R/Ginv.R

Defines functions Ginv

Documented in Ginv

#$Author: sinnwell $
#
#$Date: 2006/10/25 14:39:02 $
#
#$Header: /people/biostat3/sinnwell/Projects/IBDReg/Make/RCS/Ginv.R,v 1.1 2006/10/25 14:39:02 sinnwell Exp $
#
#$Id: Ginv.R,v 1.1 2006/10/25 14:39:02 sinnwell Exp $
#
#$Locker:  $
#
#$Log: Ginv.R,v $
#Revision 1.1  2006/10/25 14:39:02  sinnwell
#Initial revision
#
#Revision 1.15  2006/04/25 21:24:08  sinnwell
#pass epsilon as parameter, default the same
#
#Revision 1.14  2006/03/07 21:38:04  sinnwell
#Matrix library is attached in other functions that call Ginv a lot
#don't leave attached at the end of Ginv
#
#Revision 1.13  2006/01/23 21:22:40  sinnwell
#leave Matrix attached if it wasn't already (in SPLUS)
#
#Revision 1.12  2006/01/09 16:38:10  sinnwell
#check for x==0, return zero to agree with S:ginverse
#
#Revision 1.11  2005/09/19 14:36:11  sinnwell
#explain change to svd.Matrix
#
#Revision 1.10  2005/09/09 13:36:06  sinnwell
#make exception to only attach Matrix if not in search()
#
#Revision 1.9  2005/08/09 15:12:52  sinnwell
#allow 1-d matrix, just 1/x and rank is 1
#
#Revision 1.8  2005/06/20 19:40:38  sinnwell
#for Splus give Ginv class matrix, not Matrix, dene
#
#Revision 1.7  2005/03/31 15:18:08  sinnwell
#re-new Matrix class Ginv, problem was in haplo.score
#
#Revision 1.6  2005/03/30 16:35:02  sinnwell
#revert to version 1.4, errors with Matrix class
#
#Revision 1.5  2005/03/17 22:35:02  sinnwell
# because of numerical error 120 in haplo.scan svd.default with LINPACK
#use LAPACK version of svd Splus: svd.Matrix; R it is svd(LINPACK=FALSE)
#
#Revision 1.4  2003/08/26 16:39:04  sinnwell
#change license statement
#
#Revision 1.3  2003/03/26 17:12:10  sinnwell
#fix assign operator from '_' to <-
#
#Revision 1.2  2003/03/06 23:02:34  sinnwell
#add license text
#
#Revision 1.1  2002/09/09 19:53:18  sinnwell
#Initial revision
#
# License: 
# 
# Copyright 2003 Mayo Foundation for Medical Education and Research. 
# 
# This program is free software; you can redistribute it and/or modify it under the terms of 
# the GNU General Public License as published by the Free Software Foundation; either 
# version 2 of the License, or (at your option) any later version.
# 
# This program is distributed in the hope that it will be useful, but WITHOUT ANY 
# WARRANTY; without even the implied warranty of MERCHANTABILITY or 
# FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for 
# more details.
# 
# You should have received a copy of the GNU General Public License along with this 
# program; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330, 
# Boston, MA 02111-1307 USA
# 
# For other licensing arrangements, please contact Daniel J. Schaid.
# 
# Daniel J. Schaid, Ph.D.
# Division of Biostatistics
# Harwick Building – Room 775
# Mayo Clinic
# 200 First St., SW
# Rochester, MN 55905
# 
# phone: 507-284-0639
# fax:   507-284-9542
# email: [email protected]
#

Ginv<-function(x, eps=1e-6) {
  
  # For S-PLUS, We use Matrix class svd method because
  # haplo.scan (of HaploStats had num. error with svd.default,
  # which uses LINPACK svd.Matrix uses LAPACK svd method.
  # In R, default is LAPACK in svd(), no action needed

  # In Oct 2006, R's package check gives an error for having
  # library(Matrix) in our code but not having it
  # 'require'-ed or 'suggest'-ed in DESCRIPTION.haplo.stats

  # Our solution is to keep two separate files, Ginv.q and Ginv.R
  # both keeping documentation on what the other method required

  # if any NA's cannot invert
  if(any(is.na(x))) stop("NA(s) encountered in matrix, cannot invert.")

  
  # In SPLUS, Check if Matrix library is attached, if not, attach here
  # and detach at the end.  We use svd.Matrix
  # needMatrix <- TRUE

  if(length(x)>1) {
    #if(exists("is.R") && is.function(is.R) && is.R()) {
      savesvd <- svd(x, LINPACK=FALSE)
      U.svd<-savesvd$u
      V.svd<-savesvd$v
      d.svd<-savesvd$d
      
      maxd <- max(d.svd)
      w <- ifelse((d.svd/maxd) < eps, rep(0,length(d.svd)), 1/d.svd)
      rank<-sum(d.svd/maxd >= eps)
      
      Ginv <- V.svd %*% diag(w) %*% t(U.svd)

    } else {  # x is 1 by 1
      Ginv <- ifelse(x < eps, 0, 1/x)
      rank <- ifelse(x < eps, 0, 1)
    }
  
  list(Ginv=Ginv,rank=rank)
}

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ibdreg documentation built on May 30, 2017, 5:27 a.m.