# part of R package boot
# copyright (C) 1997-2001 Angelo J. Canty
# corrections (C) 1997-2011 B. D. Ripley
#
# Unlimited distribution is permitted

# empirical log likelihood ---------------------------------------------------------

EL.profile <- function(y, tmin = min(y) + 0.1, tmax = max(y) - 0.1, n.t = 25,
                       u = function(y, t) y - t )
{
#  Calculate the profile empirical log likelihood function
    EL.loglik <- function(lambda) {
        temp <- 1 + lambda * EL.stuff$u
        if (any(temp <= 0)) NA else - sum(log(1 + lambda * EL.stuff$u))
    }
    EL.paras <- matrix(NA, n.t, 3)
    lam <- 0.001
    for(it in 0:(n.t-1)) {
        t <- tmin + ((tmax - tmin) * it)/(n.t-1)
        EL.stuff <- list(u = u(y, t))
        EL.out <- nlm(EL.loglik, lam)
        i <- 1
        while (EL.out$code > 2 && (i < 20)) {
            i <- i+1
            lam <- lam/5
            EL.out <- nlm(EL.loglik, lam)
        }
        EL.paras[1 + it,  ] <- c(t, EL.loglik(EL.out$x), EL.out$x)
        lam <- EL.out$x
    }
    EL.paras[,2] <- EL.paras[,2]-max(EL.paras[,2])
    EL.paras
}




EEF.profile <- function(y, tmin = min(y)+0.1, tmax = max(y) - 0.1, n.t = 25,
                        u = function(y,t) y - t)
{
    EEF.paras <- matrix( NA, n.t+1, 4)
    for (it in 0:n.t) {
        t <- tmin + (tmax-tmin)*it/n.t
        psi <- as.vector(u( y, t ))
        fit <- glm(zero ~ psi -1,poisson(log))
        f <- fitted(fit)
        EEF.paras[1+it,] <- c(t, sum(log(f)-log(sum(f))), sum(f-1),
                              coefficients(fit))
    }
    EEF.paras[,2] <- EEF.paras[,2] - max(EEF.paras[,2])
    EEF.paras[,3] <- EEF.paras[,3] - max(EEF.paras[,3])
    EEF.paras
}

lik.CI <- function(like, lim ) {
#
#  Calculate an interval based on the likelihood of a parameter.
#  The likelihood is input as a matrix of theta values and the
#  likelihood at those points.  Also a limit is input.  Values of
#  theta for which the likelihood is over the limit are then used
#  to estimate the end-points.
#
#  Not that the estimate only works for unimodal likelihoods.
#
	L <- like[, 2]
	theta <- like[, 1]
	n <- length(L)
	i <- min(c(1L:n)[L > lim])
	if (is.na(i)) stop(gettextf("likelihood never exceeds %f", lim),
                           domain = NA)
	j <- max(c(1L:n)[L > lim])
	if (i ==j )
            stop(gettextf("likelihood exceeds %f at only one point", lim),
                 domain = NA)
	if (i == 1) bot <- -Inf
	else {
            i <- i + c(-1, 0, 1)
            x <- theta[i]
            y <- L[i]-lim
            co <- coefficients(lm(y ~ x + x^2))
            bot <- (-co[2L] + sqrt( co[2L]^2 - 4*co[1L]*co[3L]))/(2*co[3L])
	}
	if (j == n) top <- Inf
	else {
            j <- j + c(-1, 0, 1)
            x <- theta[j]
            y <- L[j] - lim
            co <- coefficients(lm(y ~ x + x^2))
            top <- (-co[2L] - sqrt(co[2L]^2 - 4*co[1L]*co[3L]))/(2*co[3L])
	}
	out <- c(bot, top)
	names(out) <- NULL
	out
}

nested.corr <- function(data,w,t0,M) {
    ## Statistic for the example nested bootstrap on the cd4 data.
    ## Indexing a bare matrix is much faster
    data <- unname(as.matrix(data))
    corr.fun <- function(d, w = rep(1, nrow(d))/nrow(d)) {
        x <- d[, 1L]; y <- d[, 2L]
        w <- w/sum(w)
        n <- nrow(d)
        m1 <- sum(x * w)
        m2 <- sum(y * w)
        v1 <- sum(x^2 * w) - m1^2
        v2 <- sum(y^2 * w) - m2^2
        rho <- (sum(x * y * w) - m1 * m2)/sqrt(v1 * v2)
        i <- rep(1L:n, round(n * w))
        us <- (x[i] - m1)/sqrt(v1)
        xs <- (y[i] - m2)/sqrt(v2)
        L <- us * xs - 0.5 * rho * (us^2 + xs^2)
        c(rho, sum(L^2)/nrow(d)^2)
    }
    n <- nrow(data)
    i <- rep(1L:n,round(n*w))
    t <- corr.fun(data,w)
    z <- (t[1L]-t0)/sqrt(t[2L])
    nested.boot <- boot(data[i,],corr.fun,R=M,stype="w")
    z.nested <- (nested.boot$t[,1L]-t[1L])/sqrt(nested.boot$t[,2L])
    c(z,sum(z.nested<z)/(M+1))
}