[R-pkg-devel] Getting summary.glm to use Matrix::chol2inv

I think the only way to do this is to write your own summary.* method
for your objects.  You should modify their class (e.g. to `c("glm2",
"glm")` so that your new summary method `summary.glm2` is called instead
of `summary.glm`.

Changing the search path wouldn't work.  Search order from within a
package looks at locals, then imports, then the base package (where
chol2inv would be found), then the search list.

The source for the standard summary.glm function is available, e.g.
here:
https://github.com/wch/r-source/blob/cfda9838f261b1c77c5ac6a5b0deed88021a2156/src/library/stats/R/glm.R#L687-L773
.  You can copy that into your package, then modify it to work with
Matrix.  You should list "The R Core Team" as a copyright holder on that
file if you do this so you're not violating the R license.

Duncan Murdoch


On 2024-12-22 4:26 p.m., Mark Donoghoe wrote:

Hi,

I am trying to implement a new method for glm2 which allows the use of
the Matrix package to work with large data.

I have added Matrix to Suggests, and when the new method is requested,
the following check is performed:

if (!requireNamespace("Matrix", quietly = TRUE)) {
       stop("Package \"Matrix\" must be installed to use method =
\"glm.fit2.Matrix\".",
            call. = FALSE)
     }

This works fine. However, I would like the user to be able to use
summary.glm on the fitted object x, and it effectively calls
chol2inv(x$qr$qr[1:p,1:p]), which fails if x$qr$qr is not a (small m)
matrix:

Error in chol2inv(Qr$qr[p1, p1, drop = FALSE]) :
   'a' must be a numeric matrix

I can return the matrix version of x$qr$qr, but this can be quite
large and ideally I would like to return the Matrix version, and have
summary.glm automatically call the Matrix version of chol2inv.

I imagine this would require changing the search path, which I
understand is not recommended, but I am not even sure how to go about
it, or if there is another solution that wouldn't require a custom
version of summary.glm. I also tried attachNamespace in a similar code
block when glm.fit2.Matrix is called, but that did not work.

Thanks in advance for any suggestions.

Mark