R Under development (unstable) (2024-11-15 r87338 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 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) > > n <- 100 > p <- 2 > x <- matrix(runif(n * p), nrow = n) > beta <- c(1, -1) > y <- factor(rbinom(n, size = 1, prob = plogis(x %*% beta))) > df <- data.frame(y = y, x) > > m1 <- glm(y ~ X1 + X2, data = df, family = binomial()) > coef(m1) (Intercept) X1 X2 0.7372381 -0.3848546 -0.8292045 > > m <- ctm(~ y, shift = ~ X1 + X2, todist = "Logis", data = df) > m2 <- mlt(m, data = df, fixed = c("y1" = 0)) > coef(m2) (Intercept) y1 X1 X2 -0.7372250 0.0000000 0.3848409 0.8291921 > > max(abs(coef(m1) + coef(m2)[-2])) [1] 1.363248e-05 > > logLik(m1) 'log Lik.' -68.12815 (df=3) > logLik(m2) 'log Lik.' -68.12815 (df=3) > > ### compare multinomial models; iris was not good because > ### of complete separation > library("nnet") > > n <- 5000 > p <- 1 > x <- as.data.frame(matrix(runif(n * p), nrow = n)) > x$y <- cut(x$V1, breaks = c(0, .25, .5, .75, 1)) > x$V1 <- x$V1 + rnorm(n, sd = .1) > x$V1 <- x$V1 - min(x$V1) > > m1 <- multinom(y ~ ., data = x) # weights: 12 (6 variable) initial value 6931.471806 iter 10 value 3015.580388 iter 20 value 2550.483531 final value 2550.158016 converged > coef(m1) (Intercept) V1 (0.25,0.5] -9.305578 17.19805 (0.5,0.75] -23.879104 35.48939 (0.75,1] -40.319032 51.31745 > logLik(m1) 'log Lik.' -2550.158 (df=6) > > ox <- x > ox$y <- ordered(ox$y) > > r <- as.basis(ox$y) > > fm <- as.formula(paste("~ ", paste(names(x)[grep("^V", names(x))], collapse = "+"))) > ### don't scale, otherwise comparison with glm() is impossible > m <- ctm(r, interacting = as.basis(fm, data = ox, scale = FALSE), + todistr = "Logis") Warning message: In model.matrix.box_bases(object = list(iresponse = function (data, : use scale = TRUE in as.basis.formula with sumcontr = TRUE > m2 <- mlt(m, data = ox, scale = TRUE) Warning messages: 1: In model.matrix.box_bases(object = list(iresponse = function (data, : use scale = TRUE in as.basis.formula with sumcontr = TRUE 2: In model.matrix.box_bases(object = list(iresponse = function (data, : use scale = TRUE in as.basis.formula with sumcontr = TRUE 3: In model.matrix.box_bases(object = list(iresponse = function (data, : use scale = TRUE in as.basis.formula with sumcontr = TRUE 4: In model.matrix.box_bases(object = list(iresponse = function (data, : use scale = TRUE in as.basis.formula with sumcontr = TRUE > ### fix of PR#17616, affects basefun > unname(coef(m2)) [1] 9.642082 15.583592 17.447408 -17.893593 -19.588233 -16.747988 > logLik(m2) 'log Lik.' -2556.062 (df=6) > > s <- sort(unique(ox$y)) > > pp2 <- predict(m2, newdata = ox, q = s, type = "density") > > pp1 <- predict(m1, newdata = x, type = "prob") > > max(abs(pp1 - t(pp2))) [1] 0.01437037 > > cf1 <- coef(glm(I(y %in% levels(y)[1]) ~ V1, data = x, family = binomial())) > cf2 <- coef(glm(I(y %in% levels(y)[1:2]) ~ V1, data = x, family = binomial())) > cf3 <- coef(glm(I(y %in% levels(y)[1:3]) ~ V1, data = x, family = binomial())) > > logLik(m2, parm = c(rbind(cf1, cf2, cf3))) 'log Lik.' -2556.123 (df=6) > > > proc.time() user system elapsed 2.37 0.37 2.75