Re: [Rd] proposed simulate.glm method

From: Nicholas Lewin-Koh <nikko_at_hailmail.net>
Date: Sat, 14 Feb 2009 08:34:45 -0800

Hi,
For extended glms such as gams, gnm or other distributions such as negative binomial, would there need to be a separate simulate method?
Or, could the current framework, rather than stopping with an error look for the appropriate model matrix, coefficients, distribution function and family object
to simulate from?

Nicholas

> Message: 9
> Date: Fri, 13 Feb 2009 21:27:57 +0100
> From: Martin Maechler <maechler_at_stat.math.ethz.ch>
> Subject: Re: [Rd] proposed simulate.glm method
> To: Heather Turner <Heather.Turner_at_warwick.ac.uk>
> Cc: r-devel_at_r-project.org, Martin Maechler
> <maechler_at_stat.math.ethz.ch>
> Message-ID: <18837.55245.15158.29378@cmath-5.math.ethz.ch>
> Content-Type: text/plain; charset=us-ascii
>
> Thank you, Heather and Ben,
>
> >>>>> "HT" == Heather Turner <Heather.Turner_at_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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