version 1.1.0

ChangeLog

@@ -0,0 +1,13 @@
+Version 1.1:
+* Added function unifed.canonical.link to R/unifed.R
+* Added "canonical" to the possible links of unifed().
+* Added unifed functions to use with stan
+* Added R/unifed.stan.path.R for getting the path to include in stan files.
+
+Version 1.0.2:
+* Fixed roxygen comments of R/unifed.kappa.R and
+  R/unifed.deviance.R that were generating wrong Rd files.
+
+Version 1.0.1:
+* Fixed bug in function unifed.kappa.prime.inverse. It was giving
+  the wrong sign for values smaller than 0.1

DESCRIPTION

@@ -1,18 +1,18 @@
 Package: unifed
 Title: The Unifed Distribution
-Version: 1.0.2
-Date: 2019-03-11
+Version: 1.1.0
+Date: 2019-05-17
 Description: Probability functions and family for glm() of the unifed distribution (Quijano Xacur, 2018; <arXiv:1812.00251>).
 Depends: R (>= 3.1), methods
 License: GPL (>= 3)
 Encoding: UTF-8
 LazyData: true
-RoxygenNote: 6.1.0
-Suggests: knitr, rmarkdown, testthat, rstan
+RoxygenNote: 6.1.1
+Suggests: knitr, rmarkdown, testthat, rstan, data.table
 VignetteBuilder: knitr
 Author: Oscar Alberto Quijano Xacur [aut,cre]
 Maintainer: Oscar Alberto Quijano Xacur <oscar.quijano@use.startmail.com>
 NeedsCompilation: yes
-Packaged: 2019-03-12 02:57:31 UTC; oscar
+Packaged: 2019-05-20 13:53:41 UTC; oscar
 Repository: CRAN
-Date/Publication: 2019-03-12 06:00:03 UTC
+Date/Publication: 2019-05-20 17:20:03 UTC

MD5

@@ -1,27 +1,35 @@
-c4f7508e463c615351eb92065226212a *DESCRIPTION
-1f14593fdae9328057e53441f20653e6 *NAMESPACE
+fae84e5c585849b94446655fa95d6922 *ChangeLog
+4a405ba69cfa97b0d4cae9cd2e28dc8c *DESCRIPTION
+4d4d69c000d86b1b9f3c735181c288ca *NAMESPACE
 dfa125ee5b266fd3e2a47a8da47bcfa1 *R/dirwin.hall.R
-f2757132e44a7e2fc86e494e140e2fed *R/dunifed.R
+df13e6d7622d04f973aa7664ca130227 *R/doc-unifed_stan.R
+3810c704e8d8294233f8aabc3ea269b4 *R/dunifed.R
 e67fa11806ca3c759ac56553bd1f664c *R/summary_unifed_glm.R
-9df00b055204c5756274f0044d4d9d74 *R/unifed.R
+97048cb4ab69a87084e6e1c8df575e84 *R/unifed.R
 61adc440861f4334cb98cd158eb1f536 *R/unifed.deviance.R
 e436bbef2c1433749a3e26be7ca08c4c *R/unifed.kappa.R
+36631861ede43aec23726456eb859984 *R/unifed.stan.path.R
 7aa7d160accd44e2bc4ca44adc6de39c *R/unifed.varf.R
 d107da57f8fd4f8b5461dfda55901508 *R/zzz.R
-094d2e28bae1cf7c28860266973290b0 *README.md
-89fccd567e926662d80feaadf6998311 *build/vignette.rds
-0e57fd2f8b9ca3806b35e9e2b0164b97 *inst/doc/introduction_unifed.R
-aaaa8f6d17f32b4d0976394b3e7f23ec *inst/doc/introduction_unifed.Rmd
-153e5c2b117d6fc4821709cc5e50bab7 *inst/doc/introduction_unifed.html
+c44f50d6b6e3e778143d1eb546c148f7 *README.md
+1a4fc81a0a84a7b2213ee4a85e9fc001 *build/vignette.rds
+b055e618049cefa7ccae8c5c3a7207d9 *inst/doc/introduction_unifed.R
+1b245b107bcc83d963170693712efed3 *inst/doc/introduction_unifed.Rmd
+ec26f63b60c695f74d68352a4711e4a6 *inst/doc/introduction_unifed.html
+48764658f90c2ecc23dbaab161d73eca *inst/stan/unifed.stan
 4e8c0a0cc72788425161fc37173b4ea7 *man/dirwin.hall.Rd
-49c483775cff05601eefbaab98435570 *man/dunifed.Rd
+1d9a033a7ad29fdce341677cfde69dd9 *man/dunifed.Rd
 7cfe0eaf19949070341752b444c40cd3 *man/summary_unifed_glm.Rd
-58186ae61b2fb8ae4bc83cfb71eb6ce5 *man/unifed.Rd
+794dbd69adf63b38fa66f23d9c18ef86 *man/unifed.Rd
 7ec848a088f49baed7e0306d7b92f824 *man/unifed.deviance.Rd
 d947d0d1eeffacf630a71777278aa001 *man/unifed.kappa.Rd
+f23247936487979bba2a17db60723e2a *man/unifed.stan.Rd
+63d2733b217abfab8f6aa63c4439cb24 *man/unifed.stan.path.Rd
 fdbfca941463b82b7350772ab5fbabed *man/unifed.varf.Rd
-397dedc00189410e0157beab1cfb8b9b *src/unifed_kappa.c
+e2241c5c92234698d7ae027b0f24b5f6 *src/unifed_kappa.c
 1c790fe953ea9463feee4ca9e12e77be *tests/testthat.R
 bef324c7f169fb8c914dd9d2e9e8cc95 *tests/testthat/tests.r
 2d8ce114754786b08468d15627a48cf0 *vignettes/bibliography.bib
-aaaa8f6d17f32b4d0976394b3e7f23ec *vignettes/introduction_unifed.Rmd
+1b245b107bcc83d963170693712efed3 *vignettes/introduction_unifed.Rmd
+6b472202745e012ac175c3e6f3769749 *vignettes/unifed_example.stan
+6774582fd69a5ec5cae7545a23f882ff *vignettes/unifed_test.r

NAMESPACE

@@ -8,12 +8,16 @@ export(qunifed)
 export(runifed)
 export(summary_unifed_glm)
 export(unifed)
+export(unifed.canonical.link)
 export(unifed.deviance)
 export(unifed.kappa)
 export(unifed.kappa.double.prime)
 export(unifed.kappa.prime)
 export(unifed.kappa.prime.inverse)
 export(unifed.kappa.prime.inverse.one)
+export(unifed.lcdf)
+export(unifed.stan.folder)
+export(unifed.stan.path)
 export(unifed.unit.deviance)
 export(unifed.varf)
 importFrom(methods,setMethod)

R/doc-unifed_stan.R

@@ -0,0 +1,55 @@
+#' Stan functions for working with the unifed distribution
+#'
+#' @name unifed.stan
+#'
+#' @details
+#' 
+#' A script with stan functions of the unifed is provided. The script
+#' can be included in stan code. The full path to the script can be
+#' obtained with the function \code{\link{unifed.stan.path}}. The
+#' following list are the names of functions that take one real value:
+#'
+#' \describe{
+#' \item{\code{real unifed_kappa(real theta)}}{Computes the cumulant generator of the
+#'     unifed distribution.}
+#' \item{\code{real unifed_kappa_prime(real theta)}}{Computes the first derivative of
+#'     the cumulant generator.}
+#' \item{\code{real unifed_kappa_double_prime(real theta)}}{Computes the second
+#'     derivative of the cumulant generator.}
+#' \item{\code{real unifed_lpdf(real x,real theta)}}{Computes the
+#'     logarithm of the probability density function of a unifed
+#'     distribution. \code{theta} is the value of the canonical
+#'     parameter of the unifed and \code{x} if the value where the
+#'     density is evaluated.}
+#' \item{\code{real unifed_quantile(real p,real theta)}}{Returns the
+#'     p-th quantile of a unifed distribution with canonical parameter
+#'     \code{theta}}.
+#' \item{\code{real unifed_rng(real theta)}}{Returns a simulated value
+#'     of a unifed distribution with canonical parameter
+#'     \code{theta}.}
+#' \item{\code{real unifed_lcdf(real x,real theta)}}{Computes the
+#'     logarithm of the cumulative density function of a unifed
+#'     distribution. \code{theta} is the value of the canonical
+#'     parameter of the unifed and \code{x} if the value where the
+#'     density is evaluated.}
+#' \item{\code{real unifed_kappa_prime_inverse(real mu)}}{Returns the
+#'     inverse of the derivative of the unifed cumulant generator}
+#' \item{\code{real unifed_unit_deviance(real y,real mu)}}{Unit
+#'     deviance function of the unifed.}
+#' }
+#'
+#' The following functions take vectors as arguments
+#'
+#' \describe{
+#' \item{\code{vector unifed_kappa_v(vector theta)}}{Vectorized
+#'     version of \code{unifed_kappa}.}
+#' \item{\code{vector unifed_kappa_prime_inverse_v(vector
+#'     mu)}}{Vectorized version of \code{unifed_kappa_prime_inverse}.}
+#' \item{\code{void unifed_glm_lp(vector y, vector theta, vector
+#'     weights)}}{Adds to the Log Probability Accumulator the
+#'     logarithm of the likelihood function of a GLM with observed
+#'     response \code{y}, estimated canonical parameter \code{theta}
+#'     and weights \code{weights}.}  }
+NULL
+
+##  LocalWords:  unifed cumulant stan lpdf Vectorized contant

R/dunifed.R

@@ -27,6 +27,41 @@ dunifed <- function(x,theta){
            exp( x * theta - unifed.kappa(theta) ))
 }
 
+#' @rdname dunifed
+#  @name unifed.lcdf
+#'
+#' @return \code{unifed.lcdf} returns the log of the cumulative
+#'     distribution function of the unifed.
+#'
+#' @examples
+#' 
+#' x <- c(0.3,0.6,0.9)
+#' unifed.lcdf(x,5)
+#'
+#' @export
+unifed.lcdf <- function(x,theta){
+     if(length(theta) > 1)
+        stop("theta must be of length one")    
+    ret <- numeric(length(x))
+    less.than.zerop <- x<=0
+    greater.than.onep <- x>=1
+    between.zero.and.onep <- !( less.than.zerop  | greater.than.onep )
+    ret[less.than.zerop] <- -Inf
+    ret[greater.than.onep] <- 0
+
+    if ( abs(theta) <= sqrt(.Machine$double.eps) )
+        ret[ between.zero.and.onep ] <- log(x[between.zero.and.onep])
+    else{
+        x.subset <- x[between.zero.and.onep]
+        if(theta <= 50)
+            ret[ between.zero.and.onep ] <- log( expm1(x.subset*theta)   / expm1(theta)  )
+        else
+            ret[ between.zero.and.onep ] <- (x.subset-1)*theta + log(-expm1(-theta*x.subset)) - log(-expm1(-theta))
+    }
+
+    ret
+}
+
 #' @rdname dunifed
 #' @name punifed
 #'
@@ -41,24 +76,7 @@ dunifed <- function(x,theta){
 #' 
 #' @export
 punifed <- function(q,theta){
-
-    if(length(theta) > 1)
-        stop("thetha must be of length one")    
-    ret <- numeric(length(q))
-    less.than.zerop <- q<=0
-    greater.than.onep <- q>=1
-    between.zero.and.onep <- !( less.than.zerop  | greater.than.onep )
-    ret[less.than.zerop] <- 0
-    ret[greater.than.onep] <- 1
-
-    if ( abs(theta) <= sqrt(.Machine$double.eps) )
-        ret[ between.zero.and.onep ] <- q[between.zero.and.onep]
-    else{
-        q.subset <- q[between.zero.and.onep]
-        ret[ between.zero.and.onep ] <- ( ( exp(q.subset*theta) -1 )  / ( exp(theta) -1 )  )
-    }
-
-    ret
+    exp(unifed.lcdf(q,theta))    
 }
 
 

R/unifed.R

@@ -4,14 +4,28 @@
 #'     be a name/expression, a literal character string, a length-one
 #'     character vector or an object of class ‘"link-glm"’ (such as
 #'     generated by ‘make.link’) provided it is not specified via one
-#'     of the standard names. The \code{unifed} family accepts the
-#'     links (as names) 'logit', 'probit', 'cloglog' and 'cauchit'.
-#'
+#'     of the accepted names. The \code{unifed} family accepts the
+#'     links (as names) 'canonical', 'logit', 'probit', 'cloglog' and
+#'     'cauchit'.
+#' 
 #' @param ... Optional \code{tol} and \code{maxit} arguments for
 #'     \code{\link{unifed.unit.deviance}}.
+#'
+#'
+#' @details
+#'  The link 'canonical' is not part of the standard names accepted by
+#'  \code{make.link()} from the stats package. It corresponds to the
+#'  canonical link function for the unifed distribution, which is the
+#'  inverse of the derivative of its cumulant generator. There is no
+#'  explicit formula for it. The function
+#'  \code{\link{unifed.kappa.prime.inverse}()} implements it using the
+#'  Newthon-Raphson method.
+#' 
 #' 
 #' @return \code{unifed} returns a family object for using the unifed
 #'     distribution with the \code{glm} function.
+#' 
+#' @seealso \code{Gamma} \code{\link{unifed.kappa.prime.inverse}}
 #'
 #' @references{
 #'
@@ -27,7 +41,7 @@ unifed <- function(link="logit",...){
     linktemp <- substitute(link)
     if (!is.character(linktemp)) 
         linktemp <- deparse(linktemp)
-    okLinks <- c("logit", "probit", "cloglog", "cauchit")
+    okLinks <- c("logit", "probit", "cloglog", "cauchit","canonical")
     if (linktemp %in% okLinks) 
         stats <- make.link(linktemp)
     else if (is.character(link)) {
@@ -103,7 +117,7 @@ quasiunifed <- function(link="logit",...){
     linktemp <- substitute(link)
     if (!is.character(linktemp)) 
         linktemp <- deparse(linktemp)
-    okLinks <- c("logit", "probit", "cloglog", "cauchit")
+    okLinks <- c("logit", "probit", "cloglog", "cauchit","canonical")
     if (linktemp %in% okLinks) 
         stats <- make.link(linktemp)
     else if (is.character(link)) {
@@ -154,4 +168,37 @@ quasiunifed <- function(link="logit",...){
 
 }
 
-##  LocalWords:  logit cauchit cloglog probit param
+#' @rdname unifed
+#' @name unifed.canonical.link
+#'
+#' This function is used inside of \code{unifed()} when the link
+#' parameter is set to \code{"canonical"}. It returns the link
+#' function, inverse link function, the derivative dmu/deta and a
+#' function for domain checking for the unifed distribution canonical
+#' link.
+#'
+#' @return An object of class \code{"link-glm"}.
+#'
+#' @seealso \code{make.link}
+#' 
+#' @export
+unifed.canonical.link <- function(){
+    structure(list(
+        linkfun=unifed.kappa.prime.inverse,
+        linkinv=unifed.kappa.prime,
+        mu.eta=unifed.kappa.double.prime,
+        valideta=function(eta) TRUE
+    ),
+    class="link-glm")    
+}
+
+
+make.link <- function(link){
+    if(link=="canonical")
+        unifed.canonical.link()
+    else
+        stats::make.link(link)
+}
+
+
+##  LocalWords:  logit cauchit cloglog probit param unifed cumulant

R/unifed.stan.path.R

@@ -0,0 +1,25 @@
+#' Unifed Stan function paths
+#'
+#' The unifed.stan provided by the file contains functions for using
+#' the unifed distribution in stan. The file can be included (with
+#' #include) insided the functions block of a stan program or its
+#' contents can be copied and pasted.
+#'
+#' @return The full path to the unifed.stan file provided by the
+#'     package.
+#' 
+#' @export
+unifed.stan.path <- function(){
+    system.file("stan/unifed.stan",package="unifed")
+}
+
+#' @rdname unifed.stan.path
+#' @name unifed.stan.folder
+#'
+#' @return \code{unifed.stan.folder} returns a string containing the
+#'     path to the folder containing the unifed.stan file. This can be
+#'     used as the \code{isystem} parameter in stan functions.
+#' @export
+unifed.stan.folder <- function(){
+    system.file("stan/",package="unifed")
+}

README.md

@@ -1,8 +1,10 @@
 # Unifed
 
 The unifed distribution is the only exponential dispersion family
-containing the exponential distribution. This R package contains
-function for working with this distribution.
+containing the exponential distribution. This repository contains an R
+package for working with this
+distribution. [stan](https://mc-stan.org/) functions for the unifed
+distribution are also provided.
 
 An R vignette introducing the unifed distribution and examples of how
 to use this package can be found at