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Discussion 08

# Discussion 08 - Masanao Yajima imptab< function xv rw cl...

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Unformatted text preview: Masanao Yajima imptab <- function( xv, rw, cl, eps = 1e-6, itmax = 100, verbose = TRUE ){ l <- tapply( xv, list( rw, cl ), length ); l <- ifelse( is.na( l ), 0, l ); lmax <- max( l ); xsum <- tapply( xv, list( rw, cl ), sum); xsum <- ifelse( is.na( xsum ), 0, xsum ); z <- xsum / lmax; sigold <- sum( xv^2 ); itel <- 1; repeat { mu <- mean( z ); alpha <- apply( z, 1, mean ) - mu; beta <- apply( z, 2, mean ) - mu; xhat <- mu + alpha[rw] + beta[cl]; signew <- sum( ( xv - xhat )^2 ) if( verbose ){ cat("Iteration: ",formatC( itel, digits = 3, width = 3 ), "Old Loss: ", formatC( sigold, digits = 6, width = 10, format = "f" ), "New Loss: ", formatC( signew, digits = 6, width = 10, format = "f" ), "¥n") } z <- ( xsum + ( lmax - l ) * ( mu + outer( alpha, beta, "+" ) ) ) / lmax if( ( abs( sigold - signew ) < eps ) || ( itel == itmax ) ){ break()} sigold <- signew; itel <- itel + 1; } return( list( mu = mu, alpha = alpha, beta = beta ) ) } # Generate data set.seed( 11111 ) dat <- data.frame( rw = as.factor( sample( 1:5, 100, replace = TRUE ) ), cl = as.factor( sample( 1:5, 100, replace = TRUE ) ), xv = rnorm( 100 ) ) attach( dat )...
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Discussion 08 - Masanao Yajima imptab< function xv rw cl...

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