library(glmm) data(BoothHobert) set.seed(1234) #model with all weights at 1, no duplicate data points in data set mod.mcml1<-glmm(y~0+x1,list(y~0+z1),varcomps.names=c("z1"), data=BoothHobert, family.glmm=bernoulli.glmm, m=10^2, doPQL=TRUE, debug=TRUE) #weights are determined from model (should be all 1) if(is.null(mod.mcml1$weights)){ wts <- rep(1, length(mod.mcml1$y)) } else{ wts <- mod.mcml1$weights } ############################################ getFamily<-glmm:::getFamily #el without weights (in R) elR <- function(Y,X,eta,family.mcml,wts){ family.mcml<-getFamily(family.mcml) neta<-length(eta) ntrials <- rep(1, neta) if(family.mcml$family.glmm=="bernoulli.glmm"){ foo<-.C(glmm:::C_cum3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), wts=as.double(wts), cumout=double(1))$cumout mu<-.C(glmm:::C_cp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), cpout=double(neta))$cpout cdub<-.C(glmm:::C_cpp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), cppout=double(neta))$cppout } if(family.mcml$family.glmm=="poisson.glmm"){ foo<-.C(glmm:::C_cum3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(2), ntrials=as.integer(ntrials), wts=as.double(wts), cumout=double(1))$cumout mu<-.C(glmm:::C_cp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(2),ntrials=as.integer(ntrials),cpout=double(neta))$cpout cdub<-.C(glmm:::C_cpp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(2),ntrials=as.integer(ntrials),cppout=double(neta))$cppout } value<-as.numeric(Y%*%eta-foo) gradient<-t(X)%*%(Y-mu) cdubmat<-diag(cdub) hessian<-t(X)%*%(-cdubmat)%*%X list(value=value,gradient=gradient,hessian=hessian) } #el with weights (in R) NEWelR <- function(Y,X,eta,family.mcml,wts){ family.mcml<-getFamily(family.mcml) neta<-length(eta) ntrials <- rep(1, neta) if(family.mcml$family.glmm=="bernoulli.glmm"){ foo<-.C(glmm:::C_cum3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), wts=as.double(wts), cumout=double(1))$cumout mu<-.C(glmm:::C_cp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), cpout=double(neta))$cpout cdub<-.C(glmm:::C_cpp3,eta=as.double(eta),neta=as.integer(neta),type=as.integer(1), ntrials=as.integer(ntrials), cppout=double(neta))$cppout } if(family.mcml$family.glmm=="poisson.glmm"){ foo<-.C(glmm:::C_cum3, eta=as.double(eta), neta=as.integer(neta), type=as.integer(2), ntrials=as.integer(ntrials), wts=as.double(wts), cumout=double(1))$cumout mu<-.C(glmm:::C_cp3, eta=as.double(eta), neta=as.integer(neta), type=as.integer(2), ntrials=as.integer(ntrials), cpout=double(neta))$cpout cdub<-.C(glmm:::C_cpp3, eta=as.double(eta), neta=as.integer(neta), type=as.integer(2), ntrials=as.integer(ntrials), cppout=double(neta))$cppout } wtsmat <- diag(wts) wtX <- wtsmat%*%X value<-as.numeric(Y%*%wtsmat%*%eta-foo) gradient<-t(wtX)%*%(Y-mu) cdubmat<-diag(cdub) hessian<-t(wtX)%*%(-cdubmat)%*%X list(value=value,gradient=gradient,hessian=hessian) } ######################################################## #compare elR and NEWelR for weights all equal 1: to make sure elR and NEWelR work the same with no weighting scheme eta1<-rep(2,150) ntrials <- rep(1, 150) mod.mcml<-mod.mcml1 thatALL1<-elR(mod.mcml$y,mod.mcml$x,eta1,family.mcml=bernoulli.glmm, wts=wts) thisALL1 <- NEWelR(mod.mcml$y,mod.mcml$x,eta1,family.mcml=bernoulli.glmm, wts=wts) all.equal(as.numeric(thatALL1$value),as.numeric(thisALL1$value)) all.equal(as.numeric(thatALL1$gradient),as.numeric(thisALL1$gradient)) all.equal(as.numeric(thatALL1$hessian),as.numeric(thisALL1$hessian)) #compare NEWelR and elc for weights all equal 1: to make sure elc and NEWelR work the same with no weighting scheme thoseALL1<-.C(glmm:::C_elc, as.double(mod.mcml$y), as.double(mod.mcml$x), as.integer(nrow(mod.mcml$x)), as.integer(ncol(mod.mcml$x)), as.double(eta1), as.integer(1), ntrials=as.integer(ntrials), wts=as.double(rep(1,150)), value=double(1), gradient=double(ncol(mod.mcml$x)), hessian=double((ncol(mod.mcml$x)^2))) all.equal(as.numeric(thoseALL1$value),as.numeric(thisALL1$value)) all.equal(as.numeric(thoseALL1$gradient),as.numeric(thisALL1$gradient)) all.equal(as.numeric(thoseALL1$hessian),as.numeric(thisALL1$hessian)) #finite differences for NEWelR, weights all 1 del<- 10^-9 thisdel <- NEWelR(mod.mcml$y,mod.mcml$x,eta1+del,family.mcml=bernoulli.glmm, wts=wts) all.equal(as.vector(thisALL1$gradient*del),thisdel$value-thisALL1$value) all.equal(as.vector(thisALL1$hessian*del),as.vector(thisdel$gradient-thisALL1$gradient)) #finite differences for elc, weights all 1 thosedel <- .C(glmm:::C_elc, as.double(mod.mcml$y), as.double(mod.mcml$x), as.integer(nrow(mod.mcml$x)), as.integer(ncol(mod.mcml$x)), as.double(eta1+del), as.integer(1), ntrials=as.integer(ntrials), wts=as.double(rep(1,150)), value=double(1), gradient=double(ncol(mod.mcml$x)), hessian=double((ncol(mod.mcml$x)^2))) all.equal(as.vector(thoseALL1$gradient*del),thosedel$value-thoseALL1$value) all.equal(as.vector(thoseALL1$hessian*del),as.vector(thosedel$gradient-thoseALL1$gradient)) #compare elc to elval, weights all 1: value should be the same elvalout<-.C(glmm:::C_elval, as.double(mod.mcml$y), as.integer(nrow(mod.mcml$x)), as.integer(ncol(mod.mcml$x)), as.double(eta1), as.integer(1),ntrials=as.integer(ntrials), wts=as.double(rep(1,150)), value=double(1)) all.equal(as.numeric(thoseALL1$value),elvalout$value) #compare elc to elGH, weights all 1: gradient and hessian should be the same elGHout<-.C(glmm:::C_elGH,as.double(mod.mcml$y),as.double(mod.mcml$x),as.integer(nrow(mod.mcml$x)),as.integer(ncol(mod.mcml$x)),as.double(eta1),as.integer(1), ntrials=as.integer(ntrials), wts=as.double(rep(1,150)), gradient=double(ncol(mod.mcml$x)),hessian=double((ncol(mod.mcml$x)^2))) all.equal(as.numeric(thoseALL1$gradient),elGHout$gradient) all.equal(as.numeric(thoseALL1$hessian),elGHout$hessian) #BoothHobert with 151 data points instead of 150 (150th data point duplicated) BoothHobertDub <- rbind(BoothHobert, BoothHobert[nrow(BoothHobert),]) eta2<-rep(2,151) ntrials <- rep(1, 151) set.seed(1234) #model using duplicated data, all weights are 1 mod.mcml2<-glmm(y~0+x1,list(y~0+z1),varcomps.names=c("z1"), data=BoothHobertDub, family.glmm=bernoulli.glmm, m=10^2, doPQL=TRUE, debug=TRUE) #151 weights (all 1) if(is.null(mod.mcml2$weights)){ wts <- rep(1, length(mod.mcml2$y)) } else{ wts <- mod.mcml2$weights } #compare elR with BoothHobertDub and all weights 1 versus NEWelR with BoothHobert and first 149 wights 1 and weight 150 as 2 this2<-NEWelR(mod.mcml$y,mod.mcml$x,eta1,family.mcml=bernoulli.glmm, wts=c(rep(1,149),2)) that2 <- elR(mod.mcml2$y,mod.mcml2$x,eta2,family.mcml=bernoulli.glmm, wts=wts) all.equal(as.numeric(that2$value),as.numeric(this2$value)) all.equal(as.numeric(that2$gradient),as.numeric(this2$gradient)) all.equal(as.numeric(that2$hessian),as.numeric(this2$hessian)) #compare NEWelR with BoothHobert and first 149 wights 1 and weight 150 as 2 versus elc with BoothHobert and first 149 wights 1 and weight 150 as 2 those2 <- .C(glmm:::C_elc, as.double(mod.mcml$y), as.double(mod.mcml$x), as.integer(nrow(mod.mcml$x)), as.integer(ncol(mod.mcml$x)), as.double(eta1), as.integer(1), ntrials=as.integer(ntrials), wts=as.double(c(rep(1,149),2)), value=double(1), gradient=double(ncol(mod.mcml$x)), hessian=double((ncol(mod.mcml$x)^2))) all.equal(as.numeric(those2$value),as.numeric(this2$value)) all.equal(as.numeric(those2$gradient),as.numeric(this2$gradient)) all.equal(as.numeric(those2$hessian),as.numeric(this2$hessian))