multcomp/                                                                                           0000755 0001762 0000144 00000000000 15075342105 012114  5                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  multcomp/tests/                                                                                     0000755 0001762 0000144 00000000000 15075167045 013266  5                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  multcomp/tests/regtest-anova.Rout.save                                                              0000644 0001762 0000144 00000005054 14172227611 017652  0                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  
R version 3.2.3 (2015-12-10) -- "Wooden Christmas-Tree"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> 
> library("multcomp")
Loading required package: mvtnorm
Loading required package: survival
Loading required package: TH.data
Loading required package: MASS
Attaching package: 'TH.data'
The following object is masked from 'package:MASS':
    geyser
> tol <- sqrt(.Machine$double.eps)
> set.seed(29081975)
> 
> df <- data.frame(y = rnorm(100), 
+                  x = runif(100),  
+                  z = runif(100))
> 
> ### linear model
> fam <- gaussian()
> lm0 <- glm(y ~ 1, data = df, family = fam)
> lm1 <- glm(y ~ x, data = df, family = fam)
> lm2 <- glm(y ~ x + z, data = df, family = fam)
> 
> gh <- glht(lm2, linfct = c("x = 0", "z = 0"))
> stopifnot(abs(anova(lm0, lm2, test = "F")[2, 6] - 
+     summary(gh, test = Ftest())$test$pvalue) < tol)
> stopifnot(abs(anova(lm0, lm2, test = "Chisq")[2, 5] - 
+     summary(gh, test = Chisqtest())$test$pvalue) < tol)
> 
> gh <- glht(lm2, linfct = "z = 0")
> stopifnot(abs(anova(lm1, lm2, test = "F")[2, 6] - 
+     summary(gh, test = Ftest())$test$pvalue) < tol)
> stopifnot(abs(anova(lm1, lm2, test = "Chisq")[2, 5] - 
+     summary(gh, test = Chisqtest())$test$pvalue) < tol)
> 
> ### logistic regression
> df$y <- factor(df$y < 0)
> fam <- binomial()
> lm0 <- glm(y ~ 1, data = df, family = fam)
> lm1 <- glm(y ~ x, data = df, family = fam)
> lm2 <- glm(y ~ x + z, data = df, family = fam)
> 
> if (require("lmtest")) {
+ 
+   gh <- glht(lm2, linfct = c("x = 0", "z = 0"))
+   stopifnot(abs(waldtest(lm0, lm2, test = "Chisq")[2, 4] - 
+       summary(gh, test = Chisqtest())$test$pvalue) < tol)
+ 
+   gh <- glht(lm2, linfct = "z = 0")
+   stopifnot(abs(waldtest(lm1, lm2, test = "Chisq")[2, 4] -
+       summary(gh, test = Chisqtest())$test$pvalue) < tol)
+ }
Loading required package: lmtest
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
    as.Date, as.Date.numeric
> 
> 
> proc.time()
   user  system elapsed 
  0.284   0.016   0.298 
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    multcomp/tests/regtest-interface-extended.Rout.save                                                 0000644 0001762 0000144 00000032113 14172227611 022300  0                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  
R version 3.2.4 (2016-03-10) -- "Very Secure Dishes"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> ### test the extended interpreter for the left hand side of linear hypotheses
> ### Features: 
> ### - fully recursive expression parser built upon a small code fragment copied over from base::codetools
> ### - the parser stops if any of the following conditions is not met:
> ###   - any variable  must be addressed only once
> ###   - all operators and functions must finally evaluate to a a real valued literal
> ###   - function parameters must not denote an effect name
> ###   - effects can not be multiplied or divided by another effect
> ###   - additive or subtractive terms involving an effect and a numeric 
> ###     constants must not be specified 
> ###   - coefficients associated with named effects must not evaluate to zero 
> ###
> ### Examples:
> ###   x1 + x1             == 0  -> not accepted
> ###   x1 + x2 -1          == 0  -> not accepted
> ###   x1 * x2             == 0  -> not accepted
> ###   x1 / x2             == 0  -> not accepted
> ###   f(x1)               == 0  -> not accepted if x1 denotes an effect
> ###   2*3                 == 6  -> not accepted because no effect was named
> ###   x1 + x2*0           == 0  -> not accepted because this is likely an oversight
> ###   x1 + 3*(4-5+1)*x2   == 0  -> not accepted because this is likely an oversight
> ###   x1*3/0              == 0  -> not accepted because coefficient would become infinite
> ###   log(-1)*x1          == 0  -> not accepted, because the result is not finite
> ###   x1 + x2 +0          == 0  -> accepted because adding zero does not make a difference
> ###   sin(pi/2) * x1      == 0  -> accepted if 'pi' is not an effect
> ###   sin(Pi/2) * x1      == 0  -> accepted if 'Pi' is not an effect. However, if the environment does not define Pi the evaluation may still fail.
> 
> 
> tmp <- multcomp:::chrlinfct2matrix( c( l01 = " x1 - x2 = 2"
+                                      , l02 = " x2 + 3 * x3 = 1"
+                                      , l03 = " (x1 - x2) - (x3 - x4) =  0"
+                                      , l04 = "+(x1 - x2)*-2 - (1/3+2)*( +x3 - 2*x4 ) = -1" 
+                                      , l05 = "-(x1 - x2)*-2 - (1/3+2)*( -x3 - 2*x4 ) = -2" 
+                                      , l06 = "-(x1 - x2)*-2  - (1/3+2)*( -x3 - 2*x4 )*7/-10 = -3" 
+                                      , l07 = "-1*(x1:x2 - x1:x2:x3) - x3 = -4"
+                                      , l08 = "-(x1:x2 - x1:x2:x3) - x3 = -4"
+                                      , l09 = "-(x1:x2 - 3*x1:x2:x3)*-2 - x3 -5/3*-x4= -5"
+                                      , l10 = "--cos(pi/2)*x1 - 10*(log(10^-3)+1)*-x2 -10^-3*x3 + -exp(-2)*x4= -6"
+                                      , l11 = " x1 + x2 + 0 = -7"
+                                      ),  c('x1','x2','x3','x4','x1:x2','x1:x2:x3') )
> 
> stopifnot(max(abs( dK <- tmp$K - 
+                          rbind( c(           1,                 -1,                0,                 0,       0,     0 )
+                               , c(           0,                  1,                3,                 0,       0,     0 )
+                               , c(           1,                 -1,               -1,                 1,       0,     0 )
+                               , c(          -2,                  2,         -(1/3+2),         2*(1/3+2),       0,     0 )
+                               , c(           2,                 -2,          (1/3+2),         2*(1/3+2),       0,     0 )
+                               , c(           2,                 -2,    (1/3+2)*-7/10,   2*(1/3+2)*-7/10,       0,     0 )
+                               , c(           0,                  0,               -1,                 0,      -1,     1 )
+                               , c(           0,                  0,               -1,                 0,      -1,     1 )
+                               , c(           0,                  0,               -1,           -5/3*-1,       2,    -6 )
+                               , c( --cos(pi/2),  10*(log(10^-3)+1),           -10^-3,           -exp(-2),      0,     0 )
+                               , c(           1,                  1,                0,                 0,       0,     0 )
+                               ))) < sqrt(.Machine$double.eps))
> 
> stopifnot(max(abs( tmp$m - 
+                    c(  2
+                     ,  1
+                     ,  0
+                     , -1
+                     , -2
+                     , -3
+                     , -4
+                     , -4
+                     , -5
+                     , -6
+                     , -7
+                     ))) < sqrt(.Machine$double.eps))
> 
> expectFail <- function(testname, x) {
+  if ( class(x) != 'try-error' ) {
+       stop(testname, ' unexpectedly succeeded. Result is: ', paste(x, collapse = ', '),'\n')
+  }
+  message(testname, ' expectedly failed. Message is: ', attr(x,'condition')$message, '\n')
+ }
> 
> expectSucc <- function(testname, x,expected) {
+  if ( class(x) == 'try-error' ) {
+       stop(testname, ' unexpectedly failed. Message is: ', attr(x,'condition')$message, '\n')
+  }
+       message(testname, ' expectedly succeeded.',
+                         ' Expected result is: ', paste(x, collapse = ', '), ', ',
+                         ' actual result is: ',   paste(x, collapse = ', '), '\n')
+ 
+       stopifnot(all.equal(as.vector(x$K),expected$K))
+       stopifnot(all.equal(as.vector(x$m),expected$m))
+       stopifnot(all(as.vector(x$alternative) %in% expected$alternative))
+ }
> 
> expectFail('test 01',  try( multcomp:::chrlinfct2matrix( c('x1 - x1  = 0'), c('x1','x2')), silent = T))
test 01 expectedly failed. Message is: multcomp:::expression2coef::walkCode::sub: multiple occurence of 'x1' found within expression 'x1 - x1'
> 
> expectFail('test 02',  try( multcomp:::chrlinfct2matrix( c('x1 - X2  = 0'), c('x1','x2')), silent = T))
test 02 expectedly failed. Message is: multcomp:::chrlinfct2matrix: variable(s) 'X2' not found
> 
> expectFail('test 03',  try( multcomp:::chrlinfct2matrix( c('x1 - x2 -1 = 0'), c('x1','x2')), silent = T))
test 03 expectedly failed. Message is: multcomp:::expression2coef::walkCode::sub: forming a difference between a constant and an effect as in 'x1 - x2 - 1' is not supported
> 
> expectFail('test 04',  try( multcomp:::chrlinfct2matrix( c('x1 * x2  = 0'), c('x1','x2')), silent = T))
test 04 expectedly failed. Message is: multcomp:::expression2coef::walkCode::mul: the multiplication of effects 'x1', 'x2' as in 'x1 * x2' is not supported
> 
> expectFail('test 05',  try( multcomp:::chrlinfct2matrix( c('x1 / x2  = 0'), c('x1','x2')), silent = T))
test 05 expectedly failed. Message is: multcomp:::expression2coef::walkCode::div: cant't divide by effect 'x2' in 'x1/x2'
> 
> expectFail('test 06',  try( multcomp:::chrlinfct2matrix( c('x1 - exp(x2)  = 0'), c('x1','x2')), silent = T))
test 06 expectedly failed. Message is: multcomp:::expression2coef::walkCode::eval: within 'exp(x2)', the term 'x2' must not denote an effect. Apart from that, the term must evaluate to a real valued constant
> 
> expectFail('test 07',  try( multcomp:::chrlinfct2matrix( c('sin(Pi)*x1   = 0'), c('x1','x2')), silent = T))
test 07 expectedly failed. Message is: multcomp:::expression2coef::walkCode::eval: the evaluation of the expression 'sin(Pi)' failed with "object 'Pi' not found"
> 
> expectFail('test 08',  try( multcomp:::chrlinfct2matrix( c('3*4 = 0'), c('x1','x2')), silent = T))
test 08 expectedly failed. Message is: multcomp:::expression2coef: The lhs expression '3 * 4' contains a numeric offset term evaluating to 12. This is either an internal error or a misspecification from your part. If so, please pull these offsets to the right-hand side of the equation
> 
> expectFail('test 09',  try( multcomp:::chrlinfct2matrix( c('x1 + 3*(4-5+1)*x2 = 0'), c('x1','x2')), silent = T))
test 09 expectedly failed. Message is: multcomp:::expression2coef::walkCode::mul: The constant part of the expression '3 * (4 - 5 + 1) * x2' evaluates to zero. This would zero out the effect(s) 'x2'
> 
> expectFail('test 10',  try( multcomp:::chrlinfct2matrix( c('x1*3/0 = 0'), c('x1','x2')), silent = T))
test 10 expectedly failed. Message is: multcomp:::expression2coef::walkCode::div: can't divide by '0' in 'x1 * 3/0'
> 
> expectFail('test 11',  try( multcomp:::chrlinfct2matrix( c('log(-1)*x1 = 0'), c('x1','x2')), silent = T))
test 11 expectedly failed. Message is: multcomp:::expression2coef::walkCode::eval: the expression 'log(-1)' did not evaluate to a real valued constant. Result is 'NaN'
Warning message:
In log(-1 * 1) : NaNs produced
> 
> expectSucc('test 12',  try( multcomp:::chrlinfct2matrix( c('x1 -x2 -1/2*(-x2:x3 + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', 'x2:x3','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,     1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))
test 12 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided
> 
> expectSucc('test 13',  try( multcomp:::chrlinfct2matrix( c( 'x1 -x2 -1/2*(--x2:x3 + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', 'x2:x3','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,     -1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))
test 13 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, -0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, -0.5, -0.5), 0, two.sided
> 
> expectSucc('test 14',  try( multcomp:::chrlinfct2matrix( c( 'x1 -x2 -1/2*(`-x2:x3` + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', '-x2:x3','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,     -1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))                                                   
test 14 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, -0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, -0.5, -0.5), 0, two.sided
> 
> expectSucc('test 15',  try( multcomp:::chrlinfct2matrix( c( 'x1 -x2 -1/2*(-(x2:x3) + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', 'x2:x3','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,      1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))                                                   
test 15 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided
> 
> expectSucc('test 16',  try( multcomp:::chrlinfct2matrix( c( 'x1 -x2 -1/2*(-1*x2:x3 + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', 'x2:x3','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,      1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))                                                   
test 16 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided
> 
> 
> 
> expectSucc('test 17',  try( multcomp:::chrlinfct2matrix( c( 'x1 -x2 -1/2*(+-+--x2:x3:x4 + x4:x5) = 0'), 
+                                                          c( 'x1', 'x2', 'x3', 'x4', 'x5', 'x2:x3:x4','x4:x5')), silent = T),
+                                     expected = list( K = c(    1,   -1,    0,    0,    0,      1/2,  -1/2),
+                                                      m = 0, alternative = 'two.sided'))                                                   
test 17 expectedly succeeded. Expected result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided,  actual result is: c(1, -1, 0, 0, 0, 0.5, -0.5), 0, two.sided
> 
> expectFail('test 18',  try( multcomp:::chrlinfct2matrix( c( 'x1 - x2 - 1/2 * ( x2:-x3 + x4:x5 ) = 0'), 
+                                                          c( 'x1','x2','x2:x3','x4:x5')), silent = T))
test 18 expectedly failed. Message is: multcomp:::chrlinfct2matrix: variable(s) 'x2:-x3' not found
> 
> 
> 
> proc.time()
   user  system elapsed 
  0.916   0.016   0.930 
                                                                                                                                                                                                                                                                                                                                                                                                                                                     multcomp/tests/regtest-mmm.R                                                                        0000644 0001762 0000144 00000011175 14172227611 015650  0                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  
library("multcomp")
### compare results of mmod and glht.mlf 
### code by Christian Ritz
"mmod" <- function(modelList, varName, seType = "san")
{
    require(multcomp, quietly = TRUE)
    require(sandwich, quietly = TRUE)
    if (length(seType) == 1) {seType <- rep(seType, length(modelList))}
    if (length(varName) == 1) {varName <- rep(varName, length(modelList))}    
    ## Extracting score contributions from the individual model fits    
    makeIIDdecomp <- function(modelObject, varName) 
    {
        numObsUsed <- ifelse(inherits(modelObject, "coxph"), modelObject$n, nrow(modelObject$model))
        iidVec0 <- bread(modelObject)[varName, , drop = FALSE] %*% t(estfun(modelObject))
        moNAac <- modelObject$na.action
        numObs <- numObsUsed + length(moNAac)
        iidVec <- rep(0, numObs)
        if (!is.null(moNAac))
        {
            iidVec[-moNAac] <- sqrt(numObs/numObsUsed) * iidVec0
        }
        else {
            iidVec <- iidVec0
        }
        list(iidVec = iidVec, numObsUsed = numObsUsed, numObs = numObs)
    }
    numModels <- length(modelList)
    if (identical(length(varName), 1))
    {
        varName <- rep(varName, numModels)
    }
    iidList <- mapply(makeIIDdecomp, modelList, varName, SIMPLIFY = FALSE)
    iidresp <- matrix(as.vector(unlist(lapply(iidList, function(listElt) {listElt[[1]]}))), nrow = numModels, byrow = TRUE)
    pickFct <- function(modelObject, varName, matchStrings) 
    {
        as.vector(na.omit((coef(summary(modelObject))[varName, ])[matchStrings]))
    }
          
    ## Retrieving parameter estimates from the individual fits
    estVec <- as.vector(unlist(mapply(pickFct, modelList, varName, MoreArgs = list(matchStrings = c("Estimate", "coef")))))
    # "Estimate" or "coef" used in glm(), lm() and coxph() summary output, respectively
    
    ## Calculating the estimated variance-covariance matrix of the parameter estimates
    numObs <- iidList[[1]]$numObs
    covar <- (iidresp %*% t(iidresp)) / numObs
    vcMat <- covar / numObs  # Defining the finite-sample variance-covariance matrix
    ## Replacing sandwich estimates by model-based standard errors
    modbas <- seType == "mod"
    if (any(modbas))
    {  
        corMat <- cov2cor(vcMat)
        ## Retrieving standard errors for the specified estimate from the individual fits
        modSE <- as.vector(unlist(mapply(pickFct, modelList, varName, MoreArgs = list(matchStrings = c("Std. Error", "se(coef)")))))
        
        sanSE <- sqrt(diag(vcMat))
        sanSE[modbas] <- modSE[modbas]
        vcMat <- diag(sanSE) %*% corMat %*% diag(sanSE)
    } 
    ## Naming the parameter vector (easier way to extract the names of the model fits provided as a list in the first argument?)
    names1 <- sub("list", "", deparse(substitute(modelList)), fixed = TRUE)
    names2 <- sub("(", "", names1, fixed = TRUE)
    names3 <- sub(")", "", names2, fixed = TRUE)
    names4 <- sub(" ", "", names3, fixed = TRUE)
    names(estVec) <- unlist(strsplit(names4, ","))
             
    return(parm(coef = estVec, vcov = vcMat, df = 0))
}
    
set.seed(29)
## Combining linear regression and logistic regression
y1 <- rnorm(100)
y2 <- factor(y1 + rnorm(100, sd = .1) > 0)
x1 <- gl(4, 25) 
x2 <- runif(100, 0, 10)
m1 <- lm(y1 ~ x1 + x2)
m2 <- glm(y2 ~ x1 + x2, family = binomial())
## Note that the same explanatory variables are considered in both models
##  but the resulting parameter estimates are on 2 different scales (original and log-odds scales)
## Simultaneous inference for the same parameter in the 2 model fits
simult.x12 <- mmod(list(m1, m2), c("x12", "x12"))
summary(glht(simult.x12))
## Simultaneous inference for different parameters in the 2 model fits
simult.x12.x13 <- mmod(list(m1, m2), c("x12", "x13"))
summary(glht(simult.x12.x13))
## Simultaneous inference for different and identical parameters in the 2 model fits
simult.x12x2.x13 <- mmod(list(m1, m1, m2), c("x12", "x13", "x13"))
summary(glht(simult.x12x2.x13))
confint(glht(simult.x12x2.x13))
## Examples for binomial data
## Two independent outcomes
y1.1 <- rbinom(100, 1, 0.5)
y1.2 <- rbinom(100, 1, 0.5)
group <- factor(rep(c("A", "B"), 50))
modely1.1 <- glm(y1.1 ~ group, family = binomial)
modely1.2 <- glm(y1.2 ~ group, family = binomial)
mmObj.y1 <- mmod(list(modely1.1, modely1.2), "groupB")
simult.y1 <- glht(mmObj.y1)
summary(simult.y1)
## Two perfectly correlated outcomes
y2.1 <- rbinom(100, 1, 0.5)
y2.2 <- y2.1
group <- factor(rep(c("A", "B"), 50))
modely2.1 <- glm(y2.1 ~ group, family = binomial)
modely2.2 <- glm(y2.2 ~ group, family = binomial)
mmObj.y2 <- mmod(list(modely2.1, modely2.2), "groupB")
simult.y2 <- glht(mmObj.y2)
summary(simult.y2)
                                                                                                                                                                                                                                                                                                                                                                                                   multcomp/tests/regtest-Tukey.R                                                                      0000644 0001762 0000144 00000000617 14172227611 016162  0                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  
library("multcomp")
set.seed(290875)
data("warpbreaks")
fm1 <- aov(breaks ~ wool + tension, data = warpbreaks)
TukeyHSD(fm1, "tension", ordered = FALSE)
confint(glht(fm1, linfct = mcp(tension = "Tukey")))
summary(glht(fm1, linfct = mcp(tension = "Tukey")))
TukeyHSD(fm1, "wool", ordered = FALSE)
confint(glht(fm1, linfct = mcp(wool = "Tukey")))
summary(glht(fm1, linfct = mcp(wool = "Tukey")))
                                                                                                                 multcomp/tests/angina.rda                                                                           0000644 0001762 0000144 00000002602 14172227611 015204  0                                                                                                    ustar   ligges                          users                                                                                                                                                                                                                  RDX2
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