R/turnbull_db.R

Defines functions plot.turnbull print.summary.turnbull print.turnbull summary.turnbull turnbull.db

Documented in plot.turnbull print.summary.turnbull print.turnbull summary.turnbull turnbull.db

# Kaplan-Meier-Turnbull nonparametric approach to analyze 
# double-bounded dichotomous choice contingent valuation data.
# Functions for summarizing the object and plotting the survivor 
# function are also defined.

turnbull.db <- function(formula, data, subset, conf.int = FALSE, B = 200, 
                        conf.level = 0.95, timeMessage = FALSE, 
                        seed = 19439101, ...){
# added argument seed (September 2020)

    if (!inherits(formula, "Formula"))
        formula <- Formula(formula)

    if(missing(data)) data <- environment(formula)
    
    # stop if the LHS does not contain two variables
    if(length(formula[[2]]) != 3) stop("LHS variable in the formula must be like y1 + y2 ")
    
    mf <- match.call(expand.dots = TRUE)
    m <- match(c("formula", "data", "subset"), names(mf), 0L)
    mf <- mf[c(1L, m)]
    mf$formula <- formula
    mf[[1L]] <- as.name("model.frame")
    mf <- eval(mf, parent.frame())
    original.data <- data
    data <- mf

    # removing observations with missing values
    na.num <- max(sum(as.numeric(is.na(data))))
    if(na.num != 0){ 
        d1 <- nrow(data)
        data <- na.omit(data)
        d2 <- nrow(data)
        warning(paste("Missing values detected.", d1 - d2, "rows are removed.", sep = " "))
    }
    
    # defining the dependent variable
    lhs1 <- formula[[2]][[2]]       # extracting from the formula the name of the variable for the yes/no to the first bid
    lhs2 <- formula[[2]][[3]]       # extracting from the formula the name of the variable for the yes/no to the second bid
    y1 <- eval(lhs1, data)          # yes/no to the first bid
    y2 <- eval(lhs2, data)          # yes/no to the second bid
    
    nobs <- length(y2)
    
    P1 <- formula[[3]][[2]]   # extracting from the formula the name of the variable for the first bid
    P2 <- formula[[3]][[3]]   # extracting from the formula the name of the variable for the second bid
    first <- eval(P1, data)       # the first bids
    second <- eval(P2, data)      # the second bids
    
    # making dummy variables for the first and second bids
    if(is.factor(y1)){   # when the yes/no variables are defined as factor
        yy <- ifelse(y1 == "yes" & y2 == "yes", 1, 0)
        yn <- ifelse(y1 == "yes" & y2 == "no", 1, 0)
        ny <- ifelse(y1 == "no" & y2 == "yes", 1, 0)
        nn <- ifelse(y1 == "no" & y2 == "no", 1, 0)
    } else {
        yy <- ifelse(y1 == 1 & y2 == 1, 1, 0)
        yn <- ifelse(y1 == 1 & y2 == 0, 1, 0)
        ny <- ifelse(y1 == 0 & y2 == 1, 1, 0)
        nn <- ifelse(y1 == 0 & y2 == 0, 1, 0)
    }
    
    left <- ifelse(yy == 1 | ny == 1, second, ifelse(yn == 1, first, 0))    # lower bound of WTP
    right <- ifelse(yn ==1 | nn == 1, second, ifelse(ny == 1, first, Inf))  # upper bound of WTP
    unq.bid <- sort(unique(c(left, right)))   # unique bids including Inf
    
    # estimating nonparametric survival function.
    # icfit function is defined in interval package
    turnbull <- icfit(L = left, R = right, conf.int = conf.int,
                      control = icfitControl(timeMessage = timeMessage,
                                             B = B,
                                             conf.level = conf.level,
                                             seed = seed))
    # added argument seed (September 2020)
    
    # arranging outcomes into a single list variable
    output <- list(
        left = left,
        right = right,
        turnbull = turnbull,
        unq.bid = unq.bid
    )
    
    class(output) <- "turnbull"
    return(output)
    
}

summary.turnbull <- function(object, printCI=TRUE, ...){
    p <- object$turnbull$pf
    x.str <- object$turnbull$strata   # the number of intervals
    unq.bid <- object$unq.bid  # a vector of unique bids
    blabel <- unq.bid          # to be used as a name label for intervals
    nbid <- length(unq.bid)    # the number of unique bids
    unq.bid <- unq.bid[-nbid]  # excluding Inf
    suv <- 1 - round(cumsum(p), 12)
    suv <- c(1, suv)
    
    # adjusting probabilities for missing intervals from icfit()
    ip <- object$turnbull$intmap[1,]
    if(nbid != length(ip)){
      for(i in 2:(nbid-1)){
        if(unq.bid[i] != ip[i]){
          ip <- append(ip, unq.bid[i], after= (i-1))
          suv <- append(suv, suv[i], after= (i-1))
        }
      }
    }
    
    # confidence intervals
    if(printCI){
    if(!is.null(object$turnbull$CI)){
      object$CI <- cbind(object$turnbull$CI$time, object$turnbull$CI$lower, object$turnbull$CI$upper)
      object$CI <- cbind(object$CI[seq(1, nrow(object$CI), by = 2), 1:2], object$CI[seq(2, nrow(object$CI), by = 2), 3])
      colnames(object$CI) <- c("Bid", "LB", "UB")
      rownames(object$CI) <- seq(1, nrow(object$CI))
      
      # tmpCI <- cbind(plot.x$CI[seq(1, nrow(plot.x$CI), by = 2), 1:2], plot.x$CI[seq(2, nrow(plot.x$CI), by = 2), 3])
      # tmpCI[nrow(tmpCI),1] <- plot.x$x.ax[n.ax]
      # colnames(tmpCI) <- c("Bid", "LB", "UB")
      # rownames(tmpCI) <- seq(1, nrow(tmpCI))
    }
    }
    
    names(suv) <- blabel  # labels for survival probabilities
    x.ax <- blabel[-length(blabel)]   # points on the x-ax in the plot
    x.interval <- diff(x.ax)          # a vector of intervals
    
    # Kaplan-Meier WTP
    object$meanWTP <- sum(x.interval*suv[-c(1, length(suv))])        # lower bound 
    # Spearman-Karber WTP
    med.suv <- 0.5*(suv[-length(suv)] + suv[-1])    # median 
    med.suv <- med.suv[-length(med.suv)]
    object$med.meanWTP <- sum(med.suv*x.interval)
    
    # Median
    object$x.ax <- c(x.ax, 1.15*max(x.ax))
    object$medianWTP <- c(x.ax[max(which(suv > 0.5))], x.ax[min(which(suv < 0.5))])
    # making an output table
    estimates <- cbind(blabel, suv)
    colnames(estimates) <- c("Upper", "Prob.")
    rownames(estimates) <- seq(1, nrow(estimates))
    object$estimates <- estimates
    
    class(object) <- "summary.turnbull"
    return(object)
    
}

print.turnbull <- function(x, digits = max(3, getOption("digits") - 1), ...){
  
  if(!x$turnbull$converge)  cat("The optimization did not converge\n")
  cat("\nProbability:", formatC(x$turnbull$pf, format="f", digits = digits), "\n", sep = " ")
  
  invisible(x)
}

print.summary.turnbull <- function(x, digits = max(3, getOption("digits") - 1), ...){
  
  cat("Survival probability:", "\n", sep = " ")
  print.default(x$estimates, digits = 4, right = TRUE, print.gap = 2)
  
  if(!is.null(x$CI)){
    cat("\nBootstrap confidence intervals (conf.lev = ", x$turnbull$CI$conf.level, ")", "\n", sep = "")
    print.default(x$CI, digits = 4, right = TRUE, print.gap = 2)
  }
  cat("\nWTP estimates:", sep = " ")
  cat("\n Mean:", formatC(x$meanWTP, format="f", digits = digits), "", sep = " ")
  cat(" (Kaplan-Meier)", sep = "")
  cat("\n Mean:", formatC(x$med.meanWTP, format="f", digits = digits), "", sep = " ")
  cat(" (Spearman-Karber)", sep = "")
  cat("\n Median in:", "[", formatC(x$medianWTP[1], digits = digits), ",", formatC(x$medianWTP[2], digits = digits), "]", "\n", sep = " ")
  
}

# plotting the estimated survivor function
plot.turnbull <- function(x, main = NULL, sub = NULL, xlab = NULL, ylab = NULL, lwd = NULL, lty = NULL, plotCI = FALSE, ltyCI = 5, ...){
    if(is.null(main)) main <- ""                       # main title
    if(is.null(sub)) sub <- ""                         # subtitle
    if(is.null(xlab)) xlab <- "Bid"                    # label of x-axis
    if(is.null(ylab)) ylab <- "Survival Probability"   # label of y-axis
    if(is.null(lwd)) lwd <- 3                          # line width
    if(is.null(lty)) lty <- 1                          # line type
    
    plot.x <- summary.turnbull(x)                      # summarizing the object for plot
    n.ax <- length(plot.x$x.ax)                        # the number of points on the x-axis
    
    xlim <- range(plot.x$x.ax)
    plot.default(plot.x$x.ax, plot.x$estimates[, 2], axes = F, xlab = xlab, ylab = ylab, main = main, sub = sub, lwd = lwd, lty = lty, type = "S", xlim = xlim, ylim = c(0,1))
    if(plotCI){
        if(!is.null(x$turnbull$CI)){
          # tmpCI <- cbind(plot.x$CI[seq(1, nrow(plot.x$CI), by = 2), 1:2], plot.x$CI[seq(2, nrow(plot.x$CI), by = 2), 3])
          tmpCI <- plot.x$CI
          tmpCI[nrow(tmpCI),1] <- plot.x$x.ax[n.ax]
          par(new = TRUE)
          plot.default(tmpCI[, 1:2], axes = F, xlab = "", ylab = "", main = "", sub = "", lty = ltyCI, type = "S", xlim = xlim, ylim = c(0,1))
          par(new = TRUE)
          plot.default(tmpCI[, c(1,3)], axes = F, xlab = "", ylab = "", main = "", sub = "", lty = ltyCI, type = "S", xlim = xlim, ylim = c(0,1))
        }
    }
    axis(1, pos = 0, at = plot.x$x.ax[-n.ax], adj = 0)            # adding the x-axis
    axis(2, pos = 0, at = seq(0, 1, by = 0.2), las = 2, adj = 1)  # adding the y-axis
}

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DCchoice documentation built on Oct. 23, 2020, 6:43 p.m.