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a |
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b/diagDA.R |
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> diagDA |
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function (ls, cll, ts, pool = TRUE) |
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{ |
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ls <- data.matrix(ls) |
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n <- nrow(ls) |
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p <- ncol(ls) |
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cl0 <- as.integer(min(cll, na.rm = TRUE) - 1) |
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cll <- as.integer(cll) - cl0 |
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inaC <- is.na(cll) |
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clL <- cll[!inaC] |
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K <- max(clL) |
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if (K != length(unique(clL))) |
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stop(sQuote("cll"), " did not contain *consecutive* integers") |
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nk <- integer(K) |
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m <- v <- matrix(0, p, K) |
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colVars <- function(x, means = colMeans(x, na.rm = na.rm), |
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na.rm = FALSE) { |
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x <- sweep(x, 2, means) |
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colSums(x * x, na.rm = na.rm)/(nrow(x) - 1) |
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} |
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sum.na <- function(x) sum(x, na.rm = TRUE) |
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for (k in 1:K) { |
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which <- (cll == k) |
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nk[k] <- sum.na(which) |
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lsk <- ls[which, , drop = FALSE] |
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m[, k] <- colMeans(lsk, na.rm = TRUE) |
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if (nk[k] > 1) |
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v[, k] <- colVars(lsk, na.rm = TRUE, means = m[, |
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k]) |
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} |
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ts <- data.matrix(ts) |
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if (p != ncol(ts)) |
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stop("test set matrix must have same columns as learning one") |
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ts <- na.exclude(ts) |
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nt <- nrow(ts) |
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disc <- matrix(0, nt, K) |
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if (pool) { |
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vp <- rowSums(rep(nk - 1, each = p) * v)/(n - K) |
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if (any(i0 <- vp == 0)) |
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vp[i0] <- 1e-07 * min(vp[!i0]) |
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ivp <- rep(1/vp, each = nt) |
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for (k in 1:K) { |
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y <- ts - rep(m[, k], each = nt) |
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disc[, k] <- rowSums(y * y * ivp) |
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} |
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} |
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else { |
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if (FALSE) { |
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for (k in 1:K) { |
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ts <- ts - rep(m[, k], each = nt) |
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disc[, k] <- rowSums((ts * ts)/rep(v[, k], each = nt)) + |
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sum(log(v[, k])) |
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} |
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} |
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else { |
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for (k in 1:K) { |
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disc[, k] <- apply(ts, 1, function(z) sum((z - |
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m[, k])^2/v[, k])) + sum.na(log(v[, k])) |
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} |
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} |
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} |
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pred <- cl0 + apply(disc, 1, which.min) |
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if (inherits(attr(ts, "na.action"), "exclude")) |
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pred <- napredict(omit = attr(ts, "na.action"), pred) |
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pred |
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} |
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<environment: namespace:sfsmisc> |