### Classes of variance functions ### ### Copyright 1997-2003 Jose C. Pinheiro, ### Douglas M. Bates # Copyright 2007-2012 The R Core team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # http://www.r-project.org/Licenses/ # ##*## Generics that should be implemented for any varFunc class varWeights <- ## Calculates the weights of the variance function function(object) UseMethod("varWeights") ##*## varFunc - a virtual class of variance functions ###*# Constructor varFunc <- ## Can take as argument either a varFunc object, in which case it does ## nothing, a formula or a character string , in which case it ## calls varFixed function(object) { if(is.null(object)) return(object) # NULL object - no varFunc structure if (inherits(object, "varFunc")) { ## constructing from another varFunc object return(object) } if (inherits(object, "formula") || is.character(object)) { ## constructing from a formula of the form ~ x return(varFixed(asOneSidedFormula(object))) } stop("can only construct \"varFunc\" object from another \"varFunc\" object, a formula, or a character string") } ###*# Methods for local generics varWeights.varFunc <- function(object) attr(object, "weights") ###*# Methods for standard generics coef.varFunc <- function(object, unconstrained = TRUE, allCoef = FALSE, ...) { ### checking if initialized wPar <- attr(object, "whichFix") if (is.null(wPar) || (length(object) != (length(wPar) - sum(wPar)))) { stop("cannot extract parameters of uninitialized object") } if (unconstrained) { if (allCoef) { val <- double(length(wPar)) if (any(wPar)) { val[wPar] <- attr(object, "fixed") } if (any(!wPar)) { val[!wPar] <- as.vector(object) } } else { val <- as.vector(object) } val } else { stop(gettextf("do not know how to get coefficients for %s object", dQuote(class(object)[1])), domain = NA) } } "covariate<-.varFunc" <- function(object, value) { value <- as.numeric(value) if (!is.null(aux <- getCovariate(object))) { if (length(aux) != length(value)) { stop("cannot change the length of covariate in \"varFunc\" object") } } attr(object, "covariate") <- value object } formula.varFunc <- function(x, ...) eval(attr(x, "formula")) getCovariate.varFunc <- function(object, form, data) attr(object, "covariate") getGroups.varFunc <- function(object, form, level, data, sep) attr(object, "groups") Initialize.varFunc <- function(object, data, ...) { if (is.null(varWeights(object))) { attr(object, "weights") <- rep(1, dim(data)[1]) } if (is.null(logLik(object))) { attr(object, "logLik") <- 0 } object } ## NB no nobs logLik.varFunc <- function(object, data, ...) { if (is.null(ll <- attr(object, "logLik"))) return(NULL) attr(ll, "df") <- length(object) class(ll) <- "logLik" ll } print.summary.varFunc <- function(x, header = TRUE, ...) { ox <- x class(x) <- attr(x, "oClass") if (length(aux <- coef(x, uncons = FALSE, allCoef = TRUE)) > 0) { if (header) cat("Variance function:\n") cat(paste(" Structure: ", attr(x, "structName"), "\n", sep = "")) cat(paste(" Formula:", deparse(formula(x)),"\n")) cat(" Parameter estimates:\n") print(aux) } else { if (inherits(x, "varIdent")) { ## varIdent with no parameters - nothing to print return() } cat("Variance function structure of class", class(x)[1], "with no parameters, or uninitialized\n") } invisible(ox) } print.varFunc <- function(x, ...) { if (length(aux <- coef(x, uncons = FALSE, allCoef = TRUE)) > 0) { cat("Variance function structure of class", class(x)[1], "representing\n") print(aux, ...) } else { cat("Variance function structure of class", class(x)[1], "with no parameters, or uninitialized\n") } invisible(x) } recalc.varFunc <- function(object, conLin, ...) { conLin$Xy[] <- conLin$Xy * varWeights(object) conLin$logLik <- conLin$logLik + logLik(object) conLin } summary.varFunc <- function(object, structName = class(object)[1], ...) { attr(object, "structName") <- structName attr(object, "oClass") <- class(object) class(object) <- "summary.varFunc" object } update.varFunc <- function(object, data, ...) { if (needUpdate(object)) { covariate(object) <- eval(getCovariateFormula(object)[[2]], data) } object } ##*## Classes that substitute for (i.e. inherit from) varFunc ###*# varFixed - fixed weights ####* Constructor varFixed <- function(value = ~ 1) { if (!inherits(value, "formula")) { stop("'value' must be a one sided formula") } form <- asOneSidedFormula(value) if (length(all.vars(getCovariateFormula(form))) == 0) { stop("'form' must have a covariate") } if (!is.null(getGroupsFormula(form))) { form <- getCovariateFormula(form) warning("ignoring 'group' in \"varFixed\" formula") } value <- numeric(0) attr(value, "formula") <- form class(value) <- c("varFixed", "varFunc") value } ###*# Methods for standard generics coef.varFixed <- function(object, ...) numeric(0) "coef<-.varFixed" <- function(object, ..., value) object Initialize.varFixed <- function(object, data, ...) { form <- formula(object) if (any(is.na(match(all.vars(form), names(data))))) { ## cannot evaluate covariate on data stop("all variables used in 'formula' must be in 'data'") } attr(object, "needUpdate") <- FALSE attr(object, "covariate") <- getCovariate(data, form) attr(object, "logLik") <- sum(log(attr(object, "weights") <- 1/sqrt(abs(attr(object,"covariate"))))) object } print.summary.varFixed <- function(x, header = TRUE, ...) { cat("Variance function:\n") cat(" Structure: fixed weights\n") cat(paste(" Formula:", deparse(formula(x)),"\n")) invisible(x) } summary.varFixed <- function(object, structName, ...) { class(object) <- "summary.varFixed" object } ###*# varFIdent - equal variances per stratum structure ####* Constructor varIdent <- function(value = numeric(0), form = ~ 1, fixed = NULL) { if (is.null(getGroupsFormula(form))) { # constant value value <- numeric(0) attr(value, "fixed") <- NULL # nothing to estimate } else { if ((lv <- length(value)) > 0) { # initialized if (is.null(grpNames <- names(value)) && (lv > 1)) { stop("initial values must have group names in 'varIdent'") } value <- unlist(value) # may be a list with names if (any(value <= 0)) { stop("initial values for 'varIdent' must be > 0") } value <- log(value) # unconstrained form } else grpNames <- NULL attr(value, "groupNames") <- grpNames if (!is.null(fixed)) { fix <- attr(value, "fixed") <- log(unlist(fixed)) if (is.null(fixNames <- names(fix))) { stop("fixed parameters must have names in 'varIdent'") } if (!is.null(attr(value, "groupNames"))) { attr(value, "groupNames") <- c(attr(value, "groupNames"), fixNames) } } } attr(value, "formula") <- asOneSidedFormula(form) class(value) <- c("varIdent", "varFunc") value } ###*# Methods for standard generics coef.varIdent <- function(object, unconstrained = TRUE, allCoef = FALSE, ...) { if (!is.null(getGroupsFormula(object)) && !is.null( wPar <- attr(object, "whichFix"))) { ## different groups variances if (unconstrained && !allCoef) { return(as.vector(object)) } val <- double(length(wPar)) if (any(wPar)) { val[wPar] <- attr(object, "fixed") } if (any(!wPar)) { val[!wPar] <- as.vector(object) } if (!unconstrained) { val <- c(1, exp(val)) names(val) <- attr(object, "groupNames") if (!allCoef) { val <- val[c(FALSE, !attr(object, "whichFix"))] } } val } else { numeric(0) } } "coef<-.varIdent" <- function(object, ..., value) { if (!(is.null(grps <- getGroups(object)) || all(attr(object, "whichFix")))) { ## different group variances & varying parameters value <- as.numeric(value) nGroups <- length(attr(object, "groupNames")) # if (nGroups == 0) { # stop("Cannot assign parameters of uninitialized varIdent object") # } ## fix from PR#9831 nFixed <- sum(as.numeric(attr(object,"whichFix"))) if (length(value) != nGroups - nFixed - 1) { stop("cannot change the length of the \"varIdent\" parameter after initialization") } object[] <- value natPar <- coef(object, FALSE, allCoef = TRUE) attr(object, "logLik") <- sum(log(attr(object, "weights") <- 1/natPar[grps])) } object } Initialize.varIdent <- function(object, data, ...) { if (!is.null(form <- formula(object)) && !is.null(grpForm <- getGroupsFormula(form))) { if (length(coef(object)) > 0) { # initialized - nothing to do return(object) } strat <- attr(object, "groups") <- as.character(getGroups(data, form, level = length(splitFormula(grpForm, sep = "*")), sep = "*")) if (length((uStrat <- unique(strat))) == 1) { ## equal variances structure return(Initialize(varIdent(), data)) } if (!is.null(fix <- attr(object, "fixed"))) { fixNames <- names(fix) if (any(is.na(match(fixNames, uStrat)))) { stop("fixed parameter names in 'varIdent' must be a subset of group names") } uStratVar <- uStrat[is.na(match(uStrat, fixNames))] # varying strata uStrat <- c(uStratVar, fixNames) } else { # nothing fixed uStratVar <- uStrat } if ((nStratVar <- length(uStratVar)) == 0) { stop("cannot fix variances in all groups") } if (nStratVar > 1) { if (length(object) <= 1) { ## repeat for all groups oldAttr <- attributes(object) if (length(object) > 0) { # initialized object <- rep(as.vector(object), nStratVar - 1) } else { # uninitialized object <- rep(0, nStratVar - 1) } attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat } else { if (length(as.vector(object)) != (len <- (nStratVar - 1))) { stop(gettextf("initial value for \"varIdent\" should be of length %d", len), domain = NA) } if (!is.null(stN <- attr(object, "groupNames"))) { missStrat <- uStrat[is.na(match(uStrat, stN))] if (length(missStrat) != 1) { stop("names of starting value for \"varIdent\" object must contain all but one of the stratum levels") } stN <- c(missStrat, stN) if ((length(stN) != length(uStrat)) || any(sort(stN) != sort(uStrat))) { stop("nonexistent group names for initial values in 'varIdent'") } attr(object, "groupNames") <- stN } else { attr(object, "groupNames") <- uStrat } } } else { # fixed for all but one strata oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat } attr(object, "whichFix") <- !is.na(match(attr(object, "groupNames")[-1], names(fix))) if (all(attr(object, "whichFix"))) { if (all(attr(object, "fixed") == 0)) { ## equal variances structure return(Initialize(varIdent(), data)) } else { oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr } } ## initializing weights and logDet attr(object, "logLik") <- sum(log(attr(object, "weights") <- 1/coef(object, FALSE, allCoef = TRUE)[strat])) object } else { # no strata attr(object, "whichFix") <- TRUE NextMethod() } } needUpdate.varIdent <- function(object) FALSE recalc.varIdent <- function(object, conLin, ...) { if (is.null(formula(object))) conLin else NextMethod() } summary.varIdent <- function(object, structName = if (is.null(formula(object))) "Constant variance" else "Different standard deviations per stratum", ...) { summary.varFunc(object, structName) } ###*# varPower - power of variance covariate variance structure ####* Constructor varPower <- function(value = numeric(0), form = ~ fitted(.), fixed = NULL) { value <- unlist(value) # may be given as a list fixed <- attr(value, "fixed") <- unlist(fixed) attr(value, "formula") <- form <- asOneSidedFormula(form) if (length(all.vars(getCovariateFormula(form))) == 0) { stop("'form' must have a covariate") } if (!is.null(getGroupsFormula(form))) { if (is.null(grpNames <- names(value)) && (length(value) > 1)) { stop("initial values must have group names in 'varPower'") } if (!is.null(fixed)) { if (is.null(names(fixed))) { stop("fixed parameters must have group names in 'varPower'") } } attr(value, "groupNames") <- c(grpNames, names(fixed)) } else { # single parameter attr(value, "whichFix") <- !is.null(fixed) } class(value) <- c("varPower", "varFunc") value } ###*# Methods for standard generics coef.varPower <- function(object, unconstrained = TRUE, allCoef = FALSE, ...) { if (((length(object) == 0) && (!allCoef || is.null(attr(object, "fixed")))) || is.null(wPar <- attr(object, "whichFix"))) { ## uninitialized return(numeric(0)) } val <- double(length(wPar)) if (any(wPar)) { val[wPar] <- attr(object, "fixed") } if (any(!wPar)) { val[!wPar] <- as.vector(object) } if (!is.null(getGroupsFormula(object))) { ##different values per group names(val) <- attr(object, "groupNames") } else { names(val) <- "power" } if (!allCoef) { val <- val[!wPar] } val } "coef<-.varPower" <- function(object, ..., value) { if ((len <- length(object)) > 0) { # varying parameters value <- as.numeric(value) if (length(value) != len) { stop("cannot change the length of the \"varStruct\" parameter after initialization") } object[] <- value aux <- coef(object, FALSE, allCoef = TRUE) if (!is.null(grps <- getGroups(object))) { aux <- aux[grps] } covariateObj <- getCovariate(object) if(is.null(covariateObj)) covariateObj <- NA attr(object, "logLik") <- sum(log(attr(object, "weights") <- abs(covariateObj)^(-aux))) } else { stop("cannot change coefficients before initialization or when all parameters are fixed") } object } Initialize.varPower <- function(object, data, ...) { form <- formula(object) if (all(!is.na(match(all.vars(getCovariateFormula(form)), names(data))))) { ## can evaluate covariate on data attr(object, "needUpdate") <- FALSE attr(object, "covariate") <- getCovariate(data, form) } else { attr(object, "needUpdate") <- TRUE } if (!is.null(grpForm <- getGroupsFormula(form))) { strat <- as.character(getGroups(data, form, level = length(splitFormula(grpForm, sep = "*")), sep = "*")) uStrat <- unique(strat) if (length(uStrat) > 1) { # multi-groups attr(object, "groups") <- strat if (!is.null(attr(object, "fixed"))) { fixNames <- names(attr(object, "fixed")) if (is.null(fixNames)) { stop("fixed parameters must have group names") } if (any(is.na(match(fixNames, uStrat)))) { stop("mismatch between group names and fixed values names") } } else { fixNames <- NULL } uStratVar <- uStrat[is.na(match(uStrat, fixNames))] nStratVar <- length(uStratVar) attr(object, "whichFix") <- !is.na(match(uStrat, fixNames)) if (nStratVar > 0) { if (length(object) <= 1) { ## repeat for all groups names(object) <- NULL oldAttr <- attributes(object) if (length(object) > 0) { object <- rep(as.vector(object), nStratVar) } else { object <- rep(0, nStratVar) } attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat names(object) <- uStratVar } else { if (length(as.vector(object)) != nStratVar) { stop(gettextf("initial value for \"varPower\" should be of length %d", nStratVar), domain = NA) } stN <- attr(object, "groupNames") # must have names if (length(stN) != length(uStrat) || any(sort(stN) != sort(uStrat))) { stop("nonexistent group names for initial values in \"varPower\"") } } } else { # all parameters are fixed if (all(attr(object, "fixed") == 0)) { ## equal variances structure return(Initialize(varIdent(), data)) } else { oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat } } } else { # single stratum attr(object, "formula") <- getCovariateFormula(formula(object)) attr(object, "whichFix") <- !is.null(attr(object, "fixed")) } } if (is.null(getGroupsFormula(object))) { ## single stratum if (attr(object, "whichFix")) { if (attr(object, "fixed") == 0) { ## equal variances structure return(Initialize(varIdent(), data)) } else { # fixed power oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr } } else { len <- length(as.vector(object)) if (len == 0) { # uninitialized oldAttr <- attributes(object) object <- 0 attributes(object) <- oldAttr } else if (len > 1) { stop("initial value for \"varPower\" should be of length 1") } } } if (!is.null(covar <- getCovariate(object))) { natPar <- coef(object, allCoef = TRUE) if (!is.null(grps <- getGroups(object))) { natPar <- natPar[grps] } attr(object, "logLik") <- sum(log(attr(object, "weights") <- abs(covar^(-natPar)))) object } else { NextMethod() } } summary.varPower <- function(object, structName = "Power of variance covariate", ...) { if (!is.null(getGroupsFormula(object))) { structName <- paste(structName, " different strata", sep = ",") } summary.varFunc(object, structName) } update.varPower <- function(object, data, ...) { val <- NextMethod() if (length(val) == 0) { # chance to update weights aux <- coef(val, allCoef = TRUE) if (!is.null(grps <- getGroups(val))) { aux <- aux[grps] } attr(val, "logLik") <- sum(log(attr(val, "weights") <- abs(getCovariate(val))^(-aux))) } val } ###*# varExp - exponential of variance covariate variance structure ####* Constructor varExp <- function(value = numeric(0), form = ~ fitted(.), fixed = NULL) { value <- unlist(value) # may be given as a list fixed <- attr(value, "fixed") <- unlist(fixed) attr(value, "formula") <- form <- asOneSidedFormula(form) if (length(all.vars(getCovariateFormula(form))) == 0) { stop("'form' must have a covariate") } if (!is.null(getGroupsFormula(form))) { if (is.null(grpNames <- names(value)) && (length(value) > 1)) { stop("initial values must have group names in 'varExp'") } if (!is.null(fixed)) { if (is.null(names(fixed))) { stop("fixed parameters must have group names in 'varExp'") } } attr(value, "groupNames") <- c(grpNames, names(fixed)) } else { attr(value, "whichFix") <- !is.null(fixed) } class(value) <- c("varExp", "varFunc") value } ###*# Methods for standard generics coef.varExp <- function(object, unconstrained = TRUE, allCoef = FALSE, ...) { if (((length(object) == 0) && (!allCoef || is.null(attr(object, "fixed")))) || is.null( wPar <- attr(object, "whichFix"))) { return(numeric(0)) } val <- double(length(wPar)) if (any(wPar)) { val[wPar] <- attr(object, "fixed") } if (any(!wPar)) { val[!wPar] <- as.vector(object) } if (!is.null(getGroupsFormula(object))) { ##different values per group names(val) <- attr(object, "groupNames") } else { names(val) <- "expon" } if (!allCoef) { val <- val[!wPar] } val } "coef<-.varExp" <- function(object, ..., value) { if (length(object) > 0) { # varying parameters value <- as.numeric(value) if (length(value) != length(object)) { stop("cannot change the length of the \"varExp\" parameter after initialization") } object[] <- value aux <- coef(object, FALSE, allCoef = TRUE) if (!is.null(grps <- getGroups(object))) { aux <- aux[grps] } attr(object, "logLik") <- sum(log(attr(object, "weights") <- exp(-aux * getCovariate(object)))) } else { stop("cannot change coefficients before initialization or when all parameters are fixed") } object } Initialize.varExp <- function(object, data, ...) { form <- formula(object) if (all(!is.na(match(all.vars(getCovariateFormula(form)), names(data))))) { ## can evaluate covariate on data attr(object, "needUpdate") <- FALSE attr(object, "covariate") <- getCovariate(data, form) } else { attr(object, "needUpdate") <- TRUE } if (!is.null(grpForm <- getGroupsFormula(form))) { strat <- as.character(getGroups(data, form, level = length(splitFormula(grpForm, sep = "*")), sep = "*")) uStrat <- unique(strat) if (length(uStrat) > 1) { # multi-groups attr(object, "groups") <- strat if (!is.null(attr(object, "fixed"))) { fixNames <- names(attr(object, "fixed")) if (is.null(fixNames)) { stop("fixed parameters must have group names") } if (any(is.na(match(fixNames, uStrat)))) { stop("mismatch between group names and fixed values names") } } else { fixNames <- NULL } uStratVar <- uStrat[is.na(match(uStrat, fixNames))] nStratVar <- length(uStratVar) attr(object, "whichFix") <- !is.na(match(uStrat, fixNames)) if (nStratVar > 0) { if (length(object) <= 1) { ## repeat for all groups names(object) <- NULL oldAttr <- attributes(object) if (length(object) > 0) { object <- rep(as.vector(object), nStratVar) } else { object <- rep(0, nStratVar) } attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat names(object) <- uStratVar } else { if (length(as.vector(object)) != nStratVar) { stop(gettextf("initial value for \"varExp\" should be of length %d", nStratVar), domain = NA) } stN <- attr(object, "groupNames") #must have names if ((length(stN) != length(uStrat)) || any(sort(stN) != sort(uStrat))) { stop("nonexistent group names for initial values in \"varExp\"") } } } else { if (all(attr(object, "fixed") == 0)) { ## equal variances structure return(Initialize(varIdent(), data)) } else { oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr attr(object, "groupNames") <- uStrat } } } else { # single stratum attr(object, "formula") <- getCovariateFormula(formula(object)) attr(object, "whichFix") <- !is.null(attr(object, "fixed")) } } if (is.null(getGroupsFormula(object))) { ## single stratum if (attr(object, "whichFix")) { if (!attr(object, "fixed")) { ## equal variances structure return(Initialize(varIdent(), data)) } else { oldAttr <- attributes(object) object <- numeric(0) attributes(object) <- oldAttr } } else { len <- length(as.vector(object)) if (len == 0) { # uninitialized oldAttr <- attributes(object) object <- 0 attributes(object) <- oldAttr } else if (len > 1) { stop("initial value for \"varExp\" should be of length 1") } } } if (!is.null(covar <- getCovariate(object))) { natPar <- coef(object, allCoef = TRUE) if (!is.null(grps <- getGroups(object))) { natPar <- natPar[grps] } attr(object, "logLik") <- sum(log(attr(object, "weights") <- exp(-natPar * covar))) object } else { NextMethod() } } summary.varExp <- function(object, structName = "Exponential of variance covariate", ...) { if (!is.null(getGroupsFormula(object))) { structName <- paste(structName, " different strata", sep = ",") } summary.varFunc(object, structName) } update.varExp <- function(object, data, ...) { val <- NextMethod() if (length(val) == 0) { # chance to update weights aux <- coef(val, allCoef = TRUE) if (!is.null(grps <- getGroups(val))) { aux <- aux[grps] } attr(val, "logLik") <- sum(log(attr(val, "weights") <- exp(-aux * getCovariate(val)))) } val } ###*# varConstPower - Constant plus power of covariance function ###*# variance structure ####* Constructor varConstPower <- ## Constructor for the varConstPower class function(const = numeric(0), power = numeric(0), form = ~ fitted(.), fixed = NULL) { CPconstr <- function(val, form, nam) { if ((lv <- length(val)) == 0) return(val) if (lv > 2) { stop(gettextf("%s can have at most two components", nam), domain = NA) } if (is.null(nv <- names(val))) { names(val) <- c("const", "power")[1:lv] } else { if (any(is.na(match(nv, c("const", "power"))))) { stop(gettextf("%s can only have names \"const\" and \"power\"", nam), domain = NA) } } nv <- names(val) if (data.class(val) == "list") { val <- lapply(val, unlist) grpNames <- unique(unlist(lapply(val, names))) } else { # must be a vector or a scalar if (!is.numeric(val)) { stop(gettextf("%s can only be a list or numeric", nam), domain = NA) } val <- as.list(val) names(val) <- nv grpNames <- NULL } if (!is.null(getGroupsFormula(form))) { if (any(unlist(lapply(val, function(el) { (length(el) > 1) && is.null(names(el)) })))) { stop(gettextf("%s must have group names in 'varConstPower'", nam), domain = NA) } attr(val, "groupNames") <- grpNames } if (length(val$const) > 0) { if (any(val$const <= 0)) { stop("constant in \"varConstPower\" structure must be > 0") } val$const <- log(val$const) } list(const = val$const, power = val$power) } value <- list(const = const, power = power) form <- asOneSidedFormula(form) if (length(all.vars(getCovariateFormula(form))) == 0) { stop("'form' must have a covariate") } ## initial value may be given as a vector or list. If groups are ## present and different initial values are given for each group, then ## it must be a list with components "const" and/or "power" value <- CPconstr(value, form, "Value") fixed <- CPconstr(fixed, form, "Fixed") attr(value, "formula") <- form attr(value, "groupNames") <- unique(c(attr(value, "groupNames"), attr(attr(value[["const"]], "fixed"), "groupNames"), attr(attr(value[["power"]], "fixed"), "groupNames"))) for (i in names(fixed)) { attr(value[[i]], "fixed") <- c(fixed[[i]]) } if (is.null(getGroupsFormula(form))) { # no groups whichFix <- array(FALSE, c(2,1), list(c("const", "power"), NULL)) whichFix[,1] <- unlist(lapply(value, function(el) !is.null(attr(el, "fixed")))) attr(value, "whichFix") <- whichFix } class(value) <- c("varConstPower", "varFunc") value } ###*# Methods for standard generics coef.varConstPower <- function (object, unconstrained = TRUE, allCoef = FALSE, ...) { wPar <- attr(object, "whichFix") nonInit <- !lengths(object) nonInit <- is.null(wPar) || (any(nonInit) && !all(c(wPar[nonInit, ]))) if (nonInit || (!allCoef && (length(unlist(object)) == 0))) { return(numeric(0)) } val <- array(0, dim(wPar), dimnames(wPar)) for (i in names(object)) { if (any(wPar[i, ])) { val[i, wPar[i, ]] <- attr(object[[i]], "fixed") } if (any(!wPar[i, ])) { val[i, !wPar[i, ]] <- c(object[[i]]) } } if (!unconstrained) { val[1, ] <- exp(val[1, ]) } if (!allCoef) { val <- list(const = if (!all(wPar[1, ])) val[1, !wPar[1, ]] else NULL, power = if (!all(wPar[2, ])) val[2, !wPar[2, ]] else NULL) val <- lapply(val, function(el) if(length(el) == 1) as.vector(el) else el) val <- unlist(val[!unlist(lapply(val, is.null))]) } else { val <- val[, 1:ncol(val)] } val } "coef<-.varConstPower" <- function(object, ..., value) { if (length(unlist(object)) > 0) { # varying parameters value <- as.numeric(value) if (length(value) != length(unlist(object))) { stop("cannot change the length of the parameter after initialization") } start <- 0 for(i in names(object)) { if (aux <- length(object[[i]])) { object[[i]][] <- value[start + (1:aux)] start <- start + aux } } natPar <- as.matrix(coef(object, FALSE, allCoef = TRUE)) if (!is.null(grps <- getGroups(object))) { natPar <- natPar[, grps] } attr(object, "logLik") <- sum(log(attr(object, "weights") <- 1/(natPar[1,] + abs(getCovariate(object))^natPar[2,]))) } else { stop("cannot change coefficients before initialization or when all parameters are fixed") } object } Initialize.varConstPower <- function(object, data, ...) { form <- formula(object) if (all(!is.na(match(all.vars(getCovariateFormula(form)), names(data))))) { ## can evaluate covariate on data attr(object, "needUpdate") <- FALSE attr(object, "covariate") <- getCovariate(data, form) } else { attr(object, "needUpdate") <- TRUE } dfltCoef <- c(const = log(0.1), power = 0) if (!is.null(grpForm <- getGroupsFormula(form))) { strat <- as.character(getGroups(data, form, level = length(splitFormula(grpForm, sep = "*")), sep = "*")) uStrat <- unique(strat) whichFix <- array(FALSE, c(2, length(uStrat)), list(c("const", "power"), uStrat)) if (length(uStrat) > 1) { # multi-groups attr(object, "groups") <- strat for(i in names(object)) { if (!is.null(attr(object[[i]], "fixed"))) { fixNames <- names(attr(object[[i]], "fixed")) if (is.null(fixNames)) { stop("fixed parameters must have group names") } if (any(is.na(match(fixNames, uStrat)))) { stop("mismatch between group names and fixed values names") } } else { fixNames <- NULL } uStratVar <- uStrat[is.na(match(uStrat, fixNames))] nStratVar <- length(uStratVar) whichFix[i,] <- !is.na(match(uStrat, fixNames)) if (nStratVar > 0) { if (length(object[[i]]) <= 1) { ## repeat for all groups names(object[[i]]) <- NULL oldAttr <- attributes(object[[i]]) if (length(object[[i]]) > 0) { object[[i]] <- rep(as.vector(object[[i]]), nStratVar) } else { object[[i]] <- rep(dfltCoef[i], nStratVar) } attributes(object[[i]]) <- oldAttr names(object[[i]]) <- uStratVar } else { if (length(as.vector(object[[i]])) != nStratVar) { stop(gettext("initial value should be of length %d", nStratVar), domain = NA) } stN <- names(object[[i]]) # must have names if ((length(stN) != length(uStratVar)) || any(sort(stN) != sort(uStratVar))) { stop("nonexistent group names for initial values") } } } } if (all(whichFix) && all(attr(object[["const"]], "fixed") == 0) && all(attr(object[["power"]], "fixed") == 0)) { ## equal variances structure return(Initialize(varIdent(), data)) } for(i in names(object)) { if (all(whichFix[i,])) { oldAttr <- attributes(object[[i]]) object[[i]] <- numeric(0) attributes(object[[i]]) <- oldAttr } } attr(object, "whichFix") <- whichFix attr(object, "groupNames") <- uStrat return(NextMethod()) } } ## single stratum whichFix <- attr(object, "whichFix") if (all(whichFix) && !any(unlist(lapply(object, function(el) attr(el, "fixed"))))) { ## equal variances structure return(Initialize(varIdent(), data)) } for(i in names(object)) { if (all(whichFix[i,])) { oldAttr <- attributes(object[[i]]) object[[i]] <- numeric(0) attributes(object[[i]]) <- oldAttr } else { if (length(object[[i]]) == 0) { object[[i]] <- dfltCoef[i] } } } aux <- 2 - sum(whichFix[,1]) if (length(as.vector(unlist(object))) != aux) { stop(gettext("initial value should be of length %d", aux), domain = NA) } NextMethod() } summary.varConstPower <- function(object, structName = "Constant plus power of variance covariate", ...) { if (!is.null(getGroupsFormula(object))) { structName <- paste(structName, " different strata", sep = ",") } summary.varFunc(object, structName) } update.varConstPower <- function(object, data, ...) { val <- NextMethod() if (length(unlist(val)) == 0) { # chance to update weights aux <- as.matrix(coef(val, FALSE, allCoef = TRUE)) if (!is.null(grps <- getGroups(val))) { aux <- aux[, grps] } attr(val, "logLik") <- sum(log(attr(val, "weights") <- 1/(aux[1,] + abs(getCovariate(val))^aux[2,]))) } val } ###*# varFComb - combination of variance function structures ####* Constructor varComb <- ## constructor for the varComb class function(...) { val <- list(...) if (!all(unlist(lapply(val, inherits, "varFunc")))) { stop("all arguments to 'varComb' must be of class \"varFunc\".") } if (is.null(names(val))) { names(val) <- LETTERS[seq_along(val)] } class(val) <- c("varComb", "varFunc") val } ####* Methods for local generics varWeights.varComb <- function(object) { apply(as.data.frame(lapply(object, varWeights)), 1, prod) } ###*# Methods for standard generics coef.varComb <- function(object, unconstrained = TRUE, allCoef = FALSE, ...) { unlist(lapply(object, coef, unconstrained, allCoef)) } "coef<-.varComb" <- function(object, ..., value) { plen <- attr(object, "plen") if ((len <- sum(plen)) > 0) { # varying parameters if (length(value) != len) { stop("cannot change parameter length of initialized \"varComb\" object") } start <- 0 for (i in seq_along(object)) { if (plen[i] > 0) { coef(object[[i]]) <- value[start + (1:plen[i])] start <- start + plen[i] } } } object } formula.varComb <- function(x, ...) lapply(x, formula) Initialize.varComb <- function(object, data, ...) { val <- lapply(object, Initialize, data) attr(val, "plen") <- unlist(lapply(val, function(el) length(coef(el)))) class(val) <- c("varComb", "varFunc") val } logLik.varComb <- function(object, ...) { lls <- lapply(object, logLik) val <- sum(unlist(lls)) attr(val, "df") <- sum(unlist(lapply(lls, attr, "df"))) class(val) <- "logLik" val } needUpdate.varComb <- function(object) any(unlist(lapply(object, needUpdate))) print.varComb <- function(x, ...) { cat("Combination of:\n") lapply(x, print) invisible(x) } print.summary.varComb <- function(x, ...) { cat(attr(x, "structName"),"\n") lapply(x, print, FALSE) invisible(x) } summary.varComb <- function(object, structName = "Combination of variance functions:", ...) { object[] <- lapply(object, summary) attr(object, "structName") <- structName class(object) <- c("summary.varComb", class(object)) object } update.varComb <- function(object, data, ...) { object[] <- lapply(object, update, data) object }