iBMA.bicreg<- function(x, ...)
UseMethod("iBMA.bicreg")
iBMA.bicreg.data.frame<- function(x, Y, wt = rep(1, nrow(X)), thresProbne0 = 5, maxNvar = 30, nIter=100, verbose = FALSE, sorted = FALSE, ...)
{
printCGen<- function(printYN)
{
printYN<- printYN
return(function(x) if (printYN) cat(paste(paste(x,sep="", collapse = " "),"\n", sep="")))
}
sortX<- function(Y, X, wt)
{
r2vec<- rep(NA, times = ncol(X))
for (i in 1:ncol(X))
r2vec[i]<- summary(lm(Y~X[,i], weights = wt))$r.squared
initial.order<- order(abs(r2vec),decreasing = TRUE)
sortedX<- X[, initial.order]
return(list(sortedX = sortedX, initial.order = initial.order))
}
cl <- match.call()
printC<- printCGen(verbose)
X<- x
### sort variables prior to running iterations if required
if (!sorted)
{
printC("sorting X")
sorted<- sortX(Y,X, wt = wt)
sortedX<- sorted$sortedX
initial.order<- sorted$initial.order
}
else
{
sortedX<- X
initial.order<- 1:ncol(sortedX)
}
#### Iteration Initiation
nVar<- ncol(sortedX)
# make sure that we do not try to use more columns at a time than are present
maxNvar <- min (maxNvar, nVar)
stopVar <- 0
nextVar <- maxNvar + 1
current.probne0<- rep(0, maxNvar)
maxProbne0<- rep(0, times = nVar)
nTimes<- rep(0, times = nVar)
currIter <- 0
first.in.model<- rep(NA, times = nVar)
new.vars<- 1:maxNvar
first.in.model[new.vars]<- currIter + 1
iter.dropped<- rep(NA, times = nVar)
currentSet<- NULL
current_state<- list(Y = Y,
sortedX = sortedX,
wt = wt,
call = cl,
initial.order = initial.order,
thresProbne0 = thresProbne0,
maxNvar = maxNvar,
nIter = nIter,
verbose = verbose,
nVar = nVar,
currentSet = currentSet,
new.vars= new.vars,
stopVar = stopVar,
nextVar = nextVar,
current.probne0 = current.probne0,
maxProbne0 = maxProbne0,
nTimes = nTimes,
currIter = currIter,
first.in.model = first.in.model,
iter.dropped = iter.dropped)
class(current_state)<- "iBMA.intermediate.bicreg"
result<- iBMA.bicreg.iBMA.intermediate.bicreg(current_state, ...)
result
}
### this function does a set number of iterations of iBMA, returning an intermediate result unless it is finished,
### in which case it returns a final result
iBMA.bicreg.iBMA.intermediate.bicreg<- function (x, nIter = NULL, verbose = NULL, ...)
{
printCGen<- function(printYN)
{
printYN<- printYN
return(function(x) if (printYN) cat(paste(paste(x,sep="", collapse = " "),"\n", sep="")))
}
cs<- x
# check if nIter has been redefined
if (!is.null(nIter)) cs$nIter<- nIter
if (!is.null(verbose)) cs$verbose<- verbose
printC<- printCGen(cs$verbose)
finalIter<- cs$currIter + cs$nIter
### iterate until a final result is produced (cs$stopVar == 1) or nIter more iterations have been done
while (cs$stopVar == 0 && cs$currIter < finalIter)
{
# add in the new variables
nextSet<- c(cs$currentSet, cs$new.vars)
cs$currIter<- cs$currIter + 1
printC(paste("starting iteration ",cs$currIter," nextVar =",cs$nextVar))
printC("applying bicreg now")
#browser()
currentX<- cs$sortedX[,nextSet]
colnames(currentX)<- colnames(cs$sortedX)[nextSet]
ret.bicreg <- bicreg (x = currentX, y = cs$Y, wt = cs$wt, maxCol = cs$maxNvar + 1, ...)
printC(ret.bicreg$probne0)
cs$maxProbne0[nextSet]<- pmax(ret.bicreg$probne0, cs$maxProbne0[nextSet])
cs$nTimes[nextSet]<- cs$nTimes[nextSet] + 1
cs$rmVector <- ret.bicreg$probne0 < cs$thresProbne0
# adaptive threshold
if (any(cs$rmVector) == FALSE)
{
# no var to swap in!!, increase threshold
currMin <- min (ret.bicreg$probne0)
printC (paste("no var to swap! Min probne0 = ", currMin, sep=""))
newThresProbne0 <- currMin + 1
printC(paste("new probne0 threshold = ", newThresProbne0, sep=""))
cs$rmVector <- ret.bicreg$probne0 < newThresProbne0
# check that we do not drop everything!
if (all(cs$rmVector))
cs$rmVector<- c(rep(FALSE, times = length(cs$rmVector)-1), TRUE)
}
# drop the bad ones...
cs$iter.dropped[nextSet[cs$rmVector]]<- cs$currIter
cs$currentSet<- nextSet[!cs$rmVector]
# now if there are more variables to examine add the new set of variables to the current set
if ( cs$nextVar <= cs$nVar)
{
# set up new X
printC ("generating next set of variables")
lastVar<- sum(cs$rmVector) + cs$nextVar - 1
# add in bulk if we are not close to the end of the variables,
if (lastVar <= cs$nVar)
{
cs$new.vars<- cs$nextVar:lastVar
cs$first.in.model[cs$new.vars]<- cs$currIter + 1
cs$nextVar <- lastVar + 1
}
# add in one by one until no variables left
else
{
cs$new.vars<- NULL
for (i in length(cs$rmVector):1)
{
if (cs$rmVector[i] == TRUE && cs$nextVar <= cs$nVar)
{
cs$new.vars<- c(cs$new.vars, cs$nextVar)
cs$first.in.model[cs$nextVar]<- cs$currIter + 1
cs$nextVar <- cs$nextVar + 1
}
}
}
}
else
{
# exhausted all data
cs$stopVar <- 1
cs$new.vars = NULL
}
}
# if we have finished (all variables) do some wrap-up and generate output values
if (cs$stopVar == 1)
{
printC("finished iterating")
currentX<- cs$sortedX[,cs$currentSet]
colnames(currentX)<- colnames(cs$sortedX)[cs$currentSet]
ret.bicreg <- bicreg (x = currentX, y = cs$Y, wt = cs$wt, maxCol = cs$maxNvar + 1, ...)
output<- cs
output$bma<- ret.bicreg
output$selected<- cs$currentSet
output$nIterations<- cs$currIter
class(output)<- "iBMA.bicreg"
}
else
{
output<- cs
class(output)<- "iBMA.intermediate.bicreg"
}
output
}
iBMA.bicreg.matrix<- iBMA.bicreg.data.frame
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