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87 changes: 52 additions & 35 deletions R/lmm.R
Original file line number Diff line number Diff line change
Expand Up @@ -109,43 +109,60 @@ for (jy in 1:ncol(ZY)) {
s <- c(rep(0, k), yry[jy]/(n-p))
} else s <- theta0

vest <- varest(ZZres, zrz, zryj = zry[, jy], yryj = yry[jy], n = n, d = d, s = s, pres = pres, max.iter = max.iter, epsilon = epsilon)
s <- vest$s
dl <- vest$dl
iter <- vest$iter
Minv <- vest$Minv
logdet <- vest$logdetM0
fit <- tryCatch({

vest <- varest(ZZres, zrz, zryj = zry[, jy], yryj = yry[jy], n = n, d = d, s = s, pres = pres, max.iter = max.iter, epsilon = epsilon)
s <- vest$s
dl <- vest$dl
iter <- vest$iter
Minv <- vest$Minv
logdet <- vest$logdetM0

#if (max(abs(dl)) > epsilon) {
# warningText <- paste0("The first derivatives of log likelihood for Y", jy)
# dlText <- paste0(ifelse(abs(dl) > 1e-3,
# round(dl, 4), format(dl, digits = 3, scientific = TRUE)), collapse = ", ")
# warning(paste0(warningText, ": ", dlText, ", doesn't reach epsilon ", epsilon))
# }
#

sr <- s[1:k]/s[k+1]
Dtheta <- sweep(ZZ, 1, STATS = rep(sr, times = d), FUN = "*") + diag(sum(d))
M <- try(solve(Dtheta), silent = TRUE)
if (inherits(M, "try-error")) M <- ginv(Dtheta)
#qrM0 <- qr(M)
#logdet <- sum(log(abs(diag(qrM0$qr))))

M <- sweep(M, 2, STATS = rep(sr, times = d), FUN = "*")
xvx <- XXinv + xxz%*%(ginv(diag(sum(d)) - M%*%(ZX%*%xxz))%*%(M%*%t(xxz)))
xvy <- XY[, jy] - t(ZX)%*%(M%*%ZY[, jy])
b <- xvx%*%xvy
covbeta[,,jy] <- (xvx + t(xvx))*(s[k+1]/2)

RE[, jy] <- M%*%(ZY[, jy] - ZX%*%b)

niter <- c(niter, iter)
theta[, jy] <- s
setheta[, jy] <- sqrt(diag(Minv))
beta[, jy] <- b
dlogL <- cbind(dlogL, dl)
loglike <- c(loglike, -(n-pres)*(1+log(2*pi*s[k+1]))/2 + logdet/2)
sebeta[, jy] <- sqrt(diag(as.matrix(covbeta[,,jy])))

}, error = function(e) {

#if (max(abs(dl)) > epsilon) {
# warningText <- paste0("The first derivatives of log likelihood for Y", jy)
# dlText <- paste0(ifelse(abs(dl) > 1e-3,
# round(dl, 4), format(dl, digits = 3, scientific = TRUE)), collapse = ", ")
# warning(paste0(warningText, ": ", dlText, ", doesn't reach epsilon ", epsilon))
# }
#

sr <- s[1:k]/s[k+1]
Dtheta <- sweep(ZZ, 1, STATS = rep(sr, times = d), FUN = "*") + diag(sum(d))
M <- try(solve(Dtheta), silent = TRUE)
if (inherits(M, "try-error")) M <- ginv(Dtheta)
#qrM0 <- qr(M)
#logdet <- sum(log(abs(diag(qrM0$qr))))

M <- sweep(M, 2, STATS = rep(sr, times = d), FUN = "*")
xvx <- XXinv + xxz%*%(ginv(diag(sum(d)) - M%*%(ZX%*%xxz))%*%(M%*%t(xxz)))
xvy <- XY[, jy] - t(ZX)%*%(M%*%ZY[, jy])
b <- xvx%*%xvy
covbeta[,,jy] <- (xvx + t(xvx))*(s[k+1]/2)

RE[, jy] <- M%*%(ZY[, jy] - ZX%*%b)
warning(paste0("Error in fitting LMM for ", colnames(ZY)[jy], ": ", e$message))

return(e)
})

if(inherits(fit, "error")){
niter <- c(niter, NA)
dl <- rep(NA, k + 1)
dlogL <- cbind(dlogL, dl)
loglike <- c(loglike, NA)
}

niter <- c(niter, iter)
theta[, jy] <- s
setheta[, jy] <- sqrt(diag(Minv))
beta[, jy] <- b
dlogL <- cbind(dlogL, dl)
loglike <- c(loglike, -(n-pres)*(1+log(2*pi*s[k+1]))/2 + logdet/2)
sebeta[, jy] <- sqrt(diag(as.matrix(covbeta[,,jy])))
}

tval <- beta/sebeta
Expand Down