plotPredIntNparDesign | R Documentation |
Create plots involving sample size (n
), number of future observations
(m
), minimum number of future observations the interval should contain
(k
), and confidence level (1-\alpha
) for a nonparametric prediction
interval.
plotPredIntNparDesign(x.var = "n", y.var = "conf.level", range.x.var = NULL,
n = max(25, lpl.rank + n.plus.one.minus.upl.rank + 1),
k = 1, m = ifelse(x.var == "k", ceiling(max.x), 1), conf.level = 0.95,
pi.type = "two.sided", lpl.rank = ifelse(pi.type == "upper", 0, 1),
n.plus.one.minus.upl.rank = ifelse(pi.type == "lower", 0, 1), n.max = 5000,
maxiter = 1000, plot.it = TRUE, add = FALSE, n.points = 100,
plot.col = "black", plot.lwd = 3 * par("cex"), plot.lty = 1,
digits = .Options$digits, cex.main = par("cex"), ..., main = NULL,
xlab = NULL, ylab = NULL, type = "l")
x.var |
character string indicating what variable to use for the x-axis.
Possible values are |
y.var |
character string indicating what variable to use for the y-axis.
Possible values are |
range.x.var |
numeric vector of length 2 indicating the range of the x-variable to use
for the plot. The default value depends on the value of |
n |
numeric scalar indicating the sample size. The default value is |
k |
positive integer specifying the minimum number of future observations out of |
m |
positive integer specifying the number of future observations. The default value is
|
conf.level |
numeric scalar between 0 and 1 indicating the confidence level
associated with the prediction interval. The default value is
|
pi.type |
character string indicating what kind of prediction interval to compute.
The possible values are |
lpl.rank |
non-negative integer indicating the rank of the order statistic to use for
the lower bound of the prediction interval. If |
n.plus.one.minus.upl.rank |
non-negative integer related to the rank of the order statistic to use for
the upper bound of the prediction interval. A value of
|
n.max |
for the case when |
maxiter |
positive integer indicating the maximum number of iterations to use in the
|
plot.it |
a logical scalar indicating whether to create a plot or add to the
existing plot (see |
add |
a logical scalar indicating whether to add the design plot to the
existing plot ( |
n.points |
a numeric scalar specifying how many (x,y) pairs to use to produce the plot.
There are |
plot.col |
a numeric scalar or character string determining the color of the plotted
line or points. The default value is |
plot.lwd |
a numeric scalar determining the width of the plotted line. The default value is
|
plot.lty |
a numeric scalar determining the line type of the plotted line. The default value is
|
digits |
a scalar indicating how many significant digits to print out on the plot. The default
value is the current setting of |
cex.main , main , xlab , ylab , type , ... |
additional graphical parameters (see |
See the help file for predIntNpar
, predIntNparConfLevel
,
and predIntNparN
for information on how to compute a
nonparametric prediction interval, how the confidence level
is computed when other quantities are fixed, and how the sample size is
computed when other quantities are fixed.
plotPredIntNparDesign
invisibly returns a list with components
x.var
and y.var
, giving coordinates of the points that
have been or would have been plotted.
See the help file for predIntNpar
.
Steven P. Millard (EnvStats@ProbStatInfo.com)
See the help file for predIntNpar
.
predIntNpar
, predIntNparConfLevel
,
predIntNparN
.
# Look at the relationship between confidence level and sample size for a
# two-sided nonparametric prediction interval for the next m=1 future observation.
dev.new()
plotPredIntNparDesign()
#==========
# Plot confidence level vs. sample size for various values of number of
# future observations (m):
dev.new()
plotPredIntNparDesign(k = 1, m = 1, ylim = c(0, 1), main = "")
plotPredIntNparDesign(k = 2, m = 2, add = TRUE, plot.col = "red")
plotPredIntNparDesign(k = 3, m = 3, add = TRUE, plot.col = "blue")
legend("bottomright", c("m=1", "m=2", "m=3"), lty = 1, lwd = 3 * par("cex"),
col = c("black", "red", "blue"), bty = "n")
title(main = paste("Confidence Level vs. Sample Size for Nonparametric PI",
"with Various Values of m", sep="\n"))
#==========
# Example 18-3 of USEPA (2009, p.18-19) shows how to construct
# a one-sided upper nonparametric prediction interval for the next
# 4 future observations of trichloroethylene (TCE) at a downgradient well.
# The data for this example are stored in EPA.09.Ex.18.3.TCE.df.
# There are 6 monthly observations of TCE (ppb) at 3 background wells,
# and 4 monthly observations of TCE at a compliance well.
#
# Modify this example by creating a plot to look at confidence level versus
# sample size (i.e., number of observations at the background wells) for
# predicting the next m = 4 future observations when constructing a one-sided
# upper prediction interval based on the maximum value.
dev.new()
plotPredIntNparDesign(k = 4, m = 4, pi.type = "upper")
#==========
# Clean up
#---------
graphics.off()
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