On Sat, 14 Feb 2009, Nicholas Lewin-Koh wrote:
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.
Rather, all known glm families in R that correspond to actual probability distributions are listed.
So if I built a family object, say for a model that assumes errors from a zipf distribution,
Hmm, plese explain how you get that into the GLM framework -- it is pretty restrictive.
and I did have a predict method (which is a fair assumption) would that fail because the rzipf function would not be accessed?
glm has a predict method, so why do you need one? Families do not create additional classes of fit objects.
We could extend the definition of a family to have a 'simulate' element, but then existing user-contributed families (principally the negative binomial) would not have one and so this would not solve the problem .....
If you know of an actual R implementation of another glm family that looks generally useful we'll consider adding it (but it seems that the end user could also do so rather easily).
Nicholas On Sat, 14 Feb 2009 20:10:26 +0100, "Martin Maechler" <maech...@stat.math.ethz.ch> said:"NicLK" == Nicholas Lewin-Koh <ni...@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 <maech...@stat.math.ethz.ch> Subject: Re: >> [Rd] proposed simulate.glm method To: Heather Turner >> <heather.tur...@warwick.ac.uk> Cc: r-devel@r-project.org, >> Martin Maechler <maech...@stat.math.ethz.ch> Message-ID: >> <18837.55245.15158.29...@cmath-5.math.ethz.ch> >> Content-Type: text/plain; charset=us-ascii >> >> Thank you, Heather and Ben, >> >>>>>>> "HT" == Heather Turner >> <heather.tur...@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@r-project.org mailing list NicLK> https://stat.ethz.ch/mailman/listinfo/r-devel______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
-- Brian D. Ripley, rip...@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
