho * (sin(q-mu) + sin(mu))) / (2*pi)
ans[q <= 0] <- 0
ans[q >= (2*pi)] <- 1
}
} else {
if (log.p) {
ans <- log1p(-(q + 2 * rho * (sin(q-mu) + sin(mu))) / (2*pi))
ans[q <= 0] <- 0
ans[q >= (2*pi)] <- -Inf
} else {
ans <- (2*pi - q - 2 * rho * (sin(q-mu) + sin(mu))) / (2*pi)
ans[q <= 0] <- 1
ans[q >= (2*pi)] <- 0
}
}
ans[mu < 0 | mu > 2*pi] <- NaN # A warning() may be a good idea here
ans[abs(rho) > 0.5] <- NaN
ans
}
qcard <- function(p, mu, rho, tolerance = 1.0e-7, maxits = 500,
lower.tail = TRUE, log.p = FALSE) {
if (!is.Numeric(p) || any(p < 0) || any(p > 1))
stop("'p' must be between 0 and 1")
nn <- max(length(p), length(mu), length(rho))
if (length(p) != nn) p <- rep_len(p, nn)
if (length(mu) != nn) mu <- rep_len(mu, nn)
if (length(rho) != nn) rho <- rep_len(rho, nn)
if (!is.logical(lower.tail) || length(lower.tail ) != 1)
stop("bad input for argument 'lower.tail'")
if (!is.logical(log.p) || length(log.p) != 1)
stop("bad input for argument 'log.p'")
if (lower.tail) {
if (log.p) {
ln.p <- p
for (its in 1:maxits) {
oldans <- 2 * pi * exp(ln.p)
ans <- oldans - (oldans + 2 * rho * (sin(oldans-mu)+sin(mu)) -
2*pi*exp(ln.p)) / (1 + 2 * rho * cos(oldans - mu))
index <- (ans < 0) | (ans > 2*pi)
if (any(index)) {
ans[index] <- runif (sum(index), 0, 2*pi)
}
if (max(abs(ans - oldans)) < tolerance)
break
if (its == maxits) {
warning("did not converge")
break
}
oldans <- ans
}
} else {
for (its in 1:maxits) {
oldans <- 2 * pi * p
ans <- oldans - (oldans + 2 * rho * (sin(oldans-mu)+sin(mu)) -
2*pi*p) / (1 + 2 * rho * cos(oldans - mu))
index <- (ans < 0) | (ans > 2*pi) # 20141216 KaiH Remove ans == 0
if (any(index)) {
ans[index] <- runif(sum(index), 0, 2*pi)
}
if (max(abs(ans - oldans)) < tolerance)
break
if (its == maxits) {
warning("did not converge")
break
}
oldans <- ans
}
}
} else {
if (log.p) {
ln.p <- p
for (its in 1:maxits) {
oldans <- - 2 * pi * expm1(ln.p)
ans <- oldans - (oldans + 2 * rho * (sin(oldans-mu)+sin(mu)) +
2*pi*expm1(ln.p)) / (1 + 2 * rho * cos(oldans - mu))
index <- (ans < 0) | (ans > 2*pi)
if (any(index)) {
ans[index] <- runif (sum(index), 0, 2*pi)
}
if (max(abs(ans - oldans)) < tolerance)
break
if (its == maxits) {
warning("did not converge")
break
}
oldans <- ans
}
} else {
for (its in 1:maxits) {
oldans <- 2 * pi - 2 * pi * p
ans <- oldans - (oldans + 2 * rho * (sin(oldans-mu)+sin(mu)) -
2*pi + 2*pi*p) / (1 + 2 * rho * cos(oldans - mu))
index <- (ans < 0) | (ans > 2*pi)
if (any(index)) {
ans[index] <- runif (sum(index), 0, 2*pi)
}
if (max(abs(ans - oldans)) < tolerance)
break
if (its == maxits) {
warning("did not converge")
break
}
oldans <- ans
}
}
}
ans[mu < 0 | mu > 2*pi] <- NaN # A warning() may be a good idea here
ans[abs(rho) > 0.5] <- NaN
ans
}
rcard <- function(n, mu, rho, ...) {
use.n <- if ((length.n <- length(n)) > 1) length.n else
if (!is.Numeric(n, integer.valued = TRUE,
length.arg = 1, positive = TRUE))
stop("bad input for argument 'n'") else n
if (!is.Numeric(mu) || any(mu < 0) || any(mu > 2*pi))
stop("argument 'mu' must be between 0 and 2*pi inclusive")
if (!is.Numeric(rho) || max(abs(rho) > 0.5))
stop("argument 'rho' must be between -0.5 and 0.5 inclusive")
mu <- rep_len(mu, use.n)
rho <- rep_len(rho, use.n)
qcard(runif(use.n), mu = mu, rho = rho, ...)
}
cardioid.control <- function(save.weights = TRUE, ...) {
list(save.weights = save.weights)
}
cardioid <- function(
lmu = extlogitlink(min = 0, max = 2*pi),
lrho = extlogitlink(min = -0.5, max = 0.5),
imu = NULL, irho = 0.3,
nsimEIM = 100, zero = NULL) {
lmu <- as.list(substitute(lmu))
emu <- link2list(lmu)
lmu <- attr(emu, "function.name")
lrho <- as.list(substitute(lrho))
erho <- link2list(lrho)
lrho <- attr(erho, "function.name")
if (length(imu) && (!is.Numeric(imu, positive = TRUE) ||
any(imu > 2*pi)))
stop("bad input for argument 'imu'")
if (!is.Numeric(irho) || max(abs(irho)) > 0.5)
stop("bad input for argument 'irho'")
if (!is.Numeric(nsimEIM, length.arg = 1,
integer.valued = TRUE) ||
nsimEIM <= 50)
stop("'nsimEIM' should be an integer greater than 50")
new("vglmff",
blurb = c("Cardioid distribution\n\n",
"Links: ",
namesof("mu", lmu, emu, tag = FALSE), ", ",
namesof("rho", lrho, erho, tag = FALSE), "\n",
"Mean: ",
"pi + (rho/pi) *",
"((2*pi-mu)*sin(2*pi-mu)+cos(2*pi-mu)-mu*sin(mu)-cos(mu))"),
constraints = eval(substitute(expression({
constraints <- cm.zero.VGAM(constraints, x = x, .zero ,
M = M, M1 = 2,
predictors.names = predictors.names)
}), list( .zero = zero ))),
infos = eval(substitute(function(...) {
list(M1 = 2,
Q1 = 1,
expected = TRUE,
multipleResponses = FALSE,
parameters.names = c("mu", "rho"),
nsimEIM = .nsimEIM ,
lmu = .lmu ,
lrho = .lrho ,
zero = .zero )
}, list( .zero = zero, .lmu = lmu, .lrho = lrho,
.nsimEIM = nsimEIM ))),
initialize = eval(substitute(expression({
temp5 <-
w.y.check(w = w, y = y,
Is.positive.y = TRUE,
out.wy = TRUE,
colsyperw = 1,
maximize = TRUE)
w <- temp5$w
y <- temp5$y
if (any((y <= 0) | (y >=2*pi)))
stop("the response must be in (0, 2*pi)")
predictors.names <- c(
namesof("mu", .lmu , earg = .emu , tag = FALSE),
namesof("rho", .lrho , earg = .erho , tag = FALSE))
if (!length(etastart)) {
rho.init <- rep_len(if (length( .irho )) .irho else 0.3, n)
cardioid.Loglikfun <- function(mu, y, x, w, extraargs) {
rho <- extraargs$irho
sum(w * (-log(2*pi) + log1p(2*rho*cos(y-mu))))
}
mu.grid <- seq(0.1, 6.0, len = 19)
mu.init <- if (length( .imu )) .imu else
grid.search(mu.grid, objfun = cardioid.Loglikfun,
y = y, x = x, w = w,
extraargs = list(irho = rho.init))
mu.init <- rep_len(mu.init, length(y))
etastart <-
cbind(theta2eta( mu.init, .lmu , earg = .emu ),
theta2eta(rho.init, .lrho , earg = .erho ))
}
}), list( .lmu = lmu, .lrho = lrho,
.imu = imu, .irho = irho,
.emu = emu, .erho = erho ))),
linkinv = eval(substitute(function(eta, extra = NULL){
mu <- eta2theta(eta[, 1], link = .lmu , earg = .emu )
rho <- eta2theta(eta[, 2], link = .lrho , earg = .erho )
pi + (rho/pi) *
((2*pi-mu)*sin(2*pi-mu) + cos(2*pi-mu) - mu*sin(mu) - cos(mu))
}, list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho ))),
last = eval(substitute(expression({
misc$link <- c("mu" = .lmu , "rho" = .lrho )
misc$earg <- list("mu" = .emu , "rho" = .erho )
misc$expected <- TRUE
misc$nsimEIM <- .nsimEIM
}), list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho, .nsimEIM = nsimEIM ))),
loglikelihood = eval(substitute(
function(mu, y, w, residuals = FALSE, eta, extra = NULL,
summation = TRUE) {
mu <- eta2theta(eta[, 1], link = .lmu , earg = .emu )
rho <- eta2theta(eta[, 2], link = .lrho , earg = .erho )
if (residuals) {
stop("loglikelihood residuals not implemented yet")
} else {
ll.elts <- c(w) * dcard(x = y, mu = mu, rho = rho, log = TRUE)
if (summation) {
sum(ll.elts)
} else {
ll.elts
}
}
}, list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho ))),
vfamily = c("cardioid"),
validparams = eval(substitute(function(eta, y, extra = NULL) {
mu <- eta2theta(eta[, 1], link = .lmu , earg = .emu )
rho <- eta2theta(eta[, 2], link = .lrho , earg = .erho )
okay1 <- all(is.finite(mu )) && all( 0 < mu & mu < 2*pi) &&
all(is.finite(rho)) && all(-0.5 < rho & rho < 0.5)
okay1
}, list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho ))),
deriv = eval(substitute(expression({
mu <- eta2theta(eta[, 1], link = .lmu , earg = .emu )
rho <- eta2theta(eta[, 2], link = .lrho , earg = .erho )
dmu.deta <- dtheta.deta(mu, link = .lmu , earg = .emu )
drho.deta <- dtheta.deta(rho, link = .lrho , earg = .erho )
dl.dmu <- 2 * rho * sin(y-mu) / (1 + 2 * rho * cos(y-mu))
dl.drho <- 2 * cos(y-mu) / (1 + 2 * rho * cos(y-mu))
c(w) * cbind(dl.dmu * dmu.deta,
dl.drho * drho.deta)
}), list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho, .nsimEIM = nsimEIM ))),
weight = eval(substitute(expression({
run.varcov <- 0
ind1 <- iam(NA, NA, M = M, both = TRUE, diag = TRUE)
index0 <- iam(NA, NA, M = M, both = TRUE, diag = TRUE)
for (ii in 1:( .nsimEIM )) {
ysim <- rcard(n, mu=mu, rho=rho)
dl.dmu <- 2 * rho * sin(ysim-mu) / (1 + 2 * rho * cos(ysim-mu))
dl.drho <- 2 * cos(ysim-mu) / (1 + 2 * rho * cos(ysim-mu))
rm(ysim)
temp3 <- cbind(dl.dmu, dl.drho)
run.varcov <- ((ii-1) * run.varcov +
temp3[, ind1$row.index] *
temp3[, ind1$col.index]) / ii
}
wz <- if (intercept.only)
matrix(colMeans(run.varcov),
n, ncol(run.varcov), byrow = TRUE) else run.varcov
dtheta.detas <- cbind(dmu.deta, drho.deta)
wz <- wz * dtheta.detas[, index0$row] *
dtheta.detas[, index0$col]
c(w) * wz
}),
list( .lmu = lmu, .lrho = lrho,
.emu = emu, .erho = erho, .nsimEIM = nsimEIM ))))
}
vonmises <-
function(llocation = extlogitlink(min = 0, max = 2*pi),
lscale = "loglink",
ilocation = NULL, iscale = NULL,
imethod = 1, zero = NULL) {
llocat <- as.list(substitute(llocation))
elocat <- link2list(llocat)
llocat <- attr(elocat, "function.name")
lscale <- as.list(substitute(lscale))
escale <- link2list(lscale)
lscale <- attr(escale, "function.name")
ilocat <- ilocation
if (!is.Numeric(imethod, length.arg = 1,
integer.valued = TRUE, positive = TRUE) ||
imethod > 2)
stop("argument 'imethod' must be 1 or 2")
new("vglmff",
blurb = c("Von Mises distribution\n\n",
"Links: ",
namesof("location", llocat, earg = elocat), ", ",
namesof("scale", lscale, earg = escale),
"\n", "\n",
"Mean: location"),
constraints = eval(substitute(expression({
constraints <- cm.zero.VGAM(constraints, x = x, .zero ,
M = M, M1 = 2,
predictors.names = predictors.names)
}), list( .zero = zero ))),
infos = eval(substitute(function(...) {
list(M1 = 2,
expected = TRUE,
multipleResponses = FALSE,
parameters.names = c("location", "scale"),
zero = .zero )
}, list( .zero = zero ))),
initialize = eval(substitute(expression({
w.y.check(w = w, y = y)
predictors.names <-
c(namesof("location", .llocat , earg = .elocat , tag = FALSE),
namesof("scale", .lscale , earg = .escale , tag = FALSE))
if (!length(etastart)) {
if ( .imethod == 1) {
locat.init <- mean(y)
rat10 <- sqrt((sum(w*cos(y )))^2 + sum(w*sin(y))^2) / sum(w)
scale.init <- sqrt(1 - rat10)
} else {
locat.init <- median(y)
scale.init <- sqrt(sum(w*abs(y - locat.init)) / sum(w))
}
locat.init <- rep_len(if (length( .ilocat )) .ilocat else
locat.init,n)
scale.init <- rep_len(if (length( .iscale )) .iscale else 1, n)
etastart <- cbind(
theta2eta(locat.init, .llocat , earg = .elocat ),
theta2eta(scale.init, .lscale , earg = .escale ))
}
y <- y %% (2*pi) # Coerce after initial values have been computed
}), list( .imethod = imethod, .ilocat = ilocat,
.escale = escale, .elocat = elocat,
.lscale = lscale, .llocat = llocat,
.iscale = iscale ))),
linkinv = eval(substitute(function(eta, extra = NULL) {
eta2theta(eta[, 1], .llocat , earg = .elocat ) %% (2*pi)
}, list( .escale = escale, .lscale = lscale,
.llocat = llocat, .elocat = elocat ))),
last = eval(substitute(expression({
misc$link <- c(location = .llocat , scale = .lscale )
misc$earg <- list(location = .elocat , scale = .escale )
}), list( .llocat = llocat, .lscale = lscale,
.elocat = elocat, .escale = escale ))),
loglikelihood = eval(substitute(
function(mu, y, w, residuals = FALSE, eta, extra = NULL,
summation = TRUE) {
locat <- eta2theta(eta[, 1], .llocat , earg = .elocat )
Scale <- eta2theta(eta[, 2], .lscale , earg = .escale )
if (residuals) {
stop("loglikelihood residuals not implemented yet")
} else {
ll.elts <- c(w) * (Scale * cos(y - locat) -
log(mbesselI0(x = Scale)))
if (summation) {
sum(ll.elts)
} else {
ll.elts
}
}
}, list( .escale = escale, .lscale = lscale,
.llocat = llocat, .elocat = elocat ))),
vfamily = c("vonmises"),
validparams = eval(substitute(function(eta, y, extra = NULL) {
locat <- eta2theta(eta[, 1], .llocat , earg = .elocat )
Scale <- eta2theta(eta[, 2], .lscale , earg = .escale )
okay1 <- all(is.finite(locat)) && all(0 < locat & locat < 2*pi) &&
all(is.finite(Scale)) && all(0 < Scale)
okay1
}, list( .escale = escale, .lscale = lscale,
.llocat = llocat, .elocat = elocat ))),
deriv = eval(substitute(expression({
locat <- eta2theta(eta[, 1], .llocat , earg = .elocat )
Scale <- eta2theta(eta[, 2], .lscale , earg = .escale )
tmp6 <- mbesselI0(x = Scale, deriv = 2)
dl.dlocat <- Scale * sin(y - locat)
dl.dscale <- cos(y - locat) - tmp6[, 2] / tmp6[, 1]
dlocat.deta <- dtheta.deta(locat, .llocat ,
earg = .elocat )
dscale.deta <- dtheta.deta(Scale, .lscale , earg = .escale )
c(w) * cbind(dl.dlocat * dlocat.deta,
dl.dscale * dscale.deta)
}), list( .escale = escale, .lscale = lscale,
.llocat = llocat, .elocat = elocat ))),
weight = eval(substitute(expression({
ned2l.dlocat2 <- Scale * tmp6[, 2] / tmp6[, 1]
ned2l.dscale2 <- tmp6[, 3] / tmp6[, 1] -
(tmp6[, 2] / tmp6[, 1])^2
wz <- matrix(0, nrow = n, ncol = 2) # diagonal
wz[, iam(1, 1, M)] <- ned2l.dlocat2 * dlocat.deta^2
wz[, iam(2, 2, M)] <- ned2l.dscale2 * dscale.deta^2
c(w) * wz
}),
list( .escale = escale, .elocat = elocat,
.lscale = lscale, .llocat = llocat ))))
} # vonmises
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