logistf.fit.R

logistf.fit <- function(
  x, 
  y, 
  weight=NULL, 
  offset=NULL, 
  firth=TRUE, 
  init=NULL,
  control,
  modcontrol,
  standardize = FALSE,
  ...
) {
  n <- nrow(x)
  k <- ncol(x)
  
  collapse <- control$collapse
  coll <- FALSE
  
  if (is.null(init)) init=rep(0,k)
  if (is.null(offset)) offset=rep(0,n)
  if (is.null(weight)) weight=rep(1,n)
  if (missing(control)) control<-logistf.control()
  if (missing(modcontrol)) modcontrol<-logistf.mod.control()
  tau <- modcontrol$tau
  if (!is.numeric(tau) | length(tau)>1){
    stop("Invalid value for degree of penalization tau: Must be numeric.")
  }
  
  col.fit <- modcontrol$terms.fit
  if(is.null(col.fit)){
    col.fit <- 1:k
  }
  
  if(collapse && isTRUE(all.equal(weight, rep(1, length(weight))))) {
    xy <- cbind(x,y)
    temp <- unique(unlist(sapply(1:ncol(xy), function(X) unique(xy[, X]))))
    if(length(temp) <= 10) {
      xc <- uniquecombs(cbind(x,y,offset))
      xorig <- x
      yorig <- y
      weight <- table(attr(xc, "index"))
      x <- xc[,1:k]
      y <- xc[,k+1]
      if(!is.null(offset)) 
        offset<-xc[,k+2]
      n <- nrow(xc)
      coll <- TRUE
    }
  }
  
  if(standardize){
    sdx <- apply(x, 2, sd)
    sdx[sdx==0] <- 1
    x <- x %*% diag(1/sdx)
    init <- init * sdx
  }
  
  if (col.fit[1]==0) maxit<-0   #only evaluate likelihood and go back
  else maxit<-control$maxit
  
  maxstep<-control$maxstep
  maxhs<-control$maxhs
  lconv<-control$lconv
  gconv<-control$gconv
  xconv<-control$xconv
  fit <- control$fit
  beta <- init
  firth <- if(firth) 1 else 0
  ncolfit <- length(col.fit)
  covar <- matrix(0, k, k)
  Ustar <- double(k)
  pi <- double(n)
  Hdiag <- double(n)
  loglik <- evals <- iter <- warning_prob <- 0
  conv <- double(3)
  mode(x) <- mode(weight) <- mode(beta) <- mode(offset) <- "double"
  mode(y) <- mode(firth) <- mode(n) <- mode(k) <- "integer"
  mode(maxstep) <- mode(lconv) <- mode(gconv) <- mode(xconv) <- mode(tau) <- "double"
  mode(loglik) <- "double"
  mode(col.fit) <- mode(ncolfit) <- mode(maxit) <- mode(maxhs) <- "integer"
  mode(evals) <- mode(iter) <- mode(warning_prob) <- "integer"
  
  res <- switch(fit, 
                IRLS = .C(
    "logistffit_IRLS",
    x, y, n, k, weight, offset, beta=beta, col.fit, ncolfit,
    firth, maxit, maxstep, maxhs, lconv, gconv, xconv, tau,
    var=covar,  pi=pi, Hdiag=Hdiag, loglik=loglik, evals=evals, iter=iter, conv=conv, warning_prob = warning_prob,
    PACKAGE="logistf"
  ), 
                NR = .C(
    "logistffit_revised", 
    x, y, n, k, weight, offset, beta=beta, col.fit, ncolfit, 
    firth, maxit, maxstep, maxhs, lconv, gconv, xconv, tau,
    var=covar, Ustar=Ustar, pi=pi, Hdiag=Hdiag, 
    loglik=loglik, evals=evals, iter=iter, conv=conv, warning_prob = warning_prob,
    PACKAGE="logistf"
  )
  
  )
  
  if(warning_prob){
    warning("fitted probabilities numerically 0 or 1 occurred")
  }
  
  if(coll) {
    res$pi<-res$pi[attr(xc,"index")]
    res$Hdiag<-as.numeric((res$Hdiag/weight)[attr(xc,"index")])
  }
  
  if(standardize){
    res$beta <- res$beta / sdx
    res$var <- res$var %*% diag(1/sdx)
  }
  
  res <- res[c("beta", "var", "Ustar", "pi", "Hdiag", "loglik", 
               "evals", "iter", "conv", "warning_prob", "tau")]
  res
}

.onUnload <- function (libpath) {
  library.dynam.unload("logistf", libpath)
}