Nothing
#############################################################
# #
# wle.aicfast function #
# Author: Claudio Agostinelli #
# E-mail: claudio@unive.it #
# Date: July, 7, 2011 #
# Version: 0.1 #
# #
# Copyright (C) 2011 Claudio Agostinelli #
# #
#############################################################
wle.aicfast <- function(formula, data=list(), model=TRUE, x=FALSE, y=FALSE, boot=30, group, var.full=0, num.sol=1, raf="HD", smooth=0.031, tol=10^(-6), equal=10^(-3), max.iter=500, min.weight=0.5, alpha=2, contrasts=NULL, verbose=FALSE) {
raf <- switch(raf,
HD = 1,
NED = 2,
SCHI2 = 3,
-1)
if (raf==-1) stop("Please, choose the RAF: HD=Hellinger Disparity, NED=Negative Exponential Disparity, SCHI2=Symmetric Chi-squares Disparity")
if (missing(group)) {
group <- 0
}
ret.x <- x
ret.y <- y
result <- list()
mt <- terms(formula, data = data)
mf <- cl <- match.call()
mf$boot <- mf$group <- mf$smooth <- NULL
mf$tol <- mf$equal <- mf$num.sol <- NULL
mf$min.weight <- mf$max.iter <- mf$raf <- NULL
mf$var.full <- mf$alpha <- mf$contrasts <- NULL
mf$model <- mf$x <- mf$y <- NULL
mf$verbose <- NULL
mf$drop.unused.levels <- TRUE
mf[[1]] <- as.name("model.frame")
mf <- eval(mf, sys.frame(sys.parent()))
xvars <- as.character(attr(mt, "variables"))[-1]
inter <- attr(mt, "intercept")
if((yvar <- attr(mt, "response")) > 0) xvars <- xvars[-yvar]
xlev <-
if(length(xvars) > 0) {
xlev <- lapply(mf[xvars], levels)
xlev[!sapply(xlev, is.null)]
}
ydata <- model.response(mf, "numeric")
if (is.empty.model(mt))
stop("The model is empty")
else
xdata <- model.matrix(mt, mf, contrasts)
if (is.null(size <- nrow(xdata)) | is.null(nvar <- ncol(xdata))) stop("'x' must be a matrix")
if (length(ydata)!=size) stop("'y' and 'x' are not compatible")
nrep <- 2^nvar-1
if (size<nvar) {
stop("Number of observations must be at least equal to the number of predictors (including intercept)")
}
if (group<nvar) {
group <- max(round(size/4),nvar)
if (verbose) cat("wle.aic: dimension of the subsample set to default value = ",group,"\n")
}
maxboot <- sum(log(1:size))-(sum(log(1:group))+sum(log(1:(size-group))))
if (boot<1 | log(boot) > maxboot) {
stop("bootstrap replication not in the range")
}
if (!(num.sol>=1)) {
if (verbose) cat("wle.aic: number of solution to report set to 1 \n")
num.sol <- 1
}
if (max.iter<1) {
if (verbose) cat("wle.aic: max number of iteration set to 500 \n")
max.iter <- 500
}
if (smooth<10^(-5)) {
if (verbose) cat("wle.aic: the smooth parameter seems too small \n")
}
if (tol<=0) {
if (verbose) cat("wle.aic: the accuracy must be positive, using default value: 10^(-6) \n")
tol <- 10^(-6)
}
if (equal<=tol) {
if (verbose) cat("wle.aic: the equal parameter must be greater than tol, using default value: tol+10^(-3) \n")
equal <- tol+10^(-3)
}
if (var.full<0) {
if (verbose) cat("wle.aic: the variance of the full model can not be negative, using default value \n")
var.full <- 0
}
if (min.weight<0) {
if (verbose) cat("wle.aic: the minimum sum of the weights can not be negative, using default value \n")
min.weight <- 0.5
}
z <- .Fortran("wleaicfast",
as.double(ydata),
as.matrix(xdata),
as.integer(0),
as.integer(size),
as.integer(nvar),
as.integer(boot),
as.integer(group),
as.integer(nrep),
as.integer(raf),
as.double(smooth),
as.double(tol),
as.double(equal),
as.integer(max.iter),
as.double(var.full),
as.integer(num.sol),
as.double(min.weight),
as.double(alpha),
waic=mat.or.vec(nrep,nvar+1),
param=mat.or.vec(num.sol,nvar),
var=double(num.sol),
resid=mat.or.vec(num.sol,size),
totweight=double(num.sol),
weight=mat.or.vec(num.sol,size),
same=integer(num.sol),
info=integer(1),
PACKAGE="wle")
result$waic <- z$waic
result$coefficients <- z$param
result$scale <- sqrt(z$var)
result$residuals <- z$resid
result$weights <- z$weight
result$tot.weights <- z$totweight
result$freq <- z$same
result$call <- cl
result$info <- z$info
result$contrasts <- attr(xdata, "contrasts")
result$xlevels <- xlev
result$terms <- mt
if (model)
result$model <- mf
if (ret.x)
result$x <- xdata
if (ret.y)
result$y <- ydata
dn <- colnames(xdata)
dimnames(result$coefficients) <- list(NULL,dn)
dimnames(result$waic) <- list(NULL,c(dn,"waic"))
class(result) <- "wle.aic"
return(result)
}
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