Nothing
# Part of the rstanarm package for estimating model parameters
# Copyright (C) 2013, 2014, 2015, 2016, 2017 Trustees of Columbia University
#
# 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 3
# 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
#' @rdname stan_lm
#' @export
stan_lm.wfit <- function(x, y, w, offset = NULL, singular.ok = TRUE, ...,
prior = R2(stop("'location' must be specified")),
prior_intercept = NULL, prior_PD = FALSE,
algorithm = c("sampling", "meanfield", "fullrank"),
adapt_delta = NULL) {
algorithm <- match.arg(algorithm)
if (NCOL(y) > 1) {
stop("Multivariate responses not supported yet.")
}
if (colnames(x)[1L] == "(Intercept)") {
has_intercept <- 1L
x <- x[, -1L, drop = FALSE]
if (NCOL(x) == 0L) {
stop("'stan_lm' is not suitable for estimating a mean.",
"\nUse 'stan_glm' with 'family = gaussian()' instead.",
call. = FALSE)
}
} else {
has_intercept <- 0L
}
if (nrow(x) < ncol(x)) {
stop("stan_lm with more predictors than data points is not yet enabled.",
call. = FALSE)
}
# allow prior_PD even if no y variable
if (is.null(y)) {
if (!prior_PD) {
stop("Outcome variable must be specified if 'prior_PD' is not TRUE.")
} else {
y <- fake_y_for_prior_PD(N = NROW(x), family = gaussian())
}
}
xbar <- colMeans(x)
x <- sweep(x, 2L, xbar, FUN = "-")
ybar <- mean(y)
y <- y - ybar
ols <- if (length(w) == 0) lm.fit(x, y) else lm.wfit(x, y, w)
b <- coef(ols)
NAs <- is.na(b)
if (any(NAs) && singular.ok) {
x <- x[,!NAs, drop = FALSE]
xbar <- xbar[!NAs]
ols <- lsfit(x, y, w, intercept = FALSE)
b <- coef(ols)
} else {
b[NAs] <- 0.0
}
if (!is.null(w)) {
x <- sqrt(w) * x
}
return(stan_biglm.fit(b, R = qr.R(ols$qr), SSR = crossprod(residuals(ols))[1],
N = nrow(x), xbar = xbar, ybar = ybar, s_y = sd(y),
has_intercept = has_intercept, ...,
prior = prior, prior_intercept = prior_intercept,
prior_PD = prior_PD, algorithm = algorithm,
adapt_delta = adapt_delta))
}
#' @rdname stan_lm
#' @export
stan_lm.fit <- function(x, y, offset = NULL, singular.ok = TRUE, ...,
prior = R2(stop("'location' must be specified")),
prior_intercept = NULL, prior_PD = FALSE,
algorithm = c("sampling", "meanfield", "fullrank"),
adapt_delta = NULL) { # nocov start
mf <- match.call(expand.dots = FALSE)
mf[[1L]] <- as.name("stan_lm.wfit")
mf$w <- as.name("NULL")
eval(mf, parent.frame())
} # nocov end
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.