cap_beta <-
function(Y,X,gamma=NULL,beta=NULL,method=c("asmp","LLR"),boot=FALSE,sims=1000,boot.ci.type=c("bca","perc"),conf.level=0.95,verbose=TRUE)
{
n<-length(Y)
p<-ncol(Y[[1]])
Tvec<-rep(NA,n)
q<-ncol(X)
if(is.null(colnames(X)))
{
colnames(X)<-c("Intercept",paste0("X",1:(q-1)))
}
for(i in 1:n)
{
Tvec[i]<-nrow(Y[[i]])
}
if(boot)
{
if(is.null(gamma))
{
stop("Error! Need gamma value.")
}else
{
beta.boot<-matrix(NA,q,sims)
for(b in 1:sims)
{
idx.tmp<-sample(1:n,n,replace=TRUE)
Ytmp<-Y[idx.tmp]
Xtmp<-matrix(X[idx.tmp,],ncol=q)
beta.boot[,b]<-MatReg_QC_beta(Ytmp,Xtmp,gamma=gamma)$beta
if(verbose)
{
print(paste0("Bootstrap sample ",b))
}
}
beta.est<-apply(beta.boot,1,mean,na.rm=TRUE)
beta.se<-apply(beta.boot,1,sd,na.rm=TRUE)
beta.stat<-beta.est/beta.se
pv<-(1-pnorm(abs(beta.stat)))*2
if(boot.ci.type[1]=="bca")
{
beta.ci<-t(apply(beta.boot,1,BC.CI,sims=sims,conf.level=conf.level))
}
if(boot.ci.type[1]=="perc")
{
beta.ci<-t(apply(beta.boot,1,quantile,probs=c((1-conf.level)/2,1-(1-conf.level)/2)))
}
re<-data.frame(Estiamte=beta.est,SE=beta.se,statistic=beta.stat,pvalue=pv,LB=beta.ci[,1],UB=beta.ci[,2])
rownames(re)<-colnames(X)
return(list(Inference=re,beta.boot=beta.boot))
}
}else
{
if(is.null(beta)&is.null(gamma)==FALSE)
{
beta<-MatReg_QC_beta(Y,X,gamma=gamma)$beta
}else
if(is.null(gamma))
{
stop("Error! Need gamma value.")
}
if(method[1]=="asmp")
{
beta.var<-2*solve(t(X)%*%X)/min(Tvec)
beta.se<-sqrt(diag(beta.var))
beta.stat<-beta/beta.se
pv<-(1-pnorm(abs(beta.stat)))*2
LB<-beta-beta.se*qnorm((1-conf.level)/2,lower.tail=FALSE)
UB<-beta+beta.se*qnorm((1-conf.level)/2,lower.tail=FALSE)
re<-data.frame(Estimate=beta,SE=beta.se,statistic=beta.stat,pvalue=pv,LB=LB,UB=UB)
rownames(re)<-colnames(X)
}else
if(method[1]=="LLR")
{
stat=pv<-rep(NA,q)
for(j in 1:q)
{
Xtmp<-matrix(X[,-j],nrow=n)
beta0<-MatReg_QC_beta(Y,Xtmp,gamma=gamma)$beta
stat[j]<-2*((-objfunc(Y,X,gamma,beta))-(-objfunc(Y,Xtmp,gamma,beta0)))
pv[j]<-1-pchisq(stat[j],df=1)
}
re<-data.frame(Estimate=beta,statistic=stat,pvalue=pv)
rownames(re)<-colnames(X)
}
return(re)
}
}
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