PF: Prevented fraction

Documented in .rr.score.asymp RRtosst

#' @title RR exact CI, TOSST method.
#' @description Estimates confidence interval for the risk ratio or prevented
#'   fraction; exact method based on the score statistic (inverts two one-sided
#'   tests).
#' @details Estimates confidence intervals based on the score statistic that are
#'   'exact' in the sense of accounting for discreteness. Inverts two one-sided
#'   score tests. The score statistic is used to select tail area tables, and
#'   the binomial probability is estimated over the tail area by taking the
#'   maximum over the nuisance parameter. Algorithm is a simple step search. \cr
#'   \cr The data may also be a matrix. In that case \code{y} would be entered
#'   as \cr \code{matrix(c(y1, n1-y1, y2, n2-y2), 2, 2, byrow = TRUE)}.
#' @param y Data vector c(y1, n1, y2, n2) where y are the positives, n are the
#'   total, and group 1 is compared to group 2 (control or reference group).
#' @param formula Formula of the form `cbind(y, n) ~ x`, where y is the number
#'   positive, n is the group size, x is a factor with two levels of treatment.
#' @param data data.frame containing variables of formula.
#' @param compare Text vector stating the factor levels: `compare[1]` is the
#'   vaccinate group to which `compare[2]` (control or reference) is compared.
#' @param alpha Complement of the confidence level.
#' @param pf Estimate \emph{RR} or its complement \emph{PF}?
#' @param trace.it Verbose tracking of the iterations?
#' @param iter.max Maximum number of iterations
#' @param converge Convergence criterion
#' @param rnd Number of digits for rounding. Affects display only, not
#'   estimates.
#' @param stepstart starting interval for step search
#' @param nuisance.points number of points over which to evaluate nuisance
#'   parameter
#' @param gamma parameter for Berger-Boos correction (restricts range of
#'   nuisance parameter evaluation)
#' @return A \code{\link{rr1}} object with the following fields.
#'   \item{estimate}{vector with point and interval estimate}
#'   \item{estimator}{either \code{"PF"} or \code{"RR"}} \item{y}{data.frame
#'   with "y1", "n1", "y2", "n2" values. } \item{rnd}{how many digits to round
#'   the display} \item{alpha}{complement of confidence level}
#' @export
#' @references Koopman PAR, 1984. Confidence intervals for the ratio of two
#'   binomial proportions. \emph{Biometrics} 40:513-517. \cr Agresti A, Min Y,
#'   2001.  On small-sample confidence intervals for parameters in discrete
#'   distribution. \emph{Biometrics} 57: 963-971. \cr Berger RL, Boos DD, 1994.
#'   P values maximized over a confidence set for the nuisance parameter.
#'   \emph{Journal of the American Statistical Association} 89:214-220.
#' @author \link{PF-package}
#' @seealso \code{\link{RRotsst}, \link{rr1}}
#'
#' @examples
#' # Both examples represent the same observation, with data entry by vector
#' # and matrix notation.
#'
#' y_vector <- c(4, 24, 12, 28)
#' RRtosst(y_vector)
#'
#' # PF
#' # 95% interval estimates
#'
#' #    PF    LL    UL
#' # 0.611 0.012 0.902
#'
#' y_matrix <- matrix(c(4, 20, 12, 16), 2, 2, byrow = TRUE)
#' #      [, 1] [, 2]
#' # [1, ]    4   20
#' # [2, ]   12   16
#'
#' RRtosst(y_matrix)
#'
#' # PF
#' # 95% interval estimates
#'
#' #    PF    LL    UL
#' # 0.611 0.012 0.902
#'
#' require(dplyr)
#' data1 <- data.frame(group = rep(c("treated", "control"), each = 2),
#'   y = c(1, 3, 7, 5),
#'   n = c(12, 12, 14, 14),
#'   cage = rep(paste('cage', 1:2), 2))
#' data2 <- data1 |>
#'   group_by(group) |>
#'   summarize(sum_y = sum(y),
#'     sum_n = sum(n))
#' RRtosst(data = data2, formula =  cbind(sum_y, sum_n) ~ group,
#'   compare = c("treated", "control"))
#'
#' # PF
#' # 95% interval estimates
#'
#' #    PF    LL    UL
#' # 0.611 0.012 0.902

##--------------------------------------------------------------------
## RRtosst function
##--------------------------------------------------------------------

#' @importFrom stats qbeta
RRtosst <- function(y = NULL,
                    formula = NULL,
                    data = NULL,
                    compare = c("vac", "con"),
                    alpha = 0.05,
                    pf = TRUE,
                    stepstart = .1,
                    iter.max = 36,
                    converge = 1e-6,
                    rnd = 3,
                    trace.it = FALSE,
                    nuisance.points = 120,
                    gamma = 1e-6) {
  ###########################################
  ## Error handling for input options
  ## - y can be matrix or vector (expects formula and data to be NULL)
  ## - if formula is specified, data is required (expects y is null)
  ###########################################
  .check_3input_cases_freq(data = data, formula = formula, y = y)



  # Estimates exact confidence interval by the TOSST method Score statistic
  # used to select tail area tables Binomial probability estimated over the
  # tail area by taking the maximum over the nuisance parameter

  # Written 9/17/07 by Siev
  # Functions called by rrcix():
  #
  #		.rr.score.asymp - gets asymptotic interval for starting value of upper
  #			bound found in this file below
  #
  #				(if want to eliminate calling this function would have to search
  #        down from r.max)
  #
  #		binci - gets Clopper-Pearson intervals for Berger-Boos method
  #			included here now, but may be moved to another package

  binci <- function(y,
                    n,
                    alpha = .05,
                    show.warnings = FALSE) {
    w <- 1 * show.warnings - 1
    options(warn = w)

    p <- y / n
    cpl <- ifelse(y > 0, qbeta(alpha / 2, y, n - y + 1), 0)
    cpu <- ifelse(y < n, qbeta(1 - alpha / 2, y + 1, n - y), 1)
    out <- cbind(y, n, p, cpl, cpu)
    dimnames(out) <-
      list(names(y), c("y", "n", "p.hat", "cp low", "cp high"))

    options(warn = 0)
    return(out)
  }

  ###########################################
  ## Data reshaping
  ## - y can be matrix or vector (expects formula and data to be NULL)
  ## - if formula is specified, data is required (expects y is null)
  ###########################################

  if (is.null(y)) {
    # extract from data+formula to vector c(y1, n1, y2, n2)
    y <- .extract_freqvec(formula, data, compare)

  } else if (is.matrix(y)) {
    # Data entry y=c(x2, n2, x1, n1) Vaccinates First (order same but
    # subscripts reversed) data vector
    y <- c(t(cbind(y[, 1], apply(y, 1, sum))))
    # NOTE: the subscripts are reversed compared to the other functions
  }
  x2 <- y[1] ## vacc
  n2 <- y[2] ## vacc
  x1 <- y[3] ## con
  n1 <- y[4] ## con
  p1 <- x1 / n1
  p2 <- x2 / n2
  rho.mle <- p2 / p1

  # itemize all possible tables in omega (17.26)
  Y <- data.frame(y1 = rep(0:n1, (n2 + 1)),
                  y2 = rep(0:n2, rep(n1 + 1, n2 + 1)))
  observed <- (seq_len(nrow(Y)))[Y[, 1] == x1 & Y[, 2] == x2]
  Y$C <- choose(n1, Y$y1) * choose(n2, Y$y2)

  # score statistic - with pi.tilde by quadratic formula
  scst <- function(rho, y1, n1, y2, n2) {
    pih1 <- y1 / n1 # unrestricted MLE of current data
    pih2 <- y2 / n2
    if (y1 == 0 && y2 == 0) {
      sc <- 0
    } else if (y2 == n2) {
      sc <- 0
    } else {
      A <- rho * (n1 + n2)
      B <- -(rho * (y1 + n2) + y2 + n1)
      C <- y1 + y2
      pit1 <- (-B - sqrt(B^2 - 4 * A * C)) / (2 * A)
      pit2 <- rho * pit1
      sc <- (pih2 - rho * pih1) /
        sqrt(rho^2 * pit1 * (1 - pit1) / n1 + pit2 * (1 - pit2) / n2)
    }
    return(sc)
  }

  # get Clopper-Pearson intervals for Berger-Boos method
  cp <- binci(c(x1, x2), c(n1, n2), alpha = gamma)[, c("cp low", "cp high")]
  L1 <- cp[1, 1]
  U1 <- cp[1, 2]
  L2 <- cp[2, 1]
  U2 <- cp[2, 2]
  r.min <- L2 / U1
  r.max <- U2 / L1

  if (rho.mle == 0) {
    low <- 0
  } else {
    # search for lower endpoint
    iter <- 0
    step <- stepstart
    # start above 0 (for quadratic formula)
    low <- max(0.0001, r.min)
    repeat {
      iter <- iter + 1
      if (iter > iter.max)
        break
      if (iter > 1) {
        old.low <- low
        low <- low + step
      }
      scst.y <- rep(NA, nrow(Y))
      for (i in seq_along(scst.y))
        scst.y[i] <- scst(low, Y$y1[i], n1, Y$y2[i], n2)
      q.set <- Y[scst.y >= scst.y[observed], ]
      q.set$n1y1 <- n1 - q.set$y1
      q.set$n2y2 <- n2 - q.set$y2
      if (gamma > 0)
        # Berger-Boos method 17.164
        pn <- seq(max(L1, L2 / low), min(U1, U2 / low),
                  length = nuisance.points)
      else
        # simple method 17.138
        pn <- seq(0, min(1 / low, 1), length = nuisance.points)
      if (sum(pn > 1) > 0) {
        cat("\nIteration",
            iter,
            "nuisance parameter outside parameter space\n")
        next
      }
      fy <- rep(NA, nuisance.points)
      for (i in 1:nuisance.points) {
        pni <- pn[i]
        fy[i] <-
          sum(
            q.set$C * pni^q.set$y1 *
              (1 - pni)^q.set$n1y1 *
              (low * pni)^q.set$y2 *
              (1 - low * pni)^q.set$n2y2
          )
      }
      max.fy <- max(fy)
      if (trace.it)
        cat("\nIteration", iter, "rho.low", low, "tail", max.fy, "\n")
      if (abs(max.fy - (alpha / 2 - gamma / 2)) < converge)
        break
      if (max.fy > (alpha / 2 - gamma / 2)) {
        step <- step / 2
        low <- low - step * 2
      }
    } # end repeat
  } # end else

  # search for upper endpoint upward from just below asymptotic
  # rather than downward from r.max
  # get asymptotic interval for starting
  # koopman version (slightly narrower interval than mn)
  ci.asymp <- .rr.score.asymp(c(x2, n2, x1, n1))
  high <- ci.asymp[3] * .9

  iter <- 0
  step <- stepstart
  repeat {
    iter <- iter + 1
    if (iter > iter.max)
      break
    if (iter > 1) {
      old.high <- high
      high <- high + step
    }
    scst.y <- rep(NA, nrow(Y))
    for (i in seq_along(scst.y))
      scst.y[i] <- scst(high, Y$y1[i], n1, Y$y2[i], n2)
    p.set <- Y[scst.y <= scst.y[observed], ]
    p.set$n1y1 <- n1 - p.set$y1
    p.set$n2y2 <- n2 - p.set$y2
    if (gamma > 0)
      # Berger-Boos method 17.164
      pn <- seq(max(L1, L2 / high),
                min(U1, U2 / high),
                length = nuisance.points)
    else
      # simple method 17.138
      pn <- seq(0, min(1 / high, 1), length = nuisance.points)
    if (sum(pn > 1) > 0) {
      cat("\nIteration",
          iter,
          "nuisance parameter outside parameter space\n")
      next
    }
    fy <- rep(NA, nuisance.points)
    for (i in 1:nuisance.points) {
      pni <- pn[i]
      fy[i] <-
        sum(
          p.set$C * pni^p.set$y1 *
            (1 - pni)^p.set$n1y1 *
            (high * pni)^p.set$y2 *
            (1 - high * pni)^p.set$n2y2
        )
    }
    max.fy <- max(fy)
    if (trace.it)
      cat("\nIteration", iter, "rho.high", high, "tail", max.fy, "\n")
    if (abs(max.fy - (alpha / 2 - gamma / 2)) < converge)
      break
    if (max.fy < (alpha / 2 - gamma / 2)) {
      step <- step / 2
      high <- high - step * 2
    }
  } # end repeat

  int <- c(rho.hat = rho.mle,
           low = low,
           high = high)
  if (!pf) {
    names(int) <- c("RR", "LL", "UL")
  } else {
    int <- 1 - int[c(1, 3, 2)]
    names(int) <- c("PF", "LL", "UL")
  }
  y <- as.data.frame(t(y))
  names(y) <- c("y1", "n1", "y2", "n2")
  return(rr1$new(
    estimate = int,
    estimator = ifelse(pf, "PF", "RR"),
    y = y,
    rnd = rnd,
    alpha = alpha
  ))
  # out <- list(estimate = int, estimator = ifelse(pf, "PF", "RR"),
  #             y = y, rnd = rnd, alpha = alpha)
  # class(out) <- "rr1"
  # return(out)
}


#-------------------------------------------------------
# Asymptotic score interval
#-------------------------------------------------------
##
#' Internal function.
#'
#' @param y data
#' @param alpha alpha
#' @param iter.max maximum number of iterations
#' @param converge convergence criterion
#' @param mn boolean whether to calculate MN or use default value of 1.0
#' @export
#' @examples
#' # none
#' @importFrom stats qnorm
.rr.score.asymp <- function(y,
                            alpha = 0.05,
                            iter.max = 18.,
                            converge = 0.0001,
                            mn = FALSE) {
  # asymptotic score interval
  # code taken from RRsc()
  # choice of either Koopman (mn=F)
  # or Miettinenen-Nurminen (mn=T)
  # Data entry y=c(x2, n2, x1, n1) Vaccinates First

  u.p <- function(p1, p2, n1, n2) {
    (1. - p1) / (n1 * p1) + (1. - p2) / (n2 * p2)
  }

  z.phi <- function(phi, x1, x2, n1, n2, u.p, root, za, MN = FALSE)	{
    if (MN)
      mn <- sqrt((n1 + n2 - 1.) / (n1 + n2))
    else
      mn <- 1.
    p2 <- root(x1, x2, n1, n2, phi)
    p1 <- p2 * phi
    u <- u.p(p1, p2, n1, n2)
    z <- ((x1 - n1 * p1) / (1. - p1)) * sqrt(u) * mn
    return(z)
  }

  root <- function(x1, x2, n1, n2, phi) {
    a <- phi * (n1 + n2)
    b <-  -(phi * (x2 + n1) + x1 + n2)
    cc <- x1 + x2
    det <- sqrt(b^2. - 4. * a * cc)
    rt <- (-b - det) / (2. * a)
    return(rt)
  }

  al2 <- alpha / 2.
  z.al2 <- qnorm(al2)
  z.ah2 <- qnorm(1. - al2)
  zv <- c(z.al2, z.ah2)
  x1 <- y[1.]
  n1 <- y[2.]
  x2 <- y[3.]
  n2 <- y[4.]
  p1 <- x1 / n1
  p2 <- x2 / n2
  p1 <- x1 / n1
  phi.mle <- p1 / p2

  # 0.5 log method
  p1 <- (x1 + 0.5) / (n1 + 0.5)
  p2 <- (x2 + 0.5) / (n2 + 0.5)
  phi <- p1 / p2
  v <- sqrt(u.p(p1, p2, (n1 + 0.5), (n2 + 0.5)))
  starting <- exp(v * zv + logb(phi))

  # Score method
  score <- rep(0., length(zv))
  for (k in 1.:length(zv)) {
    if (k == 1. && x1 == 0.)
      score[k] <- 0.
    else
      if (k == 2. && x2 == 0.) {
        score[k] <- Inf
      } else {
        phi <- c(starting[k], 0.9 * starting[k])
        za <-  -zv[k]
        zz <-
          c(
            z.phi(phi[1.], x1, x2, n1, n2, u.p, root, za, mn),
            z.phi(phi[2.], x1, x2, n1, n2, u.p, root, za, mn)
          )
        if (abs(za - zz[1.]) > abs(za - zz[2.]))
          phi <- rev(phi)
        phi.new <- phi[1.]
        phi.old <- phi[2.]
        # cat("\n\n")
        iter <- 0.
        repeat {
          iter <- iter + 1.
          if (iter > iter.max)
            break
          z.new <- z.phi(phi.new, x1, x2, n1, n2, u.p, root, za, mn)
          # cat("iteration", iter, "  z", z.new, "phi", phi.new, "\n")
          if (abs(za - z.new) < converge)
            break
          z.old <- z.phi(phi.old, x1, x2, n1, n2, u.p, root, za, mn)
          phi <-
            exp(logb(phi.old) + logb(phi.new / phi.old) *
                  ((za - z.old) / (z.new - z.old)))
          phi.old <- phi.new
          phi.new <- phi
        }
        score[k] <- phi.new
      }
  }
  int <- c(phi.mle, score)

  # cat("\n\n")
  names(int) <- c("point", "LL", "UL")
  return(int)
}
#------------------------------------------------------
# End asymptotic score method
#------------------------------------------------------

# .rr.score.asymp(c(0, 18, 16, 19),mn=F)
# .rr.score.asymp(c(0, 18, 16, 19),mn=T)