R/wle.normal.R

In wle: Weighted Likelihood Estimation

#############################################################
#                                                           #
#	wle.normal function                                 #
#	Author: Claudio Agostinelli                         #
#	E-mail: claudio@unive.it                            #
#	Date: August, 2, 2001                               #
#	Version: 0.4                                        #
#                                                           #
#	Copyright (C) 2001 Claudio Agostinelli              #
#                                                           #
#############################################################

wle.normal <- function(x, boot=30, group, num.sol=1, raf="HD", smooth=0.003, tol=10^(-6), equal=10^(-3), max.iter=500, 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
}

x <- as.vector(x)
size <- length(x)
result <- list()

if (size<2) {
    stop("Number of observation must be at least equal to 2")
}

if (group<2) {
    group <- max(round(size/4),2)
    if (verbose) cat("wle.normal: 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.normal: number of solution to report set to 1 \n")
    num.sol <- 1
}

if (max.iter<1) {
    if (verbose) cat("wle.normal: max number of iteration set to 500 \n")
    max.iter <- 500
}

if (smooth<10^(-5)) {
    if (verbose) cat("wle.normal: the smooth parameter seems too small \n")
}

if (tol<=0) {
    if (verbose) cat("wle.normal: the accuracy must be positive, using default value: 10^(-6) \n")
    tol <- 10^(-6)
}

if (equal<0) {
    if (verbose) cat("wle.normal: the equal parameter must be greater than tol, using default value: tol+10^(-3) \n")
    equal <- tol+10^(-3)
}

  z <- .Fortran("wlenorm",
	as.double(x), 
	as.integer(size),
        as.integer(size),
	as.integer(boot),
	as.integer(group),
	as.integer(num.sol),
	as.integer(raf),
	as.double(smooth),
	as.double(tol),
	as.double(equal),
	as.integer(max.iter),
	mean=double(num.sol),
	var=double(num.sol),
	totweight=double(num.sol),
	weight=mat.or.vec(num.sol,size),
	density=mat.or.vec(num.sol,size),
	model=mat.or.vec(num.sol,size),
	delta=mat.or.vec(num.sol,size),
	same=integer(num.sol),
	nsol=integer(1),
	nconv=integer(1),
	PACKAGE = "wle")

if (z$nsol>0) {
    result$location <- z$mean[1:z$nsol]
    result$scale <- sqrt(z$var[1:z$nsol])
       if (z$nsol>1) {
           result$residuals <- matrix(rep(x,z$nsol),nrow=z$nsol,byrow=TRUE) - matrix(rep(z$mean[1:z$nsol],size),nrow=z$nsol,byrow=FALSE)
       } else {
          result$residuals <- x - result$location
       }
    result$tot.weights <- z$totweight[1:z$nsol]/size
    result$weights <- z$weight[1:z$nsol,]
    result$f.density <- z$density[1:z$nsol,]
    result$m.density <- z$model[1:z$nsol,]
    result$delta <- z$delta[1:z$nsol,]
    result$freq <- z$same[1:z$nsol]
    result$tot.sol <- z$nsol
    result$not.conv <- z$nconv

} else{
    if (verbose) cat("wle.normal: No solutions are fuond, checks the parameters\n")
    result$location <- NA
    result$scale <- NA
    result$residuals <- rep(NA,size)
    result$tot.weights <- NA
    result$weights <- rep(NA,size)
    result$f.density <- rep(NA,size)
    result$m.density <- rep(NA,size)
    result$delta <- rep(NA,size)
    result$freq <- NA
    result$tot.sol <- 0
    result$not.conv <- boot
}

result$call <- match.call()
class(result) <- "wle.normal"
return(result)
}

#############################################################
#                                                           #
#	print.wle.normal function                           #
#	Author: Claudio Agostinelli                         #
#	E-mail: claudio@unive.it                            #
#	Date: August, 2, 2001                               #
#	Version: 0.4                                        #
#                                                           #
#	Copyright (C) 2001 Claudio Agostinelli              #
#                                                           #
#############################################################

print.wle.normal <- function(x, digits = max(3, getOption("digits") - 3), ...)
{
    cat("\nCall:\n",deparse(x$call),"\n\n",sep="")
    cat("Location:\n")
    print.default(format(x$location, digits=digits),
		  print.gap = 2, quote = FALSE)
    cat("\n")
    cat("Scale:\n")
    print.default(format(x$scale, digits=digits),
		  print.gap = 2, quote = FALSE)
    cat("\n")
    cat("\nNumber of solutions ",x$tot.sol,"\n")
    cat("\n")
    invisible(x)
}