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gamm4.r
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695 lines (551 loc) · 27 KB
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## Version of gamm using lme4 as fit engine. (c) Simon N. Wood 2009-20
## Reparameterization trick as Wood (2004,2006).
## fooling lmer using Fabian Scheipl's trick (now adapted for lme4 >1.0).
gamm4.setup<-function(formula,pterms,
data=stop("No data supplied to gamm.setup"),knots=NULL)
## set up the model matrix, penalty matrices and auxilliary information about the smoothing bases
## needed for a gamm4 fit.
## There is an implicit assumption that any rank deficient penalty does not penalize
## the constant term in a basis.
## 1. Calls gam.setup, as for a gam to produce object G suitable for estimating a gam.
## 2. Works through smooth list, G$smooth, modifying so that...
## i) Smooths are reparameterized to have a sequence of (portion of) identity matrix
## penalties.
## ii) 'random' list is accumulated containing random effect model matrices for terms.
## iii) Sparse version of full model matrix in original parameterization is also accumulated
## iv) Various indices are created for moving between the parameterizations.
{
## first simply call `gam.setup'....
G <- mgcv:::gam.setup(formula,pterms,
data=data,knots=knots,sp=NULL,
min.sp=NULL,H=NULL,absorb.cons=TRUE,sparse.cons=0,gamm.call=TRUE)
if (!is.null(G$L)) stop("gamm can not handle linked smoothing parameters (probably from use of `id' or adaptive smooths)")
# now perform re-parameterization...
first.f.para <- G$nsdf+1
random <- list()
if (G$nsdf>0) ind <- 1:G$nsdf else ind <- rep(0,0)
X <- G$X[,ind,drop=FALSE] # accumulate fixed effects into here
xlab <- rep("",0)
G$Xf <- as(X,"dgCMatrix") ## sparse version of full matrix, treating smooths as fixed
first.para <- G$nsdf+1
used.names <- names(data) ## keep track of all variable names already used
if (G$m) for (i in 1:G$m) { ## work through the smooths
sm <- G$smooth[[i]]
sm$X <- G$X[,sm$first.para:sm$last.para,drop=FALSE]
rasm <- mgcv::smooth2random(sm,used.names,type=2) ## convert smooth to random effect and fixed effects
used.names <- c(used.names,names(rasm$rand))
sm$fixed <- rasm$fixed
## deal with creation of sparse full model matrix
if (!is.null(sm$fac)) {
flev <- levels(sm$fac) ## grouping factor for smooth
n.lev <- length(flev)
for (k in 1:n.lev) {
G$Xf <- cbind2(G$Xf,as(sm$X*as.numeric(sm$fac==flev[k]),"dgCMatrix"))
}
} else {
n.lev <- 1
G$Xf <- cbind2(G$Xf,as(sm$X,"dgCMatrix"))
}
## now append random effects to main list
n.para <- 0 ## count random coefficients
#rinc <- rind <- rep(0,0)
if (!sm$fixed) {
for (k in 1:length(rasm$rand)) n.para <- n.para + ncol(rasm$rand[[k]])
sm$lmer.name <- names(rasm$rand)
random <- c(random,rasm$rand)
sm$trans.D <- rasm$trans.D
sm$trans.U <- rasm$trans.U ## matrix mapping fit coefs back to original
}
## ensure stored first and last para relate to G$Xf in expanded version
sm$last.para <- first.para + ncol(rasm$Xf) + n.para - 1
sm$first.para <- first.para
first.para <- sm$last.para + 1
if (ncol(rasm$Xf)) {
Xfnames <- rep("",ncol(rasm$Xf))
k <- length(xlab)+1
for (j in 1:ncol(rasm$Xf)) {
xlab[k] <- Xfnames[j] <-
new.name(paste(sm$label,"Fx",j,sep=""),xlab)
k <- k + 1
}
colnames(rasm$Xf) <- Xfnames
}
X <- cbind(X,rasm$Xf) # add fixed model matrix to overall fixed X
sm$first.f.para <- first.f.para
first.f.para <- first.f.para + ncol(rasm$Xf)
sm$last.f.para <- first.f.para - 1 ## note less than sm$first.f.para => no fixed
## store indices of random parameters in smooth specific array
sm$rind <- rasm$rind
sm$rinc <- rasm$rinc
sm$pen.ind <- rasm$pen.ind ## pen.ind==i TRUE for coef penalized by ith penalty
sm$n.para <- n.para
sm$X <- NULL ## delete model matrix
G$smooth[[i]] <- sm ## replace smooth object with extended version
}
G$random <- random ## named list of random effect matrices
G$X <- X ## fixed effects model matrix
G
} ## end of gamm4.setup
getVb <- function(v,Zt,root.phi,scale,Xf,Xfp,Sp,B,python_cholmod=FALSE,woodbury=FALSE) {
## Computes cov matrix of fixed and spline terms, marginalizing over random effects.
## Inputs:
## crossprod(root.phi) is the RE cov matrix, Zt is transpose of RE model matrix.
## v is diagonal of data sampling variance. scale is scale param. Xf and Xfp the
## non-RE model matrices in original and fit parameterization respectively.
## Sp is diag sqrt penalty matrix (fit para.), B is the repara transform. woodbury controls
## version - direct or Woodbury identity. Latter efficient for nrow(Z)>>ncol(Z).
## Outputs:
## Vb is required cov matrix, XVX is Xf'(diag(v) + crossprod(root.phi%*%Zt))^{-1} Xf
## and R its Cholesky factor. Note that R can differ depending on woodbury as a
## result of different pivot sequence - crossproduct(R) is same.
## Basic idea is that cov matrix in fit para is ...
## Vbp = (Xfp'(diag(v) + crossprod(root.phi%*%Zt)*scale)^{-1} Xfp + Sp^2/scale)^{-1}
## and Vb = B Vbp B' in orginal para.
if (python_cholmod) {
reticulate::py_require(packages="scikit-sparse~=0.5.0")
cholmod <- reticulate::import("sksparse.cholmod", convert=FALSE)
scipy_sparse <- reticulate::import("scipy.sparse", convert=FALSE)
}
# Ensure sparse matrices
Xf <- as(Xf,"dgCMatrix")
Xfp <- as(Xfp,"dgCMatrix")
# drop 0 variance components before proceeding
if (nrow(Zt)) {
phi <- crossprod(root.phi)
ind <- which(diag(phi)<.Machine$double.eps^.9*norm(phi))
if (length(ind)) { ## drop zero variance terms
phi <- phi[-ind,-ind]
root.phi <- root.phi[,-ind]
Zt <- Zt[-ind,] ## better to be using Z?
}
if (woodbury && nrow(Zt)) {
if (python_cholmod) {
phi_py = reticulate::r_to_py(phi)$copy()
cho_phi_py <- try(cholmod$cho_factor(phi_py, supernodal_mode="auto", lower=TRUE), silent = TRUE)
if (inherits(cho_phi_py, "try-error")) {
woodbury <- FALSE
} else {
perm <- as.integer(reticulate::py_to_r(cho_phi_py$get_perm()) + 1)
inv_perm <- perm
inv_perm[perm] <- 1:length(perm)
phi.rphi <- reticulate::py_to_r(scipy_sparse$csc_matrix(cho_phi_py$R))[,inv_perm]
}
} else {
phi.inv <- try(chol2inv(chol(phi)), silent = TRUE)
if (inherits(phi.inv,"try-error")) woodbury <- FALSE
}
}
}
if (woodbury) {
## Woodbury formula version of XVX computations
## if V=diag(v) and s scale and phi = crossprod(root.phi) then...
## (V+ZphiZ's)^-1 = V^{-1} - V^{-1}Z(phi^{-1}/s+Z'V^{-1}Z)^{-1} Z'V^{-1}
vi <- 1/v
if (nrow(Zt)>0) {
if (python_cholmod) {
Ztilde_t <- phi.rphi %*% Zt
V <- Diagonal(n = nrow(Ztilde_t))/scale+Ztilde_t%*%Diagonal(n=length(vi),x=vi)%*%t(Ztilde_t)
V_py <- reticulate::r_to_py(V)$copy()
R <- cholmod$cho_factor(V_py,supernodal_mode="auto", lower=TRUE)
# Prepare permuation and inverse permutation arrays
perm <- as.integer(reticulate::py_to_r(R$get_perm()) + 1)
inv_perm <- perm
inv_perm[perm] <- 1:length(perm)
#XVX
Z1 <- (Ztilde_t%*%(Xf*vi))[perm,]
Z1_py = reticulate::r_to_py(Z1)$copy()
X1 <- R$solve(Z1_py, system="L")
XVX <- t(Xf)%*%(vi*Xf-vi*t(Ztilde_t)%*%(reticulate::py_to_r(scipy_sparse$csc_matrix(R$solve(X1, system="Lt")))[inv_perm,]))
# XVXS
ZS1 <- (Ztilde_t%*%(Xfp*vi))[perm,]
ZS1_py <- reticulate::r_to_py(ZS1)$copy()
XS1 <- R$solve(ZS1_py,system="L")
XVXS <- t(Xfp)%*%(vi*Xfp-vi*t(Ztilde_t)%*%(reticulate::py_to_r(scipy_sparse$csc_matrix(R$solve(XS1,system="Lt")))[inv_perm,])) + Sp^2/scale
} else {
V <- phi.inv/scale+Zt%*%Diagonal(n=length(vi),x=vi)%*%t(Zt)
R <- mgcv::mchol(V)
ipiv <- piv <- attr(R,"pivot"); ipiv[piv] <- 1:length(piv)
XVX <- t(Xf)%*%(vi*Xf-vi*t(Zt)%*%solve(R,solve(t(R),(Zt%*%(Xf*vi))[piv,]))[ipiv,])
XVXS <- t(Xfp)%*%(vi*Xfp-vi*t(Zt)%*%solve(R,solve(t(R),(Zt%*%(Xfp*vi))[piv,]))[ipiv,]) + Sp^2/scale
}
} else {
XVX <- t(Xf)%*%(vi*Xf); XVXS <- t(Xfp)%*%(vi*Xfp) + Sp^2/scale
}
} else {
## Direct Xf'(diag(v) + crossprod(root.phi%*%Zt))^{-1} Xf
V <- Diagonal(n=length(v),x=v)
if (nrow(Zt)>0) {
## data or pseudodata cov matrix, treating smooths as fixed now
V <- V + crossprod(root.phi%*%Zt)*scale
}
if (python_cholmod) {
# Python Bridge
V_py = reticulate::r_to_py(V)$copy()
R <- cholmod$cho_factor(V_py, supernodal_mode="auto", lower=TRUE)
XFP_py <- reticulate::r_to_py(Xfp)$copy()
XF_py <- reticulate::r_to_py(Xf)$copy()
# X'V^{-1}X
XVXS <- t(Xfp) %*% reticulate::py_to_r(scipy_sparse$csc_matrix(R$solve(XFP_py, system="A"))) + Sp^2/scale
XVX <- t(Xf) %*% reticulate::py_to_r(scipy_sparse$csc_matrix(R$solve(XF_py, system="A")))
} else {
# Native R
R <- mgcv::mchol(V);piv <- attr(R,"pivot")
WX <- as(solve(t(R),Xfp[piv,]),"matrix") ## V^{-.5}Xp -- fit parameterization
XVX <- as(solve(t(R),Xf[piv,]),"matrix") ## same in original parameterization
# there is no need to undo the permutations because crossproduct below would cancel it
XVX <- crossprod(XVX) ## X'V^{-1}X original parameterization
XVXS <- crossprod(WX)+Sp^2/scale ## X'V^{-1}X + S fit para
}
}
cholmod_fallback <- FALSE
if (python_cholmod) {
XVX_py <- reticulate::r_to_py(XVX)$copy()
R_chol <- try(cholmod$cho_factor(XVX_py, supernodal_mode="auto", lower=TRUE), silent=TRUE)
if (inherits(R_chol,"try-error")) {
cholmod_fallback <- TRUE
} else {
# Prepare permutation and inverse permutation arrays
perm <- as.integer(reticulate::py_to_r(R_chol$get_perm()) + 1)
inv_perm <- perm
inv_perm[perm] <- 1:length(perm)
R <- reticulate::py_to_r(scipy_sparse$csc_matrix(R_chol$R))[,inv_perm]
}
}
if (!python_cholmod || cholmod_fallback) {
R <- try(mgcv::mchol(XVX),silent=TRUE) ## can be semi-def so only dense and pivot works
if (inherits(R,"try-error")||all.equal(attr(R,"rank"),-1)==TRUE) R <- mgcv::mchol(as.matrix(XVX))
R[,attr(R,"pivot")] <- R; attr(R,"pivot") <- NULL # inverse permutation
}
cholmod_fallback <- FALSE
if (python_cholmod) {
XVXS_py <- reticulate::r_to_py(XVXS)$copy()
Rf <- try(cholmod$cho_factor(XVXS_py, supernodal_mode="auto", lower=TRUE), silent=TRUE) ## Rf'Rf = X'V^{-1}X + S in fit para
if (inherits(Rf,"try-error")) {
cholmod_fallback <- TRUE
} else {
# Get inverse decomposition in the permuted space
id_py <- reticulate::r_to_py(diag(ncol(XVXS)))$copy()
Ri <- reticulate::py_to_r(scipy_sparse$csc_matrix(Rf$solve(id_py,system="Lt")))
# Prepare permutation and inverse permutation arrays
perm <- as.integer(reticulate::py_to_r(Rf$get_perm()) + 1)
inv_perm <- perm
inv_perm[perm] <- 1:length(perm)
# Apply inverse permutation to the inverted cholesky factor to project into original space
Ri <- Ri[inv_perm,]
}
}
if (!python_cholmod || cholmod_fallback) {
Rf <- try(mgcv::mchol(XVXS),silent=TRUE) ## Rf'Rf = X'V^{-1}X + S in fit para
if (inherits(Rf,"try-error")||all.equal(attr(Rf,"rank"),-1)==TRUE) Rf <- mgcv::mchol(as.matrix(XVXS))
Ri <- backsolve(Rf,diag(ncol(Rf))); ind <- attr(Rf,"pivot")
ind[ind] <- 1:length(ind)
Ri <- Ri[ind,]
}
Vb <- B%*%Ri; Vb <- Vb%*%t(Vb)
list(Vb=Vb,XVX=XVX,R=R)
} ## getVb
gamm4 <- function(formula,random=NULL,family=gaussian(),data=list(),weights=NULL,
subset=NULL,na.action,knots=NULL,drop.unused.levels=TRUE,REML=TRUE,
control=NULL,start=NULL,verbose=0L,nAGQ=1L,python_cholmod=FALSE,...) {
# Routine to fit a GAMM to some data. Fixed and smooth terms are defined in the formula, but the wiggly
# parts of the smooth terms are treated as random effects. The onesided formula random defines additional
# random terms.
if (isTRUE(python_cholmod) && !requireNamespace("reticulate", quietly = TRUE)) {
stop(
"`python_cholmod = TRUE` requires the `reticulate` package to be installed.",
call. = FALSE
)
}
if (!is.null(random)) {
if (!inherits(random,"formula")) stop("gamm4 requires `random' to be a formula")
random.vars <- all.vars(random)
} else random.vars <- NULL
# create model frame.....
gp <- interpret.gam(formula) # interpret the formula
mf <- match.call(expand.dots=FALSE)
mf$formula <- gp$fake.formula
mf$REML <- mf$verbose <- mf$control <- mf$start <- mf$family <- mf$scale <-
mf$knots <- mf$random <- mf$nAGQ <- mf$python_cholmod <- mf$... <-NULL ## mf$weights?
mf$drop.unused.levels <- drop.unused.levels
mf[[1]] <- as.name("model.frame")
pmf <- mf
gmf <- eval(mf, parent.frame()) # the model frame now contains all the data, for the gam part only
gam.terms <- attr(gmf,"terms") # terms object for `gam' part of fit -- need this for prediction to work properly
if (length(random.vars)) {
mf$formula <- as.formula(paste(paste(deparse(gp$fake.formula,
backtick = TRUE), collapse = ""), "+", paste(random.vars,
collapse = "+")))
mf <- eval(mf, parent.frame())
} else mf <- gmf
rm(gmf)
if (nrow(mf)<2) stop("Not enough (non-NA) data to do anything meaningful")
## summarize the *raw* input variables
## note can't use get_all_vars here -- buggy with matrices
vars <- all.vars(gp$fake.formula[-2]) ## drop response here
inp <- parse(text = paste("list(", paste(vars, collapse = ","),")"))
dl <- eval(inp, data, parent.frame())
names(dl) <- vars ## list of all variables needed
var.summary <- mgcv:::variable.summary(gp$pf,dl,nrow(mf)) ## summarize the input data
## lmer offset handling work around...
mvars <- vars[!vars%in%names(mf)] ## variables not in mf raw -- can cause lmer problem
if (length(mvars)>0) for (i in 1:length(mvars)) mf[[mvars[i]]] <- dl[[mvars[i]]] ## append raw versions to mf
rm(dl) ## save space
pmf$formula <- gp$pf
pmf <- eval(pmf, parent.frame()) # pmf contains all data for non-smooth part
pTerms <- attr(pmf,"terms")
if (is.character(family)) family<-eval(parse(text=family))
if (is.function(family)) family <- family()
if (is.null(family$family)) stop("family not recognized")
if (family$family == "gaussian" && family$link == "identity") linear <- TRUE else linear <- FALSE
# now call gamm4.setup
G <- gamm4.setup(gp,pterms=pTerms,data=mf,knots=knots)
G$var.summary <- var.summary
n.sr <- length(G$random) # number of random smooths (i.e. s(...,fx=FALSE,...) terms)
if (is.null(random)&&n.sr==0)
stop("gamm4 models must have at least 1 smooth with unknown smoothing parameter or at least one other random effect")
offset.name <- attr(mf,"names")[attr(attr(mf,"terms"),"offset")]
yname <- new.name("y",names(mf))
eval(parse(text=paste("mf$",yname,"<-G$y",sep="")))
Xname <- new.name("X",names(mf))
eval(parse(text=paste("mf$",Xname,"<-G$X",sep="")))
lme4.formula <- paste(yname,"~",Xname,"-1")
if (length(offset.name)) {
lme4.formula <- paste(lme4.formula,"+",offset.name)
}
## Basic trick is to call (g)lFormula to set up model, with simple i.i.d. dummy random effects for the
## penalized component of each smooth. This results in columns of Z being produced for these dummy's,
## which can be over-written with the right thing. NOTE: that lambdat could also be modified, I think!!
## Add the random effect dummy variables for the smooth
r.name <- names(G$random)
if (n.sr) for (i in 1:n.sr) { # adding the constructed variables to the model frame avoiding name duplication
mf[[r.name[i]]] <- factor(rep(1:ncol(G$random[[i]]),length=nrow(G$random[[i]])))
lme4.formula <- paste(lme4.formula,"+ (1|",r.name[i],")")
}
if (!is.null(random)) { ## append the regular random effects
lme4.formula <- paste(lme4.formula,"+",
substring(paste(deparse(random,backtick=TRUE),collapse=""),first=2))
}
lme4.formula <- as.formula(lme4.formula)
if (is.null(control)) control <- if (linear) lmerControl() else glmerControl()
## NOTE: further arguments should be passed here...
b <- if (linear) lFormula(lme4.formula,data=mf,weights=G$w,REML=REML,control=control,...) else
glFormula(lme4.formula,data=mf,family=family,weights=G$w,control=control,...)
## loop through random effect smooths and ingest them into Z
if (n.sr) {
tn <- names(b$reTrms$cnms) ## names associated with columns of Z (same order as Gp)
ind <- 1:length(tn)
sn <- names(G$random)
sparse_summary <- as.data.frame(summary(b$reTrms$Zt))
sparse_dims <- dim(b$reTrms$Zt)
for (i in 1:n.sr) {
k <- ind[sn[i]==tn] ## which term (variable) name represents random smooth i
# Step 1: Extract indices and values from the transposed matrix
indices <- which(t(G$random[[i]]) != 0, arr.ind = TRUE)
values <- t(G$random[[i]])[indices]
# Step 2: Create dense summary DataFrame for the smooth submatrix
dense_summary <- data.frame(i = indices[, 1], j = indices[, 2], x = values)
# Step 3: Adjust row indices according to b$reTrms$Gp[k]
dense_summary$i <- dense_summary$i + b$reTrms$Gp[k]
#ii <- (b$reTrms$Gp[k]+1):b$reTrms$Gp[k+1]
#message("Debug: ii ", ii)
#message("Debug: summary ", dense_summary$i)
# Step 4: Remove rows from sparse_summary that have the same i as in dense_summary
filtered_sparse_summary <- sparse_summary[!(sparse_summary$i %in% dense_summary$i), ]
# Step 5: Combine the filtered sparse summary with the dense summary
combined_summary <- rbind(filtered_sparse_summary, dense_summary)
# Step 6: Update sparse_summary
sparse_summary <- combined_summary
# Step 7: Update labels
b$reTrms$cnms[[k]] <- attr(G$random[[i]],"s.label")
}
# Create the new sparse matrix
new_sparse_mat <- sparseMatrix(
i = sparse_summary$i,
j = sparse_summary$j,
x = sparse_summary$x,
dims = c(sparse_dims[1], sparse_dims[2])
)
# Assign row and column names from the original matrix
rownames(new_sparse_mat) <- rownames(b$reTrms$Zt)
colnames(new_sparse_mat) <- colnames(b$reTrms$Zt)
# Replace old Zt with the updated one
b$reTrms$Zt <- new_sparse_mat
}
## now do the actual fitting...
ret <- list()
b$control <- control; b$verbose=verbose; b$start=start
if (linear) {
## Create the deviance function to be optimized:
devfun <- do.call(mkLmerDevfun, b)
## Optimize the deviance function:
opt <- optimizeLmer(devfun,start=start,verbose=verbose,control=control$optCtrl,optimizer=control$optimizer[[1]],
calc.derivs=control$calc.derivs,boundary.tol=control$boundary.tol)
ret$mer <- mkMerMod(environment(devfun), opt, b$reTrms, fr = b$fr)
} else { ## generalized case...
## Create the deviance function for optimizing over theta:
devfun <- do.call(mkGlmerDevfun, b)
## Optimize over theta using a rough approximation (i.e. nAGQ = 0):
opt <- optimizeGlmer(devfun,start=start,verbose=verbose,control=control$optCtrl,optimizer=control$optimizer[[1]],
calc.derivs=control$calc.derivs,boundary.tol=control$boundary.tol,nAGQ=0)
## Update the deviance function for optimizing over theta and beta:
devfun <- updateGlmerDevfun(devfun, b$reTrms)
## Optimize over theta and beta:
opt <- optimizeGlmer(devfun, stage=2,start=start,verbose=verbose,control=control$optCtrl,optimizer=control$optimizer[[1]],
calc.derivs=control$calc.derivs,boundary.tol=control$boundary.tol,nAGQ=nAGQ)
## Package up the results:
ret$mer <- mkMerMod(environment(devfun), opt, b$reTrms, fr = b$fr)
}
rm(b)
### .... fitting finished
## now fake a gam object
object<-list(model=mf,formula=formula,smooth=G$smooth,nsdf=G$nsdf,family=family,
df.null=nrow(G$X),y=getME(ret$mer,"y"),
terms=gam.terms,pterms=G$pterms,xlevels=G$xlevels,
contrasts=G$contrasts,assign=G$assign,na.action=attr(mf,"na.action"),
cmX=G$cmX,var.summary=G$var.summary)
pvars <- all.vars(delete.response(object$terms))
object$pred.formula <- if (length(pvars)>0) reformulate(pvars) else NULL
## to unpack coefficients look at names(ret$lme$flist), ret$lme@Zt, ranef(), fixef()
## let the GAM coefficients in the original parameterization be beta,
## and let them be beta' in the fitting parameterization.
## Then beta = B beta'. B and B^{-1} can be efficiently accumulated
## and are useful for stable computation of the covariance matrix
## etc...
B <- Matrix(0,ncol(G$Xf),ncol(G$Xf))
diag(B) <- 1
Xfp <- G$Xf
## Transform parameters back to the original space....
bf <- as.numeric(lme4::fixef(ret$mer)) ## the fixed effects
br <- lme4::ranef(ret$mer, condVar=FALSE) ## a named list
if (G$nsdf) p <- bf[1:G$nsdf] else p <- array(0,0) ## fixed parametric componet
if (G$m>0) for (i in 1:G$m) {
fx <- G$smooth[[i]]$fixed
first <- G$smooth[[i]]$first.f.para; last <- G$smooth[[i]]$last.f.para
if (first <=last) beta <- bf[first:last] else beta <- array(0,0)
if (fx) b <- beta else { ## not fixed so need to undo transform of random effects etc.
b <- rep(0,0)
for (k in 1:length(G$smooth[[i]]$lmer.name)) ## collect all coefs associated with this smooth
b <- c(b,as.numeric(br[[G$smooth[[i]]$lmer.name[k]]][[1]]))
b <- b[G$smooth[[i]]$rind] ## make sure coefs are in order expected by smooth
b <- c(b,beta)
b <- G$smooth[[i]]$trans.D*b
if (!is.null(G$smooth[[i]]$trans.U)) b <- G$smooth[[i]]$trans.U%*%b ## transform back to original
}
p <- c(p,b)
## now fill in B...
ind <- G$smooth[[i]]$first.para:G$smooth[[i]]$last.para
if (!fx) {
D <- G$smooth[[i]]$trans.D
if (is.null(G$smooth[[i]]$trans.U)) B[ind,ind] <- Diagonal(length(D),D) else
B[ind,ind] <- t(D*t(G$smooth[[i]]$trans.U))
}
## and finally transform G$Xf into fitting parameterization...
Xfp[,ind] <- as.matrix(G$Xf[,ind,drop=FALSE]%*%B[ind,ind,drop=FALSE])
}
object$coefficients <- p
## need to drop smooths from Zt and then
## form Z'phiZ + I \sigma^2
vr <- lme4::VarCorr(ret$mer) ## list of ranef variance components in the same order as Gp
scale <- as.numeric(attr(vr,"sc"))^2 ## get the scale parameter
if (!is.finite(scale) || scale==1) { ## NOTE: better test???
scale <- 1
object$scale.estimated <- FALSE
} else object$scale.estimated <- TRUE
sp <- rep(-1,n.sr)
Zt <- Matrix(0,0,ncol(getME(ret$mer,"Zt")))
if (n.sr==0) sn <- NULL ## names by which smooths are known in mer
rn <- names(vr)
ind <- rep(0,0) ## index the non-smooth random effects among the random effects
for (i in 1:length(vr)) {
if (is.null(sn)||!rn[i]%in%sn) { ## append non smooth r.e.s to Zt
Gp <- getME(ret$mer,"Gp") ## group index ends
ind <- c(ind,(Gp[i]+1):Gp[i+1])
} else if (!is.null(sn)) { ## extract smoothing parameters for smooth r.e.s
k <- (1:n.sr)[rn[i]==sn] ## where in original smooth ordering is current smoothing param
if (as.numeric(vr[[i]]>0)) sp[k] <- scale/as.numeric(vr[[i]]) else
sp[k] <- 1e10
}
}
root.phi <- Matrix(0, 0, 0, sparse = TRUE)
if (length(ind)) { ## extract columns corresponding to non-smooth r.e.s
Zt <- getME(ret$mer,"Zt")[ind,] ## extracting random effects model matrix
root.phi <- getME(ret$mer,"Lambdat")[ind,ind] ## and corresponding sqrt of cov matrix (phi)
}
object$sp <- sp
colx <- ncol(G$Xf)
Sp <- matrix(0,colx,colx) # root diag penalty matrix - fit param
first <- G$nsdf+1
k <- 1
if (G$m>0) for (i in 1:G$m) { # Accumulate the total penalty matrix
if (!object$smooth[[i]]$fixed) {
ii <- object$smooth[[i]]$first.para:object$smooth[[i]]$last.para ## index this smooth's params
for (j in 1:length(object$smooth[[i]]$S)) { ## work through penalty list
ind <- ii[object$smooth[[i]]$pen.ind == j] ## index of currently penalized
diag(Sp)[ind] <- sqrt(object$sp[k]) ## diagonal penalty
k <- k+1
} }
first <- last + 1
} ## total penalty (fit param) accumulation
object$prior.weights <- G$w
object$weights <- if (linear) object$prior.weights else ret$mer@resp$sqrtWrkWt()^2
v <- scale/object$weights
a <- getVb(v,Zt,root.phi,scale,G$Xf,Xfp,Sp,B,python_cholmod,ncol(Zt)>nrow(Zt))
Vb <- a$Vb; XVX <- a$XVX; object$R <- a$R
object$edf<-rowSums(Vb*t(XVX))
object$df.residual <- length(object$y) - sum(object$edf)
object$sig2 <- scale
object$method <- if (linear) "lmer.REML" else "glmer.ML"
object$Vp <- as(Vb,"matrix")
object$Ve <- as(Vb%*%XVX%*%Vb,"matrix")
class(object) <- "gam"
## Restore original smooth list, if it was split to deal with t2 terms...
if (!is.null(G$original.smooth)) {
object$smooth <- G$smooth <- G$original.smooth
}
## If prediction parameterization differs from fit parameterization, transform now...
## (important for t2 smooths, where fit constraint is not good for component wise
## prediction s.e.s)
if (!is.null(G$P)) {
object$coefficients <- G$P %*% object$coefficients
object$Vp <- G$P %*% object$Vp %*% t(G$P)
object$Ve <- G$P %*% object$Ve %*% t(G$P)
}
object$linear.predictors <- predict.gam(object,type="link")
object$fitted.values <- object$family$linkinv(object$linear.predictors)
object$residuals <- residuals(ret$mer)
if (G$nsdf>0) term.names<-colnames(G$X)[1:G$nsdf] else term.names<-array("",0)
n.smooth<-length(G$smooth)
if (n.smooth)
for (i in 1:n.smooth) {
jj <- object$smooth[[i]]$first.para:object$smooth[[i]]$last.para
term.names[jj] <- paste(object$smooth[[i]]$label,".",as.character(jj-jj[1]+1),sep="")
}
names(object$coefficients) <- term.names # note - won't work on matrices!!
names(object$edf) <- term.names
names(object$sp) <- names(G$sp)
object$gcv.ubre <- if (isREML(ret$mer)) REMLcrit(ret$mer) else deviance(ret$mer)
if (!is.null(G$Xcentre)) object$Xcentre <- G$Xcentre ## any column centering applied to smooths
ret$gam <- object
class(ret) <- c("gamm4","list")
ret
} ## end of gamm4
print.gamm4.version <- function() {
if (requireNamespace("gamm4", quietly = TRUE)) {
version_info <- packageDescription("gamm4")$Version
} else {
# fallback: try to read DESCRIPTION manually (for devtools::load_all)
desc_path <- file.path(dirname(sys.frame(1)$ofile), "..", "DESCRIPTION")
if (file.exists(desc_path)) {
dcf <- read.dcf(desc_path)
version_info <- dcf[1, "Version"]
} else {
version_info <- "unknown"
}
}
hello <- paste("This is gamm4 ", version_info, "\n", sep = "")
packageStartupMessage(hello)
}
.onAttach <- function(...) {
print.gamm4.version()
}
.onUnload <- function(libpath) {}