R/stepmented.numeric.r

In segmented: Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects)

stepmented.numeric <- function(obj, seg.Z, psi, npsi, fixed.psi=NULL, control=seg.control(), keep.class=FALSE, 
                               var.psi=FALSE, ..., 
                               pertV=0, centerX=FALSE, adjX=NULL, weights=NULL) {
  #, only.mean=TRUE
  #pertV come calcolare la variabile V=1/(2*abs(Xtrue-PSI)? i psi devono essere diversi dalle x_i 
  #   utilizzare i psi stimati che tipcamente sono diversi? (perV=0)
  #   oppure i psi.mid che sicuramente sono (o meglio dovrebbero essere)  tra due x_i...
  
  
  # ---------
  only.mean=TRUE
  if(!only.mean){
    if(!missing(psi)) warning("If only.mean=FALSE, 'psi' is ignored. Use 'npsi'.")
    if(missing(npsi)) npsi=1
    if(length(npsi)==1) npsi=c(npsi,npsi)
    #o <- stepVar(y=obj, npsi=c(1,1), itmax=10, display=TRUE, control=control, ...)
    #return(o)
    npsiM=npsi[1]
    npsiV=npsi[2]
    itmax=20
    display=control$visual
    control$visual<-FALSE
    y<-obj
    x <- 1:length(y)#/length(y)
    psiM<-(min(x)+ diff(range(x))*(1:npsiM)/(npsiM+1))
    psiV<-(min(x)+ diff(range(x))*(1:npsiV)/(npsiV+1))
    if(npsiM>0)  {
      oM <- stepmented.numeric(y, psi=psiM, control=control)
      } else {
        oM<- lm(y~1)
        psiM.r<-psiM<-NA
      }
    ly <- log(oM$residuals^2)
    coefM<-matrix(NA, itmax,npsiM*2+1)
    coefV<-matrix(NA, itmax,npsiV*2+1)
    #o0<-lm(ly~1)
    assign("ly", ly, envir=parent.frame())
    #browser()
    for (i in 1:itmax){
      #if(i==3) browser()
      coefM[i,]<-oM$coefficients
      assign("ly", ly, envir=parent.frame())
      oV <- stepmented.numeric(ly, npsi = npsiV, control=control)
      #oV <- stepmented.lm(o0, psi = psiV, control=control)
      psiV <- oV$psi[,"Est."]
      psiV.r <- oV$psi.rounded[1,]
      coefV[i,]<-oV$coefficients
      ww <- 1 / exp(oV$fitted.values) 
      #o <- lm(y ~ 1, weights = ww)
      #browser()
      if(npsiM>0){
        psiM<- oM$psi[,"Est."]
        oM <- stepmented.numeric(y, psi = psiM, weights=ww, control=control) #var.psi=FALSE
        psiM <- oM$psi[,"Est."]
        psiM.r<- oM$psi.rounded[1,]
      }
      #if(display) cat("iteration:", i, " psi:", oV$psi.rounded[1,], "  est:", round(oV$obj.ok$coefficients[1:min(3,length(oV$obj.ok$coefficients))],3),"\n")

      if(display) cat("it:", i, " psi(mean):", psiM.r, "  psi(dispersion):", psiV.r, "\n")
      #est:", round(oV$obj.ok$coefficients[1:min(3,length(oV$obj.ok$coefficients))],3),"\n")
      
      ly.old<-ly
      ly <- log(oM$residuals^2)
      #if(i==5) browser()
      if(sum( (ly-ly.old)/ly.old)^2<=.0001) break  
    }
    #browser()
    r<-list(fitMean=oM, fitDisp=oV, coefIter=cbind(coefM,NA,coefV))
    return(r)
    
  }
  mylm.W<-function(x,y,w=1){
    x1<-x*sqrt(w)
    y1<-y*sqrt(w)
    XtX <- crossprod(x1)
    b<-drop(solve(XtX,crossprod(x1,y1)))
    fit<-drop(tcrossprod(x,t(b)))
    r<-y-fit
    o<-list(coefficients=b,fitted.values=fit,residuals=r, df.residual=length(y)-length(b), invXtX=solve(XtX), L0=sum(w*r^2))
    o
  }
  mylm.noW<-function(x,y,w=1){
    XtX <- crossprod(x)
    b<-drop(solve(XtX,crossprod(x,y)))
    fit<-drop(x%*%b) #tcrossprod(x,t(b)))
    r<-y-fit
    o<-list(coefficients=b,fitted.values=fit,residuals=r, df.residual=length(y)-length(b), invXtX=solve(XtX), L0=sum(r^2))
    o
  }
  mylm<- if(is.null(weights)) mylm.noW else mylm.W 
  #-----------
  toMatrix<-function(.x, ki){
    # ripete ogni .x[,j] ki[j] volte
    if(ncol(.x)!=length(ki)) stop("It should be ncol(.x)==length(ki)")
    if(all(ki==1)) return(.x)
    M<-vector("list", length=length(ki))
    for(j in 1:length(ki)) M[[j]]<-replicate(ki[[j]], cbind(.x[,j]), simplify=TRUE)
    do.call(cbind, M)
  }
  #-----------
  agg<- 1-control$fc
  it.max<- control$it.max 
  tol<-  control$toll
  display<- control$visual 
  digits <- control$digits 
  min.step <- control$min.step
  conv.psi <- control$conv.psi 
  alpha <- control$alpha
  fix.npsi <- control$fix.npsi 
  n.boot <- control$n.boot 
  break.boot<- control$break.boot +2
  seed<- control$seed
  fix.npsi<-control$fix.npsi
  h<-control$h
  #-----------
  
  #browser()
  
  if(!is.vector(obj)) stop(" 'obj' should be a numerical vector ")
  
  #if(is.vector(obj) || is.ts(obj)){
  #if(is.matrix(obj) && ncol(obj)>1) stop("if matrix 'obj' should have 1 column")
  #obj<-drop(obj)
  if(!missing(seg.Z) && length(all.vars(seg.Z))>1) stop(" multiple seg.Z allowed only with (g)lm models")
  Fo0<-as.formula(paste(deparse(substitute(obj))," ~ 1", sep=""))
  y.only.vector <- TRUE
  
  
  y<-obj
  if(missing(seg.Z)) {
      x<-1:length(y)
      min.x<- min(x)
      name.Z <- "index"
#      if(is.null(adjX)) adjX<-FALSE
  } else {
      x<-eval(parse(text=all.vars(seg.Z)))
      name.Z <- all.vars(seg.Z)
#      adjX= FALSE
  }
  min.x<- min(x)
  if(is.null(adjX)) {
    adjX<- if(min.x>=1000) TRUE else FALSE
  } 
  if(adjX) x<- x - min.x

  if(missing(psi)){
    if(missing(npsi)) npsi<-1 #stop(" psi or npsi have to be provided ")
    psi<- seq(min(x), max(x), l=npsi+2)[-c(1, npsi+2)] #psi[[i]]<-(min(Z[[i]])+ diff(range(Z[[i]]))*(1:K)/(K+1))
  } else {
    npsi<-length(psi)
  }
  initial.psi<- psi
  n<-length(y)
  a<- npsi
  n.Seg<-1
  Z <- matrix(x, ncol=a,  nrow=n, byrow = FALSE)
  XREG <- matrix(1, nrow=n, ncol=1)
  ww<-rep(1, n)
  #offs<-rep(0,n)
  PSI<-matrix(psi, ncol=a, nrow=n, byrow = TRUE)
  #name.Z <- if(missing(seg.Z)) "id" else all.vars(seg.Z)
  nomiU<-paste("U", 1:a, ".", name.Z,sep="")
  nomiV<-paste("V", 1:a, ".", name.Z,sep="")
  colnames(Z)<-nomiZ<-rep(name.Z, a)
  id.psi.group <- rep(1:length(a), times = a)
  orig.call<-NULL
  ####################################################
  
  #  invXtX<-if(!is.null(obj$qr)) chol2inv(qr.R(obj$qr)) else NULL #(XtX)^{-1}
  #  Xty<-crossprod(XREG,y)
  #  opz<-list(toll=toll,h=h, stop.if.error=stop.if.error, dev0=dev0, visual=visual, it.max=it.max,
  #            nomiOK=nomiOK, id.psi.group=id.psi.group, gap=gap, visualBoot=visualBoot, pow=pow, digits=digits,invXtX=invXtX, Xty=Xty, 
  #            conv.psi=conv.psi, alpha=alpha, fix.npsi=fix.npsi, min.step=min.step, fc=fc)
  #x<- Z
  x.lin <-XREG
  #if(is.vector(x)) x<-as.matrix(x)
  #dev0<- n*var(y) #sum(mylm(x.lin, y, ww)$residuals^2*ww)
  #dev0<- if(!display) var(y)*n else sum(mylm(x.lin, y)$residuals^2)
  dev0 <- if(is.null(weights)) var(y)*(n-1) else sum(weights*(y-weighted.mean(y, weights))^2)
  rangeZ <- apply(Z, 2, range)
  
  #browser()
  
  plin<-ncol(x.lin)
  #if(!is.list(psi)) psi<-list(psi)
  #P <- length(psi) #n. variabili con breakpoints
  #npsii <- sapply(psi, length) #n di psi for each covariate
  P<-n.Seg
  npsii<-a
  npsi<- sum(npsii)
  Xtrue<-Z
  #psi0 <- unlist(psi)
  #PSI<- matrix(psi0, n, npsi, byrow=TRUE)
  #if(ncol(x)!=P) stop("errore")
  #Xtrue<-toMatrix(x, npsii)
  
  #browser()
  
  if(it.max == 0) {
    mfExt<- data.frame(y, Z)
    names(mfExt)<-c(all.vars(Fo0), name.Z)
    ripetizioni<-unlist(tapply(nomiZ, nomiZ, function(.x)1:length(.x)))
    U <- (Xtrue>PSI)
    colnames(U) <- paste(ripetizioni, nomiZ, sep = ".")
    nomiU <- paste("U", colnames(U), sep = "")
    #for (i in 1:ncol(U)) assign(nomiU[i], U[, i], envir = KK)
    for(i in 1:ncol(U)) mfExt[nomiU[i]]<-mf[nomiU[i]]<-U[,i]
    Fo <- update.formula(formula(obj), as.formula(paste(".~.+", paste(nomiU, collapse = "+"))))
    obj <- update(obj, formula = Fo, evaluate=FALSE, data=mfExt) #data = mf, 
    
    if(!is.null(weights)) obj <- update(obj, weights=weights) 
    if(!is.null(obj[["subset"]])) obj[["subset"]]<-NULL
    obj<-eval(obj, envir=mfExt)
    #if (model) obj$model <-mf  #obj$model <- data.frame(as.list(KK))
    
    psi <- cbind(psi, psi, 0)
    rownames(psi) <- paste(paste("psi", ripetizioni, sep = ""), nomiZ, sep=".")
    colnames(psi) <- c("Initial", "Est.", "St.Err")
    
    obj$psi <- psi
    return(obj)
  }
  
  
  c1 <- apply((Xtrue <= PSI), 2, all) #dovrebbero essere tutti FALSE (prima era solo <)
  c2 <- apply((Xtrue >= PSI), 2, all) #dovrebbero essere tutti FALSE (prima era solo >)
  if(sum(c1 + c2) != 0 || is.na(sum(c1 + c2)) ) stop("starting psi out of the admissible range")
  
  if(is.null(alpha)) alpha<- max(.05, 1/length(y))
  if(length(alpha)==1) alpha<-c(alpha, 1-alpha)
  
  opz<-list(toll=tol, dev0=dev0, display=display, it.max=it.max, agg=agg, digits=digits, rangeZ=rangeZ,
            id.psi.group=id.psi.group,h=h,
            #nomiOK=nomiOK,  visualBoot=visualBoot, invXtX=invXtX, Xty=Xty, 
            conv.psi=conv.psi, alpha=alpha, fix.npsi=fix.npsi, min.step=min.step, npsii=npsii,
            seed=control$seed)
  
  # #################################################################################
  # #### jump.fit(y, XREG=x.lin, Z=Xtrue, PSI, w=ww, offs, opz, return.all.sol=FALSE)
  # #################################################################################
  #browser()
  
  if(is.null(weights)){
    if(n.boot<=0){
      obj<- step.ts.fit(y, x.lin, Xtrue, PSI, opz, return.all.sol=FALSE)
    } else {
      #if("seed" %in% names(control)) set.seed(control$seed)
      obj<-step.ts.fit.boot(y, x.lin, Xtrue, PSI, opz, n.boot, break.boot=break.boot) 
      seed <- obj$seed
    }
  } else {
    if(n.boot<=0){
      obj<- step.num.fit(y, x.lin, Xtrue, PSI, weights, opz, return.all.sol=FALSE)
    } else {
      #if("seed" %in% names(control)) set.seed(control$seed)
      obj<-step.num.fit.boot(y, x.lin, Xtrue, PSI, weights, opz, n.boot, break.boot=break.boot) 
      seed <- obj$seed
    }
  }
  # if(!is.list(obj)){
  #   warning("No breakpoint estimated", call. = FALSE)
  #   return(obj0)
  # }
  #chol2inv(qr.R(obj$obj$qr))
  id.warn<-obj$id.warn
  it<-obj$it
  psi<-obj$psi
  psi.values<-if(n.boot<=0) obj$psi.values else obj$boot.restart
  #i beta.c corripondono ai psi NON ordinati!!!
  beta.c<- obj$beta.c
  beta.c<-unlist(tapply(psi, id.psi.group, function(.x)beta.c[order(.x)]))
  #unlist(lapply(unique(id.psi.group), function(.x) beta.c[id.psi.group==.x][order(psi[id.psi.group==.x])]))
  psi<-unlist(tapply(psi, id.psi.group, sort)) 
  Z0<-apply(Z,2,sort)
  psi.rounded<-sapply(1:npsi, function(j) Z0[sum(Z0[,j]<psi[j])+c(0,1),j])
  psi.mid<-apply(psi.rounded,2,mean)
  #QUALI prendere? psi, psi.mid o psi.rounded?
  PSI.mid<- matrix(psi, n, npsi, byrow = TRUE)
  
  #bisogna evitare che una qualche x_i sia uguale a psi, altrimenti la costruzione di V-> INF
  DEN <- abs(Xtrue - PSI.mid)
  DEN <- apply(DEN, 2, function(.x) pmax(.x, sort(.x)[2]/2))  #pmax(.x, diff(range(.x))/1000)) 
  
  V <- (1/(2 * DEN))
  #k=10
  #V <- (1/(2 * k*log(cosh((Xtrue - PSI.mid)/k))))
  
  
  colnames(V)<-nomiV
  if(centerX){
    XtrueS <- scale(Xtrue, TRUE, scale=FALSE)
    meanX<-attr(XtrueS, "scaled:center")
    attr(XtrueS, "scaled:center")<-NULL
    U <- (XtrueS * V + 1/2)
  } else {
    U <- (Xtrue * V + 1/2)
  }
  colnames(U)<-nomiU
  
  if(pertV>0){
    #puoi usare o psi.mid o psi.rounded+eps.. Il secondo porta ad una cor ancora piu' bassa della prima.. 0.89 vs 0.96
    if(pertV==1){
      PSI.mid <- matrix(psi.mid, n, npsi, byrow = TRUE)
      V <- (1/(2 * abs(Xtrue - PSI.mid)))
    } else {
      PSI.mid <- matrix(psi.rounded[1,], n, npsi, byrow = TRUE)
      V <- (1/(2 * abs(Xtrue - PSI.mid + .0001)))
    }
  }
  
  # browser()
  # 
  # V <- -V
  # o<-lm(y~U+V)
  # 
  # #return(o)
  # 
  # #o<- .lm.fit(y=y, x=cbind(1,U, -V))
  # #o$psi <- psi
  # var.Tay<-function(est1,est2,v1,v2,v12){
  #   r<- est1/est2
  #   vv<-(v1+v2*r^2-2*r*v12)/est2^2
  #   vv
  # }
  # 
  # 
  # Cov<-vcov(o)
  # num.g<-o$coefficients[3]
  # den.b<-o$coefficients[2]
  # v.g <-Cov[3,3]
  # v.b <-Cov[2,2]
  # 
  # rho<-mean(Xtrue< as.numeric(psi))
  # rho<-  rho^(sqrt(2/n))
  # cov.g.b<- rho*sqrt(v.g*v.b)
  # var.Tay(num.g, den.b, v.g, v.b, cov.g.b)
  # 
  #   -V* drop(beta.c)
  # 
  #   return(o)
  # 
  Vxb <- -V# * rep(-beta.c, each = nrow(V))
  nomiVxb <- gsub("V", "psi", nomiV)
  nnomi <- c(nomiU, nomiVxb)
  #XREG <- cbind(x.lin, Z, W)
  #obj <- lm.wfit(y = y, x = XREG, offset = offs, w=ww )
  # source("stepmented.lm.R")
  ####################
  
  
  #return(list(psi.rounded=psi.rounded))
  
  ### ==========>>>>>>>>>>>>>>
  ## e i PESI!!!!!!!!!!!!!!!!!!!!!!!!!!!!!????!
  
  # A questo punto e' inutile stimare objW, il modello con W, tanto non riesci ad ottenere una misura del SE..
  # QUINDI puoi semplicemente stimare il modello con U soltanto e poi aggiustare i df.residuals
  
  ## =========================================================================================================
  
  ###
  Fo <- update.formula(Fo0, as.formula(paste(".~.+", paste(nnomi, collapse = "+"))))
  mfExt <- data.frame(1, U, Vxb)
  colnames(mfExt)<-c("(Intercept)", nnomi)
  objF <- lm(Fo, weights=weights, data = mfExt)
  
  #browser()
  
  objW<-objF
  
  #X1 <- mfExt$psi1.index*beta.c[[1]]
  #Off <- mfExt$psi1.index*beta.c[[1]]*psi[[1]]
  #yy <- y-Off
  #a <- lm(yy~ U1.index + X1, data=mfExt)
  #l'SE di b(X1) dovrebbe essere quello per di psi....
  
  #controllo se qualche coeff e' NA..
  isNAcoef<-any(is.na(objF$coefficients))
  
  #browser()
  if(isNAcoef) {
    nameNA.psi <- names(objF$coefficients)[which(is.na(objF$coefficients))]
    nameNA.U <- gsub("psi", "U", nameNA.psi)
    if(fix.npsi) {
      cat("breakpoint estimate(s):", as.vector(psi), "\n")
      stop("coef ", nameNA.psi, " is NA: breakpoint(s) at the boundary or too close together", call. = FALSE)
    } else {
      warning("some estimate is NA (too many breakpoints?): removing ",
              length(nameNA.psi), " jump-point(s)", call. = FALSE)
      Fo <- update(Fo, paste(".~ .-", nameNA.U, "-", nameNA.psi))
      objF <- lm(Fo, data = mfExt) 
      idNA.psi <- match(nameNA.psi, nomiVxb)
      nomiVxb <- setdiff(nomiVxb, nameNA.psi)
      nomiU <- setdiff(nomiU, nameNA.U)
      Xtrue <- Xtrue[, -idNA.psi, drop = FALSE]
      PSI.mid<- PSI.mid[, -idNA.psi, drop = FALSE]
      id.psi.group <- id.psi.group[-idNA.psi]
      psi <- psi[-idNA.psi]
      psi.rounded <- psi.rounded[, -idNA.psi, drop = FALSE]
    }
  }
  
  #organizziamo i risultati da restituire per psi..
  colnames(psi.rounded)<-names(psi)<-nomiVxb
  rownames(psi.rounded)<-c("inf [","sup (")
  # Cov <- vcov(objF) 
  # 
  # var.Tay<-function(est1,est2,v1,v2,v12){
  #   r<- est1/est2
  #   vv<-(v1+v2*r^2-2*r*v12)/est2^2
  #   vv}
  # 
  # 
  # #browser()
  # 
  # #var.Tay(num, den, v.g, v.b, cov.g.b)
  # varPsi<- rep(NA, length(nomiU))
  # for(j in 1:length(nomiU)){
  #   num<-objF$coefficients[nomiVxb[j]]
  #   den<-objF$coefficients[nomiU[j]]
  #   v.g <-Cov[nomiVxb[j],nomiVxb[j]]
  #   v.b<- Cov[nomiU[j],nomiU[j]]
  #   cov.g.b <- Cov[nomiVxb[j],nomiU[j]]
  #   #if(is.null(rho)) {
  #     rho<-mean(Xtrue[, nomiZ[j] ,drop=TRUE]<psi[[nomiVxb[j]]])
  #     #rho<- 1-exp(-rho*(n^(1/3))) #rho^(2*sqrt(2/n)) #1-exp(-5*rho) #con 5,6 valori piu' alti => SE piu' piccoli..
  #     rho<-  rho^(sqrt(1/n))
  #   #}
  #   cov.g.b<- rho*sqrt(v.g*v.b)
  #   varPsi[j]<-var.Tay(num, den, v.g, v.b, cov.g.b)
  # }
  # names(varPsi) <- nomiVxb
  # 
  # #browser()
  # Cov[nomiVxb, ]<- Cov[, nomiVxb] <- 0
  # diag(Cov)[nomiVxb]<-varPsi
  # #Cov[nomiVxb, nomiVxb ]<- varPsi
  # 
  # 
  # #browser()
  # #var.Tay(num, den, v.g, v.b, cov.g.b)
  # 
  # id <- match(nomiVxb, names(coef(objF)))
  # vv <- if (length(id) == 1) Cov[id, id] else diag(Cov[id, id])
  ris.psi <-matrix(NA,length(psi),3)
  colnames(ris.psi) <- c("Initial", "Est.", "St.Err")
  rownames(ris.psi) <- nomiVxb
  ris.psi[,2]<-psi
  #ris.psi[,3]<-sqrt(vv)
  
  ##  solo per simulazioni
  #browser()
  #ris.psi<-cbind(ris.psi,
  #               st0=sqrt(var.Tay(num, den, v.g, v.b, 0)),
  #               st99=sqrt(var.Tay(num, den, v.g, v.b, .99*sqrt(v.g*v.b))))
  
  a<-tapply(id.psi.group, id.psi.group, length)
  #NB "a" deve essere un vettore che si appatta con "initial.psi" per ottnetere "initial" sotto... Se una variabile alla fine risulta
  # senza breakpoint questo non avviene e ci sono problemi nella formazione di "initial". Allora costruisco a.ok
  a.ok<-NULL
  nomiFINALI<-unique(nomiZ)
  
  for(j in name.Z){
    if(j %in% nomiFINALI) { 
      a.ok[length(a.ok)+1]<-a[1]
      a<-a[-1]
    } else {
      a.ok[length(a.ok)+1]<-0
    } #ifelse(name.Z %in% nomiFINALI,1,0)
  }
  #initial<-unlist(mapply(function(x,y){if(is.na(x)[1])rep(x,y) else x }, initial.psi, a.ok, SIMPLIFY = TRUE))
  if(length(psi)!=length(initial.psi)){
    ris.psi[,1]<- NA
  } else {
    initial<-unlist(mapply(function(x,y){if(is.na(x)[1])rep(x,y) else x }, initial.psi[nomiFINALI], a.ok[a.ok!=0], SIMPLIFY = TRUE))
    ris.psi[,1]<-initial #if(stop.if.error)  ris.psi[,1]<-initial 
  }
  
  #=================================================
  ##RI-AGGIUNGI IL MINIMO!!!!!!!!!!
  if(adjX){ #ATTENZIONE.. e se ci sono piu' breakpoints o piu' variabili (con piu' breakpoints)??
    psi.rounded<- psi.rounded + min.x
    ris.psi[,2] <- ris.psi[,2] + min.x
  }
  
  objF$psi <- ris.psi
  objF$psi.rounded <- psi.rounded
  #stima il modello "vero" (non-working)
  U <- (Xtrue > PSI.mid)
  colnames(U)<-nomiU
  X <- cbind(x.lin,U)
  #browser()
  if(is.null(weights)) weights=1
  objF$obj.ok<-mylm(X, y, w=weights) #coefficients=b,fitted.values=fit,residuals=r, df.residual=length(y)-length(b))
  objF$objW<- objW
  objF$fitted.values<-objF$obj.ok$fitted.values
  objF$residuals<- objF$obj.ok$residuals
  objF$coefficients[1:length(objF$obj.ok$coefficients)] <- objF$obj.ok$coefficients
  objF$coefficients[nomiVxb] <-psi.rounded[1,]
  objF$nameUV <- list(U = drop(nomiU), V = nomiV, Z = name.Z) #Z = name.Z
  objF$rangeZ<-obj$rangeZ
  objF$Z <- Z[,unique(name.Z),drop=FALSE]
  if(adjX) {
    objF$Z <- objF$Z + min.x
    objF$rangeZ<- objF$rangeZ + min.x
  }
  
  objF$call <- match.call()
  objF$orig.call<-orig.call
  objF$psi.history <- psi.values
  objF$it <- it 
  objF$epsilon <- obj$epsilon
  objF$id.warn <- id.warn
  #objF$rho<-rho
  objF$psi<- objF$psi[,-1,drop=FALSE] #rimuovi la colonna Initial
  if(n.boot>0) objF$seed <- seed
  #browser()
  
  if(var.psi){
    Cov <- vcov.stepmented(objF, k=NULL)
    id <- match(nomiVxb, names(coef(objF)))
    vv <- if (length(id) == 1) Cov[id, id] else diag(Cov[id, id])
    objF$psi[,"St.Err"]<-sqrt(vv)
    objF$vcov<- Cov
  }
  class(objF) <- c("stepmented","lm")
  return(objF)
}