Nothing
#' @rdname singleRmodels
#' @importFrom stats uniroot
#' @importFrom stats dnbinom
#' @export
oiztnegbin <- function(nSim = 1000, epsSim = 1e-8, eimStep = 6,
lambdaLink = c("log", "neglog"),
alphaLink = c("log", "neglog"),
omegaLink = c("logit", "cloglog", "probit"), ...) {
if (missing(lambdaLink)) lambdaLink <- "log"
if (missing(alphaLink)) alphaLink <- "log"
if (missing(omegaLink)) omegaLink <- "logit"
links <- list()
attr(links, "linkNames") <- c(lambdaLink, alphaLink, omegaLink)
lambdaLink <- switch(lambdaLink,
"log" = singleRinternallogLink,
"neglog" = singleRinternalneglogLink
)
alphaLink <- switch(alphaLink,
"log" = singleRinternallogLink,
"neglog" = singleRinternalneglogLink
)
omegaLink <- switch(omegaLink,
"logit" = singleRinternallogitLink,
"cloglog" = singleRinternalcloglogLink,
"probit" = singleRinternalprobitLink
)
links[1:3] <- c(lambdaLink, alphaLink, omegaLink)
mu.eta <- function(eta, type = "trunc", deriv = FALSE, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
if (!deriv) {
switch (type,
"nontrunc" = omega + (1 - omega) * lambda,
"trunc" = (omega + (1 - omega) * lambda) /
(1 - (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha))
)
} else {
switch (type,
"nontrunc" = {
cbind(lambdaLink(eta[, 1], inverse = TRUE, deriv = 1),
alphaLink(eta[, 2], inverse = TRUE, deriv = 1),
omegaLink(eta[, 3], inverse = TRUE, deriv = 1)) *
cbind(1 - omega, 0, 1 - lambda)
},
"trunc" = {
cbind((1 - omega) * (alpha * lambda + 1) ^ (1 / alpha - 1) *
((alpha * lambda + 1) ^ (1 / alpha + 1) +
((alpha + 1) * omega - alpha - 1) * lambda - 1) /
((alpha * lambda + 1) ^ (1 / alpha) + omega - 1) ^ 2,
(1 - omega) * ((1 - omega) * lambda + omega) *
(lambda * alpha + 1) ^ (1 / alpha - 1) *
((lambda * alpha + 1) * log(lambda * alpha + 1) - lambda * alpha) /
(alpha ^ 2 * ((lambda * alpha + 1) ^ (1 / alpha) + omega - 1) ^ 2),
-(alpha * lambda + 1) ^ (1 / alpha) *
((lambda - 1) * (alpha * lambda + 1) ^ (1 / alpha) + 1) /
(omega + (alpha * lambda + 1) ^ (1 / alpha) - 1) ^ 2) *
cbind(lambdaLink(eta[, 1], inverse = TRUE, deriv = 1),
alphaLink(eta[, 2], inverse = TRUE, deriv = 1),
omegaLink(eta[, 3], inverse = TRUE, deriv = 1))
}
)
}
}
variance <- function(eta, type = "nontrunc", ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
switch (type,
nontrunc = omega + (1 - omega) * lambda * (1 + lambda * (1 + alpha)),
trunc = (omega + (1 - omega) * lambda * (1 + lambda * (1 + alpha))) /
(1 - (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha))
) - mu.eta(eta = eta, type = type) ^ 2
}
compdigamma <- function(y, alpha) {
(-digamma(y + 1 / alpha) + digamma(1 / alpha)) / (alpha ^ 2)
}
comptrigamma <- function(y, alpha) {
(2 * (digamma(y + 1 / alpha) - digamma(1 / alpha)) * alpha +
trigamma(y + 1 / alpha) - trigamma(1 / alpha)) / (alpha ^ 4)
}
# Computing the expected value of di/trigamma functions on (y + 1/alpha)
compExpectG1 <- function(eta) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
P0 <- (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha)
res <- rep(0, NROW(eta))
# 1 is the first possible y value for 0 truncated hurdle distribution
# but here we compute the (1 - z) * psi function which takes 0 at y = 1
k <- 2
finished <- rep(FALSE, NROW(eta))
while ((k < nSim) & !all(finished)) {
prob <- apply(cbind(k:(k + eimStep)), MARGIN = 1, FUN = function(x) {
(1 - omega) * stats::dnbinom(
x = x,
size = 1 / alpha,
mu = lambda
) / (1 - (1 - omega) * P0)
})
trg <- apply(cbind(k:(k + eimStep)), MARGIN = 1, FUN = function(x) {
comptrigamma(y = x, alpha = alpha)
})
prob[!(is.finite(prob))] <- 0
trg[!(is.finite(trg))] <- 0
toAdd <- trg * prob
toAdd <- rowSums(toAdd)
k <- k + eimStep + 1
res <- res + toAdd
finished <- abs(toAdd) < epsSim
}
res
}
Wfun <- function(prior, eta, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
z <- (omega + (1 - omega) * lambda * (1 + alpha * lambda) ^ (-1 / alpha - 1)) /
(1 - (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha))
XXX <- mu.eta(eta, type = "trunc") - z
Etrig <- compExpectG1(eta)
# omega
G00 <- -z * (1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha- 1 )) ^ 2 /
(omega + lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) * (1 - omega)) ^ 2 +
1 / ((alpha * lambda + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2) -
(1 - z) / (1 - omega) ^ 2
G00 <- G00 * omegaLink(eta[, 3], inverse = TRUE, deriv = 1) ^ 2
# omega alpha
G01 <- -(log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) /
((lambda * alpha + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) -
((1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1)))) /
((lambda * alpha + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2) -
z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(1 - lambda * (lambda * alpha + 1) ^ (-1 / alpha -1 )) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1))) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) ^ 2
G01 <- G01 * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) *
omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
# omega lambda
G02 <- (alpha * lambda + 1) ^ (-1 / alpha - 1) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) +
((1 - omega) * (alpha * lambda + 1) ^ (-2 / alpha - 1)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2 +
z * (-(alpha * lambda + 1) ^ (-1 / alpha - 1) -
(-1 / alpha - 1) * alpha * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) -
z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) *
(1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) ^ 2
G02 <- G02 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
# alpha
G11 <- (1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) ^ 2 /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - omega) ^ 2 * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha+ 1 ))) ^ 2 / ((lambda * alpha + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2) +
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
(1 - omega) ^ 2 * z * lambda ^ 2 * (lambda * alpha + 1) ^ (-2 / alpha - 2) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2 / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha-1) + omega) ^ 2 +
((1 - omega) * (-(2 * log(lambda * alpha + 1)) / alpha ^ 3 +
(2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) +
lambda ^ 2 / (alpha * (lambda * alpha + 1) ^ 2))) /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(-(1 - z) * (2 * log(lambda * alpha + 1)) / alpha ^ 3 +
(1 - z) * (2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-(1 - z) / alpha - XXX)) / (lambda * alpha + 1) ^ 2 - XXX / alpha ^ 2 + Etrig) +
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(-(2 * log(lambda * alpha + 1)) / alpha ^ 3 + (2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-1 / alpha - 1)) / (lambda * alpha + 1) ^ 2)) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega)
G11 <- G11 * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) ^ 2
# alpha lambda
G12 <- z * ((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) + (1 - omega) * lambda * (-1 / alpha - 1) *
alpha * (lambda * alpha + 1) ^ (-1 / alpha - 2) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 2)) /
(lambda * alpha + 1)) + ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 2)) / alpha +
(1 - omega) * lambda * (-1 / alpha - 1) * (lambda * alpha + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
((1 - omega) ^ 2 * (lambda * alpha + 1) ^ (-2 / alpha- 1 ) *
(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1)))) /
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2 -
((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1))) / (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) -
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) +
(1 - omega) * lambda * (-1 / alpha - 1) * alpha * (lambda * alpha + 1) ^ (-1 / alpha - 2)) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) ^ 2 +
((1 - z) / (alpha * (lambda * alpha + 1)) + (-(1 - z) / alpha - XXX) / (lambda * alpha + 1) -
(lambda * (-(1 - z) / alpha - XXX) * alpha) / (lambda * alpha + 1) ^ 2)
G12 <- G12 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
#lambda
G22 <- (1 - omega) ^ 2 * (alpha * lambda + 1) ^ (-2 / alpha - 2) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2 +
z * (2 * (-1 / alpha - 1) * alpha * (1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 2) +
(-1 / alpha - 2) * (-1 / alpha - 1) * alpha ^ 2 * (1 - omega) *
lambda * (alpha * lambda + 1) ^ (-1 / alpha - 3)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) -
z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha- 1 ) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) ^ 2 /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) ^ 2 +
(-(alpha ^ 2 * (-XXX - (1 - z) / alpha)) / (alpha * lambda + 1) ^ 2 - XXX / lambda ^ 2) -
((-1 / alpha - 1) * alpha * (1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))
G22 <- G22 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) ^ 2
matrix(
-c(G22 * prior, G12 * prior, G02 * prior,
G12 * prior, G11 * prior, G01 * prior,
G02 * prior, G01 * prior, G00 * prior),
dimnames = list(
rownames(eta),
c("lambda", "lambda:alpha", "lambda:omega",
"lambda:alpha", "alpha", "alpha:omega",
"lambda:omega", "alpha:omega", "omega")
),
ncol = 9
)
}
funcZ <- function(eta, weight, y, prior, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
z <- as.numeric(y == 1)
weight <- weight / prior
dig <- compdigamma(y = y, alpha = alpha)
G0 <- z * (1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(omega + lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) * (1 - omega)) -
1 / ((alpha * lambda + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))) -
(1 - z) / (1 - omega)
G1 <- (1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) / ((lambda * alpha + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - z) * (log(lambda * alpha + 1) / alpha ^ 2 +
(lambda * (-1 / alpha - y)) / (lambda * alpha + 1) + y / alpha + dig) +
(1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega)
G2 <- z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) +
(1 - z) * ((alpha * (-y - 1 / alpha)) / (alpha * lambda + 1) + y / lambda) -
((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))
G0 <- G0 * omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
G1 <- G1 * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
G2 <- G2 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)
uMatrix <- cbind(G2, G1, G0)
weight <- lapply(X = 1:nrow(weight), FUN = function (x) {
matrix(as.numeric(weight[x, ]), ncol = 3)
})
pseudoResid <- sapply(X = 1:length(weight), FUN = function (x) {
xx <- solve(weight[[x]])
xx %*% uMatrix[x, ]
})
pseudoResid <- t(pseudoResid)
dimnames(pseudoResid) <- dimnames(eta)
pseudoResid
}
minusLogLike <- function(y, X,
weight = 1,
NbyK = FALSE,
vectorDer = FALSE,
deriv = 0,
offset, ...) {
if (is.null(weight)) {
weight <- 1
}
y <- as.numeric(y)
if (missing(offset)) {
offset <- cbind(rep(0, NROW(X) / 3), rep(0, NROW(X) / 3), rep(0, NROW(X) / 3))
}
z <- as.numeric(y == 1)
X <- as.matrix(X)
if (!(deriv %in% c(0, 1, 2)))
stop("Only score function and derivatives up to 2 are supported.")
# to make it conform to how switch in R works, i.e. indexing begins with 1
deriv <- deriv + 1
switch (deriv,
function(beta) {
eta <- matrix(as.matrix(X) %*% beta, ncol = 3) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
-sum(weight * (z * log(omega + (1 - omega) *
lambda * (1 + alpha * lambda) ^ (-1 / alpha - 1)) +
(1 - z) * (log(1 - omega) + lgamma(y + 1 / alpha) -
lgamma(1 / alpha) - lgamma(y + 1) -
(y + 1 / alpha) * log(1 + lambda * alpha) +
y * log(lambda * alpha)) -
log(1 - (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha))))
},
function(beta) {
eta <- matrix(as.matrix(X) %*% beta, ncol = 3) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
dig <- compdigamma(y = y, alpha = alpha)
G0 <- z * (1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(omega + lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) * (1 - omega)) -
1 / ((alpha * lambda + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))) -
(1 - z) / (1 - omega)
G1 <- (1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - z) * (log(lambda * alpha + 1) / alpha ^ 2 +
(lambda * (-1 / alpha - y)) / (lambda * alpha + 1) + y / alpha + dig) +
(1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega)
G2 <- z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) +
(1 - z) * ((alpha * (-y - 1 / alpha)) / (alpha * lambda + 1) + y / lambda) -
((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))
G0 <- G0 * weight * omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
G1 <- G1 * weight * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
G2 <- G2 * weight * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)
if (NbyK) {
return(cbind(
G2 * as.data.frame(
X[1:nrow(eta),
1:(attr(X, "hwm")[1])]
),
G1 * as.data.frame(
X[(nrow(eta) + 1):(2 * nrow(eta)),
(attr(X, "hwm")[1] + 1):(attr(X, "hwm")[2])]
),
G0 * as.data.frame(
X[(2 * nrow(eta) + 1):(3 * nrow(eta)),
(attr(X, "hwm")[2] + 1):(attr(X, "hwm")[3])]
)
))
}
if (vectorDer) {
return(cbind(G2, G1, G0))
}
as.numeric(c(G2, G1, G0) %*% X)
},
function(beta) {
predNumbers <- attr(X, "hwm")
eta <- matrix(as.matrix(X) %*% beta, ncol = 3) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
res <- matrix(nrow = length(beta),
ncol = length(beta),
dimnames = list(names(beta), names(beta)))
trig <- comptrigamma(y = y, alpha = alpha)
dig <- compdigamma(y = y, alpha = alpha)
# omega
G0 <- z * (1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(omega + lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) * (1 - omega)) -
1 / ((alpha * lambda + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))) -
(1 - z) / (1 - omega)
G00 <- -z * (1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha- 1 )) ^ 2 /
(omega + lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) * (1 - omega)) ^ 2 +
1 / ((alpha * lambda + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2) -
(1 - z) / (1 - omega) ^ 2
G00 <- G00 * omegaLink(eta[, 3], inverse = TRUE, deriv = 1) ^ 2 +
G0 * omegaLink(eta[, 3], inverse = TRUE, deriv = 2)
# omega alpha
G01 <- -(log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) /
((lambda * alpha + 1) ^ (1 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) -
((1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1)))) /
((lambda * alpha + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2) -
z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(1 - lambda * (lambda * alpha + 1) ^ (-1 / alpha -1 )) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1))) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) ^ 2
G01 <- G01 * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) *
omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
# omega lambda
G02 <- (alpha * lambda + 1) ^ (-1 / alpha - 1) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) +
((1 - omega) * (alpha * lambda + 1) ^ (-2 / alpha - 1)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2 +
z * (-(alpha * lambda + 1) ^ (-1 / alpha - 1) -
(-1 / alpha - 1) * alpha * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) -
z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) *
(1 - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) ^ 2
G02 <- G02 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
omegaLink(eta[, 3], inverse = TRUE, deriv = 1)
# alpha
G1 <- (1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - z) * (log(lambda * alpha + 1) / alpha ^ 2 +
(lambda * (-1 / alpha - y)) / (lambda * alpha + 1) + y / alpha + dig) +
(1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega)
G11 <- (1 - omega) * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha + 1))) ^ 2 /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - omega) ^ 2 * (log(lambda * alpha + 1) / alpha ^ 2 -
lambda / (alpha * (lambda * alpha+ 1 ))) ^ 2 / ((lambda * alpha + 1) ^ (2 / alpha) *
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2) +
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2) / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
(1 - omega) ^ 2 * z * lambda ^ 2 * (lambda * alpha + 1) ^ (-2 / alpha - 2) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2 / ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha-1) + omega) ^ 2 +
((1 - omega) * (-(2 * log(lambda * alpha + 1)) / alpha ^ 3 +
(2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) +
lambda ^ 2 / (alpha * (lambda * alpha + 1) ^ 2))) /
((lambda * alpha + 1) ^ (1 / alpha) * (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha))) +
(1 - z) * (-(2 * log(lambda * alpha + 1)) / alpha ^ 3 +
(2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-1 / alpha - y)) / (lambda * alpha + 1) ^ 2 - y / alpha ^ 2 +
trig) + ((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(-(2 * log(lambda * alpha + 1)) / alpha ^ 3 + (2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-1 / alpha - 1)) / (lambda * alpha + 1) ^ 2)) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega)
G11 <- G11 * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) ^ 2 +
G1 * alphaLink(eta[, 2], inverse = TRUE, deriv = 2)
# alpha lambda
G12 <- z * ((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) + (1 - omega) * lambda * (-1 / alpha - 1) *
alpha * (lambda * alpha + 1) ^ (-1 / alpha - 2) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 2)) /
(lambda * alpha + 1)) + ((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 2)) / alpha +
(1 - omega) * lambda * (-1 / alpha - 1) * (lambda * alpha + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) -
((1 - omega) ^ 2 * (lambda * alpha + 1) ^ (-2 / alpha- 1 ) *
(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1)))) /
(1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) ^ 2 -
((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1))) / (1 - (1 - omega) / (lambda * alpha + 1) ^ (1 / alpha)) -
((1 - omega) * z * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
((1 - omega) * (lambda * alpha + 1) ^ (-1 / alpha - 1) +
(1 - omega) * lambda * (-1 / alpha - 1) * alpha * (lambda * alpha + 1) ^ (-1 / alpha - 2)) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) /
((1 - omega) * lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + omega) ^ 2 +
(1 - z) * (1 / (alpha * (lambda * alpha + 1)) + (-1 / alpha - y) / (lambda * alpha + 1) -
(lambda * (-1 / alpha- y) * alpha) / (lambda * alpha + 1) ^ 2)
G12 <- G12 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
#lambda
G2 <- z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) +
(1 - z) * ((alpha * (-y - 1 / alpha)) / (alpha * lambda + 1) + y / lambda) -
((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 1)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))
G22 <- (1 - omega) ^ 2 * (alpha * lambda + 1) ^ (-2 / alpha - 2) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha)) ^ 2 +
z * (2 * (-1 / alpha - 1) * alpha * (1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 2) +
(-1 / alpha - 2) * (-1 / alpha - 1) * alpha ^ 2 * (1 - omega) *
lambda * (alpha * lambda + 1) ^ (-1 / alpha - 3)) /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) -
z * ((1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha- 1 ) +
(-1 / alpha - 1) * alpha * (1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) ^ 2 /
((1 - omega) * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + omega) ^ 2 +
(1 - z) * (-(alpha ^ 2 * (-y - 1 / alpha)) / (alpha * lambda + 1) ^ 2 - y / lambda ^ 2) -
((-1 / alpha - 1) * alpha * (1 - omega) * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
(1 - (1 - omega) / (alpha * lambda + 1) ^ (1 / alpha))
G22 <- G22 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) ^ 2 +
G2 * lambdaLink(eta[, 1], inverse = TRUE, deriv = 2)
predNumbers <- cumsum(predNumbers)
res[(predNumbers[2]+1):predNumbers[3], (predNumbers[2]+1):predNumbers[3]] <- #omega
t(as.data.frame(X[(nrow(X) * 2 / 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]]) *
G00 * weight) %*% X[(nrow(X) * 2 / 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]]
res[(predNumbers[1]+1):predNumbers[2], (predNumbers[2]+1):predNumbers[3]] <- #omega alpha
t(as.data.frame(X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1] + 1):predNumbers[2]]) *
G01 * weight) %*% as.matrix(X[(nrow(X) * 2/ 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]])
res[(predNumbers[2]+1):predNumbers[3], (predNumbers[1]+1):predNumbers[2]] <- #omega alpha
t(t(as.data.frame(X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1] + 1):predNumbers[2]]) *
G01 * weight) %*% as.matrix(X[(nrow(X) * 2/ 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]]))
res[1:predNumbers[1], (predNumbers[2]+1):predNumbers[3]] <- #omega lambda
t(as.data.frame(X[1:(nrow(X) / 3), 1:predNumbers[1]]) *
G02 * weight) %*% as.matrix(X[(nrow(X) * 2 / 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]])
res[(predNumbers[2]+1):predNumbers[3], 1:predNumbers[1]] <- #omega lambda
t(t(as.data.frame(X[1:(nrow(X) / 3), 1:predNumbers[1]]) *
G02 * weight) %*% as.matrix(X[(nrow(X) * 2 / 3 + 1):nrow(X), (predNumbers[2]+1):predNumbers[3]]))
res[(predNumbers[1]+1):predNumbers[2], (predNumbers[1]+1):predNumbers[2]] <- #alpha
t(as.data.frame(X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1]+1):predNumbers[2]]) *
G11 * weight) %*% X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1]+1):predNumbers[2]]
res[1:predNumbers[1], 1:predNumbers[1]] <- # lambda
t(as.data.frame(X[1:(nrow(X) / 3), 1:predNumbers[1]]) *
G22 * weight) %*% X[1:(nrow(X) / 3), 1:predNumbers[1]]
res[1:predNumbers[1], (predNumbers[1]+1):predNumbers[2]] <- #alpha lambda
t(as.data.frame(X[1:(nrow(X) / 3), 1:predNumbers[1]]) *
G12 * weight) %*% as.matrix(X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1]+1):predNumbers[2]])
res[(predNumbers[1]+1):predNumbers[2], 1:predNumbers[1]] <- #alpha lambda
t(t(as.data.frame(X[1:(nrow(X) / 3), 1:predNumbers[1]]) *
G12 * weight) %*% as.matrix(X[(nrow(X) / 3 + 1):(nrow(X) * 2 / 3), (predNumbers[1]+1):predNumbers[2]]))
res
}
)
}
validmu <- function(mu) {
all(is.finite(mu)) && all(0 < mu)
}
devResids <- function (y, eta, wt, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
z <- (y == 1)
mu <- mu.eta(eta = eta)
logLikFit <- (
z * log(omega + (1 - omega) * lambda * (1 + alpha * lambda) ^ (-1 / alpha - 1)) +
(1 - z) * (log(1 - omega) + lgamma(y + 1 / alpha) - lgamma(1 / alpha) - lgamma(y + 1) -
(y + 1 / alpha) * log(1 + lambda * alpha) + y * log(lambda * alpha)) -
log(1 - (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha))
)
yUnq <- unique(y)
if (any(yUnq > 77)) {
warning("Curently numerical deviance is unreliable for counts greater than 78.")
}
findL <- function(t) {
yNow <- yUnq[t]
stats::optim(
par = c(0, log(yNow), -10),
fn = function(x) {
s <- x[1]
l <- exp(x[2])
a <- exp(x[3])
prob <- 1 - (1+a*l)^(-1/a)
prob <- 1 / prob
sum(c((l*prob - yNow) * 4.5,# s der
yNow/l+(-yNow*a-1)/(1+a*l)-(1+a*l)^(-1-1/a)*prob+s*(prob-prob^2*(l*(1+a*l)^(-1-1/a))),# lambda der
(log(l*a+1)/a^2-l/(a*(l*a+1)))/((l*a+1)^(1/a)*(1-1/(l*a+1)^(1/a)))+(s*l*(log(l*a+1)/a^2-l/(a*(l*a+1))))/((l*a+1)^(1/a)*(1-1/(l*a+1)^(1/a))^2)+log(l*a+1)/a^2+(l*(-1/a-yNow))/(l*a+1)+yNow/a-digamma(yNow+1/a)/a^2+digamma(1/a)/a^2,#alpha der
lgamma(yNow+1/a)-lgamma(1/a) - lgamma(yNow+1)-(yNow+1/a)*log(1+a*l)+yNow*log(l*a)-log(1-(1+a*l)^(-1/a))) ^ 2) ^ .5
},
method = "BFGS",
control = list(maxit = 10000, abstol = .Machine$double.eps, reltol = .Machine$double.eps)
)$par
}
suppressWarnings({
logLikIdeal <- sapply(1:length(yUnq), FUN = function(x) {
ifelse(yUnq[x] == 1, 0, {
xx <- findL(x)
lagrange <- xx[1]
l <- exp(xx[2])
a <- exp(xx[3])
(lgamma(yUnq[x] + 1 / a) - lgamma(1 / a) -
lgamma(yUnq[x] + 1) - (yUnq[x] + 1 / a) * log(1 + a * l) +
yUnq[x] * log(l * a) - log(1 - (1 + a * l) ^ (-1 / a)))
})
})
})
logLikIdeal <- sapply(1:length(y), FUN = function(x) {
logLikIdeal[yUnq == y[x]]
})
diff <- logLikIdeal - logLikFit
if (any(logLikFit > 0)) {
warning("Dispertion parameter values are on the boundary of parameter space. Deviance residuals will be asigned 0 on these observations.")
diff[logLikFit > 0] <- 0
} else if (any(diff < 0)) {
warning("Numerical deviance finder found worse saturated likelihood than fitted model. Expect NA's in deviance/deviance residuals.")
diff[diff < 0] <- 0
}
sign(y - mu) * sqrt(2 * wt * diff)
}
pointEst <- function (pw, eta, contr = FALSE, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
N <- pw / (1 - (1 - omega) * (1 + alpha * lambda) ^ (- 1 / alpha))
if(!contr) {
N <- sum(N)
}
N
}
popVar <- function (pw, eta, cov, Xvlm, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
pr <- 1 - (1 - omega) * (1 + alpha * lambda) ^ (- 1 / alpha)
# w.r to omega
bigTheta0 <- -pw * omegaLink(eta[, 3], inverse = TRUE, deriv = 1) *
(alpha * lambda + 1) ^ (1 / alpha) /
(omega + (alpha * lambda + 1) ^ (1 / alpha) - 1) ^ 2
# w.r to alpha
bigTheta1 <- pw * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) *
((1 - omega) * (lambda * alpha + 1) ^ (1 / alpha - 1) *
((lambda * alpha + 1) * log(lambda * alpha + 1) - lambda * alpha)) /
(alpha ^ 2 * ((lambda * alpha + 1) ^ (1 / alpha) + omega - 1) ^ 2)
# w.r to lambda
bigTheta2 <- pw * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
(((omega - 1) * (alpha * lambda + 1) ^ (1 / alpha - 1)) /
((alpha * lambda + 1) ^ (1 / alpha) + omega - 1) ^ 2)
bigTheta <- t(c(bigTheta2, bigTheta1, bigTheta0) %*% Xvlm)
f1 <- t(bigTheta) %*% as.matrix(cov) %*% bigTheta
f2 <- sum(pw * (1 - pr) / (pr ^ 2))
f1 + f2
}
dFun <- function (x, eta, type = c("trunc", "nontrunc")) {
if (missing(type)) type <- "trunc"
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
P0 <- (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha)
switch (type,
"trunc" = ifelse(x == 1,
(omega + (1 - omega) *
stats::dnbinom(x = 1, mu = lambda, size = 1 / alpha)) / (1 - (1 - omega) * P0),
(1 - omega) * stats::dnbinom(x = x, mu = lambda, size = 1 / alpha) / (1 - (1 - omega) * P0)
),
"nontrunc" = ifelse(x == 0,
(1 - omega) * P0,
ifelse(x == 1,
omega + (1 - omega) * stats::dnbinom(x = 1, mu = lambda, size = 1 / alpha),
(1 - omega) * stats::dnbinom(x = x, mu = lambda, size = 1 / alpha) / (1 - P0)
)
)
)
}
simulate <- function(n, eta, lower = 0, upper = Inf) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
omega <- omegaLink(eta[, 3], inverse = TRUE)
P0 <- (1 - omega) * (1 + alpha * lambda) ^ (-1 / alpha)
CDF <- function(x) {
ifelse(x == Inf, 1,
ifelse(x < 0, 0,
ifelse(x < 1, (1 - omega) * P0,
omega + (1 - omega) *
stats::pnbinom(q = x, mu = lambda, size = 1 / alpha))))
}
lb <- CDF(lower)
ub <- CDF(upper)
p_u <- stats::runif(n, lb, ub)
sims <- rep(0, n)
cond <- CDF(sims) < p_u
while (any(cond)) {
sims[cond] <- sims[cond] + 1
cond <- CDF(sims) < p_u
}
sims
}
# new starting points
getStart <- expression(
if (method == "IRLS") {
init <- log(abs((observed / weighted.mean(observed, priorWeights) - 1) / observed) + .1)
etaStart <- cbind(
pmin(family$links[[1]](observed), family$links[[1]](12)),
family$links[[2]](ifelse(init < -.5, .1, init + .55)),
family$links[[3]](weighted.mean(observed == 1, priorWeights) * (.5 + .5 * (observed == 1)) + .01)
) + offset
} else if (method == "optim") {
init <- c(
family$links[[1]](weighted.mean(observed, priorWeights)),
family$links[[2]](abs((cov.wt(cbind(observed, observed), wt = priorWeights, method = "ML")$cov[1,1] / weighted.mean(observed, priorWeights) - 1) / weighted.mean(observed, priorWeights)) + .1),
family$links[[3]](weighted.mean(observed == 1, priorWeights) + .01)
)
if (attr(terms, "intercept")) {
coefStart <- c(init[1], rep(0, attr(Xvlm, "hwm")[1] - 1))
} else {
coefStart <- rep(init[1] / attr(Xvlm, "hwm")[1], attr(Xvlm, "hwm")[1])
}
if ("(Intercept):alpha" %in% colnames(Xvlm)) {
coefStart <- c(coefStart, init[2], rep(0, attr(Xvlm, "hwm")[2] - 1))
} else {
coefStart <- c(coefStart, rep(init[2] / attr(Xvlm, "hwm")[2], attr(Xvlm, "hwm")[2]))
}
if ("(Intercept):omega" %in% colnames(Xvlm)) {
coefStart <- c(coefStart, init[3], rep(0, attr(Xvlm, "hwm")[3] - 1))
} else {
coefStart <- c(coefStart, rep(init[3] / attr(Xvlm, "hwm")[3], attr(Xvlm, "hwm")[3]))
}
}
)
structure(
list(
makeMinusLogLike = minusLogLike,
densityFunction = dFun,
links = links,
mu.eta = mu.eta,
valideta = function (eta) {TRUE},
variance = variance,
Wfun = Wfun,
funcZ = funcZ,
devResids = devResids,
validmu = validmu,
pointEst = pointEst,
popVar = popVar,
family = "oiztnegbin",
etaNames = c("lambda", "alpha", "omega"),
simulate = simulate,
getStart = getStart
),
class = c("singleRfamily", "family")
)
}
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