[Rd] proposed simulate.glm method
Martin Maechler
maechler at stat.math.ethz.ch
Fri Feb 13 21:27:57 CET 2009
Thank you, Heather and Ben,
>>>>> "HT" == Heather Turner <Heather.Turner at 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
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