Nothing
lnre.productivity.measures <- function (model, N=NULL, measures, data.frame=TRUE,
bootstrap=FALSE, method="normal", conf.level=.95, sample=NULL,
replicates=1000, parallel=1L, verbose=TRUE, seed=NULL)
{
if (! inherits(model, "lnre")) stop("first argument must belong to a subclass of 'lnre'")
if (is.null(N)) N <- N(model)
if (! (is.numeric(N) && all(N > 0))) stop("'N' must be a positive integer vector")
if (is.null(sample))
sample <- "spc"
else
if (!is.function(sample)) stop("'sample' must be a callback function suitable for lnre.bootstrap()")
supported <- qw("V TTR R C k U W P Hapax H S alpha2 K D")
if (bootstrap) supported <- c(supported, qw("Entropy eta"))
if (missing(measures) || is.null(measures)) measures <- supported
measures <- sapply(measures, match.arg, choices=supported)
## empirical distribution from parametric bootstrapping
if (bootstrap) {
if (length(N) > 1L) stop("only a single 'N' value is allowed with bootstrap=TRUE")
res <- lnre.bootstrap(model, N, ESTIMATOR=productivity.measures, measures=measures,
STATISTIC=identity, sample=sample, simplify=TRUE,
replicates=replicates, parallel=parallel, seed=seed, verbose=verbose)
return(bootstrap.confint(res, level=conf.level, method=method, data.frame=data.frame))
}
## delta = probability of drawing same type twice = second moment of tdf
delta <- function (model) {
if (inherits(model, "lnre.fzm")) {
alpha <- model$param$alpha
A <- model$param$A
B <- model$param$B
C <- model$param2$C
C / (2 - alpha) * (B^(2 - alpha) - A^(2 - alpha))
}
else if (inherits(model, "lnre.zm")) {
alpha <- model$param$alpha
B <- model$param$B
C <- model$param2$C
C / (2 - alpha) * B^(2 - alpha)
}
else stop("cannot compute delta for LNRE model of class ", class(model)[1])
}
.EV <- EV(model, N)
.EV1 <- EVm(model, 1, N)
.EV2 <- EVm(model, 2, N)
res <- sapply(measures, function (M.) {
switch(M.,
## measures based on V and N
V = .EV,
TTR = .EV / N,
R = .EV / sqrt(N),
C = log(.EV) / log(N),
k = log(.EV) / log(log(N)),
U = log(N)^2 / (log(N) - log(.EV)),
W = N ^ (.EV ^ -0.172),
## measures based on hapax count (V1)
P = .EV1 / N,
Hapax = .EV1 / .EV,
H = 100 * log(N) / (1 - .EV1 / .EV),
## measures based on the first two spectrum elements (V1 and V2)
S = .EV2 / .EV,
alpha2 = 1 - 2 * .EV2 / .EV1,
## Yule K and Simpson D can only be computed from full spectrum
K = 10e4 * (N - 1) / N * delta(model),
D = rep(delta(model), length(N)),
stop("internal error -- measure '", M., "' not implemented yet"))
})
if (!is.matrix(res)) res <- t(res)
rownames(res) <- N
if (data.frame) as.data.frame(res, optional=TRUE) else res
}
## if (!is.null(conf.sd)) {
## sds <- c(-conf.sd, +conf.sd)
## conf.int <- switch(what,
## R = (V(obj) + sds * sqrt(VV(obj))) / sqrt(N(obj)),
## C = log( V(obj) + sds * sqrt(VV(obj)) ) / log( N(obj) ),
## P = (Vm(obj, 1) + sds * sqrt(VVm(obj, 1))) / N(obj),
## TTR = (V(obj) + sds * sqrt(VV(obj))) / N(obj),
## V = V(obj) + sds * sqrt(VV(obj)))
## res$lower <- conf.int[1]
## res$upper <- conf.int[2]
## }
## if (!is.null(conf.sd)) {
## ## Evert (2004b, Lemma A.8) gives the following approximation for the variance:
## ## - Var[Vm / V] = Var[V] / E[V]^2 * (s(1 - s) + (r - s)^2)
## ## - with r = E[Vm] / E[V] and s = Var[Vm] / Var[V]
## sd.VmV <- function (obj, m) {
## r <- Vm(obj, m) / V(obj)
## s <- VVm(obj, m) / VV(obj)
## sqrt(VV(obj)) / V(obj) * sqrt( s * (1-s) + (r - s)^2 )
## }
## sds <- c(-conf.sd, +conf.sd)
## conf.int <- switch(what,
## S = (res$estimate + sds * sd.VmV(obj, 2)),
## H = 100 * log( N(obj) ) / (1 - (Vm(obj, 1) / V(obj) + sds * sd.VmV(obj, 1))),
## Hapax = (res$estimate + sds * sd.VmV(obj, 1)))
## res$lower <- conf.int[1]
## res$upper <- conf.int[2]
## }
## conf.sd <- if (isTRUE(attr(obj, "hasVariances"))) -qnorm((1 - conf.level) / 2) else NULL
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