Re: [Rd] proposed simulate.glm method

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri, 13 Feb 2009 21:27:57 +0100

Thank you, Heather and Ben,

>>>>> "HT" == Heather Turner <Heather.Turner@warwick.ac.uk>
>>>>> on Fri, 13 Feb 2009 15:52:37 +0000 writes:

    HT> Yes, thanks to Ben for getting the ball rolling. His
    HT> code was more streamlined than mine, pointing to further
    HT> simplifications which I've included in the extended
    HT> version below.

    HT> The code for the additional families uses functions from
    HT> MASS and SuppDists - I wasn't sure about the best way to     HT> do this, so have just used :: for now.

    HT> It appears to be working happily for both glm and gnm     HT> objects (no gnm-specific code used).

    HT> Best wishes,

    HT> Heather

[....]

I have now followed Brian Ripley's suggetion to just extend simulate.lm() to also deal with "glm" objects, but using Heather's suggestions for the different families; I've just commited src/library/stats/R/lm.R with the new code. (get it from svn.r-project.org/R/trunk/ or this night's R-devel  tarball).

One difference to your propsal: Instead of just

    object$fitted , the code is using
    fitted(object) ... something which should properly to the na.action used.

For the (MASS and) SuppDists package requirement, I'm using the following

      if(is.null(tryCatch(loadNamespace("SuppDists"),
			  error = function(e) NULL)))
	  stop("Need CRAN package 'SuppDists' for 'inverse.gaussian' family")


I've not yet updated the help page for simulate(), and have only tested relatively few cases for binomial, poisson and Gamma.
I've wanted to expose this to you, so you can provide more feedback and possibly even a patch to

   svn.r-project.org/R/trunk/src/library/stats/man/simulate.Rd

Martin



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