Nothing
R/74a_gev_p1k3.R
In fitdistcp: Distribution Fitting with Calibrating Priors for Commonly Used Distributions
Defines functions
tgev_p1k3_cp
pgev_p1k3_cp
dgev_p1k3_cp
rgev_p1k3_cp
qgev_p1k3_cp
Documented in
dgev_p1k3_cp
pgev_p1k3_cp
qgev_p1k3_cp
rgev_p1k3_cp
tgev_p1k3_cp
#' GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior
#'
#' @inherit man description author references seealso return
#' @inheritParams man
#'
#' @inheritSection man Optional Return Values
# #' @inheritSection man Optional Return Values (EVD models only)
# #' @inheritSection man Optional Return Values (non-RHP models only)
#' @inheritSection man Details (homogeneous models)
# #' @inheritSection man Details (non-homogeneous models)
# #' @inheritSection man Details (analytic integration)
#' @inheritSection man Details (DMGS integration)
#' @inheritSection man Details (RUST)
#'
#' @section Details of the Model:
#' The GEV distribution with known shape with a predictor has distribution function
#' \deqn{F(x;a,b,\sigma)=\exp{(-t(x;\mu(a,b),\sigma))}}
#' where
#' \deqn{t(x;a,b,\sigma) =
#' \begin{cases}
#' {\left[1+\xi\left(\frac{x-\mu(a,b)}{\sigma}\right)\right]}^{-1/\xi} & \text{if $\xi \ne 0$}\\
#' \exp{(-\frac{x-\mu(a,b)}{\sigma})} & \text{if $\xi=0$}
#' \end{cases}}
#' where
#' \eqn{x} is the random variable,
#' \eqn{\mu=a+bt} is the location parameter,
#' \eqn{\sigma>0} is the shape parameter and
#' \eqn{\xi} is known (hence the \code{k3} in the name).
#'
#' The calibrating prior we use is given by
#' \deqn{\pi(\mu,\sigma) \propto \frac{1}{\sigma}}
#' as given in Jewson et al. (2025).
#'
#' @example man/examples/example_74_gev_p1k3.R
#'
#' @name gev_p1k3_cp
NULL
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
#'
qgev_p1k3_cp=function(x,t,t0=NA,n0=NA,p=seq(0.1,0.9,0.1),d1=0.01,d2=0.01,fd3=0.01,
fdalpha=0.01,kshape=0,
means=FALSE,waicscores=FALSE,
pdf=FALSE,dmgs=TRUE,rust=FALSE,nrust=100000,predictordata=TRUE,
centering=TRUE,debug=FALSE,aderivs=TRUE){
#
# 1 intro
#
debug=TRUE
debug=FALSE
if(debug)message("inside qgev_p1k3")
stopifnot( is.finite(x),
!is.na(x),
is.finite(p),
!is.na(p),
p>0,
p<1,
!is.na(kshape))
alpha=1-p
nx=length(x)
nalpha=length(alpha)
t0=maket0(t0,n0,t)
if(pdf){
dalpha=pmin(fdalpha*alpha,fdalpha*(1-alpha))
alpham=alpha-dalpha
alphap=alpha+dalpha
}
#
# 2 centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
#
# 3 ml param estimate
#
if(debug)message("calc ml param estimate")
lm=lm(x~t)
v1start=lm$coefficients[1]
v2start=lm$coefficients[2]
xhat=v1start+v2start*t
v3start=100000000 #use a very large value to avoid missing some of the range
opt1=optim(c(v1start,v2start,v3start),gev_p1k3_loglik,x=x,t=t,
kshape=kshape,control=list(fnscale=-1))
v1hat=opt1$par[1]
v2hat=opt1$par[2]
v3hat=opt1$par[3]
ml_params=c(v1hat,v2hat,v3hat)
muhat=ml_params[1]+ml_params[2]*t
if(debug)message(" ml_params=",ml_params)
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
#
# 4 predictordata
#
prd=gev_p1k3_predictordata(predictordata,x,t,t0,ml_params,kshape)
predictedparameter=prd$predictedparameter
adjustedx=prd$adjustedx
#
# 5 aic
#
if(debug)message("calc aic")
ml_value=opt1$val
maic=make_maic(ml_value,nparams=3)
#
# 6 mle quantiles
#
if(debug)message("calc mle quantiles")
ml_quantiles=qgev_p1k3((1-alpha),t0,ymn=v1hat,slope=v2hat,sigma=v3hat,kshape=kshape)
#
# dmgs
#
standard_errors="dmgs not selected"
rh_quantiles="dmgs not selected"
ru_quantiles="dmgs not selected"
ml_pdf="dmgs not selected"
cp_pdf="dmgs not selected"
waic1="dmgs not selected"
waic2="dmgs not selected"
ml_mean="dmgs not selected"
rh_mean="dmgs not selected"
cp_mean="dmgs not selected"
cp_method="dmgs not selected"
if((dmgs)&&(!revert2ml)){
if(pdf){
ml_quantilesm=qgev((1-alpham),mu=muhat,sigma=v3hat,xi=kshape)
ml_quantilesp=qgev((1-alphap),mu=muhat,sigma=v3hat,xi=kshape)
fhatm=dgev(ml_quantilesm,mu=muhat,sigma=v3hat,xi=kshape)
fhatp=dgev(ml_quantilesp,mu=muhat,sigma=v3hat,xi=kshape)
}
#
# 7 lddi
#
if(debug)message("calc ldd")
if(aderivs) ldd=gev_p1k3_ldda(x,t,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)ldd=gev_p1k3_ldd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
lddi=solve(ldd)
standard_errors=make_se(nx,lddi)
#
# 8 lddd
#
if(debug)message("calculate lddd")
if(aderivs) lddd=gev_p1k3_lddda(x,t,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)lddd=gev_p1k3_lddd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
#
# 9 mu1
#
if(debug)message("calculate mu1")
if(aderivs) mu1=gev_p1k3_mu1fa(alpha,t0,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)mu1=gev_p1k3_mu1f(alpha,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
if(pdf){
if(aderivs){
mu1m=gev_p1k3_mu1fa(alpham,t0,v1hat,v2hat,v3hat,kshape=kshape)
mu1p=gev_p1k3_mu1fa(alphap,t0,v1hat,v2hat,v3hat,kshape=kshape)
} else {
mu1m=gev_p1k3_mu1f(alpham,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
mu1p=gev_p1k3_mu1f(alphap,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
}
}
#
# 10 mu2
#
if(debug)message("calculate mu2")
mu2=gev_p1k3_mu2f(alpha,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
if(pdf){
mu2m=gev_p1k3_mu2f(alpham,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
mu2p=gev_p1k3_mu2f(alphap,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
}
#
# 11 rhp
#
if(debug)message(" rhp")
lambdad_cp=c(0,0,-1/v3hat) #this is rhp
#
# 12 rhp quantiles
#
if(debug)message(" rhp quantiles")
fhat=dgev_p1k3(ml_quantiles,t0,ymn=v1hat,slope=v2hat,sigma=v3hat,log=FALSE,kshape=kshape)
dq=dmgs(lddi,lddd,mu1,lambdad_cp,mu2,dim=3)
rh_quantiles=ml_quantiles+dq/(nx*fhat)
if(pdf){
dqm=dmgs(lddi,lddd,mu1m,lambdad_cp,mu2m,dim=3)
dqp=dmgs(lddi,lddd,mu1p,lambdad_cp,mu2p,dim=3)
quantilesm=ml_quantilesm+dqm/(nx*fhatm)
quantilesp=ml_quantilesp+dqp/(nx*fhatp)
ml_pdf=fhat
rh_pdf=-(alphap-alpham)/(quantilesp-quantilesm)
} else{
ml_pdf=fhat
rh_pdf="pdf not selected"
}
#
# 13 means
#
means=gev_p1k3_means(means,t0,ml_params,kshape,nx)
ml_mean =means$ml_mean
rh_mean =means$cp_mean
#
# 14 waicscores
#
waic=gev_p1k3_waic(waicscores,x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape,
lddi,lddd,lambdad_cp,aderivs)
waic1=waic$waic1
waic2=waic$waic2
#
# 16 rust
#
ru_quantiles="rust not selected"
if(rust){
rustsim=rgev_p1k3_cp(nrust,x,t=t,t0=t0,kshape=kshape,rust=TRUE,mlcp=FALSE)
ru_quantiles=makeq(rustsim$ru_deviates,p)
}
} else {
rh_quantiles=ml_quantiles
ru_quantiles=ml_quantiles
rh_pdf=ml_pdf
rh_mean=ml_mean
} #end of if(dmgs)
#
# 17 decentering
#
if(centering){
ml_params[1]=ml_params[1]-ml_params[2]*meant
if(predictordata)predictedparameter=predictedparameter-ml_params[2]*meant
}
# return
list( ml_params=ml_params,
ml_value=ml_value,
predictedparameter=predictedparameter,
adjustedx=adjustedx,
# ldd=ldd,
# lddi=lddi,
# expinfmat=expinfmat,
# expinfmati=expinfmati,
standard_errors=standard_errors,
revert2ml=revert2ml,
ml_quantiles=ml_quantiles,
cp_quantiles=rh_quantiles,
ru_quantiles=ru_quantiles,
ml_pdf=ml_pdf,
cp_pdf=rh_pdf,
maic=maic,
waic1=waic1,
waic2=waic2,
ml_mean=ml_mean,
cp_mean=rh_mean,
cp_method=rhp_dmgs_cpmethod())
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
rgev_p1k3_cp=function(n,x,t,t0=NA,n0=NA,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,mlcp=TRUE,centering=TRUE,debug=FALSE,aderivs=TRUE){
# stopifnot(is.finite(n),!is.na(n),is.finite(x),!is.na(x),is.finite(t),!is.na(t),
# is.finite(kshape),!is.na(kshape))
stopifnot(is.finite(x),!is.na(x),is.finite(t),!is.na(t),
is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
ml_params="mlcp not selected"
ml_deviates="mlcp not selected"
cp_deviates="mlcp not selected"
ru_deviates="rust not selected"
if(mlcp){
q=qgev_p1k3_cp(x,t,t0=t0,n0=NA,p=runif(n),d1,d2,fd3,kshape=kshape,
centering=centering,aderivs=aderivs)
ml_params=q$ml_params
ml_deviates=q$ml_quantiles
cp_deviates=q$cp_quantiles
}
if(rust){
th=tgev_p1k3_cp(n,x,t)$theta_samples
ru_deviates=numeric(0)
for (i in 1:n){
mu=th[i,1]+t0*th[i,2]
ru_deviates[i]=rgev(1,mu=mu,sigma=th[i,3],xi=kshape)
}
}
#
# decentering
#
if(mlcp¢ering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(ml_params=ml_params,
ml_deviates=ml_deviates,
cp_deviates=cp_deviates,
ru_deviates=ru_deviates,
cp_method=rhp_dmgs_cpmethod())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
dgev_p1k3_cp=function(x,t,t0=NA,n0=NA,y=x,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,nrust=1000,centering=TRUE,
debug=FALSE,aderivs=TRUE){
stopifnot(is.finite(x),!is.na(x),is.finite(y),!is.na(y),
is.finite(t),!is.na(t),is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
dd=dgev_p1k3sub(x=x,t=t,y=y,t0=t0,d1,d2,fd3,kshape=kshape,aderivs=aderivs)
ru_pdf="rust not selected"
ml_params=dd$ml_params
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
if(rust&&(!revert2ml)){
th=tgev_p1k3_cp(nrust,x,t,kshape)$theta_samples
ru_pdf=numeric(length(y))
for (ir in 1:nrust){
mu=th[ir,1]+t0*th[ir,2]
ru_pdf=ru_pdf+dgev(y,mu=mu,sigma=th[ir,3],xi=kshape)
}
ru_pdf=ru_pdf/nrust
} else {
ru_pdf=dd$ml_pdf
}
#
# decentering
#
if(centering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(
ml_params=ml_params,
ml_pdf=dd$ml_pdf,
revert2ml=revert2ml,
ru_pdf=ru_pdf,
cp_method=nopdfcdfmsg())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
pgev_p1k3_cp=function(x,t,t0=NA,n0=NA,y=x,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,nrust=1000,centering=TRUE,debug=FALSE,aderivs=TRUE){
stopifnot(is.finite(x),!is.na(x),is.finite(y),!is.na(y),
is.finite(t),!is.na(t),is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
dd=dgev_p1k3sub(x=x,t=t,y=y,t0=t0,d1,d2,fd3,kshape=kshape,aderivs=aderivs)
ru_cdf="rust not selected"
ml_params=dd$ml_params
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
if(rust&&(!revert2ml)){
th=tgev_p1k3_cp(nrust,x,t,kshape)$theta_samples
ru_cdf=numeric(length(y))
for (ir in 1:nrust){
mu=th[ir,1]+t0*th[ir,2]
ru_cdf=ru_cdf+pgev(y,mu=mu,sigma=th[ir,3],xi=kshape)
}
ru_cdf=ru_cdf/nrust
} else {
ru_pdf=dd$ml_pdf
}
#
# decentering
#
if(centering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(
ml_params=ml_params,
ml_cdf=dd$ml_cdf,
revert2ml=revert2ml,
ru_cdf=ru_cdf,
cp_method=nopdfcdfmsg())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
tgev_p1k3_cp=function(n,x,t,d1=0.01,d2=0.01,fd3=0.01,kshape=0,debug=FALSE){
# stopifnot(is.finite(n),!is.na(n),is.finite(x),!is.na(x),is.finite(t),!is.na(t),
# is.finite(kshape),!is.na(kshape))
stopifnot(is.finite(x),!is.na(x),is.finite(t),!is.na(t),
is.finite(kshape),!is.na(kshape))
#
# centering
#
meant=mean(t)
t=t-meant
th=ru(gev_p1k3_logf,x=x,t=t,kshape=kshape,n=n,d=3,init=c(0,0,1))
theta_samples=th$sim_vals
#
# decentering
#
theta_samples[,1]=theta_samples[,1]-theta_samples[,2]*meant
list(theta_samples=theta_samples)
}
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Defines functions tgev_p1k3_cp pgev_p1k3_cp dgev_p1k3_cp rgev_p1k3_cp qgev_p1k3_cp
Documented in dgev_p1k3_cp pgev_p1k3_cp qgev_p1k3_cp rgev_p1k3_cp tgev_p1k3_cp
#' GEV Distribution with Known Shape with a Predictor, Predictions Based on a Calibrating Prior
#'
#' @inherit man description author references seealso return
#' @inheritParams man
#'
#' @inheritSection man Optional Return Values
# #' @inheritSection man Optional Return Values (EVD models only)
# #' @inheritSection man Optional Return Values (non-RHP models only)
#' @inheritSection man Details (homogeneous models)
# #' @inheritSection man Details (non-homogeneous models)
# #' @inheritSection man Details (analytic integration)
#' @inheritSection man Details (DMGS integration)
#' @inheritSection man Details (RUST)
#'
#' @section Details of the Model:
#' The GEV distribution with known shape with a predictor has distribution function
#' \deqn{F(x;a,b,\sigma)=\exp{(-t(x;\mu(a,b),\sigma))}}
#' where
#' \deqn{t(x;a,b,\sigma) =
#' \begin{cases}
#' {\left[1+\xi\left(\frac{x-\mu(a,b)}{\sigma}\right)\right]}^{-1/\xi} & \text{if $\xi \ne 0$}\\
#' \exp{(-\frac{x-\mu(a,b)}{\sigma})} & \text{if $\xi=0$}
#' \end{cases}}
#' where
#' \eqn{x} is the random variable,
#' \eqn{\mu=a+bt} is the location parameter,
#' \eqn{\sigma>0} is the shape parameter and
#' \eqn{\xi} is known (hence the \code{k3} in the name).
#'
#' The calibrating prior we use is given by
#' \deqn{\pi(\mu,\sigma) \propto \frac{1}{\sigma}}
#' as given in Jewson et al. (2025).
#'
#' @example man/examples/example_74_gev_p1k3.R
#'
#' @name gev_p1k3_cp
NULL
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
#'
qgev_p1k3_cp=function(x,t,t0=NA,n0=NA,p=seq(0.1,0.9,0.1),d1=0.01,d2=0.01,fd3=0.01,
fdalpha=0.01,kshape=0,
means=FALSE,waicscores=FALSE,
pdf=FALSE,dmgs=TRUE,rust=FALSE,nrust=100000,predictordata=TRUE,
centering=TRUE,debug=FALSE,aderivs=TRUE){
#
# 1 intro
#
debug=TRUE
debug=FALSE
if(debug)message("inside qgev_p1k3")
stopifnot( is.finite(x),
!is.na(x),
is.finite(p),
!is.na(p),
p>0,
p<1,
!is.na(kshape))
alpha=1-p
nx=length(x)
nalpha=length(alpha)
t0=maket0(t0,n0,t)
if(pdf){
dalpha=pmin(fdalpha*alpha,fdalpha*(1-alpha))
alpham=alpha-dalpha
alphap=alpha+dalpha
}
#
# 2 centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
#
# 3 ml param estimate
#
if(debug)message("calc ml param estimate")
lm=lm(x~t)
v1start=lm$coefficients[1]
v2start=lm$coefficients[2]
xhat=v1start+v2start*t
v3start=100000000 #use a very large value to avoid missing some of the range
opt1=optim(c(v1start,v2start,v3start),gev_p1k3_loglik,x=x,t=t,
kshape=kshape,control=list(fnscale=-1))
v1hat=opt1$par[1]
v2hat=opt1$par[2]
v3hat=opt1$par[3]
ml_params=c(v1hat,v2hat,v3hat)
muhat=ml_params[1]+ml_params[2]*t
if(debug)message(" ml_params=",ml_params)
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
#
# 4 predictordata
#
prd=gev_p1k3_predictordata(predictordata,x,t,t0,ml_params,kshape)
predictedparameter=prd$predictedparameter
adjustedx=prd$adjustedx
#
# 5 aic
#
if(debug)message("calc aic")
ml_value=opt1$val
maic=make_maic(ml_value,nparams=3)
#
# 6 mle quantiles
#
if(debug)message("calc mle quantiles")
ml_quantiles=qgev_p1k3((1-alpha),t0,ymn=v1hat,slope=v2hat,sigma=v3hat,kshape=kshape)
#
# dmgs
#
standard_errors="dmgs not selected"
rh_quantiles="dmgs not selected"
ru_quantiles="dmgs not selected"
ml_pdf="dmgs not selected"
cp_pdf="dmgs not selected"
waic1="dmgs not selected"
waic2="dmgs not selected"
ml_mean="dmgs not selected"
rh_mean="dmgs not selected"
cp_mean="dmgs not selected"
cp_method="dmgs not selected"
if((dmgs)&&(!revert2ml)){
if(pdf){
ml_quantilesm=qgev((1-alpham),mu=muhat,sigma=v3hat,xi=kshape)
ml_quantilesp=qgev((1-alphap),mu=muhat,sigma=v3hat,xi=kshape)
fhatm=dgev(ml_quantilesm,mu=muhat,sigma=v3hat,xi=kshape)
fhatp=dgev(ml_quantilesp,mu=muhat,sigma=v3hat,xi=kshape)
}
#
# 7 lddi
#
if(debug)message("calc ldd")
if(aderivs) ldd=gev_p1k3_ldda(x,t,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)ldd=gev_p1k3_ldd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
lddi=solve(ldd)
standard_errors=make_se(nx,lddi)
#
# 8 lddd
#
if(debug)message("calculate lddd")
if(aderivs) lddd=gev_p1k3_lddda(x,t,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)lddd=gev_p1k3_lddd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
#
# 9 mu1
#
if(debug)message("calculate mu1")
if(aderivs) mu1=gev_p1k3_mu1fa(alpha,t0,v1hat,v2hat,v3hat,kshape=kshape)
if(!aderivs)mu1=gev_p1k3_mu1f(alpha,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
if(pdf){
if(aderivs){
mu1m=gev_p1k3_mu1fa(alpham,t0,v1hat,v2hat,v3hat,kshape=kshape)
mu1p=gev_p1k3_mu1fa(alphap,t0,v1hat,v2hat,v3hat,kshape=kshape)
} else {
mu1m=gev_p1k3_mu1f(alpham,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
mu1p=gev_p1k3_mu1f(alphap,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
}
}
#
# 10 mu2
#
if(debug)message("calculate mu2")
mu2=gev_p1k3_mu2f(alpha,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
if(pdf){
mu2m=gev_p1k3_mu2f(alpham,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
mu2p=gev_p1k3_mu2f(alphap,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape)
}
#
# 11 rhp
#
if(debug)message(" rhp")
lambdad_cp=c(0,0,-1/v3hat) #this is rhp
#
# 12 rhp quantiles
#
if(debug)message(" rhp quantiles")
fhat=dgev_p1k3(ml_quantiles,t0,ymn=v1hat,slope=v2hat,sigma=v3hat,log=FALSE,kshape=kshape)
dq=dmgs(lddi,lddd,mu1,lambdad_cp,mu2,dim=3)
rh_quantiles=ml_quantiles+dq/(nx*fhat)
if(pdf){
dqm=dmgs(lddi,lddd,mu1m,lambdad_cp,mu2m,dim=3)
dqp=dmgs(lddi,lddd,mu1p,lambdad_cp,mu2p,dim=3)
quantilesm=ml_quantilesm+dqm/(nx*fhatm)
quantilesp=ml_quantilesp+dqp/(nx*fhatp)
ml_pdf=fhat
rh_pdf=-(alphap-alpham)/(quantilesp-quantilesm)
} else{
ml_pdf=fhat
rh_pdf="pdf not selected"
}
#
# 13 means
#
means=gev_p1k3_means(means,t0,ml_params,kshape,nx)
ml_mean =means$ml_mean
rh_mean =means$cp_mean
#
# 14 waicscores
#
waic=gev_p1k3_waic(waicscores,x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kshape=kshape,
lddi,lddd,lambdad_cp,aderivs)
waic1=waic$waic1
waic2=waic$waic2
#
# 16 rust
#
ru_quantiles="rust not selected"
if(rust){
rustsim=rgev_p1k3_cp(nrust,x,t=t,t0=t0,kshape=kshape,rust=TRUE,mlcp=FALSE)
ru_quantiles=makeq(rustsim$ru_deviates,p)
}
} else {
rh_quantiles=ml_quantiles
ru_quantiles=ml_quantiles
rh_pdf=ml_pdf
rh_mean=ml_mean
} #end of if(dmgs)
#
# 17 decentering
#
if(centering){
ml_params[1]=ml_params[1]-ml_params[2]*meant
if(predictordata)predictedparameter=predictedparameter-ml_params[2]*meant
}
# return
list( ml_params=ml_params,
ml_value=ml_value,
predictedparameter=predictedparameter,
adjustedx=adjustedx,
# ldd=ldd,
# lddi=lddi,
# expinfmat=expinfmat,
# expinfmati=expinfmati,
standard_errors=standard_errors,
revert2ml=revert2ml,
ml_quantiles=ml_quantiles,
cp_quantiles=rh_quantiles,
ru_quantiles=ru_quantiles,
ml_pdf=ml_pdf,
cp_pdf=rh_pdf,
maic=maic,
waic1=waic1,
waic2=waic2,
ml_mean=ml_mean,
cp_mean=rh_mean,
cp_method=rhp_dmgs_cpmethod())
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
rgev_p1k3_cp=function(n,x,t,t0=NA,n0=NA,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,mlcp=TRUE,centering=TRUE,debug=FALSE,aderivs=TRUE){
# stopifnot(is.finite(n),!is.na(n),is.finite(x),!is.na(x),is.finite(t),!is.na(t),
# is.finite(kshape),!is.na(kshape))
stopifnot(is.finite(x),!is.na(x),is.finite(t),!is.na(t),
is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
ml_params="mlcp not selected"
ml_deviates="mlcp not selected"
cp_deviates="mlcp not selected"
ru_deviates="rust not selected"
if(mlcp){
q=qgev_p1k3_cp(x,t,t0=t0,n0=NA,p=runif(n),d1,d2,fd3,kshape=kshape,
centering=centering,aderivs=aderivs)
ml_params=q$ml_params
ml_deviates=q$ml_quantiles
cp_deviates=q$cp_quantiles
}
if(rust){
th=tgev_p1k3_cp(n,x,t)$theta_samples
ru_deviates=numeric(0)
for (i in 1:n){
mu=th[i,1]+t0*th[i,2]
ru_deviates[i]=rgev(1,mu=mu,sigma=th[i,3],xi=kshape)
}
}
#
# decentering
#
if(mlcp¢ering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(ml_params=ml_params,
ml_deviates=ml_deviates,
cp_deviates=cp_deviates,
ru_deviates=ru_deviates,
cp_method=rhp_dmgs_cpmethod())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
dgev_p1k3_cp=function(x,t,t0=NA,n0=NA,y=x,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,nrust=1000,centering=TRUE,
debug=FALSE,aderivs=TRUE){
stopifnot(is.finite(x),!is.na(x),is.finite(y),!is.na(y),
is.finite(t),!is.na(t),is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
dd=dgev_p1k3sub(x=x,t=t,y=y,t0=t0,d1,d2,fd3,kshape=kshape,aderivs=aderivs)
ru_pdf="rust not selected"
ml_params=dd$ml_params
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
if(rust&&(!revert2ml)){
th=tgev_p1k3_cp(nrust,x,t,kshape)$theta_samples
ru_pdf=numeric(length(y))
for (ir in 1:nrust){
mu=th[ir,1]+t0*th[ir,2]
ru_pdf=ru_pdf+dgev(y,mu=mu,sigma=th[ir,3],xi=kshape)
}
ru_pdf=ru_pdf/nrust
} else {
ru_pdf=dd$ml_pdf
}
#
# decentering
#
if(centering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(
ml_params=ml_params,
ml_pdf=dd$ml_pdf,
revert2ml=revert2ml,
ru_pdf=ru_pdf,
cp_method=nopdfcdfmsg())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
pgev_p1k3_cp=function(x,t,t0=NA,n0=NA,y=x,d1=0.01,d2=0.01,fd3=0.01,
kshape=0,rust=FALSE,nrust=1000,centering=TRUE,debug=FALSE,aderivs=TRUE){
stopifnot(is.finite(x),!is.na(x),is.finite(y),!is.na(y),
is.finite(t),!is.na(t),is.finite(kshape),!is.na(kshape))
t0=maket0(t0,n0,t)
#
# centering
#
if(centering){
meant=mean(t)
t=t-meant
t0=t0-meant
}
dd=dgev_p1k3sub(x=x,t=t,y=y,t0=t0,d1,d2,fd3,kshape=kshape,aderivs=aderivs)
ru_cdf="rust not selected"
ml_params=dd$ml_params
if(kshape<=(-1)){revert2ml=TRUE}else{revert2ml=FALSE}
if(rust&&(!revert2ml)){
th=tgev_p1k3_cp(nrust,x,t,kshape)$theta_samples
ru_cdf=numeric(length(y))
for (ir in 1:nrust){
mu=th[ir,1]+t0*th[ir,2]
ru_cdf=ru_cdf+pgev(y,mu=mu,sigma=th[ir,3],xi=kshape)
}
ru_cdf=ru_cdf/nrust
} else {
ru_pdf=dd$ml_pdf
}
#
# decentering
#
if(centering)ml_params[1]=ml_params[1]-ml_params[2]*meant
op=list(
ml_params=ml_params,
ml_cdf=dd$ml_cdf,
revert2ml=revert2ml,
ru_cdf=ru_cdf,
cp_method=nopdfcdfmsg())
return(op)
}
#' @rdname gev_p1k3_cp
#' @inheritParams man
#' @export
tgev_p1k3_cp=function(n,x,t,d1=0.01,d2=0.01,fd3=0.01,kshape=0,debug=FALSE){
# stopifnot(is.finite(n),!is.na(n),is.finite(x),!is.na(x),is.finite(t),!is.na(t),
# is.finite(kshape),!is.na(kshape))
stopifnot(is.finite(x),!is.na(x),is.finite(t),!is.na(t),
is.finite(kshape),!is.na(kshape))
#
# centering
#
meant=mean(t)
t=t-meant
th=ru(gev_p1k3_logf,x=x,t=t,kshape=kshape,n=n,d=3,init=c(0,0,1))
theta_samples=th$sim_vals
#
# decentering
#
theta_samples[,1]=theta_samples[,1]-theta_samples[,2]*meant
list(theta_samples=theta_samples)
}
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