\documentclass[nojss]{jss}
%\documentclass[a4paper,12pt]{article} 
\title{Inference with Linear Equality 
and Inequality Constraints Using \proglang{R}: \\ The Package \pkg{ic.infer}} 
\Plaintitle{Inference with Linear 
Equality and Inequality Constraints Using R: The Package ic.infer} 
\Shorttitle{Inequality-Constrained Inference in \proglang{R}} 

\author{Ulrike Gr\"omping\\BHT Berlin -- University of Applied Sciences} 
\Plainauthor{Ulrike Gr\"omping} 

\Abstract{In linear models and multivariate normal situations, 
prior information in linear inequality form may be encountered, or linear inequality 
hypotheses may be subjected to statistical tests. \proglang{R}~package \pkg{ic.infer} 
has been developed to support inequality-constrained estimation and testing 
for such situations. This article gives an overview of the principles underlying 
inequality-constrained inference 
that are far less well-known than methods for unconstrained or equality-constrained 
models, and describes their implementation in the package.}

\Keywords{inequality constraints, quadratic programming, order-restricted linear model, \pkg{ic.infer}, \pkg{mvtnorm}}
\Plainkeywords{inequality constraints, quadratic programming, order-restricted linear model, ic.infer, mvtnorm}

\Address{Ulrike Gr\"omping\\
Department II -- Mathematics, Physics, Chemistry\\
BHT Berlin -- University of Applied Sciences\\
D-13353 Berlin\\
E-mail: \email{groemping@bht-berlin.de}\\
URL: \url{http://prof.tfh-berlin.de/groemping/}
}

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\begin{document} 
\maketitle 

\section{What is this?}
This is not the source but a dummy source to make the pdf available as vignette 
and to have the code checked during R CMD check.

\subsection{Example data}
\label{ssec:examp}
Two data examples are used in this section. The first example, taken from 
Table~1.3.1 in \citet{22}, concerns first-year 
grade point averages from 2397 Iowa university first-years (available as 
data frame \code{grades} in package \pkg{ic.infer}) as a function of 
two ordinal variables with 9~categories each, 
High-School-Ranking percentiles and ACT Classification\footnote{ACT is an 
organization that offers~\textendash~among other things~\textendash~college entrance exams in the US; up to 1996, 
ACT stood for ``American College Testing''.}. Suppose that an admission policy is to be developed 
based on these figures. Of course, in order to appear just, an admission policy should 
be monotone in the sense that admission of a particular person implies that all persons who are better 
on one criterion and not worse on the other are also admitted. Thus, the predicted 
function must be monotone in both variables. Using this motivation, \citet{22} demonstrate 
isotonic regression on these data. In this article, a two-way analysis 
of variance without interaction 
is fit to the data. The unrestricted linear model (cf.\ below) does contain reversals 
w.r.t. HSR, where applicants with HSR 41\% to 50\% would be assessed better than 
those with HSR 51\% to 60\%, and similarly applicants with HSR < 20\% better than those with HSR 21\% to 40\%. 
Note that estimates for the categories of HSR for which unrestricted estimates are reversed are not 
significantly different from 0. The restricted analyses in Sections~\ref{ssec:est} and \ref{ssec:orlm} will 
restrict parameters for the factor HSR to be monotone. Note that this is an example of a model with a known 
diagonal (but not identity) $V_0$: assuming an unknown positive variance $\sigma^2$ of the grade points of each 
student, the variances of the grade means are proportional to the inverse number of students in each class. 
This can be easily accomodated in function \code{lm} by using the number of students \code{n} in the 
\code{weights} option (cf.\ the code below).

<<echo=false>>=
options(width=80)
options(prompt = "R> ", continue = "+  ", digits = 4, useFancyQuotes = FALSE) 
require(ic.infer, quietly=TRUE)
contrasts(grades$HSR) <- "contr.treatment"
contrasts(grades$ACTC) <- "contr.treatment"
@

<<grades.unrestr>>=
limo.grades <- lm(meanGPA ~ HSR + ACTC, grades, weights = n)
summary(limo.grades)
@

The second example uses a data set from \citet{18} (online also at 
\url{http://www.ats.ucla.edu/stat/sas/examples/alsm/alsmsasch7.htm}) 
that contains observations on 
20~females with body fat as the target variable and three explanatory variables all of 
which can be expected to be associated with an increase in body fat:

\begin{itemize}\setlength\itemsep{-0.5ex}
\item triceps skinfold thickness
\item thigh circumference
\item mid arm circumference.
\end{itemize}

These data are analysed as a regression model with all coefficients restricted to 
be non-negative. This example is similar in spirit to the customer satisfaction applications 
that instigated development of \pkg{ic.infer}, but much smaller, publicly available 
and included in the package. It also permits to demonstrate application of the simple 
$R^2$ decomposition function that is offered within \pkg{ic.infer}. The unrestricted 
linear model estimates for two of the three variables are negative, and in spite of 
high $R^2$ and rejection of the overall null hypothesis, 
no individual coefficient is statistically significant:

<<bodyfat.unrestr>>=
limo.bodyfat <- lm(BodyFat ~ ., bodyfat)
summary(limo.bodyfat)
@

\subsection{Utilities for monotonicity situations}
One of the most important special cases of 
inequality-related setups is the investigation of monotonic behavior of the 
expectation for a factor with ordered categories. In this subsection, 
package \pkg{ic.infer}'s support for this situation is described.

\subsubsection{Difference contrasts}
\label{ssec:contr.diff}
The interpretation of coefficients for factors always depends on the factor coding. 
In \proglang{R}, default coding for conventional factors (as opposed to ordered factors) 
is a reference coding with the first factor level 
being the base category (called \code{contr.treatment}). For factors declared to be 
ordered, the default contrasts are polynomial. Alternative contrast codings are, among 
others, \code{contr.SAS}, \code{contr.helmert} and \code{contr.sum}. Among these, 
the polynomial and the Helmert coding do not allow simple assessment of monotonicity 
based on the estimated coefficients, while the others do. 

There is one particular factor coding that 
is not routinely available in \proglang{R} but particularly suitable for 
assessing monotonicity for factors with ordered levels: each coefficient corresponds 
to the difference in expectation to the next lower category, implying that 
monotonicity corresponds to the same sign for all coefficients. The corresponding 
contrast function \code{contr.diff} has been implemented in package 
\pkg{ic.infer}. 

For illustration, the unconstrained linear model for the grades data is re-calculated with this coding below. 
The contrast matrix shows that the expectation for the lowest level does not contain 
any of the coefficients, the expectation for the second level contains the first coefficient, 
the expectation for the third level the first two coefficients and so forth, 
until all the eight coefficients are contained in the expectation model for the highest level. 
The coefficients thus measure the average increase from each level to the next higher one.

<<grades.unrestr.diff>>=
grades.diff <- grades
## change contrasts to contr.diff
contrasts(grades.diff$HSR) <- "contr.diff"
contrasts(grades.diff$ACTC) <- "contr.diff"
## display contrasts
contrasts(grades.diff$HSR)
limo.grades.diff <- lm(meanGPA ~ HSR + ACTC, grades.diff, weights = n)
summary(limo.grades.diff)
@

\subsubsection{Utility function for creating a monotonicity restriction matrix}
\label{ssec:make.mon.ui}
Generally, the restriction matrix $ui$ has to be tailored to the situation at hand. 
Depending on the coding of a factor, it can be quite tedious to define the appropriate $ui$ 
for hypotheses related to the relation of expectations between factor levels. 

For the frequent situation, where monotonicity of factors with several ordered 
levels is of interest, package \pkg{ic.infer} provides the convenience function 
\code{make.mon.ui} for creating the appropriate restriction matrix $ui$. 
The function can be used whenever the current coding 
permits assessment of monotonicity in a simple way, i.e., for 
contrasts \code{contr.treatment} (currently with first category as baseline only), 
\code{contr.SAS}, \code{contr.diff} and \code{contr.sum}). The output below shows 
the matrix $ui$ for two different factor codings: The matrix $ui$ for the 
treatment contrasts calculates the first coefficient (=difference of second category 
to the first (=reference) category) and all differences between coefficients for next higher 
to next lower level. The matrix $ui$ for the difference contrasts simply calculates 
each coefficient. For both codings, monotonicity constraints are of the form $ui\beta \ge 0$ 
(or $-ui\beta \ge 0$ for monotone decrease).

<<grades.contrasts>>=
## originally, treatment contrasts
ui.treat <- make.mon.ui(grades$HSR)
ui.treat
ui.diff <- make.mon.ui(grades.diff$HSR)
ui.diff
@

Function \code{make.mon.ui} can also be used for creating the matrix 
$ui$ for investigating the monotonicity of a multivariate normal mean without 
using a linear model based on a factor. In this case, the first argument to \code{make.mon.ui} is the 
dimension of the multivariate normal distribution, and \code{type = "mean"} must 
be specified. The resulting matrix $ui$ then calculates differences of neighbouring means:
<<mon.means>>=
## originally, treatment contrasts
make.mon.ui(5, type = "mean")
@

\subsection{Estimation}
\label{ssec:est}
Function \code{ic.est} for inequality-constrained estimation of normal means 
uses the routine \code{solve.QP} from R-package \pkg{quadprog} to determine the 
constrained estimate. It is possible to declare the first few rows of the 
restrictions $ui \mu \ge ci$ to be equality restrictions (via the parameter \code{meq}). 
It has been pointed out above that estimation of $\beta$ in the restricted linear model 
is equivalent to estimation of $\beta$ based on the multivariate normal distribution of the 
unrestricted estimate $\hat \beta$. Thus, we can illustrate function \code{ic.est} using the estimates 
from one of the linear models above. For example, one can estimate the coefficients 
of the factor \code{HSR} with treatment contrasts under the restriction of 
non-decreasing behavior, i.e., $\beta_1 \ge 0, \beta_2 - \beta_1 \ge 0, 
\dots, \beta_9 - \beta_8 \ge 0$ (contrast matrix \code{ui.treat} defined 
in \ref{ssec:make.mon.ui}):

<<echo=false>>=
options(width=100)
@
<<grades.estHSR>>=
HSRmon <- ic.est(coef(limo.grades)[2:9],
       ui = ui.treat, 
       Sigma = vcov(limo.grades)[2:9, 2:9])
HSRmon
@

It is also possible to indicate that the first few restrictions (number given by option 
\code{meq}) are equality restrictions. For example, the code below declares that the first 
three restrictions are equality instead of inequality restrictions: 

<<grades.estHSReq>>=
HSReq <- ic.est(coef(limo.grades)[2:9],
       ui = ui.treat, 
       Sigma = vcov(limo.grades)[2:9, 2:9], meq = 3)
HSReq
@

A summary-function on objects of class \code{orest}~\textendash~as generated by function \code{ic.est}~\textendash~
gives more detailed information, showing also the restrictions, which of them are active, and 
indicating which estimates are subject to a restriction (regardless whether active or not). 
For the monotonicity-restricted estimate, we get
<<grades.summaryHSR>>=
summary(HSRmon)
@

While it would be possible to determine the estimate even 
for linearly dependent rows of the constraint matrix $R$, this is not permitted 
in package \pkg{ic.infer}~\textendash~if the package encounters linearly dependent rows 
in \code{ui} (the package notation for $R$), 
it aborts with an error message that suggests a subset of independent rows of \code{ui}.

\subsection{Hypothesis testing}
\label{ssec:ic.test}
Package \pkg{ic.infer} implements the likelihood ratio tests for test problems 
\ref{TP1}, \ref{TP2}, and \ref{TP3} in function \code{ic.test}. The principal argument 
to function \code{ic.test} is an object of class \code{orest} as output by 
function \code{ic.est}; an object of class \code{orlm} output by function \code{orlm} 
can also be processed, since it inherits from class \code{orest}. 
Among other things, the input object contains information on the 
restrictions that were used for estimation. The type of test problem is indicated 
to function \code{ic.test} via option \code{TP}. \code{TP = 1}, \code{TP = 2}, and 
\code{TP = 3} refer to the test problems introduced in Section~\ref{ssec:TPs}. 
Three extensions of these problems are additionally implemented:

\begin{itemize}
\item For \code{TP = 1} and \code{TP = 2}, the first few restrictions can be declared 
equality instead of inequality restrictions~\textendash~this is 
implemented in function \code{ic.test} through access to the \code{meq}-element 
of the input object. This modification 
requires different calculation of the weights for the null distributions of the 
test statistics: these weights depend on the conditional covariance matrix given the 
equality constraints are true, cf.\ \citet[formula (5.9)]{24} and Section~\ref{ssec:weights}. 
The test statistics continue to be given 
by (\ref{T1}), (\ref{T2}) or their modification for unkown $\sigma^2$ (\ref{eqn:unknown}), 
but with $\hat \mu^*$ observing equality- and inequality restrictions.

\item Additional equality restrictions can be included in the null hypothesis of 
\ref{TP1}. For these, the alternative hypothesis is not directional. This test problem 
is implemented in the package as \code{TP = 11}, and the additional restrictions 
are handed to function \code{ic.test} through arguments \code{ui0.11} and \code{ci0.11}. 
\code{TP = 11} is, for example, used in the summary function for class \code{orlm}, 
when testing the null hypothesis that all coefficients 
except the intercept are 0 in the presence of constraints $R \beta \ge 0$ that 
do not affect all elements of $\beta$. Again, the test statistic for this test 
problem is already given as (\ref{T1}) or its modification (\ref{eqn:unknown}) 
above by making $\hat \mu_=$ observe the additional equality restrictions as well. 
Here, the weights are the same as without equality 
restrictions, but the degrees of freedom of the distributions in the mixture 
need to be adjusted. 

\item Some equality restrictions can be maintained in the alternative hypothesis of \ref{TP2}.
This is implemented as \code{TP = 21} using option \code{meq.alt}, 
which indicates the number of the first few equality-restrictions that are to be 
maintained under the alternative hypothesis. 
\code{meq.alt} must not be larger than the \code{meq}-element of the input object
of function \code{ic.test}. Here, the test statistic (\ref{T2}) (or (\ref{eqn:unknown})) 
has to use the restricted estimated under the maintained equality restrictions 
$\hat \mu_{=,alt}$ instead of $y$.
\end{itemize}

A few examples are shown below. First, the equality- and inequality-restricted 
estimate \code{HSReq} of the HSR coefficients is subjected to a test of type \ref{TP1}. 
We see that equality 
of all restrictions is clearly rejected; note that option \code{brief=FALSE} requests 
detailed information on constraints that is not shown per default.
<<grades.testHSR1>>=
summary(ic.test(HSReq), brief = FALSE)
@

Now we test the null hypothesis that restrictions hold vs.\ the alternative that 
they are violated. We see that this null hypothesis is not rejected, i.e., the data 
do not provide proof that these restrictions are not all true.
<<grades.testHSR2>>=
summary(ic.test(HSReq, TP = 2))
@

The next test operates on all coefficients of the analysis of variance model from 
Section~\ref{ssec:examp}. This \code{TP = 11}-type test tests the null hypothesis 
that all coefficients except for the intercept are 
zero vs.\ the alternative that the HSR coefficients follow the restriction outlined above, 
i.e., coefficients in positions 2 to 9 of the coefficient vector (\code{index = 2:9}) follow 
the indicated restrictions, while all other coefficients are free. 
Here, the null hypothesis is again clearly rejected. 
<<grades.testHSR11>>=
HSReq.large <- ic.est(coef(limo.grades),
       ui = ui.treat, 
       Sigma = vcov(limo.grades), index = 2:9, meq = 3)
summary(ic.test(HSReq.large, TP = 11,
       ui0.11 = cbind(rep(0, 16), diag(1, 16))))
@

The last example demonstrates \code{TP = 21}: the null hypothesis has three equality 
restrictions (estimate object \code{HSReq}), and the first two of these are maintained 
for the alternative hypothesis (\code{meq.alt=2}). Note that~\textendash~as the alternative 
is unrestricted apart from the first two equality 
restrictions~\textendash~a reversal occurs in the estimate under the alternative hypothesis. 
Nevertheless, like for \code{TP = 2}, the validity of the restrictions is not rejected.

<<grades.testHSR21>>=
summary(ic.test(HSReq, TP = 21, meq.alt = 2))
@
 
\newpage

\subsection[Calculation of weights and p values for the test problems]{Calculation of weights and $p$~values for the test problems}
\label{ssec:weights}
Function \code{ic.weights} calculates the mixing weights for a given covariance 
matrix, using the probabilities for certain faces of the cone as derived in 
Section~\ref{ssec:distquad}. Since it is known that even and odd weights sum to~0.5 each 
\citep[cf.\ e.g.,][Proposition~3.6.1, Number~3]{26}, 
the two most demanding weights (in terms of most summands in (\ref{eqn:probface})) 
can always be inferred as the difference of 0.5 to the sum of the other even or 
odd weights. Even exploiting this possibility, calculation of weights remains 
computer-intensive for large covariance matrices; for example, it takes about 
9~seconds CPU time for a matrix with dimension 10, and already 
1265~seconds (about 21~minutes) for a matrix with dimension 15. 

Orthant probabilities that are needed for the weights according to (\ref{eqn:probface}), 
are calculated using package \pkg{mvtnorm} by Monte-Carlo methods, 
i.e., the weights are subject to slight variation. Because of numerical inaccuracies, 
it is even possible that calculated $p$~values become slightly negative. 
Printing and summary functions of package \pkg{ic.infer} report all $p$~values below 
0.0001 as ``<0.0001'', since more accuracy should normally not be needed.

For the test problems implemented in function \code{ic.test}, choice of the covariance 
matrices for obtaining the weights follows the formulae by \citet{24}, based on the 
\code{meq}-, the \code{ui}-, and the \code{Sigma}-element of the input object: 
Whenever \code{meq=0}, the covariance matrix to use is \code{ui\%*\%Sigma\%*\%t(ui)} 
(assuming that \code{ui} has $p$ columns if the data are $p$-dimensional, 
otherwise think of \code{ui} as suitably enlarged by zero columns (\code{uiw} 
in package code)). 
If \code{meq>0}, the conditional covariance of the last $m-$\code{meq} rows 
given the first \code{meq} rows of \code{ui\%*\%y} must be 
used instead for calculation of mixing weights \citep[formula (5.9) in ][]{24}.

Degrees of freedom corresponding to the weights depend on the test problem at hand 
and are determined in function \code{ic.test}, if not provided by the user. 
Functions \code{pchibar} and \code{pbetabar} calculate $p$~values from given vectors of 
weights and degrees of freedom. Function \code{pchibar} has been taken from package 
\pkg{ibdreg} by \citet{27}, and function \code{pbetabar} has been 
analogously defined.

\subsection{Estimation in the linear model}
\label{ssec:orlm}
Function \code{orlm} uses the other functions in package \pkg{ic.infer} 
for providing a convenient overall analysis of order-restricted linear models. 
Starting from an unconstrained linear model object (class \code{lm}) or a covariance 
matrix of response (first position) and all regressors, 
the function determines the constrained estimate, $R^2$ for the constrained model 
and~\textendash~if requested~\textendash~bootstraps the estimates of coefficients (the latter is 
valid only in the implemented case of uncorrelated errors and of course only possible 
if the input is a linear model with embedded data). 

\subsubsection{Postprocessing the output object}
The output object of 
class \code{orlm} can be processed with several S3 methods provided in package 
\pkg{ic.infer}: A \code{plot} method 
provides a residual plot, a \code{print} method gives a brief printout, and 
a \code{summary} method gives a more extensive overview on the object, involving bootstrap 
confidence intervals and overall model and restriction tests, if not suppressed; 
tests can be suppressed because their calculation may take up substantial time 
in case of many restrictions because of calculation of weights, cf.\ also the previous 
subsection. Furthermore, a \code{coef} method extracts the coefficients 
from the object. In addition to these specially-defined methods, some general methods 
for model objects do also work: functions \code{fitted} and \code{residuals} provide fitted 
values and residuals. Other methods for class \code{lm} (\code{predict}, \code{effects}, \code{vcov}) 
do not work on \code{orlm} objects. Note that model diagnostics cannot be simply transferred 
to restricted models, as the restricted estimation modifies the distributional properties of the 
residuals in not easily foreseeable ways. The \code{plot} method only provides a simple plot of 
raw residuals vs.\ fitted values, as it is not even possible to standardize the residuals. 
Further research might improve the availability of diagnostics on the restricted model. 
As long as this has not been conducted, model diagnostics, e.g., for normality, can be 
done on the unrestricted model, which is of course still valid even though it does 
not exploit the prior knowledge about a restriction. 

\subsubsection{Linear model analysis for the two example data sets}
For the grades data, with two ordinal factors, restricting only HSR 
(because ACTC is automatically in the correct order; indicated by \code{index=2:9} 
for the position of HSR-coefficients in the overall coefficient vector) 
function \code{orlm} works as follows (contrast matrix \code{ui.treat} defined 
in \ref{ssec:make.mon.ui}):
<<grades.orlmHSR>>=
orlimo.grades <- orlm(limo.grades,
       ui = ui.treat, index = 2:9)
summary(orlimo.grades, brief = TRUE)
@

Option \code{brief} suppresses information on restrictions (that has been shown 
in Section~\ref{ssec:est}). 
For this example, $R^2$ is only slightly reduced by introducing the restriction, and 
the estimates (not surprisingly) coincide with those from Section~\ref{ssec:est}. 
The overall model test and the test of \ref{TP1} clearly reject their respective null hypothesis, 
while the data are compatible with validity of the restriction according to the test for \ref{TP2} 
but do not prove strict validity of the inequality restriction (\ref{TP3}). 

The grades example has been about analysis of variance and has worked with aggregated 
data, which makes bootstrapping useless. The rest of this section uses the body fat 
data for illustrating functionality for order-restricted 
regression, including bootstrap confidence intervals:
<<bodyfat.orlm>>=
orlimo.bodyfat <- orlm(limo.bodyfat,
       ui = diag(1,3), boot = TRUE)
summary(orlimo.bodyfat)
@

Again, $R^2$ is not dramatically reduced, the overall test~\textendash~in this case 
identical to the test for \ref{TP1}~\textendash~is clearly significant, 
while the other two tests do not reject their null hypothesis. 
While the unrestricted model had two negative estimated coefficients, the restricted 
model has one active restriction. The other previously negative coefficient has now 
been estimated to be positive. 
Note that still none of the individual coefficients is significantly different from 0, 
since all bootstrap confidence intervals include this boundary value.


\subsubsection{Bootstrapping regression models}
\label{ssec:boot}
Confidence intervals in \pkg{ic.infer} are obtained via the bootstrap. The implemented 
bootstrap is valid for uncorrelated observations only, since observations are 
independently sampled. When bootstrapping regression models, there are two principally 
different reasonable approaches \citep[cf. e.g.][]{6,7}: 
The regressors can be 
considered fixed in some situations, e.g., for experimental data. In this case, 
only the error terms are random. Contrary, in observational studies, 
like e.g., customer satisfaction surveys, it makes far more sense to consider 
also the regressors as random, since the observations are a random sample from 
a larger population. These two scenarii prompt two different approaches 
for bootstrapping: For fixed regressors, bootstrapping is based on repeated 
sampling from the residuals of the regression model, while for random 
regressors, the complete observation rows~\textendash~consisting of regressors and response~\textendash~
are resampled. \pkg{ic.infer} offers both possibilities, defaulting to random 
regressors (\code{fixed = FALSE}). Bootstrapping in \pkg{ic.infer} is implemented 
in function \code{orlm} based on the function \code{boot} from \proglang{R}~package 
\pkg{boot}. Bootstrap confidence intervals are then calculated by the summary 
method for the output object from function \code{orlm}, relying on 
function \code{boot.ci} of package \pkg{boot}. Percentile intervals, 
BCa intervals, normal intervals and basic intervals are supported 
(default: percentile intervals). For further information on 
bootstrapping in general, cf.\ e.g., \citet{6}. 

\subsubsection{Overall tests}
\label{ssec:overtest}
As mentioned above and shown in the example output, 
the summary method for objects of class \code{orlm} calculates
an overall model test, similar to the overall $F$~test in the unconstrained 
linear model, and several tests for or against the restrictions. 
These can be suppressed, because their calculation can be very time-consuming 
in case of large sets of restrictions. 

If they are not suppressed, function \code{summary.orlm} calculates an overall 
test that all parameters except the intercept are 0 ($H_0$) vs.\ the restriction set 
(this is a test of type \code{TP = 11} or \code{TP = 1}, depending on whether or not the original 
restrictions refer to all parameters in the model). In addition, all tests 
for the three test problems \ref{TP1} to \ref{TP3} are calculated. 
(Test problem \ref{TP3} is 
only applicable if there are no equality restrictions (i.e., \code{meq=0}).) 
Note that the time-consuming aspect is calculation of weights for the null distributions 
of test statistics. These are calculated only once and are 
then handed to function \code{ic.test} for the further tests. Nevertheless, calculation 
of weights for large problems takes a long time or is even impossible because of storage 
space restrictions.

It would be desirable to have a function for sequential testing of sources, 
analogous to \code{anova}, for order-restricted linear models. 
However, this would require the possibility to test a cone-shaped null 
hypothesis vs.\ a larger cone-shaped alternative hypothesis, which is far from trivial. 
So far, it has not been figured out how to implement such a test.

\subsection[R2 decomposition]{$R^2$ decomposition}
\label{ssec:R2decomp}
It has been mentioned earlier that function \code{or.relimp} decomposes $R^2$ 
into contributions of individual regressors. The method is implemented by 
handing the $2^p$-vector of $R^2$~values for all sub-models to function \code{Shapley.value} 
from \proglang{R}~package \pkg{kappalab} \citep{9b}. 
The result is illustrated for the body fat example: 

<<bodyfat.orrelimp>>=
or.relimp(limo.bodyfat, ui = diag(1, 3))
@

Note that~\textendash~in this example~\textendash~although the coefficients are quite different from 
those of the unrestricted model, the $R^2$~decomposition is very similar (\pkg{relaimpo} 
must be loaded for the following calculation): 
<<echo=false>>=
require(relaimpo, quietly=TRUE)
@

<<bodyfat.calcrelimp>>=
calc.relimp(limo.bodyfat)$lmg
@

So far, such similarity has been observed for all examples for which the restrictions 
employed were plausible and adequate. 

It has been mentioned in Section~\ref{ssec:est} 
that automatic generation of restrictions for sub models is naturally done by deleting 
the respective columns from the restriction matrix ($R$ or \code{ui}, respectively). 
It is emphasized here once more that this is not adequate for all conceivable situations. 
\emph{It is in the responsibility of the user to ensure that restrictions for sub models 
are sensible and meaningful.} 

Decomposition of $R^2$ requires calculation of $2^p$ \emph{constrained} 
estimates. This involves significantly higher computational burden than for the unconstrained 
case: For example, calculations on a 2.4GHz Dual Core Windows XP machine 
in \code{calc.relimp} took 0.5~seconds for 10~regressors, about 17~seconds for 15~regressors 
and about 580~seconds for 20~regressors. For the same scenarios, calculations in \code{or.relimp} 
with all non-intercept coefficients restricted to be non-negative took 2.5~seconds for 10~regressors, 
about 109~seconds for 15~regressors, and about 14800~seconds for 20~regressors. 
In case of fewer restrictions than regressors, computing time is somewhat reduced; 
for example, when restricting only 10 of the 15~coefficients in the 15~regressor situation, 
\code{or.relimp} computing time was about 90~seconds. 
Given that unconstrained models gave very similar $R^2$ decompositions in 
all reasonable applications that have so far been examined, decompositions from 
unconstrained models may very well be used at least as first checks.

\section{Final remarks}
\label{sec:final}
Inequality-constrained inference and its implementation in \proglang{R}~package 
\pkg{ic.infer} have been explained and illustrated in this article. 
While \pkg{ic.infer} offers the most important possibilities for normal means and 
linear models, some wishes remain 
to be fulfilled with future developments. These will be discussed below.
 
Within the linear model context, it would be desirable to implement some factor-related 
functionality for function \code{orlm}, supporting e.g., an overall test of significance 
for a factor as a whole or hypothesis tests corresponding to sequential analysis of variance 
(analogously to function \code{anova}). It has been mentioned before that these topics may 
prove difficult because they will often require testing a cone-shaped null hypothesis within 
a larger cone-shaped alternative. Their feasibility will be investigated, and even if not 
all situations can be covered, some may prove feasible (e.g., no restrictions on the factor, 
inequality restrictions on the factor but on nothing else, ...).

For non-linear models with asymptotically normal parameter estimates, users can 
apply inequality-restricted inference on the coefficients through functions \code{ic.est} 
or \code{ic.test}. A more direct approach would be desirable. It is intended to 
extend coverage of the package to (selected) non-normal situations with linear equality 
and inequality restrictions, for which it is known that the asymptotic distribution 
of the likelihood ratio test statistic is also a mixture of $\chi^2$~distributions 
\citep[cf.\ section~4 of][]{26}. Of course, inference is local and less robust, 
if we leave the linear model. 

Calculation of weights is a computational road block in case of many restrictions. 
It will be explored if direct calculation of weights using Monte-Carlo methods is 
more efficient than using Equation~(\ref{eqn:probface}) together with package \pkg{mvtnorm}. 

Function \code{or.relimp} is currently restricted to linear models without factors. 
It would be possible to include factors by grouping their dummies, like in 
\pkg{relaimpo}. Also, it might be possible to enable usage of \code{or.relimp} for 
larger problems than currently possible by a different programming approach~\textendash~however, 
as long as no reasonable examples have been encountered for which constrained and 
unconstrained decompositions make a relevant difference, improvements on \code{or.relimp} 
have low priority.
\section*{Acknowledgments} 
This vignette is based on \citet{12d}.
My colleague Frank Hausser helped overcome initial numerical problems. The package 
uses code by John Fox (functions \code{RREF} and \code{GaussianElimination}), 
Wolfgang Huber (function \code{nchoosek}), and \citet[function \code{pchibar}]{27}. 
A referee made very useful comments that 
improved both the paper and the software.

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