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Add wts keyword to lm #341

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merged 22 commits into from
Jan 15, 2020
Merged

Add wts keyword to lm #341

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6973dcd
Started adding wts keyword
pdeffebach Nov 1, 2019
a1295bf
Conemplate changes
pdeffebach Nov 6, 2019
caac53e
get to work
pdeffebach Nov 12, 2019
323b689
make ready for review
pdeffebach Nov 27, 2019
23ee204
Fixes
pdeffebach Nov 27, 2019
57b888a
Remove manifest.toml
pdeffebach Dec 12, 2019
b32f979
respond to comments
pdeffebach Dec 13, 2019
44ea4f8
delete manifest
pdeffebach Dec 13, 2019
626fcea
Add test
pdeffebach Dec 23, 2019
aa437f4
Constrain types a little
pdeffebach Dec 23, 2019
05798a9
move test
pdeffebach Dec 23, 2019
0954b47
Remove manifest
pdeffebach Dec 23, 2019
4963dc0
Update src/lm.jl
pdeffebach Dec 30, 2019
d7d1f71
Update src/lm.jl
pdeffebach Dec 30, 2019
2285195
comments
pdeffebach Dec 30, 2019
9a0d0be
Merge branch 'lm_weights' of https://github.com/pdeffebach/GLM.jl int…
pdeffebach Dec 30, 2019
52e057f
Progress
pdeffebach Dec 30, 2019
1365387
expand types for `GLMResp`
pdeffebach Dec 31, 2019
f0a8b1c
Remove manifest (again)
pdeffebach Dec 31, 2019
354e458
loglikelihood fix and residuals fix
pdeffebach Jan 3, 2020
1c08194
More comments
pdeffebach Jan 5, 2020
f700891
Add adjr2
pdeffebach Jan 5, 2020
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232 changes: 232 additions & 0 deletions Manifest.toml
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# This file is machine-generated - editing it directly is not advised
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Remove this file.


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25 changes: 16 additions & 9 deletions src/lm.jl
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Expand Up @@ -27,11 +27,12 @@ mutable struct LmResp{V<:FPVector} <: ModResp # response in a linear model
new{V}(mu, off, wts, y)
end
end
LmResp(y::V) where {V<:FPVector} = LmResp{V}(fill!(similar(y), 0), similar(y, 0), similar(y, 0), y)

LmResp(y::AbstractVector{T}) where T<:Real = LmResp(float(y))
LmResp(y::FPVector; wts::FPVector = similar(y, 0)) = LmResp{typeof(y)}(fill!(similar(y), 0), similar(y, 0), wts, y)
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Make wts a positional argument for consistency with GlmResp.

Also, no spaces around = for arguments, and break lines at 92 chars.

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I didn't want to make wts a positional argument because there are 4 fields in LmResp and wts is like the 4th argument. So it seemed weird to have the arguments taken be different from the fields of the object.

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Maybe but then GlmResp should be changed too... Not sure it's worth it.


function updateμ!(r::LmResp{V}, linPr::V) where V<:FPVector
LmResp(y::AbstractVector{T}; wts::AbstractVector{T} = similar(y, 0)) where T<:Real = LmResp(float(y), float(wts))
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Suggested change
LmResp(y::AbstractVector{T}; wts::AbstractVector{T} = similar(y, 0)) where T<:Real = LmResp(float(y), float(wts))
LmResp(y::AbstractVector{<:Real}; wts::AbstractVector{<:Real}=similar(y, 0)) = LmResp(float(y), float(wts))


function updateμ!(r::LmResp{V}, linPr::V) where {V<:FPVector}
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This isn't needed.

n = length(linPr)
length(r.y) == n || error("length(linPr) is $n, should be $(length(r.y))")
length(r.offset) == 0 ? copyto!(r.mu, linPr) : broadcast!(+, r.mu, linPr, r.offset)
Expand Down Expand Up @@ -126,24 +127,30 @@ end
LinearAlgebra.cholesky(x::LinearModel) = cholesky(x.pp)

function StatsBase.fit!(obj::LinearModel)
installbeta!(delbeta!(obj.pp, obj.rr.y))
if length(obj.rr.wts) == 0
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Suggested change
if length(obj.rr.wts) == 0
if isempty(obj.rr.wts)

installbeta!(delbeta!(obj.pp, obj.rr.y))
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installbeta!(obj.pp) can be moved outside of the if AFAICT.

else
installbeta!(delbeta!(obj.pp, obj.rr.y, obj.rr.wts))
end
updateμ!(obj.rr, linpred(obj.pp, zero(eltype(obj.rr.y))))
return obj
end

function fit(::Type{LinearModel}, X::AbstractMatrix, y::AbstractVector,
allowrankdeficient::Bool=false)
fit!(LinearModel(LmResp(y), cholpred(X, allowrankdeficient)))
function fit(::Type{LinearModel}, X::AbstractMatrix, y::V,
allowrankdeficient::Bool=false; wts::V = similar(y, 0)) where {V<:FPVector}
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Why make this signature more restrictive?

fit!(LinearModel(LmResp(y, wts = wts), cholpred(X, allowrankdeficient)))
end

"""
lm(X, y, allowrankdeficient::Bool=false)
lm(X, y, allowrankdeficient::Bool=false; wts = nothing)
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Suggested change
lm(X, y, allowrankdeficient::Bool=false; wts = nothing)
lm(X, y, allowrankdeficient::Bool=false; wts=similar(y, 0))


An alias for `fit(LinearModel, X, y, allowrankdeficient)`

The arguments `X` and `y` can be a `Matrix` and a `Vector` or a `Formula` and a `DataFrame`.

The keyword argument `wts` can be a `Vector{Float64}`.
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"""
lm(X, y, allowrankdeficient::Bool=false) = fit(LinearModel, X, y, allowrankdeficient)
lm(X, y, allowrankdeficient::Bool=false; kwargs...) = fit(LinearModel, X, y, allowrankdeficient; kwargs...)
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Suggested change
lm(X, y, allowrankdeficient::Bool=false; kwargs...) = fit(LinearModel, X, y, allowrankdeficient; kwargs...)
lm(X, y, allowrankdeficient::Bool=false; kwargs...) =
fit(LinearModel, X, y, allowrankdeficient; kwargs...)


dof(x::LinearModel) = length(coef(x)) + 1

Expand Down