Nothing
#####################################################
### Adding Monotone increasing SCOP-spline construction
######################################################
smooth.construct.mpi.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing smooth
{
#require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ", nk," supplied knots"))
if (!is.null(object$point.con[[1]])) ## a point constraint is supplied?
stop(paste("'mpi' smooth does not work with a point constraint; use 'miso' for a start-at-zero constraint, or 'mifo' for a finish-at-zero constraint"))
##################################################
## setting column centering constraint...
# get model matrix-------------
# X1 <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma for monotone smooth...
# Sig <- matrix(0,q,q)
# elements of matrix Sigma for increasing smooth
# for (i in 1:q) Sig[i,1:i]<-1
# X <- (X1%*%Sig)[,-q] # model matrix for the monotone term
# cmx <- colMeans(X)
# X <- sweep(X,2,cmx) ## subtract cmx from columns
# object$X <- X # the finished model matrix
# object$P <- list()
# object$S <- list()
# object$Sigma <- Sig
# if (!object$fixed) # create the penalty matrix
# { P <- diff(diag(q-1),difference=1)
# P[1,] <-0
# P[,1] <- 0
# object$P[[1]] <- P
# object$S[[1]] <- crossprod(P)
# }
# b <- c(0,rep(1,q-2)) # define vector of 0's & 1's for model parameters identification
# with `1' - for a parameter to be exponentiated, `0' - otherwise
#######################################################################
## indentifiability constraint by dropping the first columns of X and Sigma and setting beta_1=0
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma and remove the first column for the monotone smooth (column and row for Sig)
## Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
X <- X1[,-1]%*%Sig[-1,-1] # drop intercept term, model submatrix for the monotone term
object$X <- X # the final model matrix
object$P <- list()
object$S <- list()
object$Sigma <- Sig[-1,-1]
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-1),difference=1)
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
class(object)<-"mpi.smooth" # Give object a class
object
}
## Prediction matrix for the `mpi` smooth class...
Predict.matrix.mpi.smooth<-function(object,data)
## prediction method function for the `mpi' smooth class
{ m <- object$m # spline order, m+1=3 default for cubic spline
q <- object$df +1
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
## find spline basis inner knot range...
ll <- object$knots[m+2];ul <- object$knots[length(object$knots)-m-1]
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m+2)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m+2,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m+2)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
####################################################################################################
### Adding monotone increasing SCOP-spline construction without applying identifiability constraints
### to be used with 'by' variable...
####################################################################################################
## when 'by' variable takes more than one value, the smooth terms are identifiable without a
## 'zero intercept' constraint, so they are left unconstrained.
smooth.construct.mpiBy.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ", nk," supplied knots"))
if (!is.null(object$point.con[[1]])) ## a point constraint is supplied?
stop(paste("'mpi' smooth does not work with a point constraint; use 'miso' for a start-at-zero constraint, or 'mifo' for a finish-at-zero constraint"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma...
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
X <- X1%*%Sig
object$X <- X # the final model matrix
object$P <- list()
object$S <- list()
object$Sigma <- Sig
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-1),difference=1)
P <- rbind(rep(0,q-1),P) ## adding 1st row of zeros
P <- cbind(rep(0,q-1),P) ## adding first column of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
class(object)<-"mpiBy.smooth" # Give object a class
object
}
## Prediction matrix for the `mpiBy` smooth class...
Predict.matrix.mpiBy.smooth<-function(object,data)
## prediction method function for the `mpiBy' smooth class
{ m <- object$m # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
## find spline basis inner knot range...
ll <- object$knots[m+2];ul <- object$knots[length(object$knots)-m-1]
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m+2)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m+2,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m+2)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
##############################################################################################
### Adding Monotone increasing SCOP-spline construction with a 'start at zero' constraint,
### a SCOP-spline additionally constrained to be zero at a start, at the left-end point of the covariate range...
#############################################################################################
smooth.construct.miso.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing smooth with a 'start-at-zero' constraint;
## achieved simply by setting the first (m+1) spline coefficients to zero...
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) { # space knots evenly through data
n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
## move m knots, xk[m+3],...,xk[m+3+m-1] (2nd,...,(m+1) inner knots), to the first inner knot xk[m+2],
## join these m knots with the constrained xk[m+2] knot to avoid a plateau start...
xk[(m+3):(m+2+m)] <- xk[m+2]
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ", nk," supplied knots"))
if (!is.null(object$point.con[[1]])) ## a point constraint is supplied?
stop(paste("'miso' smooth works only with a 'start at zero' constraint; 'pc' argument does not work here"))
## get model matrix...
X1 <- splineDesign(xk,x,ord=m+2)
## get unconstrained matrix Sigma and remove the first m+1 columns and rows...
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
ind <- 1:(m+1) ## 1:3;
## Sig[,ind] <- 0; Sig[ind,] <- 0
Sig <- Sig[-ind,-ind]
X <- X1[,-ind]%*%Sig # drop (m+1) start terms, model submatrix for the scop-term
object$X <- X # the final model matrix
object$P <- list()
object$S <- list()
object$Sigma <- Sig
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-length(ind)),difference=1)
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- rep(TRUE,q-length(ind)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$n.zero <- ind
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
class(object)<-"miso.smooth" # Give object a class
object
}
## Prediction matrix for the `miso` smooth class...
Predict.matrix.miso.smooth<-function(object,data)
## prediction method function for the `miso' smooth class
{ m <- object$m # spline order, m+1=3 default for cubic spline
q <- object$bs.dim ## object$df +1 ## ?????
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
ind <- object$n.zero ## 1:(m+1)
Sig[,ind] <- 0; Sig[ind,] <- 0
## find spline basis inner knot range...
ll <- object$knots[m+2];ul <- object$knots[length(object$knots)-m-1]
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m+2)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m+2,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m+2)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
##############################################################################################
### Adding Monotone increasing SCOP-spline construction with an 'finish at zero' constraint,
### a SCOP-spline additionally constrained to be zero at the end, at the right-end point of
### the covariate range...
#############################################################################################
smooth.construct.mifo.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing smooth with a 'finish-at-zero' constraint;
## achieved simply by setting the last (m+1) spline coefficients to zero...
{
if (!is.null(object$point.con[[1]])) ## a point constraint is supplied?
stop(paste("'mifo' smooth works only with a 'finish at zero' constraint; 'pc' argument does not work here"))
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) { # space knots evenly through data
n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
## move m knots, xk[q-m+1],...,xk[q] (the m pre-last inner knots), to the last inner knot xk[q+1],
## join these m knots with the constrained xk[q+1] knot to avoid a plateau end...
xk[(q-m+1):q] <- xk[q+1]
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ", nk," supplied knots"))
## get model matrix...
X1 <- splineDesign(xk,x,ord=m+2)
## get unconstrained matrix Sigma and remove the last m+1 columns and rows...
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
ind <- (q-m):q
## Sig[,ind] <- 0; Sig[ind,] <- 0
Sig <- Sig[-ind,-ind]
X <- X1[,-ind]%*%Sig # drop (m+1) end terms, model submatrix for the scop-term
object$X <- X # the final model matrix
object$P <- list()
object$S <- list()
object$Sigma <- Sig
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-length(ind)),difference=1)
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-length(ind)-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$n.zero <- ind
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
class(object)<-"mifo.smooth" # Give object a class
object
}
## Prediction matrix for the `mifo` smooth class...
Predict.matrix.mifo.smooth<-function(object,data)
## prediction method function for the `mifo' smooth class
{ m <- object$m # spline order, m+1=3 default for cubic spline
q <- object$bs.dim ## object$df +1 ## ?????
Sig <- matrix(1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
ind <- object$n.zero
Sig[,ind] <- 0; Sig[ind,] <- 0
## find spline basis inner knot range...
ll <- object$knots[m+2];ul <- object$knots[length(object$knots)-m-1]
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m+2)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m+2,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m+2)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
########################################################
### Adding Monotone decreasing SCOP-spline construction
########################################################
smooth.construct.mpd.smooth.spec<- function(object, data, knots)
## construction of the monotone decreasing smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic splines
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n <- length(x)
xk <- rep(0,q+m+2)
xk[(m+2):(q+1)] <- seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i] <- xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i] <- xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma and remove the first column for the monotone smooth (column and row for Sig)
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(-1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
Sig[,1] <- -Sig[,1] ## monotone decrease case
X <- X1[,-1]%*%Sig[-1,-1] # drop intercept term
object$X<-X # the finished model matrix
object$Sigma <- Sig[-1,-1]
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-1),difference=1)
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mpd.smooth" # Give object a class
object
}
## Prediction matrix for the `mpd` smooth class
Predict.matrix.mpd.smooth<-function(object,data)
## prediction method function for the `mpd' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
# elements of matrix Sigma for decreasing smooth...
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(-1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
Sig[,1] <- -Sig[,1] ## monotone decrease case
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
#######################################################
### Adding Monotone decreasing SCOP-spline construction without applying identifiability constraints
### to be used with 'by' variable...
########################################################
smooth.construct.mpdBy.smooth.spec<- function(object, data, knots)
## construction of the monotone decreasing smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic splines
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n <- length(x)
xk <- rep(0,q+m+2)
xk[(m+2):(q+1)] <- seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i] <- xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i] <- xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma and remove the first column for the monotone smooth (column and row for Sig)
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(-1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
Sig[,1] <- -Sig[,1] ## monotone decrease case
X <- X1%*%Sig # no drop intercept term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-1),difference=1)
P <- rbind(rep(0,q-1),P) ## adding 1st row of zeros
P <- cbind(rep(0,q-1),P) ## adding first column of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mpdBy.smooth" # Give object a class
object
}
## Prediction matrix for the `mpdBy` smooth class
Predict.matrix.mpdBy.smooth<-function(object,data)
## prediction method function for the `mpdBy' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
# elements of matrix Sigma for decreasing smooth...
# Sig <- matrix(as.numeric(rep(1:q,q)>=rep(1:q,each=q)),q,q) ## coef summation matrix
Sig <- matrix(-1,q,q) ## coef summation matrix
Sig[upper.tri(Sig)] <-0
Sig[,1] <- -Sig[,1] ## monotone decrease case
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
##############################################################
### Smooth constructor for the mixed constrainted smooths ......
##############################################################
###############################################################
### Adding Monotone decreasing & concave P-spline construction
###############################################################
smooth.construct.mdcv.smooth.spec<- function(object, data, knots)
## construction of the monotone decreasing and concave smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubis spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Matrix Sigma
# for monotone decreasing & concave smooth
for (i in 1:(q-1)) Sig[i:(q-1),i]<--c(1:(q-i))
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mdcv.smooth" # Give object a class
object
}
## Prediction matrix for the `mdcv` smooth class....
Predict.matrix.mdcv.smooth<-function(object,data)
## prediction method function for the `mdcv' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- -c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding decreasing & concave SCOP-spline construction without identifiability constraints
### to be used with 'by' variable and linear functional terms...
##########################################################
smooth.construct.mdcvBy.smooth.spec<- function(object, data, knots)
## construction of the monotone decreasing and concave smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubis spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X <- splineDesign(xk,x,ord=m+2)
# Define matrix Sigma for monotone decreasing & concave smooth
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- -c(1:(q-i+1))
X <- X%*%Sig # model matrix for the constrained term
object$X <- X
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mdcvBy.smooth" # Give object a class
object
}
## Prediction matrix for the `mdcvBy` smooth class....
Predict.matrix.mdcvBy.smooth<-function(object,data)
## prediction method function for the `mdcvBy' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- -c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###############################################################
### Adding decreasing & convex SCOP-spline construction
################################################################
smooth.construct.mdcx.smooth.spec<- function(object, data, knots)
## the constructor for the monotone decreasing and convex smooth
{
#require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Matrix Sigma
# for monotone decreasing & convex smooth
Sig[1,] <- -rep(1,q-1)
for (i in 2:(q-1)) {
Sig[i,1:(q-i)] <- -i;
Sig[i,(q-i+1):(q-1)] <- -c((i-1):1)
}
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mdcx.smooth" # Give object a class
object
}
## Prediction matrix for the `mdcx` smooth class....
Predict.matrix.mdcx.smooth<-function(object,data)
## the prediction method for the `mdcx' smooth class
{ x <- data[[object$term]]
m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- -rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)]<--i;
Sig1[i,(q-i+1):(q-1)]<--c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding decreasing & convex SCOP-spline construction without identifiability constraints
### to be used with 'by' variable and linear functional terms...
##########################################################
smooth.construct.mdcxBy.smooth.spec<- function(object, data, knots)
## the constructor for the monotone decreasing and convex smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X <- splineDesign(xk,x,ord=m+2)
# define matrix Sigma for monotone decreasing & convex smooth
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- -rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)]<--i;
Sig1[i,(q-i+1):(q-1)]<--c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
X <- X%*%Sig # model matrix for the constrained term
object$X<-X
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"mdcxBy.smooth" # Give object a class
object
}
## Prediction matrix for the `mdcxBy` smooth class....
Predict.matrix.mdcxBy.smooth<-function(object,data)
## the prediction method for the `mdcxBy' smooth class
{ x <- data[[object$term]]
m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- -rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)]<--i;
Sig1[i,(q-i+1):(q-1)]<--c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
################################################################
### Adding monotone increasing & concave SCOP-spline construction ################################################################
smooth.construct.micv.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing and concave smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Matrix Sigma
# for monotone increasing & concave smooth
Sig[1,]<-rep(1,q-1)
for (i in 2:(q-1)) {
Sig[i,1:(q-i)]<-i;
Sig[i,(q-i+1):(q-1)]<-c((i-1):1)
}
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"micv.smooth" # Give object a class
object
}
## Prediction matrix for the `micv` smooth class....
Predict.matrix.micv.smooth<-function(object,data)
## prediction method function for the `micv' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)] <- i;
Sig1[i,(q-i+1):(q-1)] <- c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding increasing & concave SCOP-spline construction without identifiability constraints
### to be used with 'by' variable and linear functional terms...
##########################################################
smooth.construct.micvBy.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing and concave smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
## get model matrix-------------
X <- splineDesign(xk,x,ord=m+2)
## define matrix Sigma for monotone increasing & concave smooth
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)] <- i;
Sig1[i,(q-i+1):(q-1)] <- c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
X <- X%*%Sig ## model matrix for the constrained term
object$X <- X
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"micvBy.smooth" # Give object a class
object
}
## Prediction matrix for the `micvBy` smooth class....
Predict.matrix.micvBy.smooth<-function(object,data)
## prediction method function for the `micvBy' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig1 <- matrix(0,(q-1),(q-1))
Sig1[1,] <- rep(1,q-1)
for (i in 2:(q-1)) {
Sig1[i,1:(q-i)] <- i;
Sig1[i,(q-i+1):(q-1)] <- c((i-1):1)
}
Sig [2:q,2:q] <- Sig1
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###############################################################
### Adding monotone increasing & convex SCOP-spline construction
################################################################
smooth.construct.micx.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing and convex smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m < 1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Matrix Sigma
# for monotone increasing & convex smooth
for (i in 1:(q-1)) Sig[i:(q-1),i]<-c(1:(q-i))
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"micx.smooth" # Give object a class
object
}
## Prediction matrix for the `micx` smooth class...
Predict.matrix.micx.smooth<-function(object,data)
## prediction method function for the `micx` smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding increasing & convex SCOP-spline construction without identifiability constraints
### to be used with 'by' variable and linear functional terms...
##########################################################
smooth.construct.micxBy.smooth.spec<- function(object, data, knots)
## construction of the monotone increasing and convex smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m < 1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
## get model matrix...
X <- splineDesign(xk,x,ord=m+2)
## Define matrix Sigma for monotone increasing & convex smooth
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- c(1:(q-i+1))
X <- X%*%Sig # model matrix for the constrained term
object$X <- X
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"micxBy.smooth" # Give object a class
object
}
## Prediction matrix for the `micxBy` smooth class...
Predict.matrix.micxBy.smooth<-function(object,data)
## prediction method function for the `micxBy` smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
for (i in 2:q) Sig[i:q,i] <- c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
############################################################
### Smooth construct for the convex/concave smooths ......
###########################################################
###########################################################
### Adding concave SCOP-spline construction *************
###########################################################
smooth.construct.cv.smooth.spec<- function(object, data, knots)
## construction of the concave smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Sigma for concave smooth
Sig[1:(q-1),1]<- c(1:(q-1))
for (i in 2:(q-1)) Sig[i:(q-1),i]<--c(1:(q-i))
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"cv.smooth" # Give object a class
object
}
## Prediction matrix for the `cv` smooth class******************
Predict.matrix.cv.smooth<-function(object,data)
## prediction method function for the `cv' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig[2:q,2]<- c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- -c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
####################################################################################################
### Adding concave SCOP-spline construction without applying identifiability constraints
### to be used with 'by' variable...
####################################################################################################
## when 'by' variable takes more than one value, the smooth terms are identifiable without a
## 'zero intercept' constraint, so they are left unconstrained...
smooth.construct.cvBy.smooth.spec<- function(object, data, knots)
## construction of the concave smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma for concave smooth...
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig[2:q,2]<- c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- -c(1:(q-i+1))
X <- X%*%Sig # model matrix for the constrained term
object$X<-X
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"cvBy.smooth" # Give object a class
object
}
## Prediction matrix for the `cvBy` smooth class******************
Predict.matrix.cvBy.smooth<-function(object,data)
## prediction method function for the `cvBy' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig[2:q,2]<- c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- -c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding convex SCOP-spline construction *************
##########################################################
smooth.construct.cx.smooth.spec<- function(object, data, knots)
## construction of the convex smooth
{
# require(splines)
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the monotone smooth
Sig <- matrix(0,(q-1),(q-1)) # Define Sigma for convex smooth
Sig[1:(q-1),1]<- -c(1:(q-1))
for (i in 2:(q-1)) Sig[i:(q-1),i]<- c(1:(q-i))
X <- X1[,2:q]%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
object$P[[1]] <- P
S <- matrix(0,q-1,q-1)
S[2:(q-1),2:(q-1)] <- crossprod(P)
object$S[[1]] <- S
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X)-1 # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"cx.smooth" # Give object a class
object
}
## Prediction matrix for the `cx` smooth class *************************
Predict.matrix.cx.smooth<-function(object,data)
## prediction method function for the `cx' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig[2:q,2]<- -c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
###########################################################
### Adding convex SCOP-spline construction without identifiability constraints
### to be used with 'by' variable and linear functional terms...
##########################################################
smooth.construct.cxBy.smooth.spec<- function(object, data, knots)
## construction of the convex smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
# get model matrix-------------
X <- splineDesign(xk,x,ord=m+2)
# get matrix Sigma for convex smooth...
Sig <- matrix(0,q,q)
Sig[,1] <- 1
Sig[2:q,2]<- -c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- c(1:(q-i+1))
X <- X%*%Sig # model submatrix for the constrained term
object$X<-X # the finished model matrix
object$Sigma <- Sig
object$P <- list()
object$S <- list()
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-2),difference=1)
P <- rbind(matrix(0,2,q-2),P) ## adding first two rows of zeros
P <- cbind(matrix(0,q-1,2),P) ## adding first two columns of zeros
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- c(FALSE,rep(TRUE,q-1)) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,1:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,1:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"cxBy.smooth" # Give object a class
object
}
## Prediction matrix for the `cxBy` smooth class *************************
Predict.matrix.cxBy.smooth<-function(object,data)
## prediction method function for the `cxBy' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df
Sig <- matrix(0,q,q)
Sig[,1] <- rep(1,q)
Sig[2:q,2]<- -c(1:(q-1))
for (i in 3:q) Sig[i:q,i] <- c(1:(q-i+1))
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
X <- X%*%Sig
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
X <- X%*%Sig
}
X
}
#####################################################
### Adding positive SCOP-spline construction
######################################################
smooth.construct.po.smooth.spec<- function(object, data, knots)
## construction of the positivelt costrained smooth
{
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default for cubic spline
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
q <- object$bs.dim
nk <- q+m+2 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
xk <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(xk)) # space knots through data
{ n<-length(x)
xk<-rep(0,q+m+2)
xk[(m+2):(q+1)]<-seq(min(x),max(x),length=q-m)
for (i in 1:(m+1)) {xk[i]<-xk[m+2]-(m+2-i)*(xk[m+3]-xk[m+2])}
for (i in (q+2):(q+m+2)) {xk[i]<-xk[q+1]+(i-q-1)*(xk[m+3]-xk[m+2])}
}
if (length(xk)!=nk) # right number of knots?
stop(paste("there should be ", nk," supplied knots"))
# get model matrix-------------
X1 <- splineDesign(xk,x,ord=m+2)
# use matrix Sigma and remove the first column for the positive smooth
Sig <- diag(1,(q-1)) ## identity matrix
## Sig <- diag(1,q) ## identity matrix
X <- X1[,2:q]
## X <- X1
object$X <- X # the finished model matrix
object$P <- list()
object$S <- list()
object$Sigma <- Sig
if (!object$fixed) # create the penalty matrix
{ P <- diff(diag(q-1),difference=1)
## P <- diff(diag(q),difference=1)
object$P[[1]] <- P
object$S[[1]] <- crossprod(P)
}
object$p.ident <- rep(TRUE,q-1) ## p.ident is an indicator of which coefficients must be positive (exponentiated)
## object$p.ident <- rep(TRUE,q)
object$rank <- ncol(object$X)-1 # penalty rank
## object$rank <- ncol(object$X) # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
object$C <- matrix(0, 0, ncol(X)) # to have no other constraints
object$knots <- xk;
object$m <- m;
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
## get model matrix for 1st and 2nd derivatives of the smooth...
h <- (max(x)-min(x))/(q-m-1) ## distance between two adjacent knots
object$Xdf1 <- splineDesign(xk,x,ord=m+1)[,2:(q-1)]/h ## ord is by one less for the 1st derivative
object$Xdf2 <- splineDesign(xk,x,ord=m)[,2:(q-2)]/h^2 ## ord is by two less for the 2nd derivative
class(object)<-"po.smooth" # Give object a class
object
}
## NOte: maybe no need to set the fisrt coefficient to zero, as not intercept is required in the model with 'po' smooth
## Prediction matrix for the `po` smooth class...
Predict.matrix.po.smooth<-function(object,data)
## prediction method function for the `po' smooth class
{ m <- object$m+1; # spline order, m+1=3 default for cubic spline
q <- object$df +1
## Sig <- diag(1,q) # Define Matrix Sigma
## find spline basis inner knot range...
ll <- object$knots[m+1];ul <- object$knots[length(object$knots)-m]
m <- m + 1
x <- data[[object$term]]
n <- length(x)
ind <- x<=ul & x>=ll ## data in range
if (sum(ind)==n) { ## all in range
X <- spline.des(object$knots,x,m)$design
} else { ## some extrapolation needed
## matrix mapping coefs to value and slope at end points...
D <- spline.des(object$knots,c(ll,ll,ul,ul),m,c(0,1,0,1))$design
X <- matrix(0,n,ncol(D)) ## full predict matrix
if (sum(ind)> 0) X[ind,] <- spline.des(object$knots,x[ind],m)$design ## interior rows
## Now add rows for linear extrapolation...
ind <- x < ll
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ll)%*%D[1:2,]
ind <- x > ul
if (sum(ind)>0) X[ind,] <- cbind(1,x[ind]-ul)%*%D[3:4,]
}
X
}
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.