Nothing
#' @rdname singleRmodels
#' @export
zotnegbin <- function(nSim = 1000, epsSim = 1e-8, eimStep = 6,
lambdaLink = c("log", "neglog"),
alphaLink = c("log", "neglog"),
...) {
if (missing(lambdaLink)) lambdaLink <- "log"
if (missing(alphaLink)) alphaLink <- "log"
links <- list()
attr(links, "linkNames") <- c(lambdaLink, alphaLink)
lambdaLink <- switch(lambdaLink,
"log" = singleRinternallogLink,
"neglog" = singleRinternalneglogLink
)
alphaLink <- switch(alphaLink,
"log" = singleRinternallogLink,
"neglog" = singleRinternalneglogLink
)
links[1:2] <- c(lambdaLink, alphaLink)
mu.eta <- function(eta, type = "trunc", deriv = FALSE, ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
if (!deriv) {
switch (
type,
"nontrunc" = lambda,
"trunc" = (lambda - lambda * ((1 + alpha * lambda) ^ (-1 - 1 / alpha))) /
(1 - (1 + alpha * lambda) ^ (-1 / alpha) - lambda * ((1 + alpha * lambda) ^ (-1 - 1 / alpha)))
)
} else {
switch (
type,
"nontrunc" = {
matrix(c(1, 0) * c(
lambdaLink(eta[, 1], inverse = TRUE, deriv = 1),
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
), ncol = 2)
},
"trunc" = {
matrix(c(
((alpha * lambda + 1) ^ (2 / alpha) * (alpha ^ 2 * lambda ^ 2 + 2 * alpha * lambda + 1) +
(alpha * lambda + 1) ^ (1 / alpha) * ((-alpha ^ 2 - 2 * alpha - 1) * lambda ^ 2 - 2 * alpha * lambda - 2) + 1) /
((alpha * lambda + 1) ^ (1 / alpha + 1) + (-alpha - 1) * lambda - 1) ^ 2,
lambda ^ 2 * ((lambda * alpha + 1) ^ (1 / alpha) *
(lambda * alpha ^ 2 + (lambda + 1) * alpha + 1) * log(lambda * alpha + 1) +
(lambda * alpha + 1) ^ (1 / alpha) * ((1 - 2 * lambda) * alpha ^ 2 - lambda * alpha) - alpha ^ 2) /
(alpha ^ 2 * ((lambda * alpha + 1) ^ (1 / alpha + 1) - lambda * alpha - lambda - 1) ^ 2)
) * c(
lambdaLink(eta[, 1], inverse = TRUE, deriv = 1),
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)
), ncol = 2)
}
)
}
}
variance <- function(eta, type = "nontrunc", ...) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
switch (type,
"nontrunc" = lambda * (1 + alpha * lambda),
"trunc" = (lambda * (1 + alpha * lambda) + lambda ^ 2 -
lambda * ((1 + alpha * lambda) ^ (-1 - 1 / alpha))) /
(1 - (1 + alpha * lambda) ^ (-1 / alpha) -
lambda * ((1 + alpha * lambda) ^ (-1 - 1 / alpha))) -
mu.eta(eta, type = "trunc") ^ 2
)
}
compExpect <- function(eta) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
P0 <- (1 + alpha * lambda) ^ (-1 / alpha)
P1 <- lambda * (1 + alpha * lambda) ^ (- 1 / alpha - 1)
res <- rep(0, NROW(eta))
k <- 2
finished <- rep(FALSE, NROW(eta))
while ((k < nSim) & !all(finished)) {
prob <- apply(cbind(k:(k + eimStep)), MARGIN = 1, FUN = function(x) {
stats::dnbinom(
x = x,
size = 1 / alpha,
mu = lambda
) / (1 - P0 - P1)
})
trg <- apply(cbind(k:(k + eimStep)), MARGIN = 1, FUN = function(x) {
(2 * (digamma(x + 1 / alpha) - digamma(1 / alpha)) * alpha +
trigamma(x + 1 / alpha) - trigamma(1 / alpha)) / alpha ^ 4
})
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, y, ...) {
iddx <- y > 1
lambda <- lambdaLink(eta[, 1], inverse = TRUE)[iddx]
alpha <- alphaLink(eta[, 2], inverse = TRUE)[iddx]
Ey <- mu.eta(eta = eta)[iddx]
prob <- (1 - (1 + lambda * alpha) ^ (-1 / alpha) -
lambda * (1 + lambda * alpha) ^ (-1 - 1 / alpha))[iddx]
Etrig <- compExpect(eta[iddx, , drop = FALSE])
# 2nd alpha derivative
G00 <- iddx
G00[iddx] <- Etrig + (-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) ^ 2 /
(-1 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1) ^ 2 -
(-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) ^ 2 /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2 - (-(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) -
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 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1) -
(2 * log(lambda * alpha + 1)) / alpha ^ 3 + (2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-1 / alpha - Ey)) / (lambda * alpha + 1) ^ 2 - Ey / alpha ^ 2
G00[iddx] <- G00[iddx] * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx] ^ 2
# mixed derivative
G01 <- iddx
G01[iddx] <- -((alpha * lambda + 1) ^ (1 / alpha) * ((alpha ^ 3 + alpha ^ 2) * lambda ^ 3 +
(2 * alpha ^ 2 + 2 * alpha) * lambda ^ 2 + (alpha + 1) * lambda) *
log(alpha * lambda + 1) + (alpha * lambda + 1) ^ (1 / alpha) *
((alpha ^ 4 - alpha ^ 3 - alpha ^ 2) * lambda ^ 3 +
((-2 * alpha ^ 4 - 2 * alpha ^ 3) * Ey + 4 * alpha ^ 3 - alpha ^ 2 - alpha) * lambda ^ 2 +
((-4 * alpha ^ 3 - 2 * alpha ^ 2) * Ey + 3 * alpha ^ 2) * lambda - 2 * alpha ^ 2 * Ey) +
(alpha * lambda + 1) ^ (2 / alpha) * (-alpha ^ 4 * lambda ^ 3 +
(alpha ^ 4 * Ey - 2 * alpha ^ 3) * lambda ^ 2 +
(2 * alpha ^ 3 * Ey - alpha ^ 2) * lambda + alpha ^ 2 * Ey) +
((alpha ^ 4 + 2 * alpha ^ 3 + alpha ^ 2) * Ey - 2 * alpha ^ 3 - alpha ^ 2) * lambda ^ 2 +
((2 * alpha ^ 3 + 2 * alpha ^ 2) * Ey - 2 * alpha ^ 2) * lambda + alpha ^ 2 * Ey) /
(alpha ^ 2 * (alpha * lambda + 1) ^ 2 * ((alpha * lambda + 1) ^ (1 / alpha + 1) + (-alpha - 1) * lambda - 1) ^ 2)
G01[iddx] <- G01[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx] *
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx]
# second lambda derivative
G11 <- iddx
G11[iddx] <- ((alpha * lambda + 1) ^ (2 / alpha) *
(alpha ^ 3 * lambda ^ 4 + (2 * alpha ^ 2 - 2 * alpha ^ 3 * Ey) * lambda ^ 3 +
(alpha - 5 * alpha ^ 2 * Ey) * lambda ^ 2 - 4 * alpha * Ey * lambda - Ey) +
(alpha * lambda + 1) ^ (1 / alpha) * ((alpha - alpha ^ 3) * lambda ^ 4 +
((4 * alpha ^ 3 + 4 * alpha ^ 2) * Ey - 4 * alpha ^ 2 - alpha + 1) * lambda ^ 3 +
((10 * alpha ^ 2 + 6 * alpha) * Ey - 3 * alpha - 1) * lambda ^ 2 +
(8 * alpha + 2) * Ey * lambda + 2 * Ey) +
((-2 * alpha ^ 3 - 4 * alpha ^ 2 - 2 * alpha) * Ey + 2 * alpha ^ 2 + 2 * alpha) * lambda ^ 3 +
((-5 * alpha ^ 2 - 6 * alpha - 1) * Ey + 2 * alpha + 1) * lambda ^ 2 +
(-4 * alpha - 2) * Ey * lambda - Ey) /
(lambda ^ 2 * (alpha * lambda + 1) ^ 2 *
((alpha * lambda + 1) ^ (1 / alpha + 1) + (-alpha - 1) * lambda - 1) ^ 2)
G11[iddx] <- G11[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx] ^ 2
matrix(
-c(G11 * prior, # lambda
G01 * prior, # mixed
G01 * prior, # mixed
G00 * prior # alpha
),
dimnames = list(rownames(eta),
c("lambda", "mixed", "mixed", "alpha")),
ncol = 4
)
}
funcZ <- function(eta, weight, y, prior, ...) {
iddx <- y > 1
lambda <- lambdaLink(eta[, 1], inverse = TRUE)[iddx]
alpha <- alphaLink(eta[, 2], inverse = TRUE)[iddx]
weight[iddx, ] <- weight[iddx, ] / prior[iddx]
G0 <- iddx
G0[iddx] <- y[iddx] / alpha + (digamma(1 / alpha) - digamma(1 / alpha + y[iddx])) / alpha ^ 2 +
((log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) /
(lambda * alpha + 1) ^ (1 / alpha) + lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) /
(1 - 1 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1)) +
log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - y[iddx])) / (lambda * alpha + 1)
G0[iddx] <- G0[iddx] * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx]
G1 <- iddx
G1[iddx] <- y[iddx] / lambda - ((1 / alpha + 1) * alpha * lambda *
(alpha * lambda + 1) ^ (-1 / alpha - 2)) /
(-1 / (alpha * lambda + 1) ^ (1 / alpha) -
lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + 1) -
(alpha * (y[iddx] + 1 / alpha)) / (alpha * lambda + 1)
G1[iddx] <- G1[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx]
weight <- lapply(X = 1:nrow(weight), FUN = function (x) {
matrix(as.numeric(weight[x, ]), ncol = 2)
})
uMatrix <- matrix(c(G1, G0), ncol = 2)
pseudoResid <- sapply(X = 1:length(weight), FUN = function (x) {
if (iddx[x]) {
xx <- solve(weight[[x]])
xx %*% uMatrix[x, ]
} else {
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
}
if (missing(offset)) {
offset <- cbind(rep(0, NROW(X) / 2), rep(0, NROW(X) / 2))
}
y <- as.numeric(y)
iddx <- 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 = 2) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
-sum(weight * iddx * (lgamma(y + 1 / alpha) - lgamma(1 / alpha) -
lgamma(y + 1) - (y + 1 / alpha) * log(1 + lambda * alpha) +
y * log(lambda * alpha) - log(1 - (1 + lambda * alpha) ^ (-1 / alpha) -
lambda * (1 + lambda * alpha) ^ (-1 - 1 / alpha)))
)
},
function(beta) {
eta <- matrix(as.matrix(X) %*% beta, ncol = 2) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)[iddx]
alpha <- alphaLink(eta[, 2], inverse = TRUE)[iddx]
G0 <- iddx
G0[iddx] <- y[iddx] / alpha + (digamma(1 / alpha) - digamma(1 / alpha + y[iddx])) / alpha ^ 2 +
log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - y[iddx])) / (lambda * alpha + 1) -
(-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) /
(-(lambda * alpha + 1) ^ (-1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1)
G0[iddx] <- G0[iddx] * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx] * weight[iddx]
G1 <- iddx
G1[iddx] <- y[iddx] / lambda + (alpha * (-y[iddx] - 1 / alpha)) / (alpha * lambda + 1) -
((1 / alpha + 1) * alpha * lambda * (alpha * lambda + 1) ^ (-1 / alpha - 2)) /
(-(alpha * lambda + 1) ^ (-1 / alpha) - lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + 1)
G1[iddx] <- G1[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx] * weight[iddx]
if (NbyK) {
XX <- 1:(attr(X, "hwm")[1])
return(cbind(as.data.frame(X[1:nrow(eta), XX]) * G1,
as.data.frame(X[-(1:nrow(eta)), -XX]) * G0))
}
if (vectorDer) {
return(cbind(G1, G0))
}
as.numeric(c(G1, G0) %*% X)
},
function(beta) {
lambdaPredNumber <- attr(X, "hwm")[1]
eta <- matrix(as.matrix(X) %*% beta, ncol = 2) + offset
lambda <- lambdaLink(eta[, 1], inverse = TRUE)[iddx]
alpha <- alphaLink(eta[, 2], inverse = TRUE)[iddx]
res <- matrix(nrow = length(beta), ncol = length(beta),
dimnames = list(names(beta), names(beta)))
G0 <- iddx
G0[iddx] <- y[iddx] / alpha + (digamma(1 / alpha) - digamma(1 / alpha + y[iddx])) / alpha ^ 2 -
(-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) /
(-1 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1) +
log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - y[iddx])) / (lambda * alpha + 1)
G1 <- iddx
G1[iddx] <- y[iddx] / lambda + ((-1 / alpha-1) * alpha * lambda *
(alpha * lambda + 1) ^ (-1 / alpha - 2)) /
(-1 / (alpha * lambda + 1) ^ (1 / alpha) -
lambda * (alpha * lambda + 1) ^ (-1 / alpha - 1) + 1) +
(alpha * (-y[iddx] - 1 / alpha)) / (alpha * lambda + 1)
# 2nd alpha derivative
G00 <- iddx
G00[iddx] <- (2 * digamma(1 / alpha + y[iddx])) / alpha ^ 3 - (2 * digamma(1 / alpha)) / alpha ^ 3 +
trigamma(1 / alpha + y[iddx]) / alpha ^ 4 - trigamma(1 / alpha) / alpha ^ 4 +
(-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) / (lambda * alpha + 1))) ^ 2 /
(-1 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1) ^ 2 -
(-(log(lambda * alpha + 1) / alpha ^ 2 - lambda / (alpha * (lambda * alpha + 1))) ^ 2 /
(lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) *
(log(lambda * alpha + 1) / alpha ^ 2 + (lambda * (-1 / alpha - 1)) /
(lambda * alpha + 1)) ^ 2 - (-(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) -
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 / (lambda * alpha + 1) ^ (1 / alpha) - lambda * (lambda * alpha + 1) ^ (-1 / alpha - 1) + 1) -
(2 * log(lambda * alpha + 1)) / alpha ^ 3 + (2 * lambda) / (alpha ^ 2 * (lambda * alpha + 1)) -
(lambda ^ 2 * (-1 / alpha - y[iddx])) / (lambda * alpha + 1) ^ 2 - y[iddx] / alpha ^ 2
G00[iddx] <- G00[iddx] * alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx] ^ 2 +
G0[iddx] * alphaLink(eta[, 2], inverse = TRUE, deriv = 2)[iddx]
# mixed derivative
G01 <- iddx
G01[iddx] <- -((alpha * lambda + 1) ^ (1 / alpha) * ((alpha ^ 3 + alpha ^ 2) * lambda ^ 3 +
(2 * alpha ^ 2 + 2 * alpha) * lambda ^ 2 + (alpha + 1) * lambda) *
log(alpha * lambda + 1) + (alpha * lambda + 1) ^ (1 / alpha) *
((alpha ^ 4 - alpha ^ 3 - alpha ^ 2) * lambda ^ 3 +
((-2 * alpha ^ 4 - 2 * alpha ^ 3) * y[iddx] + 4 * alpha ^ 3 - alpha ^ 2 - alpha) * lambda ^ 2 +
((-4 * alpha ^ 3 - 2 * alpha ^ 2) * y[iddx] + 3 * alpha ^ 2) * lambda - 2 * alpha ^ 2 * y[iddx]) +
(alpha * lambda + 1) ^ (2 / alpha) * (-alpha ^ 4 * lambda ^ 3 +
(alpha ^ 4 * y[iddx] - 2 * alpha ^ 3) * lambda ^ 2 + (2 * alpha ^ 3 * y[iddx] - alpha ^ 2) * lambda + alpha ^ 2 * y[iddx]) +
((alpha ^ 4 + 2 * alpha ^ 3 + alpha ^ 2) * y[iddx] - 2 * alpha ^ 3 - alpha ^ 2) * lambda ^ 2 +
((2 * alpha ^ 3 + 2 * alpha ^ 2) * y[iddx] - 2 * alpha ^ 2) * lambda + alpha ^ 2 * y[iddx]) /
(alpha ^ 2 * (alpha * lambda + 1) ^ 2 * ((alpha * lambda + 1) ^ (1 / alpha + 1) + (-alpha - 1) * lambda - 1) ^ 2)
G01[iddx] <- G01[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx] *
alphaLink(eta[, 2], inverse = TRUE, deriv = 1)[iddx]
# second lambda derivative
G11 <- iddx
G11[iddx] <- ((alpha * lambda + 1) ^ (2 / alpha) *
(alpha ^ 3 * lambda ^ 4 + (2 * alpha ^ 2 - 2 * alpha ^ 3 * y[iddx]) * lambda ^ 3 +
(alpha - 5 * alpha ^ 2 * y[iddx]) * lambda ^ 2 - 4 * alpha * y[iddx] * lambda - y[iddx]) +
(alpha * lambda + 1) ^ (1 / alpha) * ((alpha - alpha ^ 3) * lambda ^ 4 +
((4 * alpha ^ 3 + 4 * alpha ^ 2) * y[iddx] - 4 * alpha ^ 2 - alpha + 1) * lambda ^ 3 +
((10 * alpha ^ 2 + 6 * alpha) * y[iddx] - 3 * alpha - 1) * lambda ^ 2 +
(8 * alpha + 2) * y[iddx] * lambda + 2 * y[iddx]) +
((-2 * alpha ^ 3 - 4 * alpha ^ 2 - 2 * alpha) * y[iddx] + 2 * alpha ^ 2 + 2 * alpha) * lambda ^ 3 +
((-5 * alpha ^ 2 - 6 * alpha - 1) * y[iddx] + 2 * alpha + 1) * lambda ^ 2 +
(-4 * alpha - 2) * y[iddx] * lambda - y[iddx]) /
(lambda ^ 2 * (alpha * lambda + 1) ^ 2 *
((alpha * lambda + 1) ^ (1 / alpha + 1) + (-alpha - 1) * lambda - 1) ^ 2)
G11[iddx] <- G11[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1)[iddx] ^ 2 +
G1[iddx] * lambdaLink(eta[, 1], inverse = TRUE, deriv = 2)[iddx]
res[-(1:lambdaPredNumber), -(1:lambdaPredNumber)] <- t(as.data.frame(X[-(1:(nrow(X) / 2)), -(1:lambdaPredNumber)]) * weight * G00) %*% X[-(1:(nrow(X) / 2)), -(1:lambdaPredNumber)]
res[1:lambdaPredNumber, 1:lambdaPredNumber] <- t(as.data.frame(X[1:(nrow(X) / 2), 1:lambdaPredNumber]) * weight * G11) %*% X[1:(nrow(X) / 2), 1:lambdaPredNumber]
res[1:lambdaPredNumber, -(1:lambdaPredNumber)] <- t(t(as.data.frame(X[1:(nrow(X) / 2), 1:lambdaPredNumber]) * weight * G01) %*% as.matrix(X[-(1:(nrow(X) / 2)), -(1:lambdaPredNumber)]))
res[-(1:lambdaPredNumber), 1:lambdaPredNumber] <- t(as.data.frame(X[1:(nrow(X) / 2), 1:lambdaPredNumber]) * weight * G01) %*% as.matrix(X[-(1:(nrow(X) / 2)), -(1:lambdaPredNumber)])
res
}
)
}
validmu <- function(mu) {
(sum(!is.finite(mu)) == 0) && all(0 < mu)
}
devResids <- function (y, eta, wt, ...) {
iddx <- y > 1
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
mu <- mu.eta(eta = eta)
logLikFit <- (
lgamma(y + 1 / alpha) - lgamma(1 / alpha) - lgamma(y + 1) - (y + 1 / alpha) * log(1 + lambda * alpha) +
y * log(lambda * alpha) - log(1 - (1 + lambda * alpha) ^ (-1 / alpha) - lambda * (1 + lambda * alpha) ^ (-1 - 1 / alpha))
)[iddx]
yUnq <- unique(y[iddx])
if (any(yUnq > 77)) {
warning("Curently numerical deviance is unreliable for counts greater than 78.")
}
findL <- function(yNow) {
stats::optim(
par = if(TRUE) c(0, log(yNow), -15 + 2 * (yNow %in% 3:5) - 2 * (yNow %in% 6:9)) else c(0, log(yNow), -6),
fn = function(x) {
s <- x[1]
l <- exp(x[2])
a <- exp(x[3])
sum(c(((l-l*(a*l+1)^(-1/a-1))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)-yNow) ,# s der
s*((-(a*l+1)^(-1/a-1)-(-1/a-1)*a*l*(a*l+1)^(-1/a-2)+1)/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+((-1/a-1)*a*l*(a*l+1)^(-1/a-2)*(l-l*(a*l+1)^(-1/a-1)))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2)+((-1/a-1)*a*l*(a*l+1)^(-1/a-2))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+(a*(-yNow-1/a))/(a*l+1)+yNow/l,# lambda der
s*(-((l-l*(l*a+1)^(-1/a-1))*(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^2-(l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1))-(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)+log(l*a+1)/a^2+(l*(-1/a-yNow))/(l*a+1)+yNow/a-digamma(1/a+yNow)/a^2+digamma(1/a)/a^2) ^ 2)#alpha der
},
gr = function(x) {
s <- x[1]
l <- exp(x[2])
a <- exp(x[3])
d12.21 <- ((a*l+1)^(2/a)*(a^2*l^2+2*a*l+1)+(a*l+1)^(1/a)*((-a^2-2*a-1)*l^2-2*a*l-2)+1)/((a*l+1)^(1/a+1)+(-a-1)*l-1)^2
d13.31 <- (l^2*((l*a+1)^(1/a)*(l*a^2+(l+1)*a+1)*log(l*a+1)+(l*a+1)^(1/a)*((1-2*l)*a^2-l*a)-a^2))/(a^2*((l*a+1)^(1/a+1)-l*a-l-1)^2)
d22.22 <- s*((-2*(-1/a-1)*a*(a*l+1)^(-1/a-2)-(-1/a-2)*(-1/a-1)*a^2*l*(a*l+1)^(-1/a-3))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+((-1/a-1)*a*(a*l+1)^(-1/a-2)*(l-l*(a*l+1)^(-1/a-1)))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2+((-1/a-2)*(-1/a-1)*a^2*l*(a*l+1)^(-1/a-3)*(l-l*(a*l+1)^(-1/a-1)))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2+(2*(-1/a-1)*a*l*(a*l+1)^(-1/a-2)*(-(a*l+1)^(-1/a-1)-(-1/a-1)*a*l*(a*l+1)^(-1/a-2)+1))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2+(2*(-1/a-1)^2*a^2*l^2*(a*l+1)^(-2/a-4)*(l-l*(a*l+1)^(-1/a-1)))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^3)+((-1/a-1)*a*(a*l+1)^(-1/a-2))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+((-1/a-2)*(-1/a-1)*a^2*l*(a*l+1)^(-1/a-3))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+((-1/a-1)^2*a^2*l^2*(a*l+1)^(-2/a-4))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2-(a^2*(-yNow-1/a))/(a*l+1)^2-yNow/l^2
d23.32 <- (((l*a+1)^(2/a)*(l^5*s*a^5+(5*l^4*s-l^4)*a^4+((-l^5+2*l^4+9*l^3)*s-l^4-3*l^3)*a^3+((-3*l^4+6*l^3+7*l^2)*s-3*l^3-3*l^2)*a^2+((-3*l^3+6*l^2+2*l)*s-3*l^2-l)*a+(2*l-l^2)*s-l)+(l*a+1)^(1/a)*(-l^5*s*a^5+((-3*l^5-5*l^4)*s+l^4)*a^4+((-3*l^5-10*l^4-9*l^3)*s+2*l^4+3*l^3)*a^3+((-l^5-7*l^4-13*l^3-7*l^2)*s+l^4+5*l^3+3*l^2)*a^2+((-2*l^4-5*l^3-8*l^2-2*l)*s+2*l^3+4*l^2+l)*a+(-l^3-l^2-2*l)*s+l^2+l))*log(l*a+1)+(l*a+1)^(2/a)*((3*l^3*yNow-l^5*s-2*l^4)*a^5+((3*l^3+9*l^2)*yNow+(2*l^5-8*l^4+2*l^3)*s-8*l^3)*a^4+((6*l^2+9*l)*yNow+(l^5+2*l^4-13*l^3+4*l^2)*s+l^4-10*l^2)*a^3+((3*l+3)*yNow+(2*l^4-2*l^3-6*l^2+2*l)*s+2*l^3-4*l)*a^2+((l^3-2*l^2)*s+l^2)*a)+(l*a+1)^(3/a)*((l^4-l^3*yNow)*a^5+(3*l^3-3*l^2*yNow)*a^4+(3*l^2-3*l*yNow)*a^3+(l-yNow)*a^2)+(l*a+1)^(1/a)*((-3*l^3*yNow+l^5*s+l^4)*a^5+((-6*l^3-9*l^2)*yNow+(3*l^5+8*l^4-4*l^3)*s+7*l^3)*a^4+((-3*l^3-12*l^2-9*l)*yNow+(3*l^5+7*l^4+13*l^3-8*l^2)*s-2*l^4+3*l^3+11*l^2)*a^3+((-3*l^2-6*l-3)*yNow+(l^5+4*l^4+6*l^3+6*l^2-4*l)*s-l^4-3*l^3+3*l^2+5*l)*a^2+((l^4+l^3+2*l^2)*s-l^3-l^2)*a)+l^3*yNow*a^5+((3*l^3+3*l^2)*yNow+2*l^3*s-2*l^3)*a^4+((3*l^3+6*l^2+3*l)*yNow+4*l^2*s-3*l^3-4*l^2)*a^3+((l^3+3*l^2+3*l+1)*yNow+2*l*s-l^3-3*l^2-2*l)*a^2)/(a^2*(l*a+1)^2*((l*a+1)^(1/a+1)-l*a-l-1)^3)
d33.33 <- s*((2*(l-l*(l*a+1)^(-1/a-1))*(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))^2)/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^3-((l-l*(l*a+1)^(-1/a-1))*(-(log(l*a+1)/a^2-l/(a*(l*a+1)))^2/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))^2-(-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))+l^2/(a*(l*a+1)^2))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))-(l^2*(-1/a-1))/(l*a+1)^2)))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^2-(l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))^2)/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)+(2*l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))*(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^2-(l*(l*a+1)^(-1/a-1)*(-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))-(l^2*(-1/a-1))/(l*a+1)^2))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1))+(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))^2/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^2-(-(log(l*a+1)/a^2-l/(a*(l*a+1)))^2/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))^2-(-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))+l^2/(a*(l*a+1)^2))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))-(l^2*(-1/a-1))/(l*a+1)^2))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)-(2*log(l*a+1))/a^3+(2*l)/(a^2*(l*a+1))-(l^2*(-1/a-yNow))/(l*a+1)^2-yNow/a^2+(2*digamma(1/a+yNow))/a^3-(2*digamma(1/a))/a^3+trigamma(1/a+yNow)/a^4-trigamma(1/a)/a^4
f2 <- 2*c(((l-l*(a*l+1)^(-1/a-1))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)-yNow) ,# s der
s*((-(a*l+1)^(-1/a-1)-(-1/a-1)*a*l*(a*l+1)^(-1/a-2)+1)/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+((-1/a-1)*a*l*(a*l+1)^(-1/a-2)*(l-l*(a*l+1)^(-1/a-1)))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)^2)+((-1/a-1)*a*l*(a*l+1)^(-1/a-2))/(-1/(a*l+1)^(1/a)-l*(a*l+1)^(-1/a-1)+1)+(a*(-yNow-1/a))/(a*l+1)+yNow/l,# lambda der
s*(-((l-l*(l*a+1)^(-1/a-1))*(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1))))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)^2-(l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1))-(-(log(l*a+1)/a^2-l/(a*(l*a+1)))/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)*(log(l*a+1)/a^2+(l*(-1/a-1))/(l*a+1)))/(-1/(l*a+1)^(1/a)-l*(l*a+1)^(-1/a-1)+1)+log(l*a+1)/a^2+(l*(-1/a-yNow))/(l*a+1)+yNow/a-digamma(1/a+yNow)/a^2+digamma(1/a)/a^2)
c(sum(f2 * c(0, d12.21, d13.31)),
sum(f2 * c(d12.21, d22.22, d23.32)),
sum(f2 * c(d13.31, d23.32, d33.33)))
},
method = "CG",
control = list(maxit = 50000, abstol = .Machine$double.eps)
)
}
fff <- function(yNow) {
if (yNow == 2) return(0)
xx <- findL(yNow)
a <- exp(xx$par[3])
l <- exp(xx$par[2])
lgamma(yNow+1/a)-lgamma(1/a)-lgamma(yNow+1)-(yNow+1/a)*log(1+l*a)+yNow*log(l*a)-log(1-(1+l*a)^(-1/a)-l*(1+l*a)^(-1-1/a))
}
suppressWarnings(logLikIdeal <- sapply(yUnq, FUN = fff))
names(logLikIdeal) <- yUnq
logLikIdeal <- sapply(y[iddx], FUN = function(x) {
logLikIdeal[names(logLikIdeal) == x]
})
diff <- iddx
diff[iddx] <- 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[iddx][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, y, ...) {
iddx <- y > 1
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
N <- pw * (iddx * (1 - lambda * ((1 + lambda * alpha) ^ (-1 - 1 / alpha))) /
(1 - (1 + lambda * alpha) ^ (- 1 / alpha) - lambda *
((1 + lambda * alpha) ^ (-1 - 1 / alpha))) + (1 - iddx))
if(!contr) {
N <- sum(N)
}
N
}
popVar <- function (pw, eta, cov, Xvlm, y, ...) {
iddx <- y > 1
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
prob <- 1 - (1 + lambda * alpha) ^ (-1 / alpha) -
lambda * (1 + lambda * alpha) ^ (-1 - 1 / alpha)
bigTheta1 <- pw * alphaLink(eta[, 2], inverse = TRUE, deriv = 1) *
as.numeric(((lambda*alpha+1)^(1/alpha)*(lambda^2*alpha^2+2*lambda*alpha+1)*log(lambda*alpha+1)+(lambda*alpha+1)^(1/alpha)*(-lambda^2*alpha^2-lambda*alpha)-lambda^2*alpha^2)/(alpha^2*((lambda*alpha+1)^(1/alpha+1)-lambda*alpha-lambda-1)^2))
bigTheta2 <- pw * lambdaLink(eta[, 1], inverse = TRUE, deriv = 1) *
as.numeric(-((alpha*lambda+1)^(1/alpha+1)-1)/((alpha*lambda+1)^(1/alpha+1)+(-alpha-1)*lambda-1)^2)
bigTheta <- t(c(bigTheta2, bigTheta1)[rep(iddx, 2)] %*% Xvlm[rep(iddx, 2), , drop = FALSE])
f1 <- t(bigTheta) %*% as.matrix(cov) %*% bigTheta
f2 <- sum((pw * ((1 - prob) / (prob ^ 2)) *
(1 - lambda * ((1 + lambda * alpha) ^ (-1 - 1 / alpha))) ^ 2)[iddx])
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)
switch (type,
"trunc" = {
stats::dnbinom(x = x, mu = lambda, size = 1 / alpha) /
(1 - stats::dnbinom(x = 0, mu = lambda, size = 1 / alpha) -
stats::dnbinom(x = 1, mu = lambda, size = 1 / alpha))
},
"nontrunc" = stats::dnbinom(x = x, mu = lambda, size = 1 / alpha)
)
}
simulate <- function(n, eta, lower = 0, upper = Inf) {
lambda <- lambdaLink(eta[, 1], inverse = TRUE)
alpha <- alphaLink(eta[, 2], inverse = TRUE)
lb <- stats::pnbinom(lower, mu = lambda, size = 1 / alpha)
ub <- stats::pnbinom(upper, mu = lambda, size = 1 / alpha)
p_u <- stats::runif(n, lb, ub)
sims <- stats::qnbinom(p_u, mu = lambda, size = 1 / alpha)
sims
}
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))
) + 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)
)
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]))
}
}
)
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 = "zotnegbin",
etaNames = c("lambda", "alpha"),
simulate = simulate,
getStart = getStart
),
class = c("singleRfamily", "family")
)
}
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