修改glm函数以采用R中的用户指定链接函数
在R中的修改glm函数以采用R中的用户指定链接函数,r,glm,R,Glm,在R中的glm中,Gamma系列的默认链接函数是inverse、identity和log。现在,对于我的特定问题,我需要使用gamma回归和响应Y以及一个修改的链接函数,其形式为log(E(Y)-1))。因此,我认为在R.修改一些 GLM< /代码>相关函数有几个可能相关的函数,我正在为有经验的人寻求帮助。 例如,函数Gamma定义为 function (link = "inverse") { linktemp <- substitute(link) if (!is.charac
glm
中,Gamma
系列的默认链接函数是inverse
、identity
和log
。现在,对于我的特定问题,我需要使用gamma回归和响应Y
以及一个修改的链接函数,其形式为log(E(Y)-1))
。因此,我认为在R.修改一些<代码> GLM< /代码>相关函数有几个可能相关的函数,我正在为有经验的人寻求帮助。
例如,函数Gamma
定义为
function (link = "inverse")
{
linktemp <- substitute(link)
if (!is.character(linktemp))
linktemp <- deparse(linktemp)
okLinks <- c("inverse", "log", "identity")
if (linktemp %in% okLinks)
stats <- make.link(linktemp)
else if (is.character(link))
stats <- make.link(link)
else {
if (inherits(link, "link-glm")) {
stats <- link
if (!is.null(stats$name))
linktemp <- stats$name
}
else {
stop(gettextf("link \"%s\" not available for gamma family; available links are %s",
linktemp, paste(sQuote(okLinks), collapse = ", ")),
domain = NA)
}
}
variance <- function(mu) mu^2
validmu <- function(mu) all(mu > 0)
dev.resids <- function(y, mu, wt) -2 * wt * (log(ifelse(y ==
0, 1, y/mu)) - (y - mu)/mu)
aic <- function(y, n, mu, wt, dev) {
n <- sum(wt)
disp <- dev/n
-2 * sum(dgamma(y, 1/disp, scale = mu * disp, log = TRUE) *
wt) + 2
}
initialize <- expression({
if (any(y <= 0)) stop("non-positive values not allowed for the 'gamma' family")
n <- rep.int(1, nobs)
mustart <- y
})
simfun <- function(object, nsim) {
wts <- object$prior.weights
if (any(wts != 1))
message("using weights as shape parameters")
ftd <- fitted(object)
shape <- MASS::gamma.shape(object)$alpha * wts
rgamma(nsim * length(ftd), shape = shape, rate = shape/ftd)
}
structure(list(family = "Gamma", link = linktemp, linkfun = stats$linkfun,
linkinv = stats$linkinv, variance = variance, dev.resids = dev.resids,
aic = aic, mu.eta = stats$mu.eta, initialize = initialize,
validmu = validmu, valideta = stats$valideta, simulate = simfun),
class = "family")
}
function (link)
{
switch(link, logit = {
linkfun <- function(mu) .Call(C_logit_link, mu)
linkinv <- function(eta) .Call(C_logit_linkinv, eta)
mu.eta <- function(eta) .Call(C_logit_mu_eta, eta)
valideta <- function(eta) TRUE
},
...
}, log = {
linkfun <- function(mu) log(mu)
linkinv <- function(eta) pmax(exp(eta), .Machine$double.eps)
mu.eta <- function(eta) pmax(exp(eta), .Machine$double.eps)
valideta <- function(eta) TRUE
},
...
structure(list(linkfun = linkfun, linkinv = linkinv, mu.eta = mu.eta,
valideta = valideta, name = link), class = "link-glm")
}
function (link = "inverse")
{
linktemp <- substitute(link)
if (!is.character(linktemp))
linktemp <- deparse(linktemp)
okLinks <- c("inverse", "log", "identity")
if (linktemp %in% okLinks)
stats <- make.link(linktemp)
else if (is.character(link))
stats <- make.link(link)
else {
if (inherits(link, "link-glm")) {
stats <- link
if (!is.null(stats$name))
linktemp <- stats$name
}
else {
stop(gettextf("link \"%s\" not available for gamma family; available links are %s",
linktemp, paste(sQuote(okLinks), collapse = ", ")),
domain = NA)
}
}
variance <- function(mu) mu^2
validmu <- function(mu) all(mu > 0)
dev.resids <- function(y, mu, wt) -2 * wt * (log(ifelse(y ==
0, 1, y/mu)) - (y - mu)/mu)
aic <- function(y, n, mu, wt, dev) {
n <- sum(wt)
disp <- dev/n
-2 * sum(dgamma(y, 1/disp, scale = mu * disp, log = TRUE) *
wt) + 2
}
initialize <- expression({
if (any(y <= 0)) stop("non-positive values not allowed for the 'gamma' family")
n <- rep.int(1, nobs)
mustart <- y
})
simfun <- function(object, nsim) {
wts <- object$prior.weights
if (any(wts != 1))
message("using weights as shape parameters")
ftd <- fitted(object)
shape <- MASS::gamma.shape(object)$alpha * wts
rgamma(nsim * length(ftd), shape = shape, rate = shape/ftd)
}
structure(list(family = "Gamma", link = linktemp, linkfun = stats$linkfun,
linkinv = stats$linkinv, variance = variance, dev.resids = dev.resids,
aic = aic, mu.eta = stats$mu.eta, initialize = initialize,
validmu = validmu, valideta = stats$valideta, simulate = simfun),
class = "family")
}
我的问题是:如果我们想永久地将这个链接函数vlog
添加到glm
,这样在每个R会话中,我们可以直接使用glm(y~x,family=Gamma(link=“log(exp(y)-1)”
,我们是否应该使用fix(make.link)
然后将vlog
的定义添加到其主体中?或者fix()
只能在当前R会话中执行此操作?再次感谢
还有一件事:我意识到可能需要修改另一个函数。它是Gamma
,定义为
function (link = "inverse")
{
linktemp <- substitute(link)
if (!is.character(linktemp))
linktemp <- deparse(linktemp)
okLinks <- c("inverse", "log", "identity")
if (linktemp %in% okLinks)
stats <- make.link(linktemp)
else if (is.character(link))
stats <- make.link(link)
else {
if (inherits(link, "link-glm")) {
stats <- link
if (!is.null(stats$name))
linktemp <- stats$name
}
else {
stop(gettextf("link \"%s\" not available for gamma family; available links are %s",
linktemp, paste(sQuote(okLinks), collapse = ", ")),
domain = NA)
}
}
variance <- function(mu) mu^2
validmu <- function(mu) all(mu > 0)
dev.resids <- function(y, mu, wt) -2 * wt * (log(ifelse(y ==
0, 1, y/mu)) - (y - mu)/mu)
aic <- function(y, n, mu, wt, dev) {
n <- sum(wt)
disp <- dev/n
-2 * sum(dgamma(y, 1/disp, scale = mu * disp, log = TRUE) *
wt) + 2
}
initialize <- expression({
if (any(y <= 0)) stop("non-positive values not allowed for the 'gamma' family")
n <- rep.int(1, nobs)
mustart <- y
})
simfun <- function(object, nsim) {
wts <- object$prior.weights
if (any(wts != 1))
message("using weights as shape parameters")
ftd <- fitted(object)
shape <- MASS::gamma.shape(object)$alpha * wts
rgamma(nsim * length(ftd), shape = shape, rate = shape/ftd)
}
structure(list(family = "Gamma", link = linktemp, linkfun = stats$linkfun,
linkinv = stats$linkinv, variance = variance, dev.resids = dev.resids,
aic = aic, mu.eta = stats$mu.eta, initialize = initialize,
validmu = validmu, valideta = stats$valideta, simulate = simfun),
class = "family")
}
function (link)
{
switch(link, logit = {
linkfun <- function(mu) .Call(C_logit_link, mu)
linkinv <- function(eta) .Call(C_logit_linkinv, eta)
mu.eta <- function(eta) .Call(C_logit_mu_eta, eta)
valideta <- function(eta) TRUE
},
...
}, log = {
linkfun <- function(mu) log(mu)
linkinv <- function(eta) pmax(exp(eta), .Machine$double.eps)
mu.eta <- function(eta) pmax(exp(eta), .Machine$double.eps)
valideta <- function(eta) TRUE
},
...
structure(list(linkfun = linkfun, linkinv = linkinv, mu.eta = mu.eta,
valideta = valideta, name = link), class = "link-glm")
}
function (link = "inverse")
{
linktemp <- substitute(link)
if (!is.character(linktemp))
linktemp <- deparse(linktemp)
okLinks <- c("inverse", "log", "identity")
if (linktemp %in% okLinks)
stats <- make.link(linktemp)
else if (is.character(link))
stats <- make.link(link)
else {
if (inherits(link, "link-glm")) {
stats <- link
if (!is.null(stats$name))
linktemp <- stats$name
}
else {
stop(gettextf("link \"%s\" not available for gamma family; available links are %s",
linktemp, paste(sQuote(okLinks), collapse = ", ")),
domain = NA)
}
}
variance <- function(mu) mu^2
validmu <- function(mu) all(mu > 0)
dev.resids <- function(y, mu, wt) -2 * wt * (log(ifelse(y ==
0, 1, y/mu)) - (y - mu)/mu)
aic <- function(y, n, mu, wt, dev) {
n <- sum(wt)
disp <- dev/n
-2 * sum(dgamma(y, 1/disp, scale = mu * disp, log = TRUE) *
wt) + 2
}
initialize <- expression({
if (any(y <= 0)) stop("non-positive values not allowed for the 'gamma' family")
n <- rep.int(1, nobs)
mustart <- y
})
simfun <- function(object, nsim) {
wts <- object$prior.weights
if (any(wts != 1))
message("using weights as shape parameters")
ftd <- fitted(object)
shape <- MASS::gamma.shape(object)$alpha * wts
rgamma(nsim * length(ftd), shape = shape, rate = shape/ftd)
}
structure(list(family = "Gamma", link = linktemp, linkfun = stats$linkfun,
linkinv = stats$linkinv, variance = variance, dev.resids = dev.resids,
aic = aic, mu.eta = stats$mu.eta, initialize = initialize,
validmu = validmu, valideta = stats$valideta, simulate = simfun),
class = "family")
}
函数(link=“inverse”)
{
linktemp我基本上遵循了?family
中示例的形式,它显示了用户指定的链接形式qlogis(mu^(1/days))
我们需要一个形式为eta=log(exp(y)-1)
(因此反向链接是y=log(exp(eta)+1)
,并且mu.eta=dy/d(eta)=1/(1+exp(-eta))
vlog尝试gnlm::gnlr()
。使用Ben Bolker示例中的x
,y
,sh
:
library(gnlm)
# custom link / inverse
custom_inv <- function(eta) log(exp(eta)+1)
library(gnlm)
gnlr(y=y,
distribution = "gamma",
mu = ~ custom_inv(beta0 + beta1*x),
pmu = list(beta0=0, beta1=0),
pshape=sh
)
# Location parameters:
# estimate se
# beta0 1.956 0.1334
# beta1 3.083 0.2919
#
# Shape parameters:
# estimate se
# p[1] 0.625 0.04133
库(gnlm)
#自定义链接/反向
custom_inv非常感谢您的评论!我还有一个问题并更新了我的原始帖子。希望您也能帮助我解决这个问题;-)如果其他人还在寻找这个问题,我已经创建了一个小要点,根据Ben Bolker的答案进行约束逻辑回归。我不确定起始值,但也许它可以帮助某人:你能帮帮忙吗?我不理解所有这些额外的复杂性。我在下面的示例中展示了替代链接模型的位置通过glm(…,family=Gamma(link=vlog())
安装,只要定义了vlog
。您可以将vlog
放入.R
文件和源()
在每个会话中使用它,或者创建一个定义函数的小程序包。如果您愿意,也可以将它放在您的R配置文件中,但它可能对您要使用它的每个R脚本中的源代码(“vlog.R”)
更加透明。我认为Gamma()
不需要修改(再次,请参见我的答案).我想如果你坚持按名称调用link函数,你就必须进行上面描述的所有额外的黑客操作,但我看不出family=Gamma(link=vlog())有什么问题
…@BenBolker:是的,我尝试了你的代码,它们工作得很好!也许我的额外问题更一般,关于修复使用R函数永久包含用户定义的选项。我将在我的软件包中包含vlog
函数。再次感谢你的帮助;-)我想说的是,您应该从R源代码中复制该函数(这样您就可以得到任何相关的注释),并将其合并到您加载的包中,这将屏蔽基本版本。这是一个完全不同的任务,您可能应该将其作为一个单独的问题提出。@BenBolker:是的--我将作为一个单独的问题发布;-)
set.seed(101)
n <- 1000
x <- runif(n)
sh <- 2
y <- rgamma(n,scale=vv$linkinv(2+3*x)/sh,shape=sh)
glm(y~x,family=Gamma(link=vv))
##
## Call: glm(formula = y ~ x, family = Gamma(link = vv))
##
## Coefficients:
## (Intercept) x
## 1.956 3.083
##
## Degrees of Freedom: 999 Total (i.e. Null); 998 Residual
## Null Deviance: 642.2
## Residual Deviance: 581.8 AIC: 4268
##
library(gnlm)
# custom link / inverse
custom_inv <- function(eta) log(exp(eta)+1)
library(gnlm)
gnlr(y=y,
distribution = "gamma",
mu = ~ custom_inv(beta0 + beta1*x),
pmu = list(beta0=0, beta1=0),
pshape=sh
)
# Location parameters:
# estimate se
# beta0 1.956 0.1334
# beta1 3.083 0.2919
#
# Shape parameters:
# estimate se
# p[1] 0.625 0.04133