########################################################### # check arguments ########################################################### check.args.cplm <- function(call,n.obs){ ## checking arguments if (!is.null(call$weights)){ if (!is.numeric(call$weights)) stop("'weights' must be a numeric vector") if (any(call$weights <= 0)) stop("negative or zero weights not allowed") } if (!is.null(call$offset)) { if (length(call$offset) != n.obs) stop(gettextf("number of 'offset' is %d should equal %d (number of observations)", length(call$offset), n.obs), domain = NA) } } check.args.bcplm <- function(call, n.beta, n.chains){ # check counts related inputs if (!is.null(call$n.chains) && (!is.numeric(call$n.chains) || call$n.chains < 1)) stop("'n.chains' must be greater than 1" ) if (!is.null(call$n.burnin) && !is.null(call$n.iter) && call$n.burnin >= call$n.iter) stop("'n.burnin' should be less than 'n.iter'" ) if (!is.null(call$prior.beta.mean) && length(call$prior.beta.mean) != n.beta) stop(gettextf("'prior.beta.mean' should be of length %d"), n.beta) if (!is.null(call$prior.beta.mean) && length(call$prior.beta.mean) != n.beta) stop(gettextf("'prior.beta.mean' should be of length %d"), n.beta) } ########################################################### # Check initial values ########################################################### # check initial values in cpglm check.inits.cpglm <- function(inits, n.beta){ if (!("beta" %in% names(inits))) stop("the 'beta' component in 'inits' is missing") if (!("phi" %in% names(inits))) stop("the 'phi' component in 'inits' is missing") if (!("p" %in% names(inits))) stop("the 'p' component in 'inits' is missing") if (length(inits$beta) != n.beta) stop(gettextf("number of 'beta' in 'inits' is %d, but should equal %d (number of mean parameters)", length(inits$beta), n.beta, domain = NA)) if (length(inits$phi) > 1 || inits$phi <= 0) stop("'phi' in 'inits' should be of length 1 and greater than 0") if (length(inits$p) > 1 || inits$p <= 1 || inits$p >= 2) stop("'p' in 'inits' should be of length 1 and between 1 and 2") } # check initial values in cpglmm check.inits.cpglmm <- function(inits, n.beta, n.term){ if (!("Sigma" %in% names(inits))) stop("the 'Sigma' component in 'inits' is missing") if (length(inits$Sigma) != n.term) stop(gettextf("'Sigma' in 'inits' should be of length %d", n.term)) } # check initial values in bcpglm check.inits.bcpglm <- function(inits, n.beta, n.chains){ if (length(inits) != n.chains) stop(gettextf("'inits' should be of length %d", n.chains)) invisible(lapply(inits, check.inits.cpglm, n.beta)) } # check initial values in bcpglmm check.inits.bcpglmm <- function(inits, n.beta, n.term, n.chains){ if (length(inits) != n.chains) stop(gettextf("'inits' should be of length %d", n.chains)) invisible(lapply(inits, function(x) check.inits.cpglmm(x, n.beta, n.term))) } ########################################################### # default control options ########################################################### # control options intializer cpglm.control <- function(bound.p = c(1.01,1.99), trace = 0, max.iter = 200L){ if (min(bound.p)<1 || max(bound.p)>2) stop("value of 'bound.p' must be between 1 and 2") if (!is.numeric(trace) && !is.logical(trace)) stop("'trace' must be logical or numeric") if (!is.numeric(max.iter) || max.iter < 0) stop("'max.iter' must be greater than 0") list(bound.p = sort(bound.p), trace = as.integer(trace), max.iter = as.integer(max.iter)) } # update control parameters in cpglmm cpglmm.control <- function(max.iter = 300L, max.fun = 20000L, bound.p = c(1.01, 1.99), trace = 0){ if (!is.numeric(max.iter) || max.iter <= 0) stop("value of 'max.iter' must be > 0") if (!is.numeric(max.fun) || max.fun <= 0) stop("value of 'max.fun' must be > 0") if (!is.numeric(bound.p) || length(bound.p) != 2) stop("'bound.p' must be of length 2") if (min(bound.p) < 1 || max(bound.p) > 2) stop("invalid bounds in 'bound.p'") if (!is.numeric(trace) && !is.logical(trace)) stop("'trace' must be logical or numeric") list(max.iter = as.integer(max.iter), max.fun = as.integer(max.fun), bound.p = as.numeric(sort(bound.p)), trace = as.integer(trace)) } ########################################################### # parse and default prior info for the variance component ########################################################### # inverse gamma igamma <- function(scale = 0.01, shape = 0.01){ return(list(igamma.scale = scale, igamma.shape = shape)) } # inverse wishart iwish <- function(df = 3, scale = diag(1, df)){ return(list(iwish.df = df, iwish.scale = scale)) } # default prior info for the variance component prior.Sigma.default <- function(Sigma){ lapply(Sigma, function(x){ nc <- ncol(x) if (nc == 1) igamma(scale = 0.001, shape = 0.001) else iwish(df = as.double(nc)) }) } ########################################################### # numerical derivatives ########################################################### # function to compute gradient grad <- function(parm, fun, ...){ n <- length(parm) eps <- 0.001 gd <- rep(NA, n) for (i in 1:n){ parm[i] <- parm[i] - eps g1 <- fun(parm, ...) parm[i] <- parm[i] + 2 * eps g2 <- fun(parm, ...) gd[i] <- (g2 - g1) / (2 * eps) } return(gd) } # function to compute hessian hess <- function(parm, fun, ...){ n <- length(parm) eps <- 0.001 hn <- matrix(0, n, n) for (i in 1:n){ parm[i] <- parm[i] - eps g1 <- grad(parm, fun, ...) parm[i] <- parm[i] + 2 * eps g2 <- grad(parm, fun, ...) hn[i,] <- (g2 - g1) / ( 2 * eps) } return(hn) } ########################################################### # glm related ########################################################### # construct model frame in cpglm cpglm.mf <- function(mf, contrast){ m <- match(c("formula", "data", "subset", "weights", "na.action", "offset"), names(mf), 0L) mf <- mf[c(1L, m)] mf$drop.unused.levels <- TRUE mf[[1L]] <- as.name("model.frame") mf <- eval(mf, parent.frame()) mt <- attr(mf, "terms") Y <- model.response(mf, "any") X <- if (!is.empty.model(mt)) model.matrix(mt, mf, contrasts) weights <- as.vector(model.weights(mf)) offset <- as.vector(model.offset(mf)) n.obs <- nrow(X) if (is.null(weights)) weights <- rep(1, n.obs) if (is.null(offset)) offset <- rep(0, n.obs) return (list(mf = mf, wts = weights, off = offset, Y = Y, X = X)) } # fit a Tweedie glm given a model frame cpglm.fit <- function(fr, p = 1.5, link.power = 0) { fm <- tweedie(var.power = p,link.power = link.power) int <- attr(attr(fr$mf,"terms"), "intercept") > 0L glm.fit(fr$X, fr$Y, weights = fr$wts, offset = fr$off, family = fm, intercept = int) } # compute fitted values of for bigglm fitted.bigglm <- function(object, data, ...){ # get chunks of data tt <- terms(object) n <- object$n beta <- coef(object) cursor <- 0 eta <- offset <- pwts <- c() datafun <- function(){ if (cursor >= n) return(NULL) start <- cursor + 1 cursor <<- cursor + min(object$call$chunksize, n - cursor) data[start:cursor, ] } # get stats for each chunk while(!is.null(chunk <- datafun())){ mf <- model.frame(tt, chunk) mm <- model.matrix(tt, mf) if(is.null(off <- model.offset(mf))) off <- rep(0, nrow(mm)) if (!is.null(object$weights)) w <- model.frame(object$weights, chunk)[[1]] else w <- rep(1, nrow(mm)) eta <- c(eta, mm %*% beta + off) offset <- c(offset, off) pwts <- c(pwts, w) } # compute stats to be returned mu <- object$family$linkinv(eta) dmu <- object$family$mu.eta(eta) wts <- pwts * dmu * dmu / (object$family$variance(mu)) y <- eval(object$call$formula[[2]], data) res <- (y - mu) / dmu list(linear.predictors = eta, fitted.values = mu, offset = offset, prior.weights = pwts, weights = wts, residuals = res ) } ########################################################### # general utility functions ########################################################### # function to compute log density dtweedie.nlogl <- function(y, mu, phi,power) { ans <- -2 * sum(log(dtweedie(y = y, mu = mu, phi = phi, power = power))) if (is.infinite(ans)) { ans <- sum(tweedie.dev(y = y, mu = mu, power = power)) / length(y) } #attr(ans, "gradient") <- dtweedie.dldphi(y = y, mu = mu, # phi = phi, power = power) ans } # function to take inverse of a matrix using svd svd.inv <- function(x){ sx <- svd(x) return(sx$v %*% diag(1 / sx$d) %*% t(sx$u)) } # function to compute the link.power needed in tweedie make.link.power <- function(link) { if (!is.character(link) && !is.numeric(link)) stop("link.power must be either numeric or character.") if (is.character(link)){ okLinks <- c("log", "identity", "sqrt","inverse") if (link %in% okLinks) switch(link, log = 0, identity = 1, sqrt = 0.5, inverse = -1) else stop("invalid link function!") } else link }