In glm
在 R 中,默认链接函数为Gamma
家人是inverse
,identity
and log
。现在对于我的特定问题,我需要使用伽玛回归和响应Y
以及修改后的链接函数,其形式为log(E(Y)-1))
。于是我考虑修改一些glm
R 中的相关函数。有几个可能相关的函数,我正在为以前有过这方面经验的人寻求帮助。
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")
}
另外,为了使用命令glm(y ~ log(mu), family = Gamma(link = MyLink))
,我是否还需要修改glm.fit
功能?谢谢你!
更新和新问题
根据@Ben Bolker的评论,我们需要编写一个新的链接函数,名为vlog
(以真实姓名"log(exp(y)-1)"
)。我发现make.link
函数可能负责这种修改。它被定义为
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")
}
我的问题是: 如果我们愿意的话永久添加此链接功能vlog
to glm
,这样在每个 R 会话中,我们可以使用glm(y~x,family=Gamma(link="log(exp(y)-1)"))
直接,我们应该使用fix(make.link)
然后添加定义vlog
到它的身体?或者fix()
只能在当前的 R 会话中执行此操作吗?再次感谢!
还有一件事:我意识到也许另一个功能需要修改。这是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")
}
我认为我们还需要修改
okLinks <- c("inverse", "log", "identity")
to
okLinks <- c("inverse", "log", "identity", "log(exp(y)-1)")
?