bug in bhist() when limits are specified within bhist()

[sbrockhaus]

@davidruegamer raised the following bug that only occurs in bhist() when limits is specified as function within bhist() and the argument s is not called s, see

library(FDboost)
library(refund)

############################################
# model with functional historical effect, use bhist() 
# Y(t) = f(t)  + \int_0^t X1(s)\beta(s,t)ds + eps
set.seed(2121)
mylimits <- function(s, t){
  (s < t) | (s == t)
}
data2 <- pffrSim(scenario = "ff", n = 40, limits = mylimits)
data2$X1 <- scale(data2$X1, scale = FALSE)
dat2_list <- as.list(data2)
dat2_list$myt <- attr(data2, "yindex")
dat2_list$mys <- attr(data2, "xindex")

## works
m1 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = mylimits), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))


## bug
m2 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(s, t){(s < t) | (s == t)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

[sbrockhaus]

The problem is that in a check, s and t cannot be found. A solution is to rename the arguments of the limits-function.

## works
m2 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, 
                            limits = function(mys, myt){(mys < myt) | (mys == myt)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

[sbrockhaus]

Make sure that all the following code works.

library(FDboost)
library(refund)

############################################
# model with functional historical effect, use bhist() 
# Y(t) = f(t)  + \int_0^t X1(s)\beta(s,t)ds + eps
set.seed(2121)
mylimits <- function(s, t){
  (s < t) | (s == t)
}
data2 <- pffrSim(scenario = "ff", n = 40, limits = mylimits)
data2$X1 <- scale(data2$X1, scale = FALSE)
dat2_list <- as.list(data2)
dat2_list$myt <- attr(data2, "yindex")
dat2_list$mys <- attr(data2, "xindex")

dat2_list$X2 <- scale(data2$X1, scale = FALSE) + rnorm(40*40)
dat2_list$myt2 <- attr(data2, "yindex")
dat2_list$mys2 <- attr(data2, "xindex")


### with one bhist-bl
m1 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = mylimits), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m2 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(s, t){(s < t)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m3 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, 
                            limits = function(mys, myt){(mys < myt) | (mys == myt)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m4 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(xx, yy){(xx < yy)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m5 <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(mys, yy){(mys < yy)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))


### with two bhist-bl 
m1b <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = mylimits) + 
                bhist(x = X2, s = mys2, time = myt2, knots = 5, limits = mylimits), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m2b <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(s, t){(s < t)}) +  
                 bhist(x = X2, s = mys, time = myt, knots = 5, limits = function(s, t){(s < t)}), 
               timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
               control = boost_control(mstop = 40))

m3b <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, 
                            limits = function(mys, myt){(mys < myt) | (mys == myt)})
               + bhist(x = X2, s = mys2, time = myt, knots = 5, 
                       limits = function(mys, myt){(mys < myt) | (mys == myt)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

m4b <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(xx, yy){(xx < yy)})
               + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(xx, yy){(xx < yy)}), 
               timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
               control = boost_control(mstop = 40))

m4c <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(xx, yy){(xx < yy)})
               + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(xx2, yy2){(xx2 < yy2)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))


m5b <- FDboost(Y ~ 1 + bhist(x = X1, s = mys, time = myt, knots = 5, limits = function(mys, yy){(mys < yy)})
               + bhist(x = X2, s = mys, time = myt, knots = 5, limits = function(mys, yy){(mys < yy)}), 
              timeformula = ~ bbs(myt, knots = 5), data = dat2_list, 
              control = boost_control(mstop = 40))

[sbrockhaus]

still TODO: fix the same issue for bhistx()