R Under development (unstable) (2024-09-17 r87161 ucrt) -- "Unsuffered Consequences"
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> 
> library("tram")
Loading required package: mlt
Loading required package: basefun
Loading required package: variables
Loading required package: mvtnorm
> library("sandwich")
> library("survival")
> library("numDeriv")
> 
> ### scores for fixed parameters
> cars$int <- 1
> a0 <- Lm(dist ~ speed, data = cars)
> a1 <- Lm(dist ~ speed + int, data = cars, fixed = c("int" = 0))
> 
> s0 <- estfun(a0)
> s1 <- estfun(a1)
> s2 <- estfun(a1, parm = coef(as.mlt(a1), fixed = TRUE))
> 
> stopifnot(all.equal(s0[,"(Intercept)"], -s2[,"int"]))
> stopifnot(all.equal(s1[,"(Intercept)"], -s2[,"int"]))
> stopifnot(all.equal(s2[,"(Intercept)"], -s2[,"int"]))
> 
> ### log_first for count data (by Sandra Siegfried)
> ### use: y + 1; log_first = TRUE, support = c(1, ...), bounds = c(1, ...)
> set.seed(29)
> 
> Nsim <- 100
> n <- 4000
> b1 <- -4.5
> b0 <- 5
> theta <- 2
> 
> h <- qlogis(ppois(0:100, lambda = 5))
> 
> x <- runif(n, min = 0, max = 1) 
> log.mu <- b0 + b1 * x
> 
> h.m <- matrix(h, nrow = length(h), ncol = length(x)) 
> p <- (plogis(t(h.m) - b1 * x) - runif(n))^2
> y <- max.col(-p) - 1
> 
> d <- data.frame(x = x, y = as.integer(y))
> d$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$y))),
+                   bounds = c(1L, Inf),
+                   log_first = TRUE,
+                   order = 10))
Error in mlt(model = structure(list(model = structure(list(bresponse = structure(function (data,  : 
  check(responsevar, data) is not TRUE
> 
> try(m2b <- Colr(y ~ x, data = d,
+                   support = c(1L, as.numeric(max(d$y))),
+                   bounds = c(0L, Inf),
+                   log_first = TRUE,
+                   order = 10))
Error in mlt(model = structure(list(model = structure(list(bresponse = structure(function (data,  : 
  check(responsevar, data) is not TRUE
> 
> 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$judge == 9)
[1] 65 66 67 68 69 70 71 72
> wine$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$iDFS2 <- tmp
> CAO_SR <- Survreg(iDFS2 ~ randarm, data = CAOsurv, support = c(1, 1700), bounds = c(0, Inf))
> CAO_SR_mtram <- mtram(CAO_SR, ~ (1 | Block), data = CAOsurv)
> CAO_Cox <- Coxph(iDFS2 ~ randarm, data = CAOsurv, support = c(1, 1700), bounds = c(0, Inf), log_first = TRUE, order = 1)
> CAO_Cox_mtram <- mtram(CAO_Cox, ~ (1 | Block), data = CAOsurv)
> ### wasn't equal
> stopifnot(isTRUE(all.equal(logLik(CAO_SR_mtram), logLik(CAO_Cox_mtram), tol = 1e-5)))
> 
> ## produces negative variances in shift-scale model
> set.seed(100)
> N <- 100
> sc <- -5.5
> sh <- 3
>  
> FZ <- pnorm
> FZi <- qnorm
> h2y <- function(y) log(-FZ(y, lower.tail = FALSE, log.p = TRUE))
>  
> x <- rep(x0 <- gl(2, 1), each = N)
> xx <- (0:1)[x]
>  
> U <- runif(length(x))
> scale <- sqrt(exp(sc * xx))
> shift <- sh * xx
> d <- data.frame(y = h2y( shift + FZi(U) / scale),
+                 x = x)
> m <- BoxCox(y ~ x | x, data = d, scale_shift = TRUE)
> coef(m)
       x2    scl_x2 
-4.562880 -5.168216 
> try(diag(vcov(m)))
Error in vcov.mlt(as.mlt(object)) : Hessian is not invertible
> 
> ### constraints in remove intercept were incorrect
> ### spotted by Balint
> stopifnot(isTRUE(all.equal(
+   coef(as.mlt(Lm(dist ~ 1, data = cars, remove_intercept = FALSE)))[2:1] * c(-1, 1),
+   coef(as.mlt(Lm(dist ~ 1, data = cars))), check.attributes = FALSE)))
> stopifnot(isTRUE(all.equal(
+   coef(as.mlt(Survreg(dist ~ 1, data = cars, remove_intercept = FALSE)))[2:1] * c(-1, 1),
+   coef(as.mlt(Survreg(dist ~ 1, data = cars))), check.attributes = FALSE)))
> 
> ### Mmlt with shift-scale had incorrect gradients
> m1 <- Lm(Sepal.Width ~ Petal.Length | Petal.Width, data = iris)
> m2 <- Lm(Sepal.Length ~ Petal.Length | Petal.Width, data = iris)
> m0 <- Mmlt(m1, m2, data = iris, formula = ~ 1, domargins = FALSE)
> cf <- coef(m0)
> m <- Mmlt(m1, m2, data = iris, formula = ~ 1, dofit = FALSE)
> stopifnot(isTRUE(all.equal(c(m$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)))))
> 
> proc.time()
   user  system elapsed 
  23.95    1.95   25.89