R/uninormalQlink.R

Defines functions uninormalQlink

Documented in uninormalQlink uninormalQlink

#############################################################################
# These functions are Copyright (C) 2014--2021
# V. Miranda-Soberanis, Auckland University of Technology
# T. Yee, University of Auckland

uninormalQlink <- function(theta,
                           percentile = stop("Enter percentiles."),
                           sd = NULL, wrt.param = NULL,
                           bvalue = NULL, inverse = FALSE, 
                           deriv = 0, short = TRUE, tag = FALSE) {

  perc <- percentile ; rm(percentile)
  if (length(perc) & (!is.Numeric(perc, positive = TRUE) || 
                   any(perc >= 100) ))
    stop("Invalid input for argument 'percentile'.")
  
  if (!is.Numeric(deriv, length.arg = 1, integer.valued = TRUE) || 
      deriv > 2)
    stop("Argument 'deriv' unmatched.")
  
  if (length(wrt.param) && (!(wrt.param %in% 1:2) ||
                            !is.Numeric(wrt.param, length.arg = 1)) )
    stop("argument 'wrt.param' should be 1 or 2")
  
  if (is.character(theta)) {
    n.string <- if (short) {
      paste("uninormalQlink(", theta, ", sigma; ", perc, ")", sep = "") 
      }  else {
        paste(as.char.expression(theta), 
              " + sd * sqrt(2) * inv-erf( 2 * ",perc, "- 1 )", sep = "")
      }
    if (tag)
      n.string <- paste("Normal quantile link:", n.string)
    
    return(n.string)
  }
  

  sd.mat <- cbind(sd)
  theta  <- cbind(theta)

  if (any(sd.mat < 0))
    stop("Negative values for the 'sd' argument not allowed.")
  
  perc <- matrix(perc/1e2, nrow = nrow(theta), 
                     ncol = length(perc), byrow = TRUE)
  
  if (ncol(sd.mat) != ncol(theta)) {
    warning("Unequal number of cols for 'theta' and 'shape'.")
    sd.mat <- matrix(sd.mat, nrow = nrow(theta), ncol(theta), byrow = TRUE)
  }  
    
  if (nrow(sd.mat) != nrow(theta)) {
    vec2com <- c(nrow(sd.mat), nrow(theta))
    mymax <- which(vec2com == max(vec2com))[1]
    if (mymax == 2) {
      sd.mat <- matrix(sd.mat, nrow = max(vec2com), ncol = ncol(sd.mat))
    } else{
      theta <- matrix(theta, nrow = max(vec2com), ncol = ncol(theta))
    }
    warning("Unequal number of rows for arguments 'theta' and 'sd'.")
  }
  
    ## 20210121
    if ( ncol(theta) != ncol(perc) )
      theta <- matrix(theta, nrow = nrow(theta),
                      ncol = ncol(perc), byrow = FALSE)
    
    if ( ncol(sd.mat) != ncol(perc) )
      sd.mat <- matrix(sd.mat, nrow = nrow(sd.mat),
                       ncol = ncol(perc), byrow = FALSE)
    
    if ( length(wrt.param) && (!(wrt.param %in% 1:2)  ||
                               !is.Numeric(wrt.param, length.arg = 1)) )
      stop("Bad input for argument wrt.param.")
    
  
  #  } else {
  #    perc <- p[1]
  #    warning("Unmatched dimensions. Taking the first entry of 'perc'
       #       since 'theta' is not a matrix ")
  #  }
  
  
  ## For this link, theta is 'mu' ideally spanning R.
  #if (!inverse)
  #  theta[theta <= 0] <- if (length(bvalue)) bvalue else NaN
  
  if (inverse) {

    theta.ret <- switch(deriv  + 1,
              theta - sd.mat * sqrt(2) * erf(2 * perc - 1, inverse = TRUE),
                    
                        # wrt = 1 -> wrt eta1 ELSE  wrt = 2 -> wrt eta2
                        if (wrt.param == 1) {
                          
                          #  c(d mu / d eta1 , d sd / d eta1 )
                          myvec <- c(rep(1, NCOL(sd.mat)), 
                                     rep(0, NCOL(sd.mat)))
                          matrix(myvec, nrow = nrow(sd.mat),
                                 ncol = 2 * ncol(sd.mat), byrow = TRUE)
                          
                        } else {
                          
                          #  c(d mu / d eta2 , d sd / d eta2 )
                          # Strictly: d sd/deta2 not needed...computed by
                          # the current link function
                          # d sd / deta2 not required. Computed by deta.dtheta
                          #cbind(matrix(0, nrow = nrow(sd.mat), 
                          #             ncol = ncol(sd.mat)), NULL)
                          cbind( matrix(0, nrow(theta), ncol(theta)), 
                                 matrix(0, nrow(theta), ncol(theta)) )
                          
                          #Should be
                          #cbind(matrix(0, nrow = nrow(sd.mat), 
                          #             ncol = nrow(sd.mat)), theta)
                          
                        },
                        
                        # wrt = 1 -> wrt eta1 ELSE  wrt = 2 -> wrt eta2
                        if (wrt.param == 1) {
                          
                          #  c(d2mu / d2eta1 , d2sd / d2eta1 )
                          matrix(0, nrow = nrow(sd.mat), ncol = 2)
                          
                        } else {
                          
                          #  c(d2mu / d2eta2 , d2sd / d2eta2 )
                          # Strictly: d2sd/d2eta2 not needed...computed by
                          # the current link function
                          cbind(matrix(0, nrow = nrow(sd.mat), 
                                       ncol = ncol(sd.mat)), NULL)
                          #Should be
                          # cbind(matrix(0, nrow = nrow(sd.mat), 
                          #             ncol = nrow(sd.mat)), theta)
                        })
    
    eta.ret <- theta.ret
  } else {
    ## Here, eta
    ##       d eta / d thetaj, j = wrt = 1, 2 (mu or sd)
    ##       d2eta / dthetaj2, j = wrt = 1, 2.
    
    mymat <- matrix(c(1, 0), nrow = nrow(sd.mat), ncol = 2,
                    byrow = TRUE)
    
    eta.ret <- switch(deriv + 1,
                      theta + sd * sqrt(2) * erf(2 * perc - 1, 
                                                 inverse = TRUE),
                      #  wrt = 1 -> wrt mu (= theta)
                      #  wrt = 2 -> wrt sd
                      if (wrt.param == 1) mymat[, 1, drop = FALSE] else
                                                 mymat[, 2, drop = FALSE],
                      mymat[, 2, drop = FALSE])
  }
  
  eta.ret

}

Try the VGAMextra package in your browser

Any scripts or data that you put into this service are public.

VGAMextra documentation built on May 24, 2021, 9:07 a.m.