From d8d6012e98fb4c7f158bcc7c173407c2b5f3e42e Mon Sep 17 00:00:00 2001
From: ranke <ranke@5fad18fb-23f0-0310-ab10-e59a3bee62b4>
Date: Sat, 22 Aug 2015 09:03:10 +0000
Subject: Get rid of the branched svn layout I never used

git-svn-id: http://kriemhild.uft.uni-bremen.de/svn/chemCal@36 5fad18fb-23f0-0310-ab10-e59a3bee62b4
---
 R/inverse.predict.lm.R | 97 ++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 97 insertions(+)
 create mode 100644 R/inverse.predict.lm.R

(limited to 'R/inverse.predict.lm.R')

diff --git a/R/inverse.predict.lm.R b/R/inverse.predict.lm.R
new file mode 100644
index 0000000..927e672
--- /dev/null
+++ b/R/inverse.predict.lm.R
@@ -0,0 +1,97 @@
+# This is an implementation of Equation (8.28) in the Handbook of Chemometrics
+# and Qualimetrics, Part A, Massart et al (1997), page 200, validated with
+# Example 8 on the same page, extended as specified in the package vignette
+
+inverse.predict <- function(object, newdata, ...,
+  ws = "auto", alpha = 0.05, var.s = "auto")
+{
+  UseMethod("inverse.predict")
+}
+
+inverse.predict.default <- function(object, newdata, ...,
+  ws = "auto", alpha = 0.05, var.s = "auto")
+{
+  stop("Inverse prediction only implemented for univariate lm objects.")
+}
+
+inverse.predict.lm <- function(object, newdata, ...,
+  ws = "auto", alpha = 0.05, var.s = "auto")
+{
+  yname = names(object$model)[[1]]
+  xname = names(object$model)[[2]]
+  if (ws == "auto") {
+    ws <- ifelse(length(object$weights) > 0, mean(object$weights), 1)
+  }
+  if (length(object$weights) > 0) {
+    wx <- split(object$weights,object$model[[xname]])
+    w <- sapply(wx,mean)
+  } else {
+    w <- rep(1,length(split(object$model[[yname]],object$model[[xname]])))
+  }
+  .inverse.predict(object = object, newdata = newdata, 
+    ws = ws, alpha = alpha, var.s = var.s, w = w, xname = xname, yname = yname)
+}
+
+inverse.predict.rlm <- function(object, newdata, ...,
+  ws = "auto", alpha = 0.05, var.s = "auto")
+{
+  yname = names(object$model)[[1]]
+  xname = names(object$model)[[2]]
+  if (ws == "auto") {
+    ws <- mean(object$w)
+  }
+  wx <- split(object$weights,object$model[[xname]])
+  w <- sapply(wx,mean)
+  .inverse.predict(object = object, newdata = newdata, 
+    ws = ws, alpha = alpha, var.s = var.s, w = w, xname = xname, yname = yname)
+}
+
+.inverse.predict <- function(object, newdata, ws, alpha, var.s, w, xname, yname)
+{
+  if (length(object$coef) > 2)
+    stop("More than one independent variable in your model - not implemented")
+
+  if (alpha <= 0 | alpha >= 1)
+    stop("Alpha should be between 0 and 1 (exclusive)")
+
+  ybars <- mean(newdata)
+  m <- length(newdata)
+
+  yx <- split(object$model[[yname]], object$model[[xname]])
+  n <- length(yx)
+  df <- n - length(object$coef)
+  x <- as.numeric(names(yx))
+  ybar <- sapply(yx,mean)
+  yhatx <- split(object$fitted.values, object$model[[xname]])
+  yhat <- sapply(yhatx, mean)
+  se <- sqrt(sum(w * (ybar - yhat)^2)/df)
+
+  if (var.s == "auto") {
+    var.s <- se^2/ws
+  }
+
+  b1 <- object$coef[[xname]]
+
+  ybarw <- sum(w * ybar)/sum(w)
+
+# This is the adapted form of equation 8.28 (see package vignette)
+  sxhats <- 1/b1 * sqrt(
+    (var.s / m) + 
+    se^2 * (1/sum(w) + 
+      (ybars - ybarw)^2 * sum(w) /
+        (b1^2 * (sum(w) * sum(w * x^2) - sum(w * x)^2)))
+  )
+
+  if (names(object$coef)[1] == "(Intercept)") {
+    b0 <- object$coef[["(Intercept)"]]
+  } else {
+    b0 <- 0
+  }
+
+  xs <- (ybars - b0) / b1
+  t <- qt(1-0.5*alpha, n - 2)
+  conf <- t * sxhats
+  result <- list("Prediction"=xs,"Standard Error"=sxhats,
+    "Confidence"=conf, "Confidence Limits"=c(xs - conf, xs + conf))
+  return(result)
+}
-- 
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