# R/brf.R In cszang/bootRes: Bootstrapped Response and Correlation Functions

#### Documented in brf

```brf <- function(g, p, sb, vnames, ci = 0.05) {
n <- length(g)
m <- dim(p)[2]
param.matrix <- matrix(NA, nrow = m, ncol = 1000)
if (sb) { # initialize status bar (if TRUE)
pb <- txtProgressBar(min = 1,  max = 1000, style = 3)
}
for (i in 1:1000) {
boot.sample <- sample(1:n, n, replace = TRUE)
boot.g <- g[boot.sample]
boot.p <- p[boot.sample, ]
boot.g <- (boot.g - mean(boot.g))/sd(boot.g) # standardize
boot.p <- apply(boot.p, 2, function(x) { (x - mean(x))/sd(x) }) # standardize
cor.mat <- cor(boot.p) # correlation matrix X'X (q*q)
eigen.decomp <- eigen(cor.mat) # eigenvector decomposition
eigenvectors <- eigen.decomp\$vectors # normalized eigenvectors
eigenvalues <- eigen.decomp\$values
cumprods <- cumprod(eigenvalues) # PVP criterion: calculate cumulative eigenvalues until value < 1
reduced.eigenvectors <- eigenvectors[, cumprods > 1] # matrix of reduced eigenvectors (q*m)
pc.scores <- boot.p %*% reduced.eigenvectors # calculate princ comp scores (n*m)
k <- qr.solve(pc.scores, boot.g) # calculate solution for Z*K = Y (coefficients) (m*1)
zeros <- rep(0, length(which(cumprods < 1))) # pad K with zero so that Kq*1
k <- c(k, zeros) # (q*1)
b <- eigenvectors %*% k # response coefficients (q*1)
param.matrix[, i] <- b
if (sb) # update status bar (if TRUE)
setTxtProgressBar(pb, i)
}
brf.coef <- apply(param.matrix, 1, median)
if (ci == 0.05) {
ci.lower <- apply(param.matrix, 1, function(x) { sort(x)[25] })
ci.upper <- apply(param.matrix, 1, function(x) { sort(x)[975] })
} else {
if (ci == 0.01) {
ci.lower <- apply(param.matrix, 1, function(x) { sort(x)[5] })
ci.upper <- apply(param.matrix, 1, function(x) { sort(x)[995] })
} else {
if (ci == 0.1) {
ci.lower <- apply(param.matrix, 1, function(x) { sort(x)[50] })
ci.upper <- apply(param.matrix, 1, function(x) { sort(x)[950] })
} else {
stop("`ci` must be either 0.1, 0.05, or 0.01.")
}
}
}

## Significance test
is.sig <- logical(m)
for (i in 1:m) {
if (sign(ci.upper[i]) != sign(ci.lower[i])) {
is.sig[i] <- FALSE
} else {
if (abs(brf.coef[i]) > abs((abs(ci.upper[i]) - abs(ci.lower[i]))/2)) {
is.sig[i] <- TRUE
} else {
is.sig[i] <- FALSE
}
}
}

out <- data.frame(coef = brf.coef, significant = is.sig, ci.lower = ci.lower, ci.upper = ci.upper)
rownames(out) <- colnames(p)
if (sb) # close status bar (if TRUE)
close(pb)
attributes(out)\$npar <- attributes(p)\$npar
attributes(out)\$vnames <- vnames
out
}
```
cszang/bootRes documentation built on May 12, 2017, 1:21 p.m.