library("tram") library("sandwich") library("survival") library("numDeriv") ### scores for fixed parameters cars$int <- 1 a0 <- Lm(dist ~ speed, data = cars) a1 <- Lm(dist ~ speed + int, data = cars, fixed = c("int" = 0)) s0 <- estfun(a0) s1 <- estfun(a1) s2 <- estfun(a1, parm = coef(as.mlt(a1), fixed = TRUE)) stopifnot(all.equal(s0[,"(Intercept)"], -s2[,"int"])) stopifnot(all.equal(s1[,"(Intercept)"], -s2[,"int"])) stopifnot(all.equal(s2[,"(Intercept)"], -s2[,"int"])) ### log_first for count data (by Sandra Siegfried) ### use: y + 1; log_first = TRUE, support = c(1, ...), bounds = c(1, ...) library("MASS") set.seed(29) Nsim <- 100 b1 <- - 4.5 b0 <- 5 theta <- 2 h <- qlogis(ppois(0:100, lambda = 5)) dgp <- function(n = 4000){ x <- runif(n, min = 0, max = 1) log.mu <- b0 + b1 * x h.m <- matrix(h, nrow = length(h), ncol = length(x)) p <- (plogis(t(h.m) - b1 * x) - runif(n))^2 y <- max.col(-p) - 1 m <- Colr(y ~ x, data = data.frame(y = y, x = x), bounds = c(0L, Inf), fixed = c("x" = -b1), support = c(0L, floor(quantile(y, .9))), order = 10) ret <- data.frame(x = x, y = as.integer(y)) attr(ret, "mC") <- m ret } d <- dgp() d$y.p1 <- d$y + 1L m1 <- Colr(y ~ x, data = d, support = c(0L, as.numeric(max(d$y))), bounds = c(0L, Inf), order = 10) try(m2a <- Colr(y ~ x, data = d, support = c(1L, as.numeric(max(d$y))), bounds = c(1L, Inf), log_first = TRUE, order = 10)) try(m2b <- Colr(y ~ x, data = d, support = c(1L, as.numeric(max(d$y))), bounds = c(0L, Inf), log_first = TRUE, order = 10)) m3 <- Colr(y.p1 ~ x, data = d, support = c(1L, as.numeric(max(d$y.p1))), bounds = c(1L, Inf), log_first = TRUE, order = 10) l1 <- m1$logliki(coef(as.mlt(m1)), rep(1, nrow(d))) l3 <- m3$logliki(coef(as.mlt(m3)), rep(1, nrow(d))) stopifnot(cor(l1, l3) > .96) ### normal CDF approximation by Matic et al (2018) x <- -600:600 / 100 p1 <- .Call("R_pnormMRS", x) p2 <- pnorm(x) stopifnot(max(abs(p1 - p2)) < 5.79e-6) ### max absolute error ### 0.3-0 data("GBSG2", package = "TH.data") ### this model included an additional intercept m1 <- Coxph(Surv(time, cens) | menostat:tgrade ~ horTh, data = GBSG2) m2 <- Coxph(Surv(time, cens) | 0 + menostat:tgrade ~ horTh, data = GBSG2) stopifnot(max(abs(coef(as.mlt(m1)) - coef(as.mlt(m2)))) < sqrt(.Machine$double.eps)) ### interaction term with stratum m3 <- Coxph(Surv(time, cens) | horTh ~ menostat + menostat:horTh, data = GBSG2) ci <- confint(m3)["menostatPre:horThyes",] stopifnot(all(!is.finite(ci))) ### problems with responses of class "R", spotted by Balint Tamasi data("wine", package = "ordinal") erating <- wine$rating lrating <- erating rrating <- erating l9 <- lrating[wine$judge == 9] l9[l9 > 1] <- levels(l9)[unclass(l9[l9 > 1]) - 1] r9 <- rrating[wine$judge == 9] r9[r9 < 5] <- levels(r9)[unclass(r9[r9 < 5]) + 1] lrating[wine$judge != 9] <- rrating[wine$judge != 9] <- NA erating[wine$judge == 9] <- NA lrating[wine$judge == 9] <- l9 rrating[wine$judge == 9] <- r9 which(wine$judge == 9) wine$crating <- R(erating, cleft = lrating, cright = rrating) ### gave an error m <- Polr(crating ~ temp, data = wine, method = "probit") ### another one data("GBSG2", package = "TH.data") tmp <- GBSG2 tmp$y <- R(with(GBSG2, Surv(time, cens))) m1 <- Coxph(Surv(time, cens) ~ horTh, data = tmp) m2 <- Coxph(y ~ horTh, data = tmp) stopifnot(all.equal(coef(as.mlt(m1)), coef(as.mlt(m2)), check.attributes = FALSE)) ### check probabilistic index <-> log-odds ratio conversion stopifnot(max(abs(PI(prob = PI(-15:15)) - (-15:15))) < 1e5) ### check updating with permutations data("BostonHousing2", package = "mlbench") m <- Colr(Surv(cmedv, cmedv < 50) ~ chas + crim, data = BostonHousing2) mm <- as.mlt(m) p <- sample(1:NROW(BostonHousing2)) ## model with crim permuted m1 <- update(mm, perm = "crim", permutation = p) ## permute data directly tmp <- BostonHousing2 tmp[, "crim"] <- tmp[p, "crim"] m2 <- Colr(Surv(cmedv, cmedv < 50) ~ chas + crim, data = tmp) stopifnot(all.equal(coef(m1), coef(as.mlt(m2)), tol = 1e-3)) stopifnot(all.equal(logLik(m1), logLik(m2), tol = 1e-6)) ### contraints, by Lucas Kook data("GBSG2", package = "TH.data") # gave an error m <- Survreg(Surv(time, cens) ~ horTh + age, data = GBSG2, constraints = c("age >= 0")) ### mtram with interval censoring, spotted by Sandra Siegfried dir <- system.file("rda", package = "TH.data") load(file.path(dir, "Primary_endpoint_data.rda")) trt <- "randarm5-FU + Oxaliplatin" ### convert "exact" event dates to interval-censoring (+/- one day) tmp <- CAOsurv$iDFS exact <- tmp[,3] == 1 tmp[exact,2] <- tmp[exact,1] + 2 tmp[exact,1] <- pmax(tmp[exact,1] - 2, 0) tmp[exact,3] <- 3 CAOsurv$iDFS2 <- tmp CAO_SR <- Survreg(iDFS2 ~ randarm, data = CAOsurv, support = c(1, 1700), bounds = c(0, Inf)) CAO_SR_mtram <- mtram(CAO_SR, ~ (1 | Block), data = CAOsurv) CAO_Cox <- Coxph(iDFS2 ~ randarm, data = CAOsurv, support = c(1, 1700), bounds = c(0, Inf), log_first = TRUE, order = 1) CAO_Cox_mtram <- mtram(CAO_Cox, ~ (1 | Block), data = CAOsurv) ### wasn't equal stopifnot(isTRUE(all.equal(logLik(CAO_SR_mtram), logLik(CAO_Cox_mtram), tol = 1e-5))) ## produces negative variances in shift-scale model set.seed(100) N <- 100 sc <- -5.5 sh <- 3 FZ <- pnorm FZi <- qnorm h2y <- function(y) log(-FZ(y, lower.tail = FALSE, log.p = TRUE)) x <- rep(x0 <- gl(2, 1), each = N) xx <- (0:1)[x] U <- runif(length(x)) scale <- sqrt(exp(sc * xx)) shift <- sh * xx d <- data.frame(y = h2y( shift + FZi(U) / scale), x = x) m <- BoxCox(y ~ x | x, data = d, scale_shift = TRUE) coef(m) try(diag(vcov(m))) ### constraints in remove intercept were incorrect ### spotted by Balint stopifnot(isTRUE(all.equal( coef(as.mlt(Lm(dist ~ 1, data = cars, remove_intercept = FALSE)))[2:1] * c(-1, 1), coef(as.mlt(Lm(dist ~ 1, data = cars))), check.attributes = FALSE))) stopifnot(isTRUE(all.equal( coef(as.mlt(Survreg(dist ~ 1, data = cars, remove_intercept = FALSE)))[2:1] * c(-1, 1), coef(as.mlt(Survreg(dist ~ 1, data = cars))), check.attributes = FALSE))) ### mmlt with shift-scale had incorrect gradients m1 <- Lm(Sepal.Width ~ Petal.Length | Petal.Width, data = iris) m2 <- Lm(Sepal.Length ~ Petal.Length | Petal.Width, data = iris) m0 <- mmlt(m1, m2, data = iris, formula = ~ 1, domargins = FALSE) cf <- coef(m0) m <- mmlt(m1, m2, data = iris, formula = ~ 1, dofit = FALSE) stopifnot(isTRUE(all.equal(c(m$score(cf)), c(grad(m$ll, cf)), check.attributes = FALSE))) m1 <- Lm(Sepal.Width ~ Petal.Length | Petal.Width, data = iris, scale_shift = TRUE) m2 <- Lm(Sepal.Length ~ Petal.Length | Petal.Width, data = iris, scale_shift = TRUE) m0 <- mmlt(m1, m2, data = iris, formula = ~ 1, domargins = FALSE) cf <- coef(m0) m <- mmlt(m1, m2, data = iris, formula = ~ 1, dofit = FALSE) stopifnot(isTRUE(all.equal(c(m$score(cf)), c(grad(m$ll, cf)), check.attributes = FALSE))) ### tram didn't allow binary factors d <- data.frame(y = gl(2, 50), x = runif(100)) m0 <- tram(y ~ x, data = d, transformation = "discrete", distribution = "Logistic") m1 <- Polr(y ~ x, data = d, method = "logistic") m2 <- glm(y ~ x, data = d, family = binomial()) stopifnot(isTRUE(all.equal(c(logLik(m0)), c(logLik(m1))))) stopifnot(isTRUE(all.equal(c(logLik(m0)), c(logLik(m2)))))