Description Usage Arguments Value See Also Examples
View source: R/loocv_thresh_gam.R
loocv_thresh_gam
applies a LOOCV on a threshold-GAM and its corresponding GAM and
returns TRUE if the threshold-GAM has a lower estimate, else FALSE (see for more infos on
the LOOCV procedure the details section in test_interaction
).
1 2 3 4 5 6 7 8 9 10 11 | loocv_thresh_gam(
model,
ind_vec,
press_vec,
t_var_vec,
name_t_var,
k,
a,
b,
time
)
|
model |
A single GAM object from the model tibble needed to extract the family and the link function. |
ind_vec |
A vector with the IND training observations (including or excluding defined outliers). |
press_vec |
A vector with the training observations (including or excluding defined outliers) of pressure 1 (i.e. the original significant pressure in the GAM(M)). |
name_t_var |
The name of the threshold variable (pressure 2). t_var will be named after this string in the model formula. |
k |
Choice of knots (for the smoothing function |
a |
The lower quantile value of the selected threshold variable, which the estimated threshold is not allowed to exceed; the default is 0.2. |
b |
The upper quantile value of the selected threshold variable, which the estimated threshold is not allowed to exceed; the default is 0.8. |
time |
A vector containing the actual time series. |
The function returns a list with the following 2 sublists:
result
logical; if TRUE, at least one thresh_gam performs better than its corresponding gam based on LOOCV value.
error
A string capturing potential error messages that occurred as side effects when fitting the threshold GAM for the LOOCV.
thresh_gam
which creates a threshold-GAM object and
test_interaction
which applies thresh_gam and loocv_thresh_gam
1 2 3 4 5 6 7 8 | # Using the first model in the Baltic Sea demo data
loocv_thresh_gam(model = model_gam_ex$model[[1]],
ind_vec = ind_init_ex$ind_train[[1]],
press_vec = ind_init_ex$press_train[[1]],
t_var_vec = ind_init_ex$press_train[[2]],
name_t_var = "Swin",
k = 4, a = 0.2, b = 0.8,
time = ind_init_ex$time_train[[1]])
|
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