R/linmod.R

In ffliu/linmod:

linmodEst <- function(x, y)
{
  ## compute QR-decomposition of x
  qx <- qr(x)
  ## compute (x'x)^(-1) x'y
  coef <- solve.qr(qx, y)
  ## degrees of freedom and standard deviation of residuals
  df <- nrow(x)-ncol(x)
  sigma2 <- sum((y - x%*%coef)^2)/df
  ## compute sigma^2 * (x'x)^-1
  vcov <- sigma2 * chol2inv(qx$qr)
  colnames(vcov) <- rownames(vcov) <- colnames(x)
  list(coefficients = coef,
       vcov = vcov,
       sigma = sqrt(sigma2),
       df = df)
}




linmod <- function(x, ...) UseMethod("linmod")


linmod.default <- function(x, y, ...)
  {
    x <- as.matrix(x)
    y <- as.numeric(y)
    est <- linmodEst(x, y)
    est$fitted.values <- as.vector(x %*% est$coefficients)
    est$residuals <- y - est$fitted.values
    est$call <- match.call()
    class(est) <- "linmod"
    est
}



print.linmod <- function(x, ...)
{
  cat("Call:\n")
  print(x$call)
  cat("\nCoefficients:\n")
  print(x$coefficients)
}




summary.linmod <- function(object, ...)
{
  se <- sqrt(diag(object$vcov))
  tval <- coef(object) / se
  TAB <- cbind(Estimate = coef(object),
               StdErr = se,
               t.value = tval,
               p.value = 2*pt(-abs(tval), df=object$df))
  res <- list(call=object$call,
              coefficients=TAB)
  class(res) <- "summary.linmod"
  res
}




print.summary.linmod <- function(x, ...)
{
  cat("Call:\n")
  print(x$call)
  cat("\n")
  printCoefmat(x$coefficients, P.value=TRUE, has.Pvalue=TRUE)
}





linmod.formula <- function(formula, data=list(), ...)
{
  mf <- model.frame(formula=formula, data=data)
  x <- model.matrix(attr(mf, "terms"), data=mf)
  y <- model.response(mf)
  est <- linmod.default(x, y, ...)
  est$call <- match.call()
  est$formula <- formula
  est
}






predict.linmod <- function(object, newdata=NULL, ...)
{
  if(is.null(newdata))
    y <- fitted(object)
  else{
    if(!is.null(object$formula)){
      ## model has been fitted using formula interface
      x <- model.matrix(object$formula, newdata)
    }
    else{
      x <- newdata
    }
    y <- as.vector(x %*% coef(object))
  }
  y
}