Generalized Nonlinear Models

Functions to specify and fit generalized nonlinear models, including models with multiplicative interaction terms such as the UNIDIFF model from sociology and the AMMI model from crop science, and many others. Over-parameterized representations of models are used throughout; functions are provided for inference on estimable parameter combinations, as well as standard methods for diagnostics etc.


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Functions to specify and fit generalized nonlinear models, including models with multiplicative interaction terms such as the UNIDIFF model from sociology and the AMMI model from crop science, and many others. Over-parameterized representations of models are used throughout; functions are provided for inference on estimable parameter combinations, as well as standard methods for diagnostics etc.

Installation

You can install gnm from github with:

devtools::install_github("hturner/gnm")

Code of conduct

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.

News

Changes in gnm 1.1-0

Changes in behaviour

  • generalize Diag and Symm to work with factors with levels that are not in alphabetical order. Factor levels are now only sorted by Diag if the input factors have different sets of levels.
  • make se() generic to allow methods to be added (e.g. as in logmult package).

Improvements

  • C routines now registered to avoid accidental clashes with other packages.
    • use of R_forceSymbols routine requires R >= 3.0.0.
  • use jss.bst vs chicago.bst in vignette.
  • update imports to include recommended packages.
  • avoid warnings regarding recycling a length 1 array.
  • avoid using print or cat outside print methods, so print output always optional (e.g. by setting verbose argument or using suppressMessages).

Bug fixes

  • environment of formula preserved when using gnm() with eliminate argument.
  • allow factor response in binomial gnms.
  • allow matrix response in quasibinomial gnms.
  • make x = FALSE also work when using gnm() with eliminate argument.
  • allow response in formula to be specified as an expression (e.g. D/E) when formula uses instances.

Changes in gnm 1.0-8

Improvements

  • now use lazy data loading.
  • improvements to vignette (with thanks to Michael Friendly).
  • copyright notices added to source files to clarify authorship, with appropriate credit given to contributors in Rd and DESCRIPTION files.

Changes in behaviour

  • predict.gnm now includes eliminate term in predictions on new data.

Bug fixes

  • expandCategorical now works when there are no covariates in the data.
  • better handling of single-column model matrices.
  • predict.gnm now works with se.fit = TRUE for models with eliminated terms; correctly handles new data without all levels of homogeneous factors present, and respects contrasts settings.
  • environment of formula preserved when using instances.

Changes in gnm 1.0-7

Bug fixes

  • corrected use of anova.glmlist in anova.gnm.

Changes in gnm 1.0-6

Bug fixes

  • added catch for when deviance becomes NaN.

Changes in gnm 1.0-5

Improvements

  • eliminated coefficients now returned as named vector.
  • step-quartering introduced to start-up iterations to avoid increasing deviance.

Changes in behaviour

  • gnm no longer restarts if algorithm fails - better to provide improved starting values in this case.

Bug fixes

  • fixed bug in the way etastart is used to initialise the linear parameters when eliminate is used as well.

Changes in gnm 1.0-4

Bug fixes

  • restarting mechanism now reinitialises correctly.
  • removed call to external C function that is no longer available.
  • gnm now works with eliminate argument when remaining linear part of predictor only involves one parameter.

Changes in gnm 1.0-3

Improvements

  • pickCoef extended to allow fixed pattern matching and to optionally return actual coefficients rather than their indices.
  • gnm now looks for exact match in coefficient names when a single character string is passed to the constrain argument before treating as regular expression.
  • hatvalues.gnm has been reimplemented to work more efficiently for large model matrices.
  • "nonlin" terms defined for homogeneous factors will now accept factors specified as an interaction (using :).

Bug fixes

  • results now returned in original order for models fitted with eliminate argument.
  • bug introduced into residSVD reverted so that now correctly aggregates working residuals.
  • anova.gnm now works when model is a single "nonlin" term.

Changes in gnm 1.0-2

Improvements

  • factors specified as homogenous in nonlin functions can now be specified as interactions of factors.

Bug fixes

  • fixed bug so that variables handled correctly in nonlinTerms.
  • corrected rank calculation for constrained models.
  • removed calls to Internal

Changes in gnm 1.0-1

New Features

  • added meanResiduals function
  • check argument added to getContrasts.

Improvements

  • added example SVD calculation to ?wheat; also in vignette.

Bug fixes

  • added update.gnm so that nonlinear terms were no ordered as linear, first order terms.

Changes in gnm 1.0-0

Improvements

  • eliminated coefficients now treated entirely separately, in particular the design matrix no longer has columns for these coefficients, making the algorithm far more efficient for models with many eliminated coefficients.

  • more reliable calculation of rank

Changes in Behaviour

  • ofInterest and constrain now index non-eliminated coefficients only.

  • eliminated coefficients now returned as attribute of returned coefficient vector.

  • "lsMethod" argument to gnm removed as now the LAPACK routines are
    always used to determine the least squares solution at the heart of the fitting algorithm. Hence qrSolve and cholInv deprecated.

  • the "eliminate", "onlyFirstCol" and "onlyNonElim" arguments to MPinv have been removed as no longer used.

Bug fixes

  • etastart now works for models with no linear parameters.

  • anova now ignores terms that are completely constrained.

Changes in gnm 0.10-0

Improvements

  • mustart/etastart now used to obtain starting values for linear and nonlinear parameters separately, improving performance.

Changes in Behaviour

  • expandCategorical now groups together individuals with common covariate values, by default. New group argument added to switch this behaviour.

Bug fixes

  • print.profile.gnm now prints full result.

  • data now read in correctly for Lee-Carter example in vignette.

Changes in gnm 0.9-9

New Features

  • etastart and mustart arguments added to gnm.

Changes in gnm 0.9-8

Improvements

  • gnm now returns data argument as glm does.

Changes in gnm 0.9-7

Bug fixes

  • more minor corrections in documentation.

Changes in gnm 0.9-6

Bug fixes

  • minor corrections in documentation.

Changes in gnm 0.9-5

Improvements

  • getContrasts can now estimate scaled contrasts with more flexibility in how the reference level is defined.
  • changed tolerance level in checkEstimable to 1e6 * .Machine$double.eps as previous tolerance too strict for some examples.

Changes in Behaviour

  • getContrasts now only handles one set of parameters at a time.
  • use of Const is now restricted to the symbolic predictors of "nonlin" functions.
  • Nonlin - the wrapper function for plug-in functions - is now defunct. Use "nonlin" functions to specify custom nonlinear terms.

Bug fixes

  • plot.gnm now uses standardised Pearson residuals for plot which = 5 so that the Cook's distance contours are correct

Changes in gnm 0.9-4

New Features

  • predict now implemented for "gnm" objects

Improvements

  • results formatted as contingency tables where appropriate by extractor functions (fitted, etc), rather than gnm

Changes in Behaviour

  • default for match argument of nonlinTerms now zero vector (i.e. no matching to arguments of call by default)

Bug fixes

  • termPredictors now works on "gnm" objects fitted with glm.fit
  • intercept removed when eliminate argument of gnm is non-NULL
  • models with all parameters eliminated now summarised sensibly
  • Diag and Symm now work for factors of length 1
  • asgnm now returns object with "gnm"-type terms component
  • print method for "profile.gnm" objects now exported

Changes in gnm 0.9-3

New Features

  • added DrefWeights for computing the weights in a diagonal reference term and the corresponding standard errors.

Improvements

  • "assign" attribute now attached to the parameter vector when passed to start functions defined by "nonlin" functions, specifying the correspondence between parameters and predictors in the nonlinear term.

Bug fixes

  • start function in Dref now identifies weight parameters correctly.

  • can now evaluate term predictors for "nonlin" terms that depend on covariates.

Changes in gnm 0.9-2

Improvements

  • Calls to "nonlin" functions now evaluated in the same environment and enclosure as call to create model frame, so "nonlin" functions should be able to find variables in gnm calls - potentially useful for setting starting values.

Bug fixes

  • gnm algorithm now reinitiates correctly when restarting after non-convergence.

  • gnm now works correctly when a model is specified with nonlinear terms inbetween linear terms.

Changes in gnm 0.9-1

New Features

  • introduction of functions of class "nonlin" for the unified specification of nonlinear terms. Mult, Exp, Dref and MultHomog have all been converted to functions of this class.

  • added Inv to specify the reciprocal of a predictor.

  • added Const to specify a constant in a predictor.

  • added instances to specify multiple instances of a nonlinear term.

Improvements

  • nonlinear terms can now be nested.

  • Exp can now be used outside of Mult or to exponentiate part of a constituent multiplier.

Changes in Behaviour

  • to accommodate the increased functionality introduced by "nonlin" functions, new labelling conventions have been introduced. In particular, most "nonlin" functions use argument-matched parameter labels.

  • in the new implementation of Dref the formula argument has been re-named delta to provide more informative parameter labels under the new conventions.

Bug fixes

  • specifying ofInterest = "[?]" in gnm now works as documented.

Changes in gnm 0.8-5

New Features

none in this release

Improvements

  • added a new ridge argument to gnm, to allow some control over the Levenberg-Marquardt regularization of the internal least squares calculation

  • changed the default ridge constant to 1e-8 (from 1e-5), to increase speed of convergence (especially in cases where there are infinite parameter estimates)

  • modified the "qr" method so that it no longer checks for rank deficiency (it was both unreliable, and not necessary since the matrix is regularized prior to solving)

  • substantial speed improvements in model fitting when there are large numbers of eliminated parameters, achieved mainly via a new internal function cholInv1. Corresponding example timings changed in the Overview document (vignette).

  • speed improvements in vcov.gnm when there are eliminated parameters; new logical argument use.eliminate gives control over this

  • in getContrasts, added new arguments dispersion and use.eliminate, both of which are passed on to vcov

  • implemented faster alternatives to ifelse in gnmFit

  • speed gains from use of tcrossprod. Because of this the gnm package now requires R 2.3.0 or later.

Changes in Behaviour

  • in gnm, changed the default value of argument x to TRUE (it was previously FALSE)

  • in checkEstimable, changed the name of the first argument from coefMatrix to combMatrix (to reflect better that it is a matrix of coefficient combinations); and changed the default tolerance value to one which should give more reliable results. Also, more fundamentally, changed the check to be whether combinations are in the column span of crossprod(X) instead of the row span of X; the results should be the same, but the new version is much faster for large n.

  • model.matrix.gnm no longer passes extra arguments to gnm as it's unlikely to be useful/sensible. For the same reasons it will not pass extra arguments to model.frame, unlike model.matrix.lm

  • getContrasts now results in a list only when the sets argument itself is a list; otherwise (ie, normally) the result is a single object (rather than a list of objects) of class qv

Bug fixes

  • fixed a bug in internal function quick.glm.fit, which greatly improves its performance. Also changed the default value of the nIter argument from 3 to 2.

  • fixed a small bug in demo(gnm)

  • fixed a bug in vcov.gnm, which previously gave an error when data were of class "table")

  • fixed summary.gnm so that it now takes proper account of the dispersion argument

  • in se, added new arguments Vcov and dispersion; the latter fixes a bug, while the former minimizes wasted computation in summary.gnm

  • fixed bug in model.matrix.gnm so that it can compute the model matrix even when original data is not available - unless model frame has not been saved. Original data still needed to update model frame - this is the same as for glms, etc.

  • fixed bug in gnm so that reconstructing "table"-class data works for models with weights/offsets

Changes in gnm 0.8-4

New Features

  • added "gnm" methods for profile and confint. Use of alpha argument differs slightly from "glm" methods: see help files.

  • constrain argument to gnm now supplemented by constrainTo argument, allowing specification of values to which parameters should be constrained.

  • gnm now has ofInterest argument to specify a subset of coefficients which are of interest - returned in ofInterest component of "gnm" object as named numeric vector. print summaries of model object/its components extracted by accessor functions only print coefficients of interest and (where appropriate) methods for "gnm" objects select coefficients of interest by default.

  • added ofInterest and ofInterest<- to extract/replace ofInterest component of "gnm" object.

  • added parameters which returns coefficient vector with constrained parameters replaced by their constrained value.

  • added pickCoef function to aid selection of coefficients - returns numeric indices of coefficients selected by Tk dialog or regular expression matching.

Improvements

  • constrain argument to gnm now accepts a regular expression to match against coefficient names.

Changes in Behaviour

  • constrain component of "gnm" objects is now a numeric, rather than logical, vector of indices.

  • all "gnm" methods for which a subset of the coefficients may be specified by numeric indices now interpret those indices as referencing the full coefficient vector (not just non-eliminated parameters).

  • gnm now preserves order of terms rather than moving all linear terms to the start (this fixes bug in anova.gnm).

  • the "pick" option for the constrain argument to gnm and the estimate argument to se has been replaced by "[?]" to avoid possible conflict with coefficient names/regular expressions.

Bug Fixes

  • fixed bug in se so will now work for single parameter.

  • fixed bug in summary.gnm so will now work for models with one parameter.

  • fixed bug in anova so that rows of returned table are correct for models with eliminated terms.

  • fixed bug in eliminate so that it now accepts interactions.

  • fixed bug in MPinv so that it works for models in which all parameters are eliminated.

Changes in gnm 0.8-3

Improvements

  • improved use of functions from other packages

Bug Fixes

  • fixed bug in asGnm.lm where object not fully identified

  • corrected maintainer address in DESCRIPTION!

Changes in gnm 0.8-2

New Features

  • added demonstration script to run using demo

  • added package help file, opened by package?gnm

Improvements

  • improved existing documentation

Changes in gnm 0.8-1

New Features

  • added the method argument to MPinv, to allow the method of calculation to be specified. Permitted values are "svd" to compute the pseudo-inverse by singular value decomposition, and "chol" to use the Cholseky decomposition instead. The latter is valid only for symmetric matrices, but is usually faster and more accurate.

  • added the lsMethod argument to gnm, to allow specification of the numerical method used for least-squares calculations in the core of the iterative algorithm. Permitted options are "chol" and "qr".

  • added new function qrSolve, which behaves like base::qr.coef but in the non-full-rank case gives the minimum-length solution rather than an arbitrary solution determined by pivoting.

  • added .onUnload so that compiled code is unloaded when namespace of package is unloaded using unloadNamespace.

  • added coef argument to model.matrix.gnm so that the model matrix can be evaluated at any specified value of the parameter vector.

  • added asgnm generic to coerce linear model objects to gnm objects.

  • added exitInfo for printing numerical details of last iteration on non-convergence of gnm.

  • added new dataset, friend, to illustrate a workaround to fit a homogeneous RC(2) using gnm - documented in help file for MultHomog.

Improvements

  • gnm now takes less time per (main) iteration, due to improvements made internally in the iterative algorithm. These include pre-scaling of the local design matrix, and Levenberg-Marquardt adjustment of the least-squares solvers so that rank determination is no longer necessary.

  • the default convergence tolerance has been tightened (from 1e-4 to 1e-6)

  • modified model.matrix.gnm so it can be used when only the namespace of gnm is loaded.

Bug Fixes

  • fixed bug in gnm so that subset now works with table data.

  • fixed bug in model.matrix.gnm so can construct model matrix from "gnm" object even when original call not made in .GlobalEnv.

  • fixed bug in the examples on help page for House2001 data.

  • fixed bug so that formula in gnm now accepts . in formulae even when eliminate = NULL.

  • fixed bug in getContrasts, so that the first two columns of the qvframe component of each element of the result list are correctly named as "estimate" and "SE", as required for objects of class "qv".

Changes in gnm 0.8-0

New Features

  • added "model.matrix" option for method argument of gnm so that model matrix can be obtained much faster. The new method is used in model.matrix.gnm and vcov.gnm.

  • added new utility function residSVD, to facilitate the calculation of good starting values for parameters in certain Mult terms.

  • added new dataset House2001, to illustrate the use of gnm in Rasch-type scaling of legislator votes.

  • added new utility function expandCategorical for expanding data frame on the basis of a categorical variable.

  • added formula.gnm method - returns formula from "gnm" object excluding the eliminated factor where necessary.

Improvements

  • gnm now takes less time to run due to improvements made in internal functions.

  • the fitting algorithm used by gnm now copes better with zero-valued residuals.

  • output given by gnm when trace = TRUE or verbose = TRUE is now displayed as it is generated on console-based versions of R.

  • plot.gnm now includes option which = 5 as in plot.lm in R >= 2.2.0. Now has separate help page.

  • the constrain argument to gnm now accepts the names of parameters.

  • the formula argument to gnm now accepts . as described in ?terms.formula, ignoring eliminated factor if in data.

  • interface for se extended - can now use to find standard errors for all parameters or (a selection of) individual parameters in a gnm model.

  • made it possible to use gnm with alternative fitting function.

  • ".Environment" attribute now attached to "gnm" objects so that gnm package loaded when workspace containing "gnm" objects is loaded.

Changes in Behaviour

  • start-up iterations now only update column of design matrix required in next iteration. Therefore plug-in functions using the default start-up procedure for nonlinear parameters need a localDesignFunction with the argument ind specifying the column that should be returned.

  • modified output given by gnm when trace = TRUE: now prints initial deviance and the deviance at the end of each iteration.

  • modified updates of linear parameters in starting procedure: now offset contribution of fully specified terms only.

  • results of summary.gnm, vcov.gnm and coef.gnm now include any eliminated parameters. Print methods have been added for "vcov.gnm" and "coef.gnm" objects so that any eliminated parameters are not shown.

  • Mult terms are no longer split into components by anova.gnm, termPredictors.gnm, labels.gnm or the "assign" attribute of the model matrix - consistent with terms output.

  • the eliminate argument to gnm must now be an expression that evaluates to a factor - this reverts the extension of 0.7-2.

  • when using gnm with constrain = "pick", the name(s) of the chosen parameter(s) will replace "pick" in the reurned model call.

  • getContrasts now uses first level of a factor as the reference level (by default).

  • gnmControl replaced by arguments to gnm.

  • gnm now uses glm.fit for linear models (with control parameters at the gnm defaults) unless eliminate is non-NULL.

  • vcov.gnm and summary.gnm now return variance-covariance matrices including any aliased parameters.

  • summary.gnm now returns standard errors with test statistics etc, where estimated parameters are identified.

Bug Fixes

  • fixed bug in summary.gnm, anova.gnm, termPredictors.gnm and model.matrix.gnm where search for model variables was incorrect.

  • fixed bug preventing estimation of weight parameters in Dref terms and changed default starting values so that these parameters no longer sum to one or appear to be estimable.

  • corrected options for method argument in gnm help file: replaced method = "coef" with method = "coefNames".

  • fixed bug in gnm so that it can handle tables with missing values when formatting components of fit.

  • hatvalues.gnm now works for objects produced from table data.

  • residuals.gnm now returns table not matrix when type = "deviance" for "gnm" objects produced from table data.

  • hatvalues.gnm, cooks.distance.gnm and plot.gnm now handle cases which are fitted exactly (giving a hat value of 1).

  • example fitting proportional odds model in backPain help file now works.

  • fixed bug in Mult terms so that an offset can be added to a constituent multiplier without an unspecified intercept being added also.

  • gnm argument constrain = "pick" now allows selection of more than one constraint and is compatible with use of eliminate.

  • gnm can now fit models which only have the term specified by eliminate.

Changes in gnm 0.7-2

Improvements

  • Extended use of the eliminate argument of gnm to allow crossed factors - this also fixes bug which occurred when interactions were eliminated in the presence of lower order terms involving other factors

Changes in Behaviour

  • vcov returned by gnm now has no rank attribute (as before, the rank is returned as the separate component rank).

Bug Fixes

  • Changed the calculation of df.residual returned by gnm to correctly take account of zero-weighted observations (as in glm).

  • When gnm is called with arguments x = TRUE or VCOV = TRUE, the returned matrices now include columns of zeros for constrained parameters.

  • Corrected evaluation of model frame in gnm so that if data is missing, variables are taken from environment(formula), as documented. Modified evaluation of plug-in functions to be consistent with this, i.e. objects are taken from environment(formula) if not in model frame.

  • MPinv now checks that the diagonal elements of an eliminated submatrix are all non-zero and reports an error otherwise.

Changes in gnm 0.7-1

New Features

  • Topo introduced for creating topological interaction factors.

  • anova implemented for objects of class c("gnm", "glm").

Improvements

  • Diagnostic messages given by gnm have been improved.

  • Step-halving introduced in main iterations of gnm to ensure deviance is reduced at every iteration.

  • getContrasts now (additionally) reports quasi standard errors, when available.

  • Calls to gnm plug-in functions are now evaluated in the environment of the model frame and the enclosing environment of the parent frame of the call to gnm. This means that variables can be found in a more standard fashion.

Changes in Behaviour

  • The data argument of Nonlin is defunct: Nonlin now identifies variables to be added to the model frame as those passed to unspecified arguments of the plug-in function or those identified by a companion function to the plug-in, which is of a specified format.

  • The (optional) start object returned by a plug-in function can no longer be a function, only a vector. However it may now include NA values, to indicate parameters which may be treated as linear for the purpose of finding starting values, given the non-NA values.

Bug Fixes

  • The eliminate argument of gnm now handles functions of variables in the given formula e.g. ~ strata(A, B), ~ as.factor(A):as.factor(B), etc.

  • gnm was giving an error for models with either no linear parameters, or none specified by the start argument, this is now fixed.

  • Long calls to plug-in functions caused problems in parsing the model formula: now fixed.

  • gnm now only restarts after failing if there are unspecified nonlinear parameters.

  • gnm now returns NULL if model fails.

  • Bug fixed in calculation of starting values for gnm that occurred when some parameters were constrained.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("gnm")

1.1-0 by Heather Turner, 10 months ago


https://github.com/hturner/gnm


Report a bug at https://github.com/hturner/gnm/issues


Browse source code at https://github.com/cran/gnm


Authors: Heather Turner [aut, cre] , David Firth [aut] , Brian Ripley [ctb] , Bill Venables [ctb] , Douglas M. Bates [ctb] , Martin Maechler [ctb]


Documentation:   PDF Manual  


Task views: Statistics for the Social Sciences


GPL-2 | GPL-3 license


Imports graphics, grDevices, MASS, Matrix, methods, nnet, qvcalc, relimp, stats, utils

Suggests vcdExtra


Imported by MetaCycle, SCCS, perARMA.

Depended on by StMoMo, VFP, logmult, multgee, prefmod, vcdExtra.

Suggested by Cyclops, PlackettLuce, agridat, profileModel.

Enhanced by BradleyTerry2.


See at CRAN