Re: [Rd] proposed simulate.glm method

From: Nicholas Lewin-Koh <nikko_at_hailmail.net>
Date: Sat, 14 Feb 2009 11:35:32 -0800

Hi,
Well, my question wasn't that clear :-), but yes you mostly answered it. I guess
the one case I would be concerned is in Heather's code, where the distribution
to simulate from is chosen, that seemed to be hard coded. So if I built a family object, say for a model that assumes errors from a zipf distribution,
and I did have a predict method (which is a fair assumption) would that fail because the rzipf function would not be accessed?

Nicholas
On Sat, 14 Feb 2009 20:10:26 +0100, "Martin Maechler" <maechler_at_stat.math.ethz.ch> said:
> >>>>> "NicLK" == Nicholas Lewin-Koh <nikko@hailmail.net>
> >>>>> on Sat, 14 Feb 2009 08:34:45 -0800 writes:
>
> NicLK> Hi, For extended glms such as gams, gnm or other
> NicLK> distributions such as negative binomial, would there
> NicLK> need to be a separate simulate method?
>
> Not necessarily, as I said, the "glm"s are now also dealt with
> in simulate.lm() and Heather more or less confirmed that this
> gives correct results for "gnm" objects.
>
> For gam(), I'd strongly expect the same to apply, but there
> maybe sophisticated gam() models where the result is currently
> not correct. That's, BTW, also true for
> simulate(lm(...., weights), ...)
>
> NicLK> Or, could the current framework, rather than
> NicLK> stopping with an error look for the appropriate model
> NicLK> matrix, coefficients, distribution function and
> NicLK> family object to simulate from?
>
> What do you mean?
> A situation where there's no supported 'family'
> or a situation where predict(<obj>) does not work as it's
> supposed in the current framework,
> or ????
>
> If there are such cases, we'd have to consider them together
> with the corresponding package author. It may often make sense
> fthen that the author changes his methods {predict(), ..} such
> that the (now) extended simulate.lm() will work automatically;
> Alternatively, the author can provide simulate.<myclass>().
>
> But I'm not sure I'm answering the question you've asked..
> Martin
>
> NicLK> 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
> >>
> >>
> >>
>
> ______________________________________________
> NicLK> R-devel_at_r-project.org mailing list
> NicLK> https://stat.ethz.ch/mailman/listinfo/r-devel



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