Type: Package
Title: Flexible Maximum Likelihood Regression with Gradient-Based Optimisation
Version: 0.1.4
Description: Fits flexible maximum likelihood regression models supporting censored, interval, and hybrid continuous/dichotomous data. Provides explicit analytic and numerical gradient computation, random intercept models via Gauss-Hermite quadrature, and multiple distribution families.
URL: https://github.com/MathsinHealth/xreg2
Depends: R (≥ 4.0.0)
Imports: ucminf, numDeriv
Suggests: optimx, testthat (≥ 3.0.0)
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-04-23 12:56:33 UTC; Eier
Author: Kim Rand [aut, cre]
Maintainer: Kim Rand <krand@krand.no>
Repository: CRAN
Date/Publication: 2026-04-28 18:10:02 UTC

xreg2: Flexible Maximum Likelihood Regression with Gradient-Based Optimisation

Description

Fits flexible maximum likelihood regression models supporting censored, interval, and hybrid continuous/dichotomous data. Provides explicit analytic and numerical gradient computation, random intercept models via Gauss-Hermite quadrature, and multiple distribution families.

Author(s)

Maintainer: Kim Rand krand@krand.no

AIC for an xreg2 Model

Description

Computes the Akaike Information Criterion for a fitted xreg2 model. Scale parameters (SIGMA, LN_SIGMA, OMEGA, LN_OMEGA) are excluded from the parameter count.

Usage

## S3 method for class 'xreg2'
AIC(object, ..., k = 2, just_total = TRUE)

Arguments

object

A fitted xreg2 object.

...

Currently unused.

k

Numeric; penalty per parameter. Default 2.

just_total

Logical; return only the total AIC across all components. Default TRUE.

Details

AIC method for xreg2 objects

Value

A numeric scalar (AIC value).

Average Relative Error

Description

Average Relative Error

Usage

ARE(est, obs, absolute = FALSE, ...)

## S3 method for class 'data.frame'
ARE(est, obs, absolute = FALSE, ...)

## S3 method for class 'matrix'
ARE(est, obs, absolute = FALSE, ...)

## S3 method for class 'numeric'
ARE(est, obs, absolute = FALSE, ...)

ARE_conform(dfys, dfobs, absolute = FALSE)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

absolute

Logical; return absolute version. Default FALSE.

...

Currently unused.

dfys

Numeric matrix or data frame of estimates.

dfobs

Numeric matrix or data frame of observations.

Value

Numeric ARE value.

BIC for an xreg2 Model

Description

Computes the Bayesian Information Criterion for a fitted xreg2 model.

Usage

## S3 method for class 'xreg2'
BIC(object, ..., just_total = TRUE)

Arguments

object

A fitted xreg2 object.

...

Currently unused.

just_total

Logical; return only the total BIC. Default TRUE.

Details

BIC method for xreg2 objects

Value

A numeric scalar (BIC value).

Lin's Concordance Correlation Coefficient

Description

Calculates Lin's concordance correlation coefficient (CCC) for a pair of variables, measuring agreement along the 45-degree line.

Usage

LCCC(
  x,
  y,
  ci = "z-transform",
  conf.level = 0.95,
  na.rm = FALSE,
  justp = FALSE,
  ...
)

Arguments

x

Numeric vector; first variable.

y

Numeric vector; second variable.

ci

Character; method for confidence interval. Default "z-transform".

conf.level

Numeric; confidence level. Default 0.95.

na.rm

Logical; remove NA values. Default FALSE.

justp

Logical; if TRUE return only the point estimate. Default FALSE.

...

Currently unused.

Details

Lin's concordance correlation coefficient

Value

A list with components rho.c, s.shift, l.shift, C.b, and blalt.

Mean Absolute Error

Description

Mean Absolute Error

Usage

MAE(est, obs, ...)

## S3 method for class 'data.frame'
MAE(est, obs, ...)

## S3 method for class 'matrix'
MAE(est, obs, ...)

## S3 method for class 'numeric'
MAE(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Passed to mean.

Value

Numeric MAE value.

Mean Absolute Relative Error (MARE / MAPE)

Description

Mean Absolute Relative Error / Mean Absolute Percentage Error

Usage

MAPE(est, obs, ...)

MARE(est, obs, ...)

## S3 method for class 'data.frame'
MARE(est, obs, ...)

## S3 method for class 'matrix'
MARE(est, obs, ...)

## S3 method for class 'numeric'
MARE(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Currently unused.

Value

Numeric MARE value.

Mean Bias Error

Description

Mean Bias Error

Usage

MBE(est, obs, ...)

## S3 method for class 'data.frame'
MBE(est, obs, ...)

## S3 method for class 'matrix'
MBE(est, obs, ...)

## S3 method for class 'numeric'
MBE(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Passed to mean.

Value

Numeric MBE value.

Root Mean Square Error

Description

Root Mean Square Error

Usage

RMSE(est, obs, percentage = FALSE, ...)

## S3 method for class 'data.frame'
RMSE(est, obs, percentage = FALSE, ...)

## S3 method for class 'matrix'
RMSE(est, obs, percentage = FALSE, ...)

## S3 method for class 'numeric'
RMSE(est, obs, percentage = FALSE, ...)

pRMSE(est, obs, ...)

rRMSE(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

percentage

Logical; return as percentage of mean. Default FALSE.

...

Passed to RMSE.

Value

Numeric RMSE value.

Root Mean Square Relative Error

Description

Root Mean Square Relative Error

Usage

RMSRE(est, obs, ...)

## S3 method for class 'data.frame'
RMSRE(est, obs, ...)

## S3 method for class 'matrix'
RMSRE(est, obs, ...)

## S3 method for class 'numeric'
RMSRE(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Currently unused.

Value

Numeric RMSRE value.

Relative Mean Squared Error

Description

Relative Mean Squared Error

Usage

ReMSE(est, obs, trueobs, ...)

## S3 method for class 'data.frame'
ReMSE(est, obs, trueobs, ...)

## S3 method for class 'matrix'
ReMSE(est, obs, trueobs, ...)

## S3 method for class 'numeric'
ReMSE(est, obs, trueobs, ...)

ReMSE_conform(dfys, dfobs, trueobs)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

trueobs

Numeric; true values.

...

Currently unused.

dfys

Numeric matrix or data frame of estimates.

dfobs

Numeric matrix or data frame of observations.

Value

Numeric ReMSE value.

Uncertainty at 95 Percent

Description

Uncertainty at 95 Percent

Usage

U95(est, obs, ...)

## S3 method for class 'data.frame'
U95(est, obs, ...)

## S3 method for class 'matrix'
U95(est, obs, ...)

## S3 method for class 'numeric'
U95(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Passed to var and sqrt.

Value

Numeric U95 value.

Combine xreg2 Control Objects

Description

Combines one or more xreg2Control objects into an xreg2ControlList suitable for passing to xreg2_fit.

Usage

## S3 method for class 'xreg2Control'
c(...)

## S3 method for class 'xreg2ControlList'
c(...)

Arguments

...

One or more xreg2Control objects. Named arguments are used as component names; unnamed arguments use the object's name field or a sequential integer.

Details

Combine xreg2Control objects into a list

Value

An object of class c("xreg2ControlList", "list").

See Also

xreg2_control, xreg2_fit

Examples

ctrl1 <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
                        name = "component1")
cl    <- c(ctrl1)

Combined mean of two groups

Description

Combined mean of two groups

Usage

combmean(m1, m2, n1 = NULL, n2 = NULL, na.rm = FALSE)

Arguments

m1

Mean of group 1 (scalar or vector).

m2

Mean of group 2 (scalar or vector).

n1

Size of group 1.

n2

Size of group 2.

na.rm

Logical.

Value

Combined mean.

Combined mean of multiple groups

Description

Combined mean of multiple groups

Usage

combmeans(ms, ns, na.rm = FALSE)

Arguments

ms

Numeric vector of group means.

ns

Numeric vector of group sizes.

na.rm

Logical.

Value

Combined mean.

Combined mean, SD and n for multiple groups

Description

Combined mean, SD and n for multiple groups

Usage

combmssds(ms, ss, ns, na.rm = FALSE)

Arguments

ms

Numeric vector of group means.

ss

Numeric vector of group SDs.

ns

Numeric vector of group sizes.

na.rm

Logical.

Value

Matrix with columns n, mean, sd.

Combined standard deviation of two groups

Description

Combined standard deviation of two groups

Usage

combsd(m1, m2, s1, s2, n1, n2, na.rm = FALSE)

Arguments

m1

Mean of group 1.

m2

Mean of group 2.

s1

SD of group 1.

s2

SD of group 2.

n1

Size of group 1.

n2

Size of group 2.

na.rm

Logical.

Value

Combined SD.

Combined SD of multiple groups

Description

Combined SD of multiple groups

Usage

combsds(ms, ss, ns, na.rm = FALSE)

Arguments

ms

Numeric vector of group means.

ss

Numeric vector of group SDs.

ns

Numeric vector of group sizes.

na.rm

Logical.

Value

Combined SD.

Comparison Table

Description

Computes multiple error metrics and returns them as a matrix.

Usage

comp_table(est, obs, ...)

Arguments

est

Numeric vector or matrix of estimates.

obs

Numeric vector of observations.

...

Passed to metric functions.

Details

Comparison table of error metrics

Value

A numeric matrix with one row per metric.

Maximum Absolute Relative Error

Description

Maximum Absolute Relative Error

Usage

erMAX(est, obs, ...)

## S3 method for class 'data.frame'
erMAX(est, obs, ...)

## S3 method for class 'matrix'
erMAX(est, obs, ...)

## S3 method for class 'numeric'
erMAX(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Currently unused.

Value

Numeric erMAX value.

Fisher's ICC

Description

Computes Fisher's intraclass correlation coefficient between two numeric vectors or matrices.

Usage

fisher_icc(y, x, ...)

## S3 method for class 'data.frame'
fisher_icc(y, x, ...)

## S3 method for class 'matrix'
fisher_icc(y, x, ...)

## S3 method for class 'numeric'
fisher_icc(y, x, ...)

Arguments

y

Numeric vector, matrix, or data frame.

x

Numeric vector, matrix, or data frame.

...

Currently unused.

Details

Fisher's intraclass correlation coefficient

Value

Numeric ICC value.

Standardise Distribution Name

Description

Maps common distribution name variants to their canonical R short form (e.g., "normal" -> "norm").

Usage

fixdist(dist)

Arguments

dist

Character distribution name.

Details

Standardise distribution name

Value

Canonical short-form character name.

Mean of a distribution

Description

Mean of a distribution

Usage

getMean(qfun, pars)

Arguments

qfun

Quantile function.

pars

Named list of distribution parameters.

Value

Numeric mean.

Standard deviation of a distribution

Description

Standard deviation of a distribution

Usage

getSD(qfun, pars)

Arguments

qfun

Quantile function or character distribution name.

pars

Named list of distribution parameters.

Value

Numeric standard deviation.

Variance of a distribution

Description

Variance of a distribution

Usage

getVar(qfun, pars)

Arguments

qfun

Quantile function or character distribution name.

pars

Named list of distribution parameters.

Value

Numeric variance.

Get Distribution Function

Description

Returns the named R distribution function (density, CDF, quantile, or random) for a given distribution, with an extra ... argument appended to its formals.

Usage

getf(dist, type)

getp(dist)

getq(dist)

getd(dist)

getr(dist)

Arguments

dist

Character distribution name (passed to fixdist).

type

Character; one of "p", "d", "q", "r".

Details

Get a distribution function by type

Value

A function.

Test for Whole Number

Description

Tests whether numeric values are whole numbers within a numeric tolerance.

Usage

is.wholenumber(x, tol = .Machine$double.eps^0.5)

Arguments

x

Numeric vector.

tol

Numeric tolerance. Default .Machine$double.eps^0.5.

Details

Test for whole number

Value

Logical vector.

Lin's CCC (simplified)

Description

Lin's concordance correlation coefficient (simplified)

Usage

just_CCC(y, x, ...)

## S3 method for class 'data.frame'
just_CCC(y, x, ...)

## S3 method for class 'matrix'
just_CCC(y, x, ...)

## S3 method for class 'numeric'
just_CCC(y, x, ...)

Arguments

y

Numeric vector, matrix, or data frame.

x

Numeric vector, matrix, or data frame.

...

Passed to LCCC.

Value

Numeric CCC value.

Order Statistic Density

Description

Computes the density of the r-th order statistic in a random sample of n from a given distribution.

Usage

ordD(x, r, n, par = c(mean = 0, sd = 1), dist = "norm", log = FALSE)

Arguments

x

Numeric vector of values.

r

Integer rank.

n

Sample size.

par

Named vector of distribution parameters.

dist

Character distribution name.

log

Logical; return log-density. Default FALSE.

Details

Density for an order statistic

Value

Numeric density (or log-density).

Order Statistic Expected Value

Description

Computes the expected value of the r-th order statistic in a random sample of n from a given distribution.

Usage

ordE(r, n, par = c(mean = 0, sd = 1), dist = "norm", log = FALSE)

Arguments

r

Integer rank (or vector of ranks).

n

Sample size.

par

Named vector of distribution parameters.

dist

Character distribution name.

log

Currently unused.

Details

Expected value of an order statistic

Value

Numeric expected value.

Order Statistic Expected Probabilities

Description

Expected probability of order statistics

Usage

ordEp(probs, n, par = c(mean = 0, sd = 1), dist = "normal")

Arguments

probs

Numeric vector of rank proportions.

n

Sample size.

par

Named vector of distribution parameters.

dist

Character distribution name.

Value

Numeric vector of probabilities.

Predict from an xreg2 Model

Description

Generates predictions (linear predictors and intermediate computed variables) from a fitted xreg2 model applied to new data.

Usage

## S3 method for class 'xreg2'
predict(object, newdata = NULL, return_vector = FALSE, ...)

Arguments

object

A fitted xreg2 object.

newdata

A named list of data frames (one per model component), or a single data frame (automatically wrapped and named after the first component).

return_vector

Logical; if TRUE and there is a single component, return a numeric vector of Xb values instead of a list. Default FALSE.

...

Currently unused.

Details

Predict method for xreg2 objects

Value

A named list of data frames (one per component), each augmented with computed variables including Xb.

Examples


set.seed(1)
df   <- data.frame(y = rnorm(200, 2, 0.5), x = rnorm(200))
ctrl <- xreg2_control(
  formulas     = list(y ~ INTERCEPT + x * SLOPE),
  start_values = c(INTERCEPT = 0, SLOPE = 0),
  name         = "main"
)
fit  <- xreg2_fit(controlList = c(ctrl), dataList = list(main = df))
newdf <- data.frame(x = 1:5)
preds <- predict(fit, newdata = list(main = newdf))

Print an xreg2 Model

Description

Prints a concise summary of a fitted xreg2 model, including coefficients, standard errors, and minimised negative log-likelihoods.

Usage

## S3 method for class 'xreg2'
print(x, ...)

Arguments

x

A fitted xreg2 object.

...

Currently unused.

Details

Print method for xreg2 objects

Value

x invisibly.

Quantile Summary

Description

Computes summary statistics and quantiles for a numeric vector.

Usage

quant_fun(
  x,
  statfuns = function(y) c(MEAN = mean(y, na.rm = TRUE), SE = sd(y, na.rm = TRUE)),
  probs = c(min = 0, `2.5%` = 0.025, `25%` = 0.25, median = 0.5, `75%` = 0.75,
    `97.5%` = 0.975, max = 1),
  names = TRUE
)

Arguments

x

Numeric vector.

statfuns

Function returning named summary statistics.

probs

Named numeric vector of quantile probabilities.

names

Logical; include names in quantile output.

Details

Quantile summary statistics

Value

Named numeric vector of statistics and quantiles.

Quantile Summaries by Group

Description

Computes quantile summaries within each level of a categorical variable.

Usage

quant_fun_groups(x, catvar, pooled = TRUE, n = TRUE)

quant_funs_groups(x, catvar, pooled = TRUE, n = TRUE)

Arguments

x

A list of numeric vectors.

catvar

Factor or character vector of group labels.

pooled

Logical; include a pooled row. Default TRUE.

n

Logical; include count and missing count columns. Default TRUE.

Details

Quantile summaries by group

Value

Data frame with one row per group.

Quantile Summaries (Matrix)

Description

Applies quant_fun over rows or columns of a matrix or data frame.

Usage

quant_funs(
  x,
  MARGIN = 1,
  statfuns = function(y) c(MEAN = mean(y, na.rm = TRUE), SE = sd(y, na.rm = TRUE)),
  probs = c(min = 0, `2.5%` = 0.025, `25%` = 0.25, median = 0.5, `75%` = 0.75,
    `97.5%` = 0.975, max = 1)
)

Arguments

x

Matrix or data frame.

MARGIN

Integer; 1 for rows, 2 for columns.

statfuns

Function returning named summary statistics.

probs

Named numeric vector of quantile probabilities.

Details

Quantile summaries over matrix margins

Value

Data frame of statistics.

Transposed Quantile Summaries (Matrix)

Description

Like quant_funs but returns transposed result.

Usage

quant_funst(
  x,
  MARGIN = 1,
  statfuns = function(y) c(MEAN = mean(y, na.rm = TRUE), SE = sd(y, na.rm = TRUE)),
  probs = c(min = 0, `2.5%` = 0.025, `25%` = 0.25, median = 0.5, `75%` = 0.75,
    `97.5%` = 0.975, max = 1)
)

Arguments

x

Matrix or data frame.

MARGIN

Integer; 1 for rows, 2 for columns.

statfuns

Function returning named summary statistics.

probs

Named numeric vector of quantile probabilities.

Details

Transposed quantile summaries over matrix margins

Value

Transposed data frame of statistics.

Summarise an xreg2 Model

Description

Prints a detailed summary of a fitted xreg2 model. Currently equivalent to print.xreg2.

Usage

## S3 method for class 'xreg2'
summary(object, ...)

Arguments

object

A fitted xreg2 object.

...

Currently unused.

Details

Summary method for xreg2 objects

Value

object invisibly.

Two-Sample t-Test from Summary Statistics

Description

Two-sample t-test from summary statistics

Usage

t_test2(m1, m2, s1, s2, n1, n2, m0 = 0, equal.variance = FALSE)

Arguments

m1

Numeric; mean of sample 1.

m2

Numeric; mean of sample 2.

s1

Numeric; SD of sample 1.

s2

Numeric; SD of sample 2.

n1

Numeric; size of sample 1.

n2

Numeric; size of sample 2.

m0

Numeric; null difference. Default 0.

equal.variance

Logical; assume equal variances. Default FALSE.

Value

Named numeric vector with test statistics and confidence interval.

t-Statistic

Description

t-statistic for model comparison

Usage

tstat(est, obs, ...)

## S3 method for class 'data.frame'
tstat(est, obs, ...)

## S3 method for class 'matrix'
tstat(est, obs, ...)

## S3 method for class 'numeric'
tstat(est, obs, ...)

Arguments

est

Numeric; estimates.

obs

Numeric; observations.

...

Currently unused.

Value

Numeric t-statistic.

General Continuous Negative Log-Likelihood

Description

Computes the negative log-likelihood for a censored/interval regression model supporting multiple distributions (normal, lognormal, exponential, beta, gamma, weibull). Designed as a p_fun argument for xreg2_control.

Usage

xreg2_cont(
  par,
  dtalist,
  log.p = TRUE,
  aggregate.p = TRUE,
  print_pars = FALSE,
  dist = "normal"
)

Arguments

par

Named numeric vector of current parameter values.

dtalist

Internal data list produced by xreg2_fit.

log.p

Logical; use log-scale probabilities. Default TRUE.

aggregate.p

Logical; return scalar negloglik. Default TRUE.

print_pars

Logical; print parameters and value. Default FALSE.

dist

Character; distribution family. One of "normal", "lognormal", "exp"/"exponential", "beta", "gamma", "weibull". Default "normal".

Details

General continuous log-likelihood for xreg2

Value

Scalar negative log-likelihood (when aggregate.p = TRUE).

Examples

# ctrl <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
#                        p_fun = xreg2_cont,
#                        start_values = c(INTERCEPT = 0, SLOPE = 0, LN_SIGMA = 0))

Continuous Normal Negative Log-Likelihood

Description

Computes the negative log-likelihood for a censored/interval normal regression model. Designed as a p_fun argument for xreg2_control.

Usage

xreg2_cont_normal(
  par,
  dtalist,
  log.p = TRUE,
  aggregate.p = TRUE,
  print_pars = FALSE
)

Arguments

par

Named numeric vector of current parameter values.

dtalist

Internal data list produced by xreg2_fit.

log.p

Logical; use log-scale probabilities. Default TRUE.

aggregate.p

Logical; return scalar negloglik. Default TRUE.

print_pars

Logical; print parameters and value. Default FALSE.

Details

Continuous normal log-likelihood for xreg2

Value

Scalar negative log-likelihood (when aggregate.p = TRUE).

Examples

# Typically used as p_fun in xreg2_control():
# ctrl <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
#                        p_fun = xreg2_cont_normal)

Continuous Log-Normal Negative Log-Likelihood with Random Intercept

Description

Computes the negative log-likelihood for a mixed-effects log-normal regression model with a random intercept, integrated via Gauss-Hermite quadrature. Designed as a p_fun argument for xreg2_control.

Usage

xreg2_cont_r_lnorm(par, dtalist)

Arguments

par

Named numeric vector of current parameter values. Must include either LN_OMEGA or OMEGA.

dtalist

Internal data list produced by xreg2_fit. Must include an internal_id column.

Details

Continuous log-normal log-likelihood with random intercept

Value

Scalar negative log-likelihood.

Examples

# ctrl <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
#                        p_fun = xreg2_cont_r_lnorm)

Continuous Normal Negative Log-Likelihood with Random Intercept

Description

Computes the negative log-likelihood for a mixed-effects normal regression model with a random intercept, integrated via Gauss-Hermite quadrature. Designed as a p_fun argument for xreg2_control.

Usage

xreg2_cont_r_normal(par, dtalist, print_pars = FALSE)

Arguments

par

Named numeric vector of current parameter values. Must include either LN_OMEGA or OMEGA (between-subject SD).

dtalist

Internal data list produced by xreg2_fit. Must include an internal_id column.

print_pars

Logical; print parameters and value. Default FALSE.

Details

Continuous normal log-likelihood with random intercept

Value

Scalar negative log-likelihood.

Examples

# ctrl <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
#                        p_fun = xreg2_cont_r_normal)

Create xreg2 Control Object

Description

Creates a control object specifying the model formula(s), likelihood function, gradient function, and starting values for one component of a joint xreg2 model.

Usage

xreg2_control(
  formulas,
  start_values = numeric(),
  fixed_values = numeric(),
  p_fun = xreg2_cont_normal,
  grad_fun = function(par, ...) numDeriv::grad(func = p_fun, x = par, method = "simple",
    ...),
  p_aggregation_fun = function(d_df) return(-d_df$p * d_df$internal_count),
  weights_var = NA,
  name = NA,
  censor_bounds = c(-Inf, Inf),
  lower = NA,
  upper = NA
)

Arguments

formulas

A formula or list of formulas. The left-hand side names the dependent (or intermediate) variable; the right-hand side is evaluated in the context of parameter values and data columns.

start_values

Named numeric vector of starting values. An existing xreg2 fitted object may be supplied; coefficients are extracted.

fixed_values

Named numeric vector of parameter values held fixed during optimisation.

p_fun

Log-likelihood function. Default xreg2_cont_normal. Must accept (par, dtalist, ...) and return a scalar.

grad_fun

Gradient function. Default uses numDeriv::grad with method "simple".

p_aggregation_fun

Aggregation function applied to the likelihood data-frame. Rarely changed by users.

weights_var

Character name of a column in the data used as observation weights. NA for unweighted.

name

Optional character label for this component.

censor_bounds

Numeric vector of length 2 giving lower and upper censoring bounds. Default c(-Inf, Inf) (no censoring).

lower

Named numeric vector of lower parameter bounds (for bounded optimisers).

upper

Named numeric vector of upper parameter bounds.

Details

Create an xreg2 control object

Value

An object of class c("xreg2Control", "list").

See Also

xreg2_fit, c.xreg2Control

Examples

ctrl <- xreg2_control(
  formulas     = list(y ~ INTERCEPT + x * SLOPE),
  start_values = c(INTERCEPT = 0, SLOPE = 0),
  p_fun        = xreg2_cont_normal,
  name         = "continuous"
)

Dichotomous Logistic Negative Log-Likelihood

Description

Computes the negative log-likelihood for a binary logistic regression model. Designed as a p_fun argument for xreg2_control.

Usage

xreg2_dich_logistic(par, dtalist)

Arguments

par

Named numeric vector of current parameter values.

dtalist

Internal data list produced by xreg2_fit.

Details

Dichotomous logistic log-likelihood for xreg2

Value

Scalar negative log-likelihood.

Examples

# ctrl <- xreg2_control(formulas = list(y ~ INTERCEPT + x * SLOPE),
#                        p_fun = xreg2_dich_logistic,
#                        start_values = c(INTERCEPT = 0, SLOPE = 0))

Fit xreg2 Model

Description

Fits a flexible maximum-likelihood regression model supporting censored, interval, and hybrid data. Accepts a list of xreg2_control objects and a matching named list of data frames.

Usage

xreg2_fit(
  controlList,
  dataList = NULL,
  start_values = numeric(),
  fixed_values = numeric(),
  latent_classes = 0,
  latent_class_parameters = character(),
  latent_id_colname = character(),
  return_type = "fit",
  print_sum = FALSE,
  method = "ucminf",
  hessian = TRUE,
  run_from = NULL,
  ...
)

Arguments

controlList

An xreg2ControlList (produced by combining xreg2_control objects with c()), an xreg2_obj (for re-optimisation), or an xreg2/xreg fitted object (for re-fitting).

dataList

Named list of data frames, one per component. Names must match those of controlList.

start_values

Optional named numeric vector of starting values, overriding those in controlList.

fixed_values

Named numeric vector of parameter values held fixed.

latent_classes

Integer; number of latent classes. 0 disables.

latent_class_parameters

Character vector of parameter names that vary by latent class.

latent_id_colname

Character name of the grouping column for latent classes.

return_type

Character; "fit" (default), "control", "df", or "predict".

print_sum

Logical; print summary during optimisation. Default FALSE.

method

Character; optimisation method. Default "ucminf".

hessian

Logical; compute Hessian for standard errors. Default TRUE.

run_from

Internal; character string identifying the calling wrapper (e.g. "hyreg"). Used to suppress certain warnings when called from higher-level functions.

...

Additional arguments passed to the optimiser.

Details

Fit a flexible maximum-likelihood regression model

Value

An object of class "xreg2" with fitted coefficients, standard errors, log-likelihoods, and counts.

See Also

xreg2_control, xreg2_optim, predict.xreg2

Examples


set.seed(1)
df   <- data.frame(y = rnorm(200, 2, 0.5), x = rnorm(200))
ctrl <- xreg2_control(
  formulas     = list(y ~ INTERCEPT + x * SLOPE),
  start_values = c(INTERCEPT = 0, SLOPE = 0),
  name         = "main"
)
fit  <- xreg2_fit(controlList = c(ctrl), dataList = list(main = df))
coef(fit)

Fit xreg2 Model from Pre-Structured Data

Description

Simplified version of xreg2_fit that accepts data already containing ub (upper bound) and lb (lower bound) columns instead of requiring data pre-processing.

Usage

xreg2_fit_s(
  controlList,
  dataList = NULL,
  start_values = numeric(),
  fixed_values = numeric(),
  latent_classes = 0,
  latent_class_parameters = character(),
  latent_id_colname = character(),
  return_type = "fit",
  print_sum = FALSE,
  method = "ucminf",
  hessian = TRUE,
  ...
)

Arguments

controlList

An xreg2ControlList (produced by combining xreg2_control objects with c()), an xreg2_obj (for re-optimisation), or an xreg2/xreg fitted object (for re-fitting).

dataList

Named list of data frames, one per component. Names must match those of controlList.

start_values

Optional named numeric vector of starting values, overriding those in controlList.

fixed_values

Named numeric vector of parameter values held fixed.

latent_classes

Integer; number of latent classes. 0 disables.

latent_class_parameters

Character vector of parameter names that vary by latent class.

latent_id_colname

Character name of the grouping column for latent classes.

return_type

Character; "fit" (default), "control", "df", or "predict".

print_sum

Logical; print summary during optimisation. Default FALSE.

method

Character; optimisation method. Default "ucminf".

hessian

Logical; compute Hessian for standard errors. Default TRUE.

...

Additional arguments passed to the optimiser.

Details

Fit an xreg2 model from pre-structured data

Value

An object of class "xreg2".

See Also

xreg2_fit, xreg2_control

Examples


set.seed(1)
# xreg2_fit_s expects pre-structured data with lb and ub columns.
# Use lb == ub for exact (uncensored) observations.
y    <- rnorm(100, 2, 0.5)
df   <- data.frame(y = y, x = rnorm(100), lb = y, ub = y)
ctrl <- xreg2_control(
  formulas     = list(y ~ INTERCEPT + x * SLOPE),
  start_values = c(INTERCEPT = 0, SLOPE = 0, LN_SIGMA = 0),
  name         = "main"
)
fit  <- xreg2_fit_s(controlList = c(ctrl), dataList = list(main = df))

Hybrid Regression (xreg2 version)

Description

High-level wrapper around xreg2_fit replicating the interface of the STATA hyreg command and xreg::hyreg(). Simultaneously fits a censored continuous model (normal or logistic) and a dichotomous model (logistic or normal) to a single data frame that contains both observation types.

Usage

xreg2_hyreg(
  formula,
  df,
  datatype = "method",
  init = numeric(),
  contdist = "normal",
  dichdist = "logistic",
  hetcont = NULL,
  hetdich = NULL,
  ul = Inf,
  ll = -Inf,
  lntheta = TRUE,
  lnsigma = TRUE,
  dichformula = NULL,
  ...
)

Arguments

formula

A formula or list of formulas for the continuous component. The dependent variable (left-hand side) must match a column in df, or use interval columns named varname.lb and varname.ub.

df

A data.frame containing both continuous and dichotomous observations. Must include the column specified by datatype.

datatype

Character; name of the column that distinguishes continuous (TRUE) from dichotomous (FALSE) observations. Default "method".

init

Optional named numeric vector (or xreg2 object) of starting values.

contdist

Character; distribution for the continuous component. "normal" (default) or "logistic".

dichdist

Character; distribution for the dichotomous component. "logistic" (default) or "normal".

hetcont

Optional formula for heteroscedastic standard deviations in the continuous component. If NULL (default), uses sigma_est ~ SIGMA (or sigma_est ~ exp(SIGMA) when lnsigma = TRUE).

hetdich

Optional formula for heteroscedastic standard deviations in the dichotomous component. If NULL (default), uses theta_est ~ THETA (or theta_est ~ exp(THETA) when lntheta = TRUE).

ul

Numeric; upper censoring bound. Default Inf.

ll

Numeric; lower censoring bound. Default -Inf.

lntheta

Logical; exponentiate theta prior to fitting (matches STATA default). Default TRUE.

lnsigma

Logical; exponentiate sigma prior to fitting (matches STATA default). Default TRUE.

dichformula

Optional formula for the dichotomous component. Defaults to formula.

...

Additional arguments forwarded to xreg2_fit.

Details

Hybrid regression wrapper for xreg2

Value

An object of class "xreg2".

See Also

xreg2_fit, xreg2_control

Examples


set.seed(1)
n   <- 300
df  <- data.frame(
  value  = c(rnorm(200, 0.6, 0.3), rep(NA, 100)),
  age    = rnorm(n),
  method = c(rep(TRUE, 200), rep(FALSE, 100))
)
df$value[df$method == FALSE] <- as.integer(df$age[df$method == FALSE] > 0)

fit <- xreg2_hyreg(
  formula  = value ~ INTERCEPT + age * AGE,
  df       = df,
  datatype = "method"
)
print(fit)

Optimise an xreg2 Model

Description

Low-level optimisation routine called by xreg2_fit and xreg2_fit_s. Can also be called directly on an xreg2_obj to re-optimise with different settings.

Optimizer routing:

Method-specific control defaults (high-precision) are set automatically and can be overridden by passing optim_control = list(...) to xreg2_fit.

Usage

xreg2_optim(
  xreg2obj,
  method = NULL,
  hessian = TRUE,
  fixed_values = NULL,
  optim_control = NULL,
  ...
)

Arguments

xreg2obj

An xreg2_obj list produced by xreg2_fit with return_type = "control".

method

Character; optimisation method. NULL defaults to "ucminf".

hessian

Logical; compute Hessian. Default TRUE.

fixed_values

Optional named numeric vector of additional fixed values.

optim_control

Optional named list of control parameters that override the method-specific defaults set by xreg2_fit. For example, optim_control = list(maxit = 500) tightens the iteration budget. Passed directly to ucminf, optim, or optimx::optimr depending on method.

...

Additional arguments passed to the optimiser objective function.

Details

Optimise an xreg2 model object

Value

An object of class "xreg2".

See Also

xreg2_fit

Examples


set.seed(1)
df   <- data.frame(y = rnorm(200, 2, 0.5), x = rnorm(200))
ctrl <- xreg2_control(
  formulas     = list(y ~ INTERCEPT + x * SLOPE),
  start_values = c(INTERCEPT = 0, SLOPE = 0),
  name         = "main"
)
obj          <- xreg2_fit(controlList = c(ctrl), dataList = list(main = df),
                          return_type = "control")
fit          <- xreg2_optim(obj, method = "ucminf")
fit_lbfgsb   <- xreg2_optim(obj, method = "L-BFGS-B")