[r-cran-zelig] 40/102: Import Upstream version 2.7-5
Andreas Tille
tille at debian.org
Sun Jan 8 16:58:18 UTC 2017
This is an automated email from the git hooks/post-receive script.
tille pushed a commit to branch master
in repository r-cran-zelig.
commit d35803623afbffdcb26f5b3f8fdf183cfb518500
Author: Andreas Tille <tille at debian.org>
Date: Sun Jan 8 09:39:12 2017 +0100
Import Upstream version 2.7-5
---
DESCRIPTION | 6 +-
NAMESPACE | 3 +-
R/arima.wrap.R | 10 +-
R/get.R | 21 +
R/load.first.R | 1 +
R/names.ZeligS4vglm.R | 4 +
R/names.relogit.R | 6 +-
R/names.summary.vglm.R | 7 +-
R/names.summary.zelig.R | 6 +-
R/names.summary.zelig.relogit.R | 6 +-
R/names.vglm.R | 2 -
R/names.zelig.R | 6 +-
R/names.zelig.relogit.R | 6 +-
R/plot.ci.R | 2 +-
R/qi.polr.R | 3 +-
R/setx.Arima.R | 108 +-
R/sim.setxArima.R | 392 +-
R/summarize.default.R | 5 +-
R/summarize.matrix.R | 5 +-
R/summary.MI.R | 53 +-
R/zelig2MCMC.R | 16 +-
R/zelig2arima.R | 140 +-
README | 5 +
demo/beta.R | 24 -
inst/doc/index.shtml | 2 +-
inst/doc/zelig.aux | 33 +-
inst/doc/zelig.bbl | 29 +-
inst/doc/zelig.blg | 67 +-
inst/doc/zelig.log | 69 +-
inst/doc/zelig.pdf | 16480 +++++++++++++++++++-------------------
inst/doc/zelig.tex | 7 +-
31 files changed, 8790 insertions(+), 8734 deletions(-)
diff --git a/DESCRIPTION b/DESCRIPTION
index 6945487..c5e4716 100644
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -1,6 +1,6 @@
Package: Zelig
-Version: 2.7-4
-Date: 2006-11-10
+Version: 2.7-5
+Date: 2006-12-25
Title: Everyone's Statistical Software
Author: Kosuke Imai <kimai at Princeton.Edu>,
Gary King <king at harvard.edu>,
@@ -22,4 +22,4 @@ Description: Zelig is an easy-to-use program that can estimate, and
translates them into quantities of direct interest.
License: GPL version 2 or newer
URL: http://gking.harvard.edu/zelig
-Packaged: Fri Nov 10 18:10:15 2006; king
+Packaged: Mon Dec 25 08:09:43 2006; king
diff --git a/NAMESPACE b/NAMESPACE
index 51603fc..8d6d2ca 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -48,8 +48,9 @@ S3method(formula, vglm)
S3method(model.matrix, multiple)
S3method(model.frame, multiple)
S3method(names, relogit)
+S3method(names, summary.vglm)
S3method(names, summary.zelig.relogit)
-S3method(names, vglm)
+S3method(names, ZeligS4vglm)
S3method(names, zelig)
S3method(names, zelig.relogit)
S3method(plot, zelig)
diff --git a/R/arima.wrap.R b/R/arima.wrap.R
index 9099291..2dd0c87 100644
--- a/R/arima.wrap.R
+++ b/R/arima.wrap.R
@@ -1,3 +1,7 @@
-arima.wrap <- function(formula, order, x, xreg=NULL, data, M, ...){
- arima(x=x, xreg=xreg, order=order, ...)
-}
+arima.wrap <- function(formula, order, x, xreg=NULL, data, M, ...){
+ t<- terms(formula)
+ out<-arima(x=x, xreg=xreg, order=order, ...)
+ out$terms<- t
+ class(out)<- c(class(out), "Arima")
+ return(out)
+}
diff --git a/R/get.R b/R/get.R
new file mode 100644
index 0000000..053f512
--- /dev/null
+++ b/R/get.R
@@ -0,0 +1,21 @@
+getzelig <- function(x) {
+ check <- slotNames(x)
+ if (length(check) > 0) return(x at zelig)
+ else return(x$zelig)
+}
+
+getcall <- function(x) {
+ check <- slotNames(x)
+ if (length(check) > 0) return(x at call)
+ else return(x$call)
+}
+
+getcoef <- function(x) {
+ check <- slotNames(x)
+ if (length(check) > 0) {
+ if ("coef3" %in% check) return(x at coef3)
+ else return(x at coef)
+ }
+ else return(x$coef)
+}
+
diff --git a/R/load.first.R b/R/load.first.R
index e5ae522..eec9c42 100644
--- a/R/load.first.R
+++ b/R/load.first.R
@@ -11,4 +11,5 @@
if(!any(search()=="package:boot"))
require(boot)
options(digits = 4)
+ library.dynam("stats")
}
diff --git a/R/names.ZeligS4vglm.R b/R/names.ZeligS4vglm.R
new file mode 100644
index 0000000..419de77
--- /dev/null
+++ b/R/names.ZeligS4vglm.R
@@ -0,0 +1,4 @@
+names.ZeligS4vglm <- function(x) {
+ cat("object is a S4 object. Use '@' to extract slots.\n")
+ slotNames(x)
+}
diff --git a/R/names.relogit.R b/R/names.relogit.R
index 38c6025..ae2f4f1 100644
--- a/R/names.relogit.R
+++ b/R/names.relogit.R
@@ -1,6 +1,6 @@
-names.relogit <- function(x,...){
- res <- list(default=names.default(x, ...),
- estimate = names.default(x$lower.estimate, ...))
+names.relogit <- function(x){
+ res <- list(default=names(unclass(x)),
+ estimate = names(x$lower.estimate), tau = x$tau)
class(res) <- "names.relogit"
res
}
diff --git a/R/names.summary.vglm.R b/R/names.summary.vglm.R
index 0802cdd..6590fd8 100644
--- a/R/names.summary.vglm.R
+++ b/R/names.summary.vglm.R
@@ -1,5 +1,4 @@
-names.summary.vglm <- function(x, ...){
- res <- list(default = slotNames(x, ...))
- class(res) <- "names.summary.vglm"
- res[[1]]
+names.summary.vglm <- function(x){
+ cat("object is a S4 object. Use '@' to extract slots.\n")
+ slotNames(x)
}
diff --git a/R/names.summary.zelig.R b/R/names.summary.zelig.R
index c737bfc..12564bb 100644
--- a/R/names.summary.zelig.R
+++ b/R/names.summary.zelig.R
@@ -1,6 +1,6 @@
-names.summary.zelig <- function(x, ...) {
- res <- names.default(x, ...)[1:4]
- qi.names <- names.default(x$qi.stats, ...)
+names.summary.zelig <- function(x) {
+ res <- names(unclass(x))[1:4]
+ qi.names <- names(x$qi.stats)
for (i in 1:length(qi.names)) {
qi.names[i] <- paste("qi.stats$", qi.names[i], sep = "")
}
diff --git a/R/names.summary.zelig.relogit.R b/R/names.summary.zelig.relogit.R
index 005e2fb..134aef0 100644
--- a/R/names.summary.zelig.relogit.R
+++ b/R/names.summary.zelig.relogit.R
@@ -1,6 +1,6 @@
-names.summary.zelig.relogit <- function(x, ...) {
- res <- names.default(x, ...)[1:5]
- qi.names <- names.default(x$qi.stats, ...)
+names.summary.zelig.relogit <- function(x) {
+ res <- names(unclass(x))[1:5]
+ qi.names <- names(x$qi.stats)
for (i in 1:length(qi.names)) {
qi.names[i] <- paste("qi.stats$", qi.names[i], sep = "")
}
diff --git a/R/names.vglm.R b/R/names.vglm.R
deleted file mode 100644
index 9151d36..0000000
--- a/R/names.vglm.R
+++ /dev/null
@@ -1,2 +0,0 @@
-names.vglm <- function(x, ...)
- c(slotNames(x, ...), names.default(x, ...))
diff --git a/R/names.zelig.R b/R/names.zelig.R
index 0915a1b..c32e165 100644
--- a/R/names.zelig.R
+++ b/R/names.zelig.R
@@ -1,6 +1,6 @@
-names.zelig <- function (x, ...) {
- res <- names.default(x, ...)[1:5]
- qi.names <- names.default(x$qi, ...)
+names.zelig <- function (x) {
+ res <- names(unclass(x))[1:5]
+ qi.names <- names(x$qi)
for (i in 1:length(qi.names)) {
qi.names[i] <- paste("qi$", qi.names[i], sep = "")
}
diff --git a/R/names.zelig.relogit.R b/R/names.zelig.relogit.R
index a307e45..095fde2 100644
--- a/R/names.zelig.relogit.R
+++ b/R/names.zelig.relogit.R
@@ -1,6 +1,6 @@
-names.zelig.relogit <- function(x, ...) {
- res <- names.default(x, ...)[1:5]
- qi.names <- names.default(x$qi, ...)
+names.zelig.relogit <- function(x) {
+ res <- names(unclass(x))[1:5]
+ qi.names <- names(x$qi)
for (i in 1:length(qi.names)) {
qi.names[i] <- paste("qi$", qi.names[i], sep = "")
}
diff --git a/R/plot.ci.R b/R/plot.ci.R
index df94437..7ec60e9 100644
--- a/R/plot.ci.R
+++ b/R/plot.ci.R
@@ -40,7 +40,7 @@ plot.ci <- function(x, CI=95, qi = "ev", main = "",
if (!identical(idx, idx1))
stop(" x and x1 in vary on different dimensions.")
var <- var[[idx[1]]]
- q <- pmatch(qi, names.default(x$qi))
+ q <- pmatch(qi, names(x$qi))
qofi <- x$qi[[q]]
sum.qi <- summarize(qofi, cip)
if (!is.null(x$x1) && qi == "ev") {
diff --git a/R/qi.polr.R b/R/qi.polr.R
index 6942230..1c7df0d 100644
--- a/R/qi.polr.R
+++ b/R/qi.polr.R
@@ -21,7 +21,8 @@ qi.polr <- function(object, simpar, x, x1 = NULL, y = NULL) {
Ipr[,i,] <- as.integer(tmp > cuts[,i,])
for (n in 1:nrow(x))
pr[,n] <- 1 + rowSums(Ipr[,,n])
- pr <- matrix(factor(pr, labels = lev, ordered = TRUE),
+ pr <- matrix(factor(pr, labels = lev[1:length(lev) %in% sort(unique(pr))],
+ ordered = TRUE),
nrow = nrow(sim.coef), ncol = nrow(x))
colnames(pr) <- rownames(x)
qi <- list(ev = ev, pr = pr)
diff --git a/R/setx.Arima.R b/R/setx.Arima.R
index be0cfcf..6fbe13f 100644
--- a/R/setx.Arima.R
+++ b/R/setx.Arima.R
@@ -1,54 +1,54 @@
-setx.Arima <- function(object, cond=FALSE, data=NULL, counter=NULL,
- pred.ahead=0, ...){
- if (!is.null(counter))
- warning("counter ignored in ARIMA models.")
- t.effect <-cond
- mc <- match.call()
- env <- parent.frame()
- if (is.null(data)){
- data <- eval(object$call$data, envir=env)
- }
- if(!is.null(data)){
- data <- as.data.frame(data)
- }
- trew <- na.omit(pmatch(names(mc), colnames(data), duplicates.ok=TRUE))
- wert <- na.omit(pmatch(colnames(data), names(mc), duplicates.ok=TRUE))
- wert <- sort(wert)
- if (length(trew>0)){
- if (pred.ahead!=0){
- warning("'pred.ahead' available only for prediction models\nwith no external regressors\npred.ahead being set to zero\n")
- pred.ahead <- 0
- }
- test.time <- unlist(lapply(1:length(wert),
- function(i, mc) eval(mc[[wert[i]]]$time), mc=mc))
- max.time <- max(test.time)
- min.time <- min(test.time)
- if (max.time > length(object$residuals)){
- data.new <- matrix(as.matrix(data[nrow(data),]), ncol=ncol(data),
- nrow=(max.time - length(object$residuals)), byrow=TRUE)
- colnames(data.new) <- colnames(data)
- dta <- as.matrix(rbind(data, data.new))
- rownames(dta) <- 1:nrow(dta)
- }
- else { dta <- data[1:(max.time),] }
- for (i in 1:length(trew)){
- dta[eval(mc[[wert[i]]]$time, envir=env), trew[i]] <-
- eval(mc[[wert[i]]]$c.fact, envir=env)
- }
- dta <- as.matrix(dta[,na.omit(pmatch(names(object$coef), colnames(data)))])
- }
- if (length(trew)==0) {
- data.new <- matrix(as.matrix(data[nrow(data),]), ncol=ncol(data),
- nrow=pred.ahead, byrow=TRUE)
- colnames(data.new) <- colnames(data)
- dta <- as.matrix(rbind(data, data.new))
- dta <- as.matrix(dta[, na.omit(pmatch(names(object$coef), colnames(data)))])
- rownames(dta) <- 1:nrow(dta)
- min.time <- length(object$residuals)
- max.time <- length(object$residuals)
- }
- out <- list(dta=dta, min.time=min.time, max.time=max.time,
- pred.ahead=pred.ahead, t.effect = cond)
- class(out) <- "setxArima"
- out
-}
+setx.Arima <- function(object, cond=FALSE, data=NULL, counter=NULL,
+ pred.ahead=0, ...){
+ if (!is.null(counter))
+ warning("counter ignored in ARIMA models.")
+ t.effect <-cond
+ mc <- match.call()
+ env <- attr(object$terms, ".Environment")
+ if (is.null(data)){
+ data <- eval(object$call$data, envir=env)
+ }
+ if(!is.null(data)){
+ data <- as.data.frame(data)
+ }
+ trew <- na.omit(pmatch(names(mc), colnames(data), duplicates.ok=TRUE))
+ wert <- na.omit(pmatch(colnames(data), names(mc), duplicates.ok=TRUE))
+ wert <- sort(wert)
+ if (length(trew>0)){
+ if (pred.ahead!=0){
+ warning("'pred.ahead' available only for prediction models\nwith no external regressors\npred.ahead being set to zero\n")
+ pred.ahead <- 0
+ }
+ test.time <- unlist(lapply(1:length(wert),
+ function(i, mc) eval(mc[[wert[i]]]$time), mc=mc))
+ max.time <- max(test.time)
+ min.time <- min(test.time)
+ if (max.time > length(object$residuals)){
+ data.new <- matrix(as.matrix(data[nrow(data),]), ncol=ncol(data),
+ nrow=(max.time - length(object$residuals)), byrow=TRUE)
+ colnames(data.new) <- colnames(data)
+ dta <- as.matrix(rbind(data, data.new))
+ rownames(dta) <- 1:nrow(dta)
+ }
+ else { dta <- data[1:(max.time),] }
+ for (i in 1:length(trew)){
+ dta[eval(mc[[wert[i]]]$time, envir=env), trew[i]] <-
+ eval(mc[[wert[i]]]$c.fact, envir=env)
+ }
+ dta <- as.matrix(dta[,na.omit(pmatch(names(object$coef), colnames(data)))])
+ }
+ if (length(trew)==0) {
+ data.new <- matrix(as.matrix(data[nrow(data),]), ncol=ncol(data),
+ nrow=pred.ahead, byrow=TRUE)
+ colnames(data.new) <- colnames(data)
+ dta <- as.matrix(rbind(data, data.new))
+ dta <- as.matrix(dta[, na.omit(pmatch(names(object$coef), colnames(data)))])
+ rownames(dta) <- 1:nrow(dta)
+ min.time <- length(object$residuals)
+ max.time <- length(object$residuals)
+ }
+ out <- list(dta=dta, min.time=min.time, max.time=max.time,
+ pred.ahead=pred.ahead, t.effect = cond)
+ class(out) <- "setxArima"
+ out
+}
diff --git a/R/sim.setxArima.R b/R/sim.setxArima.R
index 6ccbdb7..4ebdeb0 100644
--- a/R/sim.setxArima.R
+++ b/R/sim.setxArima.R
@@ -1,218 +1,174 @@
-sim.setxArima <- function(object, x, x1 = NULL, num = 1000, prev = NULL,
- bootstrap = FALSE, bootfn = NULL, cond.data = NULL,
- max.iter=10, ...) {
- require(mvtnorm)
- if (bootstrap | !is.null(bootfn) | !is.null(cond.data)){
- warning("boostrap, bootfn, and cond.data are ignored in ARIMA models")
- }
- t.effect <- x$t.effect
- ##extracting out the series
- if (is.data.frame(object$zelig.data))
- dat <- object$zelig.data
- else
- dat <- eval(object$call$data, parent.frame())
- series <- eval(eval(object$call$formula[[2]])$name, envir=dat)
- pred.ahead <- x$pred.ahead
- if (!is.null(prev)){
- draw.parm <- prev
- }
- if (is.null(prev)){
- draw.parm <- rmvnorm(num, mean=object$coef, sigma=object$var.coef)
- ##we need to clean out the MA's and AR's that are non-stationary
- if (object$arma[1] >= 1){
- for (i in 1:nrow(draw.parm)){
- sr <- polyroot(c(1, -draw.parm[i, (1:object$arma[1])]))
- if (any(Mod(sr)<1)){
- draw.parm[i,object$arma[1] ] <- NA
- }
- }
- }
- if (object$arma[2] >= 1){
- for (i in 1:nrow(draw.parm)){
- sr <- polyroot(c(1, draw.parm[i, ((object$arma[1] + 1):
- (object$arma[1] + object$arma[2]))]))
- if (any(Mod(sr)<1)){
- draw.parm[i, (object$arma[2])] <- NA
- }
- }
- }
- if (object$arma[3] >= 1){
- for (i in 1:nrow(draw.parm)){
- sr <- polyroot(c(1, -draw.parm[i, ((object$arma[1] + object$arma[2] + 1):
- (object$arma[1] + object$arma[2] +
- object$arma[3]))]))
- if (any(Mod(sr)<1)){
- draw.parm[i,(object$arma[3]) ] <- NA
- }
- }
- }
- if (object$arma[4]>=1){
- for (i in 1:nrow(draw.parm)){
- sr <- polyroot(c(1, draw.parm[i,
- ((object$arma[1] + object$arma[2] +
- object$arma[3] + 1):
- (object$arma[1] + object$arma[2] +
- object$arma[3] + object$arma[4]))]))
- if (any(Mod(sr)<1)){
- draw.parm[i,(object$arma[4]) ] <- NA
- }
- }
- }
- draw.parm <- na.omit(draw.parm)
- iter <-0
- while (nrow(draw.parm) < num){
- iter <- iter + 1
- if (iter <= max.iter){
- draw.new <- rmvnorm(num, mean=object$coef, sigma=object$var.coef)
- ##we need to clean out the MA's and AR's that are non-stationary
- if (object$arma[1] >= 1){
- for (i in 1:nrow(draw.new)){
- sr <- polyroot(c(1, -draw.new[i, (1:object$arma[1])]))
- if (any(Mod(sr)<1)){
- draw.new[i,object$arma[1] ] <- NA
- }
- }
- }
- if (object$arma[2] >= 1){
- for (i in 1:nrow(draw.new)){
- sr <- polyroot(c(1, draw.new[i, ((object$arma[1] + 1):
- (object$arma[1] + object$arma[2]))]))
- if (any(Mod(sr)<1)){
- draw.new[i, (object$arma[2])] <- NA
- }
- }
- }
- if (object$arma[3] >= 1){
- for (i in 1:nrow(draw.new)){
- sr <- polyroot(c(1, -draw.new[i, ((object$arma[1] + object$arma[2] + 1):
- (object$arma[1] + object$arma[2] +
- object$arma[3]))]))
- if (any(Mod(sr) < 1)){
- draw.new[i,(object$arma[3]) ] <- NA
- }
- }
- }
- if (object$arma[4] >= 1){
- for (i in 1:nrow(draw.new)){
- sr <- polyroot(c(1, draw.new[i, ((object$arma[1] + object$arma[2] +
- object$arma[3] + 1):
- (object$arma[1] + object$arma[2] +
- object$arma[3] + object$arma[4]))]))
- if(any(Mod(sr) < 1)){
- draw.new[i,(object$arma[4]) ] <- NA
- }
- }
- }
- draw.new <- na.omit(draw.new)
- draw.parm <- rbind(draw.parm, draw.new)
- }
- if(iter > max.iter){
- warning("Number of simulations lower than desired, consider increasing maximum iterations")
- }
- }
- }
- if (nrow(draw.parm) > num)
- draw.parm <- draw.parm[1:num,]
- if (x$min.time==1 | x$min.time==2)
- stop("Counterfactuals can only be specified from the third observation and later \n")
- if (ncol(x$dta)==0){
- ev <- matrix(NA, nrow=nrow(draw.parm), ncol=(pred.ahead))
- se <- matrix(NA, nrow=nrow(draw.parm), ncol=(pred.ahead))
- for (i in 1:nrow(draw.parm)){
- temp <- arima(series, xreg=NULL,
- order=c(object$arma[1], object$arma[6], object$arma[2]),
- seasonal=list(order=c(object$arma[3], object$arma[7], object$arma[4]),
- period=object$arma[5]), fixed=draw.parm[i,], transform.pars=TRUE)
- temp2 <-predict(temp, newxreg=NULL, n.ahead=(pred.ahead))
- ev[i,] <- temp2$pred[1:(pred.ahead)]
- se[i,] <- temp2$se[1:(pred.ahead)]
- }
- ev <- as.matrix(ev)
- se <- as.matrix(se)
- if (!is.null(x1)){
- warning("First differences are only calculated when external regressors are used \n")
- }
- }
- if (ncol(x$dta) > 0){
- x.obs <- as.matrix(x$dta[1:(x$min.time-1),])
- x.cf <- as.matrix(x$dta[x$min.time: (x$max.time), ])
- ev <- matrix(NA, nrow=nrow(draw.parm), ncol=(length(x$min.time:x$max.time)))
- se <- matrix(NA, nrow=nrow(draw.parm), ncol=(length(x$min.time:x$max.time)))
- if (x$min.time == nrow(x$dta)){
- x.cf<- t(x.cf)
- }
- for (i in 1:nrow(draw.parm)){
- temp <- arima(series[1:(x$min.time-1)], xreg=x.obs,
- order=c(object$arma[1], object$arma[6], object$arma[2]),
- seasonal=list(order=c(object$arma[3], object$arma[7], object$arma[4]),
- period=object$arma[5]), fixed=draw.parm[i,])
- temp2 <-predict(temp, newxreg=x.cf, n.ahead=nrow(x.cf))
- ev[i,] <- temp2$pred
- se[i,] <- temp2$se
- }
- ev <- as.matrix(ev)
- }
- if (!is.null(x1)){
- if (ncol(x1$dta) > 0){
- x1.obs <- as.matrix(x1$dta[1:(x1$min.time-1), ])
- x1.cf <- as.matrix(x1$dta[x1$min.time:(x1$max.time),])
- ev.1 <- matrix(NA, nrow=nrow(draw.parm), ncol=length(x$min.time:x$max.time))
- se.1 <- matrix(NA, nrow=nrow(draw.parm), ncol=length(x$min.time:x$max.time))
- pred.ahead <- x$pred.ahead
- pred.arima.x1 <- list()
- false.arima.x1 <- list()
- if (x1$min.time == nrow(x1$dta)){
- x1.cf <- t(x1.cf)
- }
- for (i in 1:nrow(draw.parm)){
- temp3<- arima(series[1:(x1$min.time-1)], xreg=x1.obs,
- order=c(object$arma[1], object$arma[6], object$arma[2]),
- seasonal=list(order=c(object$arma[3], object$arma[7],
- object$arma[4]), period=object$arma[5]),
- fixed=draw.parm[i,])
- temp4 <- predict(temp3, newxreg=x1.cf, n.ahead=nrow(x.cf))
- ev.1[i,] <- temp4$pred
- se.1[i,] <- temp4$se
- }
- ev.1 <- as.matrix(ev.1)
- }
- }
- if (!is.null(x1) & t.effect){
- warning("First differences and treatment effects are not both calculated.Calculating first differences only.\n")
- }
- if (is.null(x1) & (t.effect)){
- t.eff <- matrix(NA, nrow=nrow(ev), ncol=ncol(ev))
- for (i in 1:nrow(ev)){
- t.eff[i,] <- series[(x$min.time):x$max.time] - ev[i,]
- }
- }
- if (!is.null(x1) | !(t.effect)){
- t.eff <- NULL
- }
- if (!is.null(x1)){
- se <- as.matrix(se)
- se.1 <- as.matrix(se.1)
- fd <- ev.1 - ev
- qi <- list(ev=ev, se=se, fd=fd, t.eff=t.eff)
- qi.name <- list(ev="Expected Values, E(Y|X)", se="Prediction Standard Error",
- fd="First Difference, E(Y|X1) - E(Y|X)", t.eff="Treatment Effect")
- res <- list(min.time=x$min.time, qi=qi, qi.name=qi.name,
- zelig.call = object$call,
- t.series = eval(eval(object$call$formula[[2]],
- envir=dat)$name, envir=dat))
- class(res) <- c("zelig.arima", "zelig")
- return(res)
- }
- if (is.null(x1)){
- se <- as.matrix(se)
- qi <- list(ev=ev, se=se, t.eff=t.eff)
- qi.name <- list(ev="Expected Values, E(Y|X)", se="Prediction Standard Error",
- t.eff="Treatment Effect")
- res <- list(min.time=x$min.time, qi=qi, qi.name=qi.name,
- t.series=eval(eval(object$call$formula[[2]],
- envir=dat)$name, envir=dat),
- zelig.call = object$call)
- class(res) <- c("zelig.arima", "zelig")
- return(res)
- }
-}
\ No newline at end of file
+sim.setxArima <- function(object, x, x1 = NULL, num = 1000, prev = NULL,
+ bootstrap = FALSE, bootfn = NULL, cond.data = NULL,
+ max.iter=10, ...) {
+ require(mvtnorm)
+ if (bootstrap | !is.null(bootfn) | !is.null(cond.data)){
+ warning("boostrap, bootfn, and cond.data are ignored in ARIMA models")
+ }
+ t.effect <- x$t.effect
+ ##extracting out the series
+ if (is.data.frame(object$zelig.data))
+ dat <- object$zelig.data
+ else{
+ envir<- attr(object$terms, ".Environment")
+ dat <- eval(object$call$data, envir)
+ }
+ series <- eval(eval(object$call$formula[[2]])$name, envir=dat)
+ pred.ahead <- x$pred.ahead
+ if (!is.null(prev)){
+ draw.parm <- prev
+ }
+ if (is.null(prev)){
+ draw.parm <- rmvnorm(num, mean=object$coef, sigma=object$var.coef)
+###inserting a function that will be used to ensure that the
+###ma portion is invertible. This code is taken from
+ ##the implementation of ARIMA in the stats package
+ maInvert <- function(ma) {
+ q <- length(ma)
+ q0 <- max(which(c(1, ma) != 0)) - 1
+ if (!q0)
+ return(ma)
+ roots <- polyroot(c(1, ma[1:q0]))
+ ind <- Mod(roots) < 1
+ if (all(!ind))
+ return(ma)
+ if (q0 == 1)
+ return(c(1/ma[1], rep(0, q - q0)))
+ roots[ind] <- 1/roots[ind]
+ x <- 1
+ for (r in roots) x <- c(x, 0) - c(0, x)/r
+ c(Re(x[-1]), rep(0, q - q0))
+ }
+ ##
+ temp<- which(object$arma[1:4]>0)
+ temp<- sort(temp)
+ for(j in 1:nrow(draw.parm)){
+ if(length(temp)==1){
+ if(temp==2 | temp==4){
+ draw.parm[j, 1:object$arma[temp]]<- maInvert(draw.parm[i, 1:object$arma[temp]])
+ }
+ if(temp==1 | temp==3){
+ draw.parm[j, 1:object$arma[temp]]<- .Call("ARIMA_transPars", draw.parm[j, 1:sum(object$arma[temp[1:length(temp)]])], as.integer(object$arma[1:5]), TRUE, PACKAGE = "stats")[[1]][1:object$arma[temp]]
+ }
+ }
+ if(length(temp)>1){
+ if(temp[1]==2 | temp[1]==4){
+ draw.parm[i, 1:object$arma[temp[1]]]<- maInvert(draw.parm[j, 1:object$arma[temp[1]]])
+ }
+ if(temp[1]==1 | temp[1]==3){
+ draw.parm[j, 1:object$arma[temp[1]]]<- .Call("ARIMA_transPars", draw.parm[j, 1:sum(object$arma[temp[1:length(temp)]])], as.integer(object$arma[1:5]), TRUE, PACKAGE = "stats")[[1]][1:object$arma[temp[1]]]
+ }
+ }
+ for(i in 2:length(temp)){
+ if(temp[i]==2 | temp[i]==4){
+ draw.parm[j, (sum(object$arma[1:(i-1)]) + 1):(sum(object$arma[1:(i)]))]<- maInvert(draw.parm[j, (sum(object$arma[1:(i-1)]) + 1):(sum(object$arma[1:(i)]))])
+ }
+ if(temp[i]==1 | temp[i]==3){
+ draw.parm[j, (sum(object$arma[1:(i-1)]) + 1):(sum(object$arma[1:(i)]))]<- .Call("ARIMA_transPars",draw.parm[j, 1:sum(object$arma[temp[1:length(temp)]])], as.integer(object$arma[1:5]), TRUE, PACKAGE = "stats")[[1]][(sum(object$arma[1:(i-1)]) + 1):(sum(object$arma[1:(i)]))]
+ }
+ }
+ }
+ }
+ if (x$min.time==1 | x$min.time==2)
+ stop("Counterfactuals can only be specified from the third observation and later \n")
+ if (ncol(x$dta)==0){
+ ev <- matrix(NA, nrow=nrow(draw.parm), ncol=(pred.ahead))
+ se <- matrix(NA, nrow=nrow(draw.parm), ncol=(pred.ahead))
+ for (i in 1:nrow(draw.parm)){
+ temp <- arima(series, xreg=NULL,
+ order=c(object$arma[1], object$arma[6], object$arma[2]),
+ seasonal=list(order=c(object$arma[3], object$arma[7], object$arma[4]),
+ period=object$arma[5]), fixed=draw.parm[i,], transform.pars=TRUE)
+ temp2 <-predict(temp, newxreg=NULL, n.ahead=(pred.ahead))
+ ev[i,] <- temp2$pred[1:(pred.ahead)]
+ se[i,] <- temp2$se[1:(pred.ahead)]
+ }
+ ev <- as.matrix(ev)
+ se <- as.matrix(se)
+ if (!is.null(x1)){
+ warning("First differences are only calculated when external regressors are used \n")
+ }
+ }
+ if (ncol(x$dta) > 0){
+ x.obs <- as.matrix(x$dta[1:(x$min.time-1),])
+ x.cf <- as.matrix(x$dta[x$min.time: (x$max.time), ])
+ ev <- matrix(NA, nrow=nrow(draw.parm), ncol=(length(x$min.time:x$max.time)))
+ se <- matrix(NA, nrow=nrow(draw.parm), ncol=(length(x$min.time:x$max.time)))
+ if (x$min.time == nrow(x$dta)){
+ x.cf<- t(x.cf)
+ }
+ for (i in 1:nrow(draw.parm)){
+ temp <- arima(series[1:(x$min.time-1)], xreg=x.obs,
+ order=c(object$arma[1], object$arma[6], object$arma[2]),
+ seasonal=list(order=c(object$arma[3], object$arma[7], object$arma[4]),
+ period=object$arma[5]), fixed=draw.parm[i,])
+ temp2 <-predict(temp, newxreg=x.cf, n.ahead=nrow(x.cf))
+ ev[i,] <- temp2$pred
+ se[i,] <- temp2$se
+ }
+ ev <- as.matrix(ev)
+ }
+ if (!is.null(x1)){
+ if (ncol(x1$dta) > 0){
+ x1.obs <- as.matrix(x1$dta[1:(x1$min.time-1), ])
+ x1.cf <- as.matrix(x1$dta[x1$min.time:(x1$max.time),])
+ ev.1 <- matrix(NA, nrow=nrow(draw.parm), ncol=length(x$min.time:x$max.time))
+ se.1 <- matrix(NA, nrow=nrow(draw.parm), ncol=length(x$min.time:x$max.time))
+ pred.ahead <- x$pred.ahead
+ pred.arima.x1 <- list()
+ false.arima.x1 <- list()
+ if (x1$min.time == nrow(x1$dta)){
+ x1.cf <- t(x1.cf)
+ }
+ for (i in 1:nrow(draw.parm)){
+ temp3<- arima(series[1:(x1$min.time-1)], xreg=x1.obs,
+ order=c(object$arma[1], object$arma[6], object$arma[2]),
+ seasonal=list(order=c(object$arma[3], object$arma[7],
+ object$arma[4]), period=object$arma[5]),
+ fixed=draw.parm[i,])
+ temp4 <- predict(temp3, newxreg=x1.cf, n.ahead=nrow(x.cf))
+ ev.1[i,] <- temp4$pred
+ se.1[i,] <- temp4$se
+ }
+ ev.1 <- as.matrix(ev.1)
+ }
+ }
+ if (!is.null(x1) & t.effect){
+ warning("First differences and treatment effects are not both calculated.Calculating first differences only.\n")
+ }
+ if (is.null(x1) & (t.effect)){
+ t.eff <- matrix(NA, nrow=nrow(ev), ncol=ncol(ev))
+ for (i in 1:nrow(ev)){
+ t.eff[i,] <- series[(x$min.time):x$max.time] - ev[i,]
+ }
+ }
+ if (!is.null(x1) | !(t.effect)){
+ t.eff <- NULL
+ }
+ if (!is.null(x1)){
+ se <- as.matrix(se)
+ se.1 <- as.matrix(se.1)
+ fd <- ev.1 - ev
+ qi <- list(ev=ev, se=se, fd=fd, t.eff=t.eff)
+ qi.name <- list(ev="Expected Values, E(Y|X)", se="Prediction Standard Error",
+ fd="First Difference, E(Y|X1) - E(Y|X)", t.eff="Treatment Effect")
+ res <- list(min.time=x$min.time, qi=qi, qi.name=qi.name,
+ zelig.call = object$call,
+ t.series = eval(eval(object$call$formula[[2]],
+ envir=dat)$name, envir=dat))
+ class(res) <- c("zelig.arima", "zelig")
+ return(res)
+ }
+ if (is.null(x1)){
+ se <- as.matrix(se)
+ qi <- list(ev=ev, se=se, t.eff=t.eff)
+ qi.name <- list(ev="Expected Values, E(Y|X)", se="Prediction Standard Error",
+ t.eff="Treatment Effect")
+ res <- list(min.time=x$min.time, qi=qi, qi.name=qi.name,
+ t.series=eval(eval(object$call$formula[[2]],
+ envir=dat)$name, envir=dat),
+ zelig.call = object$call)
+ class(res) <- c("zelig.arima", "zelig")
+ return(res)
+ }
+}
diff --git a/R/summarize.default.R b/R/summarize.default.R
index 15c1a84..507fc98 100644
--- a/R/summarize.default.R
+++ b/R/summarize.default.R
@@ -6,7 +6,8 @@ summarize.default <- function(x, rows = NULL, cip, stats, subset = NULL) {
res <- c(res, quantile(x, cip))
names(res) <- c(stats, paste(cip*100, "%", sep = ""))
}
- else if (is.character(x))
- res <- table(x) / length(x)
+ else if (is.character(x)) {
+ res <- c(table(x) / length(x))
+ }
res
}
diff --git a/R/summarize.matrix.R b/R/summarize.matrix.R
index 03cfb08..5bdcb14 100644
--- a/R/summarize.matrix.R
+++ b/R/summarize.matrix.R
@@ -4,8 +4,11 @@ summarize.matrix <- function(x, rows, cip, stats, subset = NULL) {
colnames(res) <- rows
}
if (is.null(subset)) {
- if (length(rows) == 1)
+ if (length(rows) == 1) {
res <- apply(x, 2, summarize.default, stats = stats, cip = cip)
+ if (length(res) == 1)
+ names(res) <- as.character(unique(x))
+ }
else {
tmp <- NULL
for (i in 1:dim(x)[2])
diff --git a/R/summary.MI.R b/R/summary.MI.R
index 0427a84..e11f440 100644
--- a/R/summary.MI.R
+++ b/R/summary.MI.R
@@ -1,62 +1,45 @@
summary.MI <- function(object, subset = NULL, ...){
res <- list()
- if(is.null(subset))
+ if (is.null(subset))
M <- 1:length(object)
else
M <- c(subset)
- for (i in M)
- res[[i]] <- summary(object[[i]])
- ans <- res[[1]]
- ans$zelig <- object[[1]]$zelig
- ans$call <- object[[1]]$call
+ for (i in M) res[[i]] <- summary(object[[i]])
+ ans <- list()
+ ans$zelig <- getzelig(object[[1]])
+ ans$call <- getcall(object[[1]])
if (length(M) > 1) {
ans$all <- res
coef <- se <- NULL
for (i in M){
- if (any(class(object[[1]]) == "vglm")) {
- coef <- cbind(coef, res[[i]]@coef3[,1])
- se <- cbind(se, res[[i]]@coef3[,2])
- }
- else {
- coef <- cbind(coef, coef(res[[i]])[,1])
- se <- cbind(se, coef(res[[i]])[,2])
- }
+ coef <- cbind(coef, getcoef(res[[i]])[,1])
+ se <- cbind(se, getcoef(res[[i]])[,2])
}
+ rows <- nrow(coef)
Q <- apply(coef, 1, mean)
U <- apply(se^2, 1, mean)
B <- apply((coef-Q)^2, 1, sum)/(length(M)-1)
var <- U+(1+1/length(M))*B
nu <- (length(M)-1)*(1+U/((1+1/length(M))*B))^2
- if (any(class(object[[1]]) == "vglm")) {
- coef.table <- matrix(NA, nrow(ans at coef3), 4)
- dimnames(coef.table) <- list(c(dimnames(ans at coef3)[[1]]),
- c("Value", "Std. Error", "t-stat", "p-value"))
- }
- else {
- coef.table <- matrix(NA, nrow = nrow(coef(ans)), ncol = 4)
- dimnames(coef.table) <- list(rownames(coef(ans)),
- c("Value", "Std. Error", "t-stat", "p-value"))
- }
+ coef.table <- matrix(NA, nrow = rows, ncol = 4)
+ dimnames(coef.table) <- list(rownames(coef),
+ c("Value", "Std. Error", "t-stat", "p-value"))
coef.table[,1] <- Q
coef.table[,2] <- sqrt(var)
coef.table[,3] <- Q/sqrt(var)
coef.table[,4] <- pt(abs(Q/sqrt(var)), df=nu, lower.tail=F)*2
ans$coefficients <- coef.table
ans$cov.scaled <- ans$cov.unscaled <- NULL
- if (!any(class(object[[1]]) == "vglm")) {
- for (i in 1:length(ans)) {
- if (is.numeric(ans[[i]]) && !names(ans)[i] %in% c("coefficients")){
- tmp <- NULL
- for (j in M)
- tmp <- cbind(tmp, res[[j]][[pmatch(names(ans)[i], names(res[[j]]))]])
- ans[[i]] <- apply(tmp, 1, mean)
- }
+ for (i in 1:length(ans)) {
+ if (is.numeric(ans[[i]]) && !names(ans)[i] %in% c("coefficients")){
+ tmp <- NULL
+ for (j in M)
+ tmp <- cbind(tmp, res[[j]][[pmatch(names(ans)[i], names(res[[j]]))]])
+ ans[[i]] <- apply(tmp, 1, mean)
}
}
class(ans) <- "summary.MI"
}
- else
- ans <- summary(object[[M]])
+ else ans <- summary(object)
ans
}
-
diff --git a/R/zelig2MCMC.R b/R/zelig2MCMC.R
index 5732e7e..3b90161 100644
--- a/R/zelig2MCMC.R
+++ b/R/zelig2MCMC.R
@@ -91,7 +91,7 @@ zelig2ei.dynamic <- function(formula, model, data, M, ...) {
-zelig2logit.bayes <- function(formula, model, data, M, ...) {
+zelig2logit.bayes <- function(formula, model, data, M, ...) {
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
@@ -111,7 +111,7 @@ zelig2logit.bayes <- function(formula, model, data, M, ...) {
as.call(mf)
}
-zelig2probit.bayes <- function(formula, model, data, M, ...) {
+zelig2probit.bayes <- function(formula, model, data, M, ...) {
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
@@ -149,7 +149,7 @@ zelig2normal.bayes <- function(formula, model, data, M, ...) {
as.call(mf)
}
-zelig2poisson.bayes <- function(formula, model, data, M, ...) {
+zelig2poisson.bayes <- function(formula, model, data, M, ...) {
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
mf$model <- mf$M <- NULL
@@ -166,7 +166,8 @@ zelig2poisson.bayes <- function(formula, model, data, M, ...) {
as.call(mf)
}
-zelig2tobit.bayes <- function(formula, model, data, M, ...) {
+zelig2tobit.bayes <- function(formula, model, data, M, ...) {
+ packageConflicts("VGAM")
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
if (is.null(mf$verbose) || !mf$verbose) mf$verbose <- 0
@@ -184,7 +185,7 @@ zelig2tobit.bayes <- function(formula, model, data, M, ...) {
as.call(mf)
}
-zelig2mlogit.bayes <- function(formula, model, data, M, ...) {
+zelig2mlogit.bayes <- function(formula, model, data, M, ...) {
require(MCMCpack)
require(stats)
mf <- match.call(expand.dots = TRUE)
@@ -203,7 +204,8 @@ zelig2mlogit.bayes <- function(formula, model, data, M, ...) {
as.call(mf)
}
-zelig2oprobit.bayes <- function(formula, model, data, M, ...) {
+zelig2oprobit.bayes <- function(formula, model, data, M, ...) {
+ packageConflicts("VGAM")
require(MCMCpack)
require(stats)
mf <- match.call(expand.dots = TRUE)
@@ -273,6 +275,7 @@ zelig2factor.ord <- function(formula, model, data, M, ...) {
}
zelig2factor.mix <- function(formula, model, data, M, ...) {
+ packageConflicts("VGAM")
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
if (is.null(mf$verbose) || !mf$verbose) mf$verbose <- 0
@@ -301,6 +304,7 @@ zelig2factor.mix <- function(formula, model, data, M, ...) {
zelig2irt1d <- function(formula, model, data, M, ...) {
+ packageConflicts("VGAM")
require(MCMCpack)
mf <- match.call(expand.dots = TRUE)
if (is.null(mf$verbose) || !mf$verbose) mf$verbose <- 0
diff --git a/R/zelig2arima.R b/R/zelig2arima.R
index ed82486..5226068 100644
--- a/R/zelig2arima.R
+++ b/R/zelig2arima.R
@@ -1,70 +1,70 @@
-zelig2arima <- function(formula, model, data, M, ...){
- mf <- match.call()
- ##arima.wrap allows arima to run without using a formula
- mf[[1]] <- arima.wrap
- ##assembling the order of the ARIMA model
- dep.var <- eval(mf[[2]][[2]])$name
- d <- eval(mf[[2]][[2]])$d
- d.s <- eval(mf[[2]][[2]])$d.s
- per <- eval(mf[[2]][[2]])$per
- ##the don't use vector will be used below to assemble the actual formula employed
- dont.use <- vector()
- ##this for loop is used to find the values of p, p.s., q, and q.s.
- n.par <- length(unlist(strsplit(deparse(mf[[2]][[3]]), "\\+")))
- for(i in 1:n.par){
- if(class(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data))=="list"){
- if(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$ep==TRUE){
- dont.use[1] <- i
- q <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$q
- q.s <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$q.s
- }
- if(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$y==TRUE){
- dont.use[2] <- i
- p <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$p
- p.s <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[i]),
- envir=data)$p.s
- }
- }
- }
-
- if (length(dont.use) < n.par){
- ##this vector then denotes what we are going to use on the right hand side
- use.vec <- c(1:length(unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))))
- use.vec <- use.vec[-dont.use]
- ##now, we are creating the right hand side portion of the formula
- rhs <- vector()
- for (i in 1:length(use.vec)){
- rhs[2*i-1] <- paste(unlist(strsplit(deparse(mf[[2]][[3]]), "\\+"))[use.vec[i]])
- if (i+1 <= length(use.vec))
- rhs[2*i] <- paste("+")
- if (i + 1 > length(use.vec))
- break
- }
- mf$formula <-formula <- as.formula(paste(paste(dep.var,"~", collapse=""),
- paste(rhs, collapse=""), collapse=""))
- D <- model.frame(mf$formula, data)
- cols.D <- colnames(D)
- mf$x <- D[,1]
- X <- as.matrix(cbind(D[,2:ncol(D)]))
- colnames(X) <- cols.D[2:length(cols.D)]
- mf$xreg <- X
- }
- if(length(dont.use)==n.par){
- mf$x <- as.matrix(eval(dep.var, envir=data))
- mf$xreg <- NULL
- mf$formula <- eval(dep.var, envir=data)~1
- }
- mf$order<- c(p,d,q)
- if(!is.null(d.s) & !is.null(p.s) & !is.null(q.s) & !is.null(per)){
- mf$seasonal$order <- c(p.s, d.s, q.s)
- mf$seasonal$period <- per
- }
- mf$model <- mf$M <- mf$data <- NULL
- as.call(mf)
-}
+zelig2arima <- function(formula, model, data, M, ...){
+ mf <- match.call()
+ ##arima.wrap allows arima to run without using a formula
+ mf[[1]] <- arima.wrap
+ ##assembling the order of the ARIMA model
+ dep.var <- eval(mf[[2]][[2]])$name
+ d <- eval(mf[[2]][[2]])$d
+ d.s <- eval(mf[[2]][[2]])$ds
+ per <- eval(mf[[2]][[2]])$per
+ ##the don't use vector will be used below to assemble the actual formula employed
+ dont.use <- vector()
+ ##this for loop is used to find the values of p, p.s., q, and q.s.
+ n.par <- length(unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+")))
+ for(i in 1:n.par){
+ if(class(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data))=="list"){
+ if(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$ep==TRUE){
+ dont.use[1] <- i
+ q <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$q
+ q.s <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$q.s
+ }
+ if(eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$y==TRUE){
+ dont.use[2] <- i
+ p <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$p
+ p.s <- eval(parse(text=unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[i]),
+ envir=data)$p.s
+ }
+ }
+ }
+
+ if (length(dont.use) < n.par){
+ ##this vector then denotes what we are going to use on the right hand side
+ use.vec <- c(1:length(unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))))
+ use.vec <- use.vec[-dont.use]
+ ##now, we are creating the right hand side portion of the formula
+ rhs <- vector()
+ for (i in 1:length(use.vec)){
+ rhs[2*i-1] <- paste(unlist(strsplit(deparse(mf[[2]][[3]], width.cutoff=500), "\\+"))[use.vec[i]])
+ if (i+1 <= length(use.vec))
+ rhs[2*i] <- paste("+")
+ if (i + 1 > length(use.vec))
+ break
+ }
+ mf$formula <-formula <- as.formula(paste(paste(dep.var,"~", collapse=""),
+ paste(rhs, collapse=""), collapse=""))
+ D <- model.frame(mf$formula, data)
+ cols.D <- colnames(D)
+ mf$x <- D[,1]
+ X <- as.matrix(cbind(D[,2:ncol(D)]))
+ colnames(X) <- cols.D[2:length(cols.D)]
+ mf$xreg <- X
+ }
+ if(length(dont.use)==n.par){
+ mf$x <- as.matrix(eval(dep.var, envir=data))
+ mf$xreg <- NULL
+ mf$formula <- eval(dep.var, envir=data)~1
+ }
+ mf$order<- c(p,d,q)
+ if(!is.null(d.s) & !is.null(p.s) & !is.null(q.s) & !is.null(per)){
+ mf$seasonal$order <- c(p.s, d.s, q.s)
+ mf$seasonal$period <- per
+ }
+ mf$model <- mf$M <- mf$data <- NULL
+ as.call(mf)
+}
diff --git a/README b/README
index 92c71d8..7d83bcb 100644
--- a/README
+++ b/README
@@ -1,3 +1,8 @@
+2.7-5 (December 25, 2006): Stable release for R 2.4.0-2.4.1.
+ Fixed bug related to {\tt names.default()}, summary for multiple
+ imputation methods, and prediction for ordinal response models (thanks
+ to Brian Ripley, Chris Lawrence, and Ian Yohai).
+
2.7-3 (November 9, 2006): Stable release for R 2.4.0. Fixed bugs related
to R check.
diff --git a/demo/beta.R b/demo/beta.R
deleted file mode 100644
index 712bc23..0000000
--- a/demo/beta.R
+++ /dev/null
@@ -1,24 +0,0 @@
-data(house)
-
-z.out <- zelig(dpct86 ~ dpct84 + dwin86 + incum86, data = house, model = "beta")
-
-user.prompt()
-
-summary(z.out)
-
-user.prompt()
-
-x0 <- setx(z.out, incum86 = 0)
-x1 <- setx(z.out, incum86 = 1)
-
-user.prompt()
-
-s.out <- sim(z.out, x = x0, x1 = x1)
-
-user.prompt()
-
-summary(s.out)
-
-user.prompt()
-
-plot(s.out)
diff --git a/inst/doc/index.shtml b/inst/doc/index.shtml
index 641b0cc..64597c4 100644
--- a/inst/doc/index.shtml
+++ b/inst/doc/index.shtml
@@ -12,7 +12,7 @@
<a href="http://www.people.fas.harvard.edu/~olau/">Olivia Lau</a>
<br /><br />
<!-- rbuild: replace 'Version:' '</b>' version -->
-<b>Version:2.7-4</b>
+<b>Version:2.7-5</b>
<table border='0' cellpadding='0' cellspacing='8'><tr><td valign='top' width='200'>
<p !style="float:left; width: 200; margin: 1.5em;"> <a
diff --git a/inst/doc/zelig.aux b/inst/doc/zelig.aux
index bf04c28..42684f9 100644
--- a/inst/doc/zelig.aux
+++ b/inst/doc/zelig.aux
@@ -231,8 +231,8 @@
\citation{Ripley96}
\citation{BreFriOls84}
\citation{Hansen04}
-\citation{DiaSek05}
\@writefile{toc}{\contentsline {subsubsection}{Contributors}{112}{section*.94}}
+\citation{DiaSek05}
\@writefile{toc}{\contentsline {section}{\numberline {11.2}{\tt mi}: Create a list of multiply imputed data frames}{113}{section.11.2}}
\newlabel{model.end}{{11.2}{113}{{\tt mi}: Create a list of multiply imputed data frames\relax }{section.11.2}{}}
\@writefile{toc}{\contentsline {subsubsection}{Description}{113}{section*.95}}
@@ -344,18 +344,19 @@
\bibcite{KinZen01}{{22}{2001{b}}{{King and Zeng}}{{}}}
\bibcite{KinZen02b}{{23}{2002{a}}{{King and Zeng}}{{}}}
\bibcite{KinZen02}{{24}{2002{b}}{{King and Zeng}}{{}}}
-\bibcite{KinZen06a}{{25}{2006}{{King and Zeng}}{{}}}
-\bibcite{LumHea99}{{26}{1999}{{Lumley and Heagerty}}{{}}}
-\bibcite{MarQui05}{{27}{2005}{{Martin and Quinn}}{{}}}
-\bibcite{Martin92}{{28}{1992}{{Martin}}{{}}}
-\bibcite{McCNel89}{{29}{1989}{{McCullagh and Nelder}}{{}}}
-\bibcite{PluBesCowVin05}{{30}{2005}{{Plummer et~al.}}{{Plummer, Best, Cowles, and Vines}}}
-\bibcite{Qui04}{{31}{2004}{{Quinn}}{{}}}
-\bibcite{Ripley96}{{32}{1996}{{Ripley}}{{}}}
-\bibcite{RosJiaKin01}{{33}{2001}{{Rosen et~al.}}{{Rosen, Jiang, King, and Tanner}}}
-\bibcite{SchSla01}{{34}{2001}{{Scheve and Slaughter}}{{}}}
-\bibcite{StoKinZen06}{{35}{2006}{{Stoll et~al.}}{{Stoll, King, and Zeng}}}
-\bibcite{VenRip02}{{36}{2002}{{Venables and Ripley}}{{}}}
-\bibcite{White80}{{37}{1980}{{White}}{{}}}
-\bibcite{YeeHas03}{{38}{2003}{{Yee and Hastie}}{{}}}
-\bibcite{Zeileis04}{{39}{2004}{{Zeileis}}{{}}}
+\bibcite{KinZen06a}{{25}{2006{a}}{{King and Zeng}}{{}}}
+\bibcite{KinZen06b}{{26}{2006{b}}{{King and Zeng}}{{}}}
+\bibcite{LumHea99}{{27}{1999}{{Lumley and Heagerty}}{{}}}
+\bibcite{MarQui05}{{28}{2005}{{Martin and Quinn}}{{}}}
+\bibcite{Martin92}{{29}{1992}{{Martin}}{{}}}
+\bibcite{McCNel89}{{30}{1989}{{McCullagh and Nelder}}{{}}}
+\bibcite{PluBesCowVin05}{{31}{2005}{{Plummer et~al.}}{{Plummer, Best, Cowles, and Vines}}}
+\bibcite{Qui04}{{32}{2004}{{Quinn}}{{}}}
+\bibcite{Ripley96}{{33}{1996}{{Ripley}}{{}}}
+\bibcite{RosJiaKin01}{{34}{2001}{{Rosen et~al.}}{{Rosen, Jiang, King, and Tanner}}}
+\bibcite{SchSla01}{{35}{2001}{{Scheve and Slaughter}}{{}}}
+\bibcite{StoKinZen06}{{36}{2006}{{Stoll et~al.}}{{Stoll, King, and Zeng}}}
+\bibcite{VenRip02}{{37}{2002}{{Venables and Ripley}}{{}}}
+\bibcite{White80}{{38}{1980}{{White}}{{}}}
+\bibcite{YeeHas03}{{39}{2003}{{Yee and Hastie}}{{}}}
+\bibcite{Zeileis04}{{40}{2004}{{Zeileis}}{{}}}
diff --git a/inst/doc/zelig.bbl b/inst/doc/zelig.bbl
index c373cd2..064a1c8 100644
--- a/inst/doc/zelig.bbl
+++ b/inst/doc/zelig.bbl
@@ -1,4 +1,4 @@
-\begin{thebibliography}{39}
+\begin{thebibliography}{40}
\newcommand{\enquote}[1]{``#1''}
\expandafter\ifx\csname natexlab\endcsname\relax\def\natexlab#1{#1}\fi
@@ -43,13 +43,16 @@ Hastie, T.~J. and Tibshirani, R. (1990), \textit{Generalized Additive Models},
London: Chapman Hall.
\bibitem[{Ho et~al.(2005)Ho, Imai, King, and Stuart}]{HoImaKin05b}
-Ho, D., Imai, K., King, G., and Stuart, E. (2005), \enquote{Matching as
- Nonparametric Preprocessing for Parametric Causal Inference,}
+Ho, D., Imai, K., King, G., and Stuart, E. (2005), \enquote{Matchit: Matching
+ as Nonparametric Preprocessing for Parametric Causal Inference,}
Http://gking.harvard.edu/matchit/.
\bibitem[{Ho et~al.(2006)Ho, Imai, King, and Stuart}]{HoImaKin06}
---- (2006), \enquote{Matching as Nonparametric Preprocessing for Parametric
- Causal Inference,} Http://gking.harvard.edu/files/abs/matchp-abs.shtml.
+Ho, D.~E., Imai, K., King, G., and Stuart, E.~A. (2006), \enquote{Replication
+ Data Set for `Matching as Nonparametric Preprocessing for Reducing Model
+ Dependence in Parametric Causal Inference',}
+ Http://id.thedata.org/hdl\%3A1902.1\%2FYVDZEQIYDS hdl:1902.1/YVDZEQIYDS
+ UNF:3:QV0mYCd8eV+mJgWDnYct5g== Murray Research Archive [distributor(DDI)].
\bibitem[{Huber(1981)}]{Huber81}
Huber, P.~J. (1981), \textit{Robust Statistics}, Wiley.
@@ -76,7 +79,7 @@ King, G. (1989), \textit{Unifying Political Methodology: The Likelihood Theory
\bibitem[{King(1997)}]{King97}
--- (1997), \textit{A Solution to the Ecological Inference Problem:
Reconstructing Individual Behavior from Aggregate Data}, Princeton: Princeton
- University Press.
+ University Press, http://gking.harvard.edu/eicamera/kinroot.html.
\bibitem[{King et~al.(1990)King, Alt, Burns, and Laver}]{KinAltBur90}
King, G., Alt, J., Burns, N., and Laver, M. (1990), \enquote{A Unified Model of
@@ -94,7 +97,7 @@ King, G., Honaker, J., Joseph, A., and Scheve, K. (2001), \enquote{Analyzing
King, G., Murray, C.~J., Salomon, J.~A., and Tandon, A. (2004),
\enquote{Enhancing the Validity and Cross-cultural Comparability of
Measurement in Survey Research,} \textit{American Political Science Review},
- 94, 191--205, http://gking.harvard.edu/files/abs/vign-abs.shtml.
+ 98, 191--205, http://gking.harvard.edu/files/abs/vign-abs.shtml.
\bibitem[{King et~al.(2000)King, Tomz, and Wittenberg}]{KinTomWit00}
King, G., Tomz, M., and Wittenberg, J. (2000), \enquote{Making the Most of
@@ -122,11 +125,17 @@ King, G. and Zeng, L. (2001{\natexlab{a}}), \enquote{Explaining Rare Events in
\textit{World Politics}, 53, 623--658,
http://gking.harvard.edu/files/abs/civil-abs.shtml.
-\bibitem[{King and Zeng(2006)}]{KinZen06a}
---- (2006), \enquote{The Dangers of Extreme Counterfactuals,} \textit{Political
- Analysis}, 14, 131--159,
+\bibitem[{King and Zeng(2006{\natexlab{a}})}]{KinZen06a}
+--- (2006{\natexlab{a}}), \enquote{The Dangers of Extreme Counterfactuals,}
+ \textit{Political Analysis}, 14, 131--159,
http://gking.harvard.edu/files/abs/counterft-abs.shtml.
+\bibitem[{King and Zeng(2006{\natexlab{b}})}]{KinZen06b}
+--- (2006{\natexlab{b}}), \enquote{Replication Data Set for `When Can History
+ be Our Guide? The Pitfalls of Counterfactual Inference',}
+ Http://id.thedata.org/hdl\%3A1902.1\%2FDXRXCFAWPK hdl:1902.1/DXRXCFAWPK
+ UNF:3:DaYlT6QSX9r0D50ye+tXpA== Murray Research Archive [distributor(DDI)].
+
\bibitem[{Lumley and Heagerty(1999)}]{LumHea99}
Lumley, T. and Heagerty, P. (1999), \enquote{Weighted Empirical Adaptive
Variance Estimators for Correlated Data Regression,} \textit{jrssb}, 61,
diff --git a/inst/doc/zelig.blg b/inst/doc/zelig.blg
index 64acf94..83c8c20 100644
--- a/inst/doc/zelig.blg
+++ b/inst/doc/zelig.blg
@@ -54,49 +54,50 @@ A level-1 auxiliary file: commands/tag.aux
The style file: asa.bst
Database file #1: gk.bib
Database file #2: gkpubs.bib
-Warning--I didn't find a database entry for "KinZen06b"
Warning--I didn't find a database entry for "HoImaKin05"
Warning--I didn't find a database entry for "StoKinZen05"
+Warning--empty journal in HoImaKin06
+Warning--empty journal in KinZen06b
Warning--empty pages in Qui04
-You've used 39 entries,
+You've used 40 entries,
2777 wiz_defined-function locations,
- 1037 strings with 13350 characters,
-and the built_in function-call counts, 17550 in all, are:
-= -- 1639
-> -- 817
-< -- 33
-+ -- 310
-- -- 255
-* -- 1634
-:= -- 3108
-add.period$ -- 66
-call.type$ -- 39
-change.case$ -- 263
+ 1042 strings with 13935 characters,
+and the built_in function-call counts, 18003 in all, are:
+= -- 1681
+> -- 837
+< -- 34
++ -- 318
+- -- 261
+* -- 1681
+:= -- 3182
+add.period$ -- 68
+call.type$ -- 40
+change.case$ -- 271
chr.to.int$ -- 49
-cite$ -- 40
-duplicate$ -- 789
-empty$ -- 1255
-format.name$ -- 377
-if$ -- 3382
-int.to.chr$ -- 3
+cite$ -- 43
+duplicate$ -- 815
+empty$ -- 1285
+format.name$ -- 388
+if$ -- 3468
+int.to.chr$ -- 4
int.to.str$ -- 1
-missing$ -- 44
-newline$ -- 122
-num.names$ -- 158
-pop$ -- 264
+missing$ -- 46
+newline$ -- 125
+num.names$ -- 162
+pop$ -- 276
preamble$ -- 1
-purify$ -- 240
+purify$ -- 246
quote$ -- 0
-skip$ -- 522
+skip$ -- 534
stack$ -- 0
-substring$ -- 1035
-swap$ -- 182
+substring$ -- 1051
+swap$ -- 189
text.length$ -- 1
text.prefix$ -- 0
top$ -- 0
-type$ -- 321
-warning$ -- 1
-while$ -- 163
+type$ -- 330
+warning$ -- 3
+while$ -- 166
width$ -- 0
-write$ -- 436
-(There were 4 warnings)
+write$ -- 447
+(There were 5 warnings)
diff --git a/inst/doc/zelig.log b/inst/doc/zelig.log
index 28e9f19..3a0bbec 100644
--- a/inst/doc/zelig.log
+++ b/inst/doc/zelig.log
@@ -1,4 +1,4 @@
-This is pdfTeX, Version 3.14159-1.10b (Web2C 7.4.5) (format=pdflatex 2006.1.19) 10 NOV 2006 18:04
+This is pdfTeX, Version 3.14159-1.10b (Web2C 7.4.5) (format=pdflatex 2006.1.19) 25 DEC 2006 08:03
**zelig
(./zelig.tex{/usr/share/texmf/pdftex/config/pdftex.cfg}
LaTeX2e <2001/06/01>
@@ -637,11 +637,6 @@ Chapter 4.
<xymatrix 3x5 334> [29
]
-
-Package natbib Warning: Citation `KinZen06b' on page 30 undefined on input line
- 50.
-
-
Overfull \hbox (4.2199pt too wide) in paragraph at lines 90--90
[]/cmtt12/> z.out <- zelig(vote ~ race + educate, model = "logit", data = turn
out)[]
@@ -743,11 +738,11 @@ Overfull \hbox (6.32878pt too wide) in paragraph at lines 111--111
[]/cmbx12 at 17.28pt/Adding Points, Lines, and Leg-ends to Ex-ist-ing Plots
[]
-[45] [46] <figs/sample1.pdf, id=1225, 451.6875pt x 289.08pt>
+[45] [46] <figs/sample1.pdf, id=1228, 451.6875pt x 289.08pt>
File: figs/sample1.pdf Graphic file (type pdf)
<use figs/sample1.pdf> [47 <./figs/sample1.pdf>]
-<figs/sample2.pdf, id=1239, 325.215pt x 252.945pt>
+<figs/sample2.pdf, id=1242, 325.215pt x 252.945pt>
File: figs/sample2.pdf Graphic file (type pdf)
<use figs/sample2.pdf>
Overfull \hbox (5.72021pt too wide) in paragraph at lines 234--234
@@ -758,13 +753,13 @@ ty line.[]
LaTeX Warning: Characters dropped after `\end{verbatim}' on input line 235.
-[48 <./figs/sample2.pdf>] <figs/ternary.pdf, id=1254, 289.08pt x 289.08pt>
+[48 <./figs/sample2.pdf>] <figs/ternary.pdf, id=1257, 289.08pt x 289.08pt>
File: figs/ternary.pdf Graphic file (type pdf)
<use figs/ternary.pdf> [49 <./figs/ternary.pdf>]
-<figs/roc.pdf, id=1272, 289.08pt x 289.08pt>
+<figs/roc.pdf, id=1275, 289.08pt x 289.08pt>
File: figs/roc.pdf Graphic file (type pdf)
- <use figs/roc.pdf> [50 <./figs/roc.pdf>] <figs/vertci.pdf, id=1289, 433.62pt x
+ <use figs/roc.pdf> [50 <./figs/roc.pdf>] <figs/vertci.pdf, id=1292, 433.62pt x
289.08pt>
File: figs/vertci.pdf Graphic file (type pdf)
<use figs/vertci.pdf>)
@@ -1586,18 +1581,26 @@ ce mea-sure. /cmtt12/summary(m.out/tctt1200/$/cmtt12/model)
[]
[111]
-Overfull \hbox (15.93015pt too wide) in paragraph at lines 336--339
-/cmr12/pro-cess-ing for Para-met-ric Causal In-fer-ence,'' Http://gking.harvard
-.edu/matchit/
+Overfull \hbox (70.27684pt too wide) in paragraph at lines 336--339
+/cmr12/in Para-met-ric Causal In-fer-ence','' Http://id.thedata.org/hdl%3A1902.
+1%2FYVDZEQIYDS
[]
Package natbib Warning: Citation `StoKinZen05' undefined on input line 344.
-Package natbib Warning: Citation `KinZen06b' undefined on input line 348.
+Overfull \hbox (98.17656pt too wide) in paragraph at lines 345--349
+/cmr12/Pit-falls of Coun-ter-fac-tual In-fer-ence','' Http://id.thedata.org/hdl
+%3A1902.1%2FDXRXCFAWPK
+ []
+
+
+Overfull \hbox (1.9694pt too wide) in paragraph at lines 345--349
+/cmr12/hdl:1902.1/DXRXCFAWPK UNF:3:DaYlT6QSX9r0D50ye+tXpA== Mur-ray
+ []
-)) (./commands/mi.tex
+[112])) (./commands/mi.tex
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\<def>-command' on input line 1.
@@ -1650,7 +1653,7 @@ Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\ignorespaces' on input line 1.
-[112]) [113]
+) [113]
\openout2 = `commands/plot.ci.aux'.
(./commands/plot.ci.tex
@@ -3944,7 +3947,7 @@ Overfull \hbox (35.75883pt too wide) in paragraph at lines 34--41
[311
-] [312] <figs/increase.pdf, id=3227, 351.3125pt x 393.47pt>
+] [312] <figs/increase.pdf, id=3230, 351.3125pt x 393.47pt>
File: figs/increase.pdf Graphic file (type pdf)
<use figs/increase.pdf>
@@ -3976,16 +3979,28 @@ es,''
[323
]
-Underfull \hbox (badness 1895) in paragraph at lines 121--124
+Underfull \hbox (badness 4132) in paragraph at lines 80--83
+[]/cmr12/--- (1997), /cmti12/A So-lu-tion to the Eco-log-i-cal In-fer-ence Prob
+-lem: Re-con-struct-ing In-
+ []
+
+
+Underfull \hbox (badness 2726) in paragraph at lines 80--83
+/cmti12/di-vid-ual Be-hav-ior from Ag-gre-gate Data/cmr12/, Prince-ton: Prince-
+ton Uni-ver-sity Press,
+ []
+
+
+Underfull \hbox (badness 1895) in paragraph at lines 124--127
[]/cmr12/--- (2002b), ``Im-prov-ing Fore-casts of State Fail-ure,'' /cmti12/Wor
ld Pol-i-tics/cmr12/, 53, 623--658,
[]
-[324])
+[324] [325])
Package natbib Warning: There were undefined citations.
-[325] (./zelig.aux (./acknowledgments.aux) (./commands/setx.aux)
+[326] (./zelig.aux (./acknowledgments.aux) (./commands/setx.aux)
(./commands/sim.aux) (./commands/summary.aux) (./commands/plot.zelig.aux)
(./commands/print.aux) (./commands/replicate.aux) (./commands/plot.ci.aux)
(./commands/rocplot.aux) (./commands/ternaryplot.aux)
@@ -4012,15 +4027,15 @@ LaTeX Warning: There were multiply-defined labels.
)
Here is how much of TeX's memory you used:
- 8837 strings out of 95437
- 111931 string characters out of 1190233
- 213526 words of memory out of 1000001
+ 8839 strings out of 95437
+ 111953 string characters out of 1190233
+ 214089 words of memory out of 1000001
10005 multiletter control sequences out of 10000+50000
24342 words of font info for 98 fonts, out of 500000 for 1000
14 hyphenation exceptions out of 1000
34i,15n,43p,258b,696s stack positions out of 1500i,500n,5000p,200000b,5000s
- 3326 PDF objects out of 300000
- 1209 named destinations out of 131072
+ 3333 PDF objects out of 300000
+ 1211 named destinations out of 131072
949 words of extra memory for PDF output out of 65536
{/usr/share/texmf/dvips/tetex/bbad153f.enc}</usr/share/texmf/fonts/type1/blue
sky/cm/cmsy6.pfb></usr/share/texmf/fonts/type1/bluesky/symbols/msbm10.pfb>{/usr
@@ -4044,4 +4059,4 @@ ype1/bluesky/cm/cmtt12.pfb></usr/share/texmf/fonts/type1/bluesky/cm/cmbx12.pfb>
e1/bluesky/cm/cmr8.pfb></usr/share/texmf/fonts/type1/bluesky/cm/cmr10.pfb></usr
/share/texmf/fonts/type1/bluesky/cm/cmr12.pfb></usr/share/texmf/fonts/type1/blu
esky/cm/cmr17.pfb>
-Output written on zelig.pdf (326 pages, 1378227 bytes).
+Output written on zelig.pdf (327 pages, 1380869 bytes).
diff --git a/inst/doc/zelig.pdf b/inst/doc/zelig.pdf
index cb5a2ee..27e4b29 100644
--- a/inst/doc/zelig.pdf
+++ b/inst/doc/zelig.pdf
@@ -781,13 +781,17 @@ endobj
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trailer
<<
-/Size 3392
-/Root 3390 0 R
-/Info 3391 0 R
+/Size 3399
+/Root 3397 0 R
+/Info 3398 0 R
>>
startxref
-1310296
+1312798
%%EOF
diff --git a/inst/doc/zelig.tex b/inst/doc/zelig.tex
index 07c9220..08b39ed 100644
--- a/inst/doc/zelig.tex
+++ b/inst/doc/zelig.tex
@@ -59,7 +59,7 @@ Olivia Lau\thanks{Ph.D.\ Candidate, Department of Government, Harvard
\texttt{OLau at Fas.Harvard.Edu}).}}
% rbuild: replace 'Version ' '\\' Version
-\date{Version 2.7-4\\ \today}
+\date{Version 2.7-5\\ \today}
\begin{document}
\maketitle
@@ -113,6 +113,11 @@ few days.
\begin{itemize}
+\item {\bf 2.7-5} (December 25, 2006): Stable release for R 2.4.0-2.4.1.
+Fixed bug related to {\tt names.default()}, summary for multiple
+imputation methods, and prediction for ordinal response models (thanks to
+Brian Ripley, Chris Lawrence, and Ian Yohai).
+
\item {\bf 2.7-4} (November 10, 2006): Stable release for R 2.4.0. Fixed
bugs related to R check.
--
Alioth's /usr/local/bin/git-commit-notice on /srv/git.debian.org/git/debian-science/packages/r-cran-zelig.git
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