R Under development (unstable) (2023-08-20 r84995 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > > library("mlt") Loading required package: basefun Loading required package: variables > set.seed(29) > tol <- sqrt(.Machine$double.eps) > > n <- 100 > lcf <- c("(Intercept)" = .5, "g2" = 1, "x" = 2) > sd <- .1 > cf <- c("y" = 1, -lcf) / sd > cf <- cf[c("(Intercept)", "y", "g2", "x")] > > d <- expand.grid(g = gl(2, 1), x = (1:n)/n) > set.seed(29) > d$y <- with(d, rnorm(nrow(d), + mean = lcf["(Intercept)"] + lcf["g2"] * (g == "2") + lcf["x"] * x, + sd = sd)) > > m <- ctm(polynomial_basis(numeric_var("y", support = range(d$y) * c(1, 1.1)), + coef = c(TRUE, TRUE), ui = diag(2), ci = c(-Inf, 0)), + shift = ~ g + x, data = d) > mod <- mlt(m, data = d, dofit = FALSE) > coef(mod) <- cf > > tfun <- function(d) with(expand.grid(d), + y * cf["y"] + c(cf["(Intercept)"], sum(cf[c("(Intercept)", "g2")]))[g] + cf["x"] * x) > pfun <- function(d) with(expand.grid(d), pnorm(y, + mean = lcf["(Intercept)"] + lcf["g2"] * (g == "2") + lcf["x"] * x, + sd = sd)) > dfun <- function(d) with(expand.grid(d), dnorm(y, + mean = lcf["(Intercept)"] + lcf["g2"] * (g == "2") + lcf["x"] * x, + sd = sd)) > qfun <- function(d) with(expand.grid(d), qnorm(p, + mean = lcf["(Intercept)"] + lcf["g2"] * (g == "2") + lcf["x"] * x, + sd = sd)) > > (ny <- mkgrid(mod, 10)$y) [1] 0.3916629 0.7825718 1.1734807 1.5643897 1.9552986 2.3462075 2.7371164 [8] 3.1280254 3.5189343 3.9098432 > nd <- list(y = ny, g = gl(2, 1), x = (1:10) / 10) > ndx <- expand.grid(nd[-1]) > end <- ndx > end$y <- seq(from = min(d$y), to = max(d$y), length = nrow(end)) > > max(abs(predict(mod, newdata = end) - model.matrix(m, data = end) %*% cf)) < tol [1] TRUE > > cf2 <- cf > cf2[1:2] <- 0 > max(abs(predict(mod, newdata = end, terms = "bshifting") - model.matrix(m, data = end) %*% cf2)) < tol [1] TRUE > > p1 <- predict(mod, newdata = ndx, q = ny) > > p2 <- predict(mod, newdata = nd) > > max(abs(c(p1) - c(p2))) < tol [1] TRUE > > p3 <- tfun(nd) > max(abs(c(p2) - c(p3))) < tol [1] TRUE > > p1 <- predict(mod, newdata = nd, type = "distribution") > p2 <- pfun(nd) > max(abs(c(p1) - c(p2))) < tol [1] TRUE > > p1 <- predict(mod, newdata = nd, type = "density") > p2 <- dfun(nd) > max(abs(c(p1) - c(p2))) < tol [1] TRUE > > p1 <- predict(mod, newdata = nd, type = "quantile", prob = 1:9 / 10, K = 50000) > > min(apply(matrix(p1, nrow = 9), 2, diff)) [1] 0.02533471 > > ### more than one stratifying variable > n <- 5 > nd <- expand.grid(d <- list(s1 = gl(3, n), s2 = gl(3, n), x = runif(n))) > nd$y <- rnorm(nrow(nd), mean = (1:3)[nd$s1] + 2 * nd$x, sd = (1:3)[nd$s2]/3) > yvar <- numeric_var("y", support = quantile(nd$y, prob = c(2, 8)/10)) > b1 <- as.basis(~ s1 - 1, data = nd) > b2 <- as.basis(~ s2 - 1, data = nd) > mctm <- ctm(Bernstein_basis(yvar, order = 2, ui = "increasing"), + interacting = b(b1 = b1, b2 = b2), + shifting = ~x, data = nd) > m <- mlt(mctm, data = nd, scale = TRUE) > ## in-sample predictions (for given response) > p1 <- predict(m) > p2 <- predict(m, newdata = nd) > stopifnot(isTRUE(all.equal(max(abs(c(p1) - c(p2))), 0))) > ## evaluate model for grid of response values > pnd <- nd > pnd$y <- NULL > p1 <- predict(m, newdata = pnd, K = 21) > d$y <- mkgrid(m, n = 21)[["y"]] > d <- d[c("y", "s1", "s2", "x")] > p2 <- predict(m, newdata = d) > stopifnot(isTRUE(all.equal(max(abs(c(p1) - c(p2))), 0))) > > type <- c("distribution", "density", "survivor", "hazard", "cumhazard", "odds") > > out <- sapply(type, function(ty) { + p1 <- log(predict(m, newdata = pnd, type = ty)) + p2 <- predict(m, newdata = pnd, type = ty, log = TRUE) + p3 <- predict(m, newdata = pnd, type = paste0("log", ty)) + stopifnot(isTRUE(all.equal(p1, p2))) + stopifnot(isTRUE(all.equal(p1, p3))) + }) > > > proc.time() user system elapsed 3.68 0.56 4.20