R/np.condensity.R

In JeffreyRacine/R-Package-np: Nonparametric Kernel Smoothing Methods for Mixed Data Types

npcdens <-
  function(bws, ...){
    args <- list(...)

    if (!missing(bws)){
      if (is.recursive(bws)){
        if (!is.null(bws$formula) && is.null(args$txdat))
          UseMethod("npcdens",bws$formula)
        else if (!is.null(bws$call) && is.null(args$txdat))
          UseMethod("npcdens",bws$call)
        else if (!is.call(bws))
          UseMethod("npcdens",bws)
        else
          UseMethod("npcdens",NULL)
      } else {
        UseMethod("npcdens", NULL)
      }
    } else {
      UseMethod("npcdens", NULL)
    }
  }

npcdens.formula <-
  function(bws, data = NULL, newdata = NULL, ...){

    tt <- terms(bws)
    m <- match(c("formula", "data", "subset", "na.action"),
               names(bws$call), nomatch = 0)
    tmf <- bws$call[c(1,m)]
    tmf[[1]] <- as.name("model.frame")
    tmf[["formula"]] <- tt
    umf <- tmf <- eval(tmf, envir = environment(tt))

    tydat <- tmf[, bws$variableNames[["response"]], drop = FALSE]
    txdat <- tmf[, bws$variableNames[["terms"]], drop = FALSE]

    if ((has.eval <- !is.null(newdata))) {
      umf <- emf <- model.frame(tt, data = newdata)

      eydat <- emf[, bws$variableNames[["response"]], drop = FALSE]
      exdat <- emf[, bws$variableNames[["terms"]], drop = FALSE]
    }

    ev <-
      eval(parse(text=paste("npcdens(txdat = txdat, tydat = tydat,",
                   ifelse(has.eval,"exdat = exdat, eydat = eydat,",""), "bws = bws, ...)")))

    ev$omit <- attr(umf,"na.action")
    ev$rows.omit <- as.vector(ev$omit)
    ev$nobs.omit <- length(ev$rows.omit)

    ev$condens <- napredict(ev$omit, ev$condens)
    ev$conderr <- napredict(ev$omit, ev$conderr)

    if(ev$gradients){
        ev$congrad <- napredict(ev$omit, ev$congrad)
        ev$congerr <- napredict(ev$omit, ev$congerr)
    }

    return(ev)
  }

npcdens.call <-
  function(bws, ...) {
    npcdens(txdat = eval(bws$call[["xdat"]], environment(bws$call)),
            tydat = eval(bws$call[["ydat"]], environment(bws$call)),
            bws = bws, ...)
  }


npcdens.conbandwidth <- function(bws,
                                 txdat = stop("invoked without training data 'txdat'"),
                                 tydat = stop("invoked without training data 'tydat'"),
                                 exdat, eydat, gradients = FALSE, ...){

  if (xor(missing(exdat),missing(eydat)))
    stop("evaluation data must be supplied for both 'exdat' and 'eydat'")

  no.exy = missing(exdat)

  txdat = toFrame(txdat)
  tydat = toFrame(tydat)

  if (!no.exy){
    exdat = toFrame(exdat)
    eydat = toFrame(eydat)

    if (! txdat %~% exdat )
      stop("'txdat' and 'exdat' are not similar data frames!")

    if (! tydat %~% eydat )
      stop("'tydat' and 'eydat' are not similar data frames!")

  }

  if (length(bws$xbw) != length(txdat))
    stop("length of bandwidth vector does not match number of columns of 'txdat'")

  if (length(bws$ybw) != length(tydat))
    stop("length of bandwidth vector does not match number of columns of 'tydat'")

  xccon = unlist(lapply(txdat[,bws$ixcon, drop = FALSE],class))
  if ((any(bws$ixcon) && !all((xccon == class(integer(0))) | (xccon == class(numeric(0))))) ||
      (any(bws$ixord) && !all(unlist(lapply(txdat[,bws$ixord, drop = FALSE],class)) ==
                             class(ordered(0)))) ||
      (any(bws$ixuno) && !all(unlist(lapply(txdat[,bws$ixuno, drop = FALSE],class)) ==
                             class(factor(0)))))
    stop("supplied bandwidths do not match 'txdat' in type")

  yccon = unlist(lapply(tydat[,bws$iycon, drop = FALSE],class))
  if ((any(bws$iycon) && !all((yccon == class(integer(0))) | (yccon == class(numeric(0))))) ||
      (any(bws$iyord) && !all(unlist(lapply(tydat[,bws$iyord, drop = FALSE],class)) ==
                             class(ordered(0)))) ||
      (any(bws$iyuno) && !all(unlist(lapply(tydat[,bws$iyuno, drop = FALSE],class)) ==
                             class(factor(0)))))
    stop("supplied bandwidths do not match 'tydat' in type")
  
  ## catch and destroy NA's
  goodrows = 1:dim(txdat)[1]
  rows.omit = attr(na.omit(data.frame(txdat,tydat)), "na.action")
  goodrows[rows.omit] = 0

  if (all(goodrows==0))
    stop("Data has no rows without NAs")

  txdat = txdat[goodrows,,drop = FALSE]
  tydat = tydat[goodrows,,drop = FALSE]

  if (!no.exy){
    goodrows = 1:dim(exdat)[1]
    rows.omit = attr(na.omit(data.frame(exdat,eydat)), "na.action")
    goodrows[rows.omit] = 0

    if (all(goodrows==0))
      stop("Data has no rows without NAs")

    exdat = exdat[goodrows,,drop = FALSE]
    eydat = eydat[goodrows,,drop = FALSE]
  }


  tnrow = nrow(txdat)
  enrow = ifelse(no.exy,tnrow,nrow(exdat))

  ## re-assign levels in training and evaluation data to ensure correct
  ## conversion to numeric type.
  
  txdat <- adjustLevels(txdat, bws$xdati)
  tydat <- adjustLevels(tydat, bws$ydati)
  
  if (!no.exy){
    exdat <- adjustLevels(exdat, bws$xdati, allowNewCells = TRUE)
    eydat <- adjustLevels(eydat, bws$ydati, allowNewCells = TRUE)
  }

  ## grab the evaluation data before it is converted to numeric
  if(no.exy){
    txeval <- txdat
    tyeval <- tydat
  } else {
    txeval <- exdat
    tyeval <- eydat
  }

  ## at this stage, data to be sent to the c routines must be converted to
  ## numeric type.
  
  tydat = toMatrix(tydat)

  tyuno = tydat[, bws$iyuno, drop = FALSE]
  tycon = tydat[, bws$iycon, drop = FALSE]
  tyord = tydat[, bws$iyord, drop = FALSE]


  txdat = toMatrix(txdat)

  txuno = txdat[, bws$ixuno, drop = FALSE]
  txcon = txdat[, bws$ixcon, drop = FALSE]
  txord = txdat[, bws$ixord, drop = FALSE]

  if (!no.exy){
    eydat = toMatrix(eydat)

    eyuno = eydat[, bws$iyuno, drop = FALSE]
    eycon = eydat[, bws$iycon, drop = FALSE]
    eyord = eydat[, bws$iyord, drop = FALSE]


    exdat = toMatrix(exdat)

    exuno = exdat[, bws$ixuno, drop = FALSE]
    excon = exdat[, bws$ixcon, drop = FALSE]
    exord = exdat[, bws$ixord, drop = FALSE]
  } else {
    eyuno = data.frame()
    eycon = data.frame()
    eyord = data.frame()

    exuno = data.frame()
    excon = data.frame()
    exord = data.frame()
  }

  myopti <- list(
      num_obs_train = tnrow,
      num_obs_eval = enrow,
      int_LARGE_SF = ifelse(bws$scaling, SF_NORMAL, SF_ARB),
      BANDWIDTH_den_extern = switch(bws$type,
          fixed = BW_FIXED,
          generalized_nn = BW_GEN_NN,
          adaptive_nn = BW_ADAP_NN),
      int_MINIMIZE_IO=ifelse(options('np.messages'), IO_MIN_FALSE, IO_MIN_TRUE),
      xkerneval = switch(bws$cxkertype,
          gaussian = CKER_GAUSS + bws$cxkerorder/2 - 1,
          epanechnikov = CKER_EPAN + bws$cxkerorder/2 - 1,
          uniform = CKER_UNI,
          "truncated gaussian" = CKER_TGAUSS),
      ykerneval = switch(bws$cykertype,
          gaussian = CKER_GAUSS + bws$cykerorder/2 - 1,
          epanechnikov = CKER_EPAN + bws$cykerorder/2 - 1,
          uniform = CKER_UNI,
          "truncated gaussian" = CKER_TGAUSS),
      uxkerneval = switch(bws$uxkertype,
          aitchisonaitken = UKER_AIT,
          liracine = UKER_LR),
      uykerneval = switch(bws$uykertype,
          aitchisonaitken = UKER_AIT,
          liracine = UKER_LR),
      oxkerneval = switch(bws$oxkertype,
          wangvanryzin = OKER_WANG,
          liracine = OKER_NLR),
      oykerneval = switch(bws$oykertype,
          wangvanryzin = OKER_WANG,
          liracine = OKER_NLR),
      num_yuno = bws$ynuno,
      num_yord = bws$ynord,
      num_ycon = bws$yncon,
      num_xuno = bws$xnuno,
      num_xord = bws$xnord,
      num_xcon = bws$xncon,
      no.exy = no.exy,
      gradients = gradients,
      ymcv.numRow = attr(bws$ymcv, "num.row"),
      xmcv.numRow = attr(bws$xmcv, "num.row"),
      densOrDist = NP_DO_DENS,
      int_do_tree = ifelse(options('np.tree'), DO_TREE_YES, DO_TREE_NO))
  
  myout=
    .C("np_density_conditional",
       as.double(tyuno), as.double(tyord), as.double(tycon),
       as.double(txuno), as.double(txord), as.double(txcon),
       as.double(eyuno), as.double(eyord), as.double(eycon),
       as.double(exuno), as.double(exord), as.double(excon),
       as.double(c(bws$xbw[bws$ixcon],bws$ybw[bws$iycon],
                   bws$ybw[bws$iyuno],bws$ybw[bws$iyord],
                   bws$xbw[bws$ixuno],bws$xbw[bws$ixord])),
       as.double(bws$ymcv), as.double(attr(bws$ymcv, "pad.num")),
       as.double(bws$xmcv), as.double(attr(bws$xmcv, "pad.num")),
       as.double(bws$nconfac), as.double(bws$ncatfac), as.double(bws$sdev),
       as.integer(myopti),
       condens = double(enrow),
       conderr = double(enrow),
       congrad = double(enrow*bws$xndim),
       congerr = double(enrow*bws$xndim),
       log_likelihood = double(1),
       PACKAGE="np" )[c("condens", "conderr", "congrad", "congerr", "log_likelihood")]

  if(gradients){
    myout$congrad = matrix(data=myout$congrad, nrow = enrow, ncol = bws$xndim, byrow = FALSE) 
    rorder = numeric(bws$xndim)
    rorder[c((1:bws$xndim)[bws$ixcon], (1:bws$xndim)[bws$ixuno], (1:bws$xndim)[bws$ixord])]=1:bws$xndim
    myout$congrad = myout$congrad[, rorder, drop = FALSE]

    myout$congerr = matrix(data=myout$congerr, nrow = enrow, ncol = bws$xndim, byrow = FALSE)
    myout$congerr = myout$congerr[, rorder, drop = FALSE]
  } else {
    myout$congrad = NA
    myout$congerr = NA
  }


  return( condensity(bws = bws,
                     xeval = txeval,
                     yeval = tyeval,
                     condens = myout$condens, conderr = myout$conderr,
                     congrad = myout$congrad, congerr = myout$congerr,
                     ll = myout$log_likelihood,
                     ntrain = tnrow, trainiseval = no.exy, gradients = gradients,
                     rows.omit = rows.omit) )

}


npcdens.default <- function(bws, txdat, tydat, ...){
  sc <- sys.call()
  sc.names <- names(sc)

  ## here we check to see if the function was called with tdat =
  ## if it was, we need to catch that and map it to dat =
  ## otherwise the call is passed unadulterated to npudensbw

  bws.named <- any(sc.names == "bws")
  txdat.named <- any(sc.names == "txdat")
  tydat.named <- any(sc.names == "tydat")

  no.bws <- missing(bws)
  no.txdat <- missing(txdat)
  no.tydat <- missing(tydat)

  ## if bws was passed in explicitly, do not compute bandwidths
    
  if(txdat.named)
    txdat <- toFrame(txdat)

  if(tydat.named)
    tydat <- toFrame(tydat)

  sc.bw <- sc
  
  sc.bw[[1]] <- quote(npcdensbw)

  if(bws.named){
    sc.bw$bandwidth.compute <- FALSE
  }

  ostxy <- c('txdat','tydat')
  nstxy <- c('xdat','ydat')
  
  m.txy <- match(ostxy, names(sc.bw), nomatch = 0)

  if(any(m.txy > 0)) {
    names(sc.bw)[m.txy] <- nstxy[m.txy > 0]
  }
    
  tbw <- eval.parent(sc.bw)

  ## convention: drop 'bws' and up to two unnamed arguments (including bws)
  if(no.bws){
    tx.str <- ",txdat = txdat"
    ty.str <- ",tydat = tydat"
  } else {
    tx.str <- ifelse(txdat.named, ",txdat = txdat","")
    ty.str <- ifelse(tydat.named, ",tydat = tydat","")    
    if((!bws.named) && (!txdat.named)){
      ty.str <- ifelse(tydat.named, ",tydat = tydat",
                       ifelse(no.tydat,"",",tydat"))
    }
  }
  
  eval(parse(text=paste("npcdens(bws = tbw", tx.str, ty.str, ",...)")))
}