Nothing
"mr.test" <- function(object1, object2, object, x, var.equal = TRUE, component = 1)
{
dnFct <- deriv(~c+(d-c)/(1+(x/e)^b),c("b","c","d","e"), function(b,c,d,e,x){}, hessian = TRUE)
# dnFct <- deriv(~d*exp(-e*x),c("d","e"), function(d,e,x){}, hessian = TRUE) # exponential model
# dnFct <- deriv(~d*exp(-e/x),c("d","e"), function(d,e,x){}, hessian = TRUE) # exponential model
daFct <- deriv(~c+(d-c)*exp(-exp(b*(log(x)-log(e)))),c("b","c","d","e"), function(b,c,d,e,x){},
hessian = TRUE)
beta1 <- coef(object1)
beta2 <- coef(object2)
beta <- coef(object)
diffVec <- beta2 - beta
lenx <- length(x)
# if (identical(var.equal, FALSE))
# {
# res1 <- residuals(object1)
# res2 <- residuals(object2)
# } else {
# res1 <- rep(sqrt(summary(object1)$resVar), lenx)
# res2 <- res1
# }
# res1 <- rep(1, lenx)
# res2 <- res1
Df1 <- attr(dnFct(beta1[1], beta1[2], beta1[3], beta1[4], x), "gradient") # * res1
# Df1 <- attr(dnFct(beta1[1], beta1[2], x), "gradient") # exponential model
# D2g1 <- attr(dnFct(theta1[1],theta1[2],theta1[3],theta1[4], x), "hessian") # not needed
Df1Df1 <- matrix(apply(apply(Df1, 1, function(x){x%*%t(x)}), 1, mean), 4, 4)
# print(Df1)
# print(Df1Df1)
Df2 <- attr(daFct(beta2[1], beta2[2], beta2[3], beta2[4], x), "gradient") # * res1
Df2Df2 <- matrix(apply(apply(Df2, 1, function(x){x%*%t(x)}), 1, mean), 4, 4)
# print(Df2)
# print(Df2Df2)
## Product of first derivatives from the two models
# lenx <- length(x)
Df1Df2.0 <- matrix(0, 4 * 4, lenx)
for (i in 1:lenx)
{
Df1Df2.0[, i] <- as.vector(Df1[i, ]%*%t(Df2[i, ]))
}
Df1Df2 <- matrix(apply(Df1Df2.0, 1, mean), 4, 4)
## Second derivatives for the alternative model
fitDiff <- fitted(object2) - fitted(object1)
# print(fitDiff)
D2f2.0 <- attr(daFct(beta2[1], beta2[2], beta2[3], beta2[4], x), "hessian")
D2f2 <- matrix(0, 4, 4)
for (i in 1:4)
{
D2f2[i, ] <- apply(D2f2.0[, , i] * fitDiff, 2, mean)
}
# print(Df2Df2)
# print(D2f2)
# ## Using derivatives without residuals multiplied
# Df2.2 <- attr(daFct(beta2[1], beta2[2], beta2[3], beta2[4], x), "gradient")
# Df2Df2.2 <- matrix(apply(apply(Df2.2, 1, function(x){x%*%t(x)}), 1, mean), 4, 4)
H <- Df2Df2 + D2f2
Hinv <- solve(H)
cov12 <- Df1Df2
cov21 <- t(Df1Df2)
var1 <- Df1Df1
var2 <- Df2Df2
Wfit <- Hinv %*% cov21 %*% solve(var1) %*% cov12 %*% Hinv
# Wfit <- Hinv %*% cov21 %*% ginv(var1) %*% cov12 %*% Hinv # exponential model
Wobs <- Hinv %*% var2 %*% Hinv
# varEst <- (Wobs - Wfit)/(lenx*summary(object1)$resVar)
varEst <- (Wobs - Wfit) * (summary(object1)$resVar) / lenx
# varEst <- (Wobs - Wfit) / lenx
# print(diffVec/sqrt(diag(varEst)))
# print(varEst)
# print(solve(varEst[1:4,1:4]))
if (identical(var.equal, FALSE))
{
Hinv <- Hinv / lenx
varEst0 <- - Hinv %*% t(Df2) + Hinv %*% cov21 %*% solve(var1) %*% t(Df1)
p2 <- length(beta2)
veMat <- matrix(NA, lenx, p2^2)
res1 <- residuals(object1)
for (i in 1:lenx)
{
# veMat[i, ] <- as.vector(outer(varEst0[, i], varEst0[, i])) * summary(object1)$resVar * lenx # (res1[i]^2)
veMat[i, ] <- as.vector(outer(varEst0[, i], varEst0[, i])) * (res1[i]^2) * lenx
}
varEst <- matrix(apply(veMat, 2, mean), p2, p2)
}
# sInd <- c(1, 2, 3, 4)
# chiSq <- diffVec[sInd]%*%solve(varEst[sInd, sInd])%*%diffVec[sInd]
# chiSq <- diffVec[sInd]%*%ginv(varEst[sInd, sInd])%*%diffVec[sInd]
# pVal <- 1 - pchisq(chiSq, length(sInd))
stdErr <- sqrt(varEst[component, component])
diffVal <- diffVec[component]
chiSq <- diffVal / stdErr
pVal <- 2 * (1 - pnorm(abs(chiSq)))
retVec <- c(chiSq, pVal, diffVal ,stdErr)
names(retVec) <- c("Statistic", "p-value", "Difference", "SE")
return(retVec)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.