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#' Fit dot Models
#'
#' Fit a statistical model using different estimators (e.g., robust and
#' least-squares) or combine fitted models into a single object. Generic
#' methods then produce side-by-side comparisons of the parameter estimates and
#' diagnostic plots.
#'
#' There are two distinct ways the \code{fit.models} function can be used.
#'
#' The first is to fit the same model using different estimators. In this
#' case, \code{model.list} should be a character vector or a list where each
#' element is the name of a modeling function and the remaining arguments (in
#' \dots) are the common arguments to the functions in \code{model.list}.
#' For example, the following command fits robust and least squares linear
#' models to Brownlee's Stack Loss Plant Data. \preformatted{
#' fit.models(c("rlm", "lm"), stack.loss ~ ., data = stackloss)} The resulting
#' \code{fit.models} object is a list with the output of \preformatted{
#' rlm(stack.loss ~ ., data = stackloss)} in the first element and
#' \preformatted{ lm(stack.loss ~ ., data = stackloss)} in the second. The
#' class attribute of the returned list is set (in this case) to \code{"lmfm"}
#' which is the \code{fit.models} class (fmclass) for comparing linear-model-like
#' fits.
#'
#' The second use of fit.models is to combine fitted model objects. In
#' this case, \code{fit.models} combines its arguments into a fit.models object
#' (a list where element \eqn{i} is occupied by argument \eqn{i} and sets the
#' class attribute to the appropriate \code{fit.models} class.
#'
#' @param model.list a list or a character vector containing names of modeling
#' functions. Only required when \code{fit.models} is being used to fit models
#' (rather than combine already fitted models into a \code{fit.models} object).
#' @param \dots see details.
#' @return The returned object is a list containing the fitted models. The
#' class of the retuned object depends on the classes of the model objects it
#' contains.
#' @seealso \code{\link{fmclass.add.class}} for adding a class to an existing
#' fit.models class and \code{\link{fmclass.register}} to create a new
#' fit.models class.
#' @keywords models
#' @examples
#' # First, use fit.models to fit robust and least squares linear
#' # regression models to Brownlee's Stack Loss Plant Data.
#'
#' # Step 1: rlm (robust linear model) is in the MASS package.
#' library(MASS)
#'
#' # Step 2: tell fit.models rlm can be compared to lm
#' fmclass.add.class("lmfm", "rlm")
#'
#' fm1 <- fit.models(c("rlm", "lm"), stack.loss ~ ., data = stackloss)
#'
#' summary(fm1) #rlm does not provide p-values or Multiple R-squared
#'
#'
#' # Second, use fit.models to combine fitted models into a
#' # fit.models object.
#'
#' lm.complete <- lm(stack.loss ~ ., data = stackloss)
#' lm.clean <- lm(stack.loss ~ ., data = stackloss, subset = 5:20)
#'
#' fm2 <- fit.models(lm.clean, lm.complete)
#'
#' summary(fm2)
#' plot(fm2)
#'
#'
#' # Name the models in the fit.models object.
#'
#' fm3 <- fit.models(c(Robust = "rlm", "Least Squares" = "lm"),
#' stack.loss ~ ., data = stackloss)
#'
#' fm4 <- fit.models(Clean = lm.clean, Complete = lm.complete)
#' @export
fit.models <- function(model.list, ...)
{
fm.call <- match.call()
fm.call$attributes <- NULL
dots <- list(...)
dots.names <- names(dots)
if(is.null(dots.names))
dots.names <- character(length(dots))
supported.classes <- unlist(sapply(e$fmreg, function(u) u$classes))
## The only way model list can be missing is if all the arguments in the call
## are named. In this case, proceed as if dots is a collection of comparable fitted
## models.
if(missing(model.list)) {
model.list <- dots
model.names <- dots.names
}
## Otherwise model.list is either an unnamed (in the call) fitted model or
## a list of function names.
else if(class(model.list)[1] %in% supported.classes) {
model.list <- c(list(model.list), dots)
model.names <- c("", dots.names)
object.names <- as.character(fm.call[-1])
empty.names <- (nchar(model.names) == 0)
model.names[empty.names] <- object.names[empty.names]
}
else if(is.character(model.list) || class(model.list)[1] == "list") {
model.list <- as.list(model.list)
## Little hack for robust package backward compatibility
model.list[model.list == "cov"] <- "covMLE"
n.models <- length(model.list)
model.funs <- unlist(model.list)
if(is.null(model.names <- names(model.list)))
model.names <- model.funs
model.call <- fm.call
model.call$model.list <- NULL
for(i in 1:n.models) {
model.call[[1]] <- as.name(model.list[[i]])
model.list[[i]] <- eval(model.call, sys.parent())
}
empty.names <- (nchar(model.names) == 0)
model.names[empty.names] <- model.funs[empty.names]
}
else
stop("impossible error: this should never happen!")
if(any(nchar(model.names) == 0))
stop("All models should be named")
## Each element of model.list should have a unique name.
if(length(unames <- unique(model.names)) < length(model.list)) {
for(n in unames) {
idx <- (model.names == n)
if(sum(idx) > 1)
model.names[idx] <- paste(n, 1:sum(idx), sep = ".")
}
}
names(model.list) <- model.names
## Now we should have a properly named list of fitted models. Have to
## set the appropriate attributes.
candidates <- lapply(e$fmreg, getElement, name = "classes")
classes <- sapply(model.list, function(u) class(u)[1])
## First, the fm class must beable to compare all the classes.
idx <- sapply(candidates, function(u) all(classes %in% u))
candidates <- candidates[idx]
if(!length(candidates)) {
warning("fit.models cannot compare the provided models")
return(invisible(model.list))
}
## Try to choose the best comparable class.
idx <- sapply(candidates, function(u) length(intersect(u, classes)))
fmclass <- names(which(idx == max(idx)))[1]
oldClass(model.list) <- c(fmclass, "fit.models")
model.list
}
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