Nothing
npqreg <-
function(bws, ...){
args <- list(...)
if (!missing(bws)){
if (is.recursive(bws)){
if (!is.null(bws$formula) && is.null(args$txdat))
UseMethod("npqreg",bws$formula)
else if (!is.null(bws$call) && is.null(args$txdat))
UseMethod("npqreg",bws$call)
else if (!is.call(bws))
UseMethod("npqreg",bws)
else
UseMethod("npqreg",NULL)
} else {
UseMethod("npqreg", NULL)
}
} else {
UseMethod("npqreg", NULL)
}
}
npqreg.formula <-
function(bws, data = NULL, newdata = NULL, ...){
tt <- terms(bws)
m <- match(c("formula", "data", "subset", "na.action"),
names(bws$call), nomatch = 0)
tmf <- bws$call[c(1,m)]
tmf[[1]] <- as.name("model.frame")
tmf[["formula"]] <- tt
umf <- tmf <- eval(tmf, envir = environment(tt))
tydat <- tmf[, bws$variableNames[["response"]], drop = FALSE]
txdat <- tmf[, bws$variableNames[["terms"]], drop = FALSE]
if ((has.eval <- !is.null(newdata))) {
tt <- drop.terms(tt, match(bws$variableNames$response, attr(tt, 'term.labels')))
umf <- emf <- model.frame(tt, data = newdata)
exdat <- emf[, bws$variableNames[["terms"]], drop = FALSE]
}
tbw <-
eval(parse(text=paste("npqreg(txdat = txdat, tydat = tydat,",
ifelse(has.eval,"exdat = exdat,",""), "bws = bws, ...)")))
tbw$omit <- attr(umf,"na.action")
tbw$rows.omit <- as.vector(tbw$omit)
tbw$nobs.omit <- length(tbw$rows.omit)
tbw$quantile <- napredict(tbw$omit, tbw$quantile)
tbw$quanterr <- napredict(tbw$omit, tbw$quanterr)
if(tbw$gradients){
tbw$quantgrad <- napredict(tbw$omit, tbw$quantgrad)
}
return(tbw)
}
npqreg.call <-
function(bws, ...) {
npqreg(txdat = eval(bws$call[["xdat"]], environment(bws$call)),
tydat = eval(bws$call[["ydat"]], environment(bws$call)),
bws = bws, ...)
}
npqreg.conbandwidth <-
function(bws, ...){
stop("incorrect bandwidth type: expected conditional distribution bandwidths instead of conditional density bandwidths")
}
npqreg.condbandwidth <-
function(bws,
txdat = stop("training data 'txdat' missing"),
tydat = stop("training data 'tydat' missing"),
exdat,
tau = 0.5,
gradients = FALSE,
ftol = 1.490116e-07, tol = 1.490116e-04,
small = 1.490116e-05, itmax = 10000,
lbc.dir = 0.5, dfc.dir = 3, cfac.dir = 2.5*(3.0-sqrt(5)),initc.dir = 1.0,
lbd.dir = 0.1, hbd.dir = 1, dfac.dir = 0.25*(3.0-sqrt(5)), initd.dir = 1.0,
...){
no.ex = missing(exdat)
txdat = toFrame(txdat)
tydat = toFrame(tydat)
if (dim(tydat)[2] != 1)
stop("'tydat' has more than one column")
if (!no.ex){
exdat = toFrame(exdat)
if (! txdat %~% exdat )
stop("'txdat' and 'exdat' are not similar data frames!")
}
if(gradients)
stop("gradients not currently supported for this object")
if (length(bws$xbw) != length(txdat))
stop("length of bandwidth vector does not match number of columns of 'txdat'")
if (length(bws$ybw) != 1)
stop("length of bandwidth vector does not match number of columns of 'tydat'")
if (any(bws$iyord) | any(bws$iyuno) | coarseclass(tydat[,1]) != "numeric")
stop("'tydat' is not continuous")
xccon = unlist(lapply(txdat[,bws$ixcon, drop = FALSE],class))
if ((any(bws$ixcon) && !all((xccon == class(integer(0))) | (xccon == class(numeric(0))))) ||
(any(bws$ixord) && !all(unlist(lapply(txdat[,bws$ixord, drop = FALSE],class)) ==
class(ordered(0)))) ||
(any(bws$ixuno) && !all(unlist(lapply(txdat[,bws$ixuno, drop = FALSE],class)) ==
class(factor(0)))))
stop("supplied bandwidths do not match 'txdat' in type")
## catch and destroy NA's
goodrows = 1:dim(txdat)[1]
rows.omit = attr(na.omit(data.frame(txdat,tydat)), "na.action")
goodrows[rows.omit] = 0
if (all(goodrows==0))
stop("Training data has no rows without NAs")
txdat = txdat[goodrows,,drop = FALSE]
tydat = tydat[goodrows,,drop = FALSE]
if (!no.ex)
exdat = na.omit(exdat)
tnrow = dim(txdat)[1]
enrow = ifelse(no.ex,tnrow,dim(exdat)[1])
## re-assign levels in training and evaluation data to ensure correct
## conversion to numeric type.
txdat <- adjustLevels(txdat, bws$xdati)
tydat <- adjustLevels(tydat, bws$ydati)
if (!no.ex){
exdat <- adjustLevels(exdat, bws$xdati)
}
## grab the evaluation data before it is converted to numeric
if(no.ex){
txeval <- txdat
} else {
txeval <- exdat
}
## at this stage, data to be sent to the c routines must be converted to
## numeric type.
tydat = toMatrix(tydat)
txdat = toMatrix(txdat)
txuno = txdat[, bws$ixuno, drop = FALSE]
txcon = txdat[, bws$ixcon, drop = FALSE]
txord = txdat[, bws$ixord, drop = FALSE]
if (!no.ex){
exdat = toMatrix(exdat)
exuno = exdat[, bws$ixuno, drop = FALSE]
excon = exdat[, bws$ixcon, drop = FALSE]
exord = exdat[, bws$ixord, drop = FALSE]
} else {
exuno = data.frame()
excon = data.frame()
exord = data.frame()
}
myopti = list(
num_obs_train = tnrow,
num_obs_eval = enrow,
int_LARGE_SF = ifelse(bws$scaling, SF_NORMAL, SF_ARB),
BANDWIDTH_den_extern = switch(bws$type,
fixed = BW_FIXED,
generalized_nn = BW_GEN_NN,
adaptive_nn = BW_ADAP_NN),
int_MINIMIZE_IO=ifelse(options('np.messages'), IO_MIN_FALSE, IO_MIN_TRUE),
xkerneval = switch(bws$cxkertype,
gaussian = CKER_GAUSS + bws$cxkerorder/2 - 1,
epanechnikov = CKER_EPAN + bws$cxkerorder/2 - 1,
uniform = CKER_UNI,
"truncated gaussian" = CKER_TGAUSS),
ykerneval = switch(bws$cykertype,
gaussian = CKER_GAUSS + bws$cykerorder/2 - 1,
epanechnikov = CKER_EPAN + bws$cykerorder/2 - 1,
uniform = CKER_UNI,
"truncated gaussian" = CKER_TGAUSS),
uxkerneval = switch(bws$uxkertype,
aitchisonaitken = UKER_AIT,
liracine = UKER_LR),
uykerneval = switch(bws$uykertype,
aitchisonaitken = UKER_AIT,
liracine = UKER_LR),
oxkerneval = switch(bws$oxkertype,
wangvanryzin = OKER_WANG,
liracine = OKER_LR),
oykerneval = switch(bws$oykertype,
wangvanryzin = OKER_WANG,
liracine = OKER_NLR),
num_yuno = bws$ynuno,
num_yord = bws$ynord,
num_ycon = bws$yncon,
num_xuno = bws$xnuno,
num_xord = bws$xnord,
num_xcon = bws$xncon,
no.ex = no.ex,
gradients = gradients,
itmax = itmax,
xmcv.numRow = attr(bws$xmcv, "num.row"),
nmulti = itmax,
dfc.dir = dfc.dir)
myoptd = list(
ftol = ftol,
tol = tol,
small = small,
lbc.dir = lbc.dir, cfac.dir = cfac.dir,initc.dir = initc.dir,
lbd.dir = lbd.dir, hbd.dir = hbd.dir, dfac.dir = dfac.dir, initd.dir = initd.dir)
myout=
.C("np_quantile_conditional",
as.double(tydat),
as.double(txuno), as.double(txord), as.double(txcon),
as.double(exuno), as.double(exord), as.double(excon),
as.double(tau),
as.double(c(bws$xbw[bws$ixcon],bws$ybw[bws$iycon],
bws$ybw[bws$iyuno],bws$ybw[bws$iyord],
bws$xbw[bws$ixuno],bws$xbw[bws$ixord])),
as.double(bws$xmcv), as.double(attr(bws$xmcv, "pad.num")),
as.double(bws$nconfac), as.double(bws$ncatfac), as.double(bws$sdev),
as.integer(myopti),
as.double(myoptd),
yq = double(enrow),
yqerr = double(enrow),
yqgrad = double(enrow*bws$xndim*gradients),
PACKAGE="np" )[c("yq","yqerr", "yqgrad")]
##need to untangle yqgrad
if(gradients){
myout$yqgrad = matrix(data=myout$yqgrad, nrow = enrow, ncol = bws$xndim, byrow = FALSE)
rorder = numeric(bws$xndim)
rorder[c((1:bws$xndim)[bws$ixcon], (1:bws$xndim)[bws$ixuno], (1:bws$xndim)[bws$ixord])]=1:bws$xndim
myout$yqgrad = myout$yqgrad[, rorder, drop = FALSE]
} else {
myout$yqgrad = NA
}
qregression(bws = bws,
xeval = txeval,
tau = tau,
quantile = myout$yq,
quanterr = myout$yqerr,
quantgrad = myout$yqgrad,
ntrain = tnrow,
trainiseval = no.ex,
gradients = gradients)
}
npqreg.default <- function(bws, txdat, tydat, ...){
sc <- sys.call()
sc.names <- names(sc)
## here we check to see if the function was called with tdat =
## if it was, we need to catch that and map it to dat =
## otherwise the call is passed unadulterated to npudensbw
bws.named <- any(sc.names == "bws")
txdat.named <- any(sc.names == "txdat")
tydat.named <- any(sc.names == "tydat")
no.bws <- missing(bws)
no.txdat <- missing(txdat)
no.tydat <- missing(tydat)
## if bws was passed in explicitly, do not compute bandwidths
if(txdat.named)
txdat <- toFrame(txdat)
if(tydat.named)
tydat <- toFrame(tydat)
sc.bw <- sc
sc.bw[[1]] <- quote(npcdistbw)
if(bws.named){
sc.bw$bandwidth.compute <- FALSE
}
ostxy <- c('txdat','tydat')
nstxy <- c('xdat','ydat')
m.txy <- match(ostxy, names(sc.bw), nomatch = 0)
if(any(m.txy > 0)) {
names(sc.bw)[m.txy] <- nstxy[m.txy > 0]
}
tbw <- eval.parent(sc.bw)
## convention: drop 'bws' and up to two unnamed arguments (including bws)
if(no.bws){
tx.str <- ",txdat = txdat"
ty.str <- ",tydat = tydat"
} else {
tx.str <- ifelse(txdat.named, ",txdat = txdat","")
ty.str <- ifelse(tydat.named, ",tydat = tydat","")
if((!bws.named) && (!txdat.named)){
ty.str <- ifelse(tydat.named, ",tydat = tydat",
ifelse(no.tydat,"",",tydat"))
}
}
eval(parse(text=paste("npqreg(bws = tbw", tx.str, ty.str, ",...)")))
}
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