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Completed the basic functionality of the iprobit package.
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Haziq Jamil
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Dec 9, 2017
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,141 @@ | ||
| ################################################################################ | ||
| # | ||
| # iprobit: Binary and Multinomial Probit Regression with I-priors | ||
| # Copyright (C) 2017 Haziq Jamil | ||
| # | ||
| # This program is free software: you can redistribute it and/or modify | ||
| # it under the terms of the GNU General Public License as published by | ||
| # the Free Software Foundation, either version 3 of the License, or | ||
| # (at your option) any later version. | ||
| # | ||
| # This program is distributed in the hope that it will be useful, | ||
| # but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
| # GNU General Public License for more details. | ||
| # | ||
| # You should have received a copy of the GNU General Public License | ||
| # along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
| # | ||
| ################################################################################ | ||
|
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| #' Accessor functions for \code{ipriorMod} objects. | ||
| #' | ||
| #' @param object An \code{ipriorMod} object. | ||
| #' | ||
| #' @name Accessors | ||
| NULL | ||
|
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| #' @describeIn Accessors Obtain all of the hyperparameters. | ||
| #' @export | ||
| get_hyperparam <- function(object) { | ||
| check_and_get_iprobitMod(object) | ||
| object$param.full | ||
| } | ||
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| #' @describeIn Accessors Obtain the intercept. | ||
| #' @export | ||
| get_intercept <- function(object, by.class = FALSE) { | ||
| res <- get_hyperparam(object) | ||
| res <- res[grep("Intercept", rownames(res)), , drop = FALSE] | ||
| if (!isTRUE(by.class)) { | ||
| res <- c(res) | ||
| if (is.common.intercept(object)) { | ||
| res <- res[1] | ||
| names(res) <- "Intercept" | ||
| } else { | ||
| names(res) <- get_names(object, "intercept") | ||
| } | ||
| } | ||
| res | ||
| } | ||
|
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| get_alpha <- get_intercept | ||
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| get_lambda <- function(object, by.class = FALSE) { | ||
| res <- get_hyperparam(object) | ||
| res <- res[grep("lambda", rownames(res)), , drop = FALSE] | ||
| if (!isTRUE(by.class)) { | ||
| res <- c(res) | ||
| if (is.common.intercept(object)) { | ||
| res <- res[1] | ||
| names(res) <- get_names(object, "lambda", FALSE) | ||
| } else { | ||
| names(res) <- get_names(object, "lambda", TRUE) | ||
| } | ||
| } | ||
| res | ||
| } | ||
|
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| get_sd <- function(object) { | ||
| setNames(object$param.summ$S.D., rownames(object$param.summ)) | ||
| } | ||
|
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| get_sd_alpha <- function(object) { | ||
| res <- get_sd(object) | ||
| res[grep("Intercept", names(res))] | ||
| } | ||
|
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| get_sd_lambda <- function(object) { | ||
| res <- get_sd(object) | ||
| res[grep("lambda", names(res))] | ||
| } | ||
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| #' @export | ||
| get_error_rate <- function(x) x$fitted.values$train.error | ||
|
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| #' @export | ||
| get_error_rates <- function(x) { | ||
| res <- x$error | ||
| names(res) <- seq_along(res) | ||
| res | ||
| } | ||
|
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| #' @export | ||
| get_brier_score <- function(x) x$fitted.values$brier.score | ||
|
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| #' @export | ||
| get_brier_scores <- function(x) { | ||
| res <- x$brier | ||
| names(res) <- seq_along(res) | ||
| res | ||
| } | ||
|
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| get_m <- function(object) { | ||
| if (is.iprobitMod(object)) object <- object$ipriorKernel | ||
| length(object$y.levels) | ||
| } | ||
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| #' Extract the variational lower bound | ||
| #' | ||
| #' @param object An object of class \code{ipriorProbit}. | ||
| #' @param ... This is not used here. | ||
| #' | ||
| #' @return The variational lower bound. | ||
| #' @export | ||
| logLik.iprobitMod <- function(object, ...) { | ||
| lb <- object$lower.bound[!is.na(object$lower.bound)] | ||
| lb <- lb[length(lb)] | ||
| class(lb) <- "iprobitLowerBound" | ||
| lb | ||
| } | ||
|
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| #' @export | ||
| get_lbs <- function(x) x$lower.bound | ||
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| #' @export | ||
| print.iprobitLowerBound <- function(x, ...) { | ||
| cat("Lower bound =", x) | ||
| } | ||
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| get_theta <- function(object) object$theta | ||
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| get_w <- function(object) object$w | ||
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| get_y <- function(object) { | ||
| res <- factor(object$ipriorKernel$y) | ||
| levels(res) <- object$ipriorKernel$y.levels | ||
| res | ||
| } |
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Issue #3