compdist: Comparison Distribution Descriptives
In apricom: Tools for the a Priori Comparison of Regression Modelling Strategies

Description Usage Arguments Details Note

calculate a comparison distribution and associated descriptive statisics.

1	compdist(a, b, model, output, lambda1, lambda2, trim, strat1, strat2)

`a`	a vector containing the sum of square errors or -2 * log likelihood estimates derived using modelling strategy 1.
`b`	a vector containing the sum of square errors or -2 * log likelihood estimates derived using modelling strategy 2.
`model`	type of regression model. Either "linear" or "logistic".
`output`	logical. If output is TRUE the function will return two graphical representations of the comparison distribution.
`lambda1`	a vector or matrix containing the estimated shrinkage factors derived using strategy 1
`lambda2`	a vector or matrix containing the estimated shrinkage factors derived using strategy 2
`trim`	logical. If trim is TRUE a "trimmed" comparison distribution will be returned, along with a victory rate and median precision ratio derived using the trimmed distribution. The trimmed distribution only contains precision ratios within a range of plus or minus two times the interquartile range around the median precision ratio.
`strat1`	a list containing the strategy name and strategy-specific parameter values.
`strat2`	a list containing the strategy name and strategy-specific parameter values.

This function works within compare to calculate the comparison distribution of strategy 2 against strategy 1. If trim == TRUE, a truncated distribution consisting of +/- 2 * interquartile range around the median precision ratio.

The victory rate for linear regression is the left tail probability with a cut-off of 1. The victory rate for logistic regression instead taken at a cut-off of 0. For more details, refer to the accompanying PDF document.

If output == TRUE the function will plot a histogram of the distribution and a scatterplot of the precision (SSE or -2 log likelihood) of strategy 2 against strategy 1. Points that lie below the red or blue line represent trials in which strategy 2 outperformed strategy 1 (the victory rate).

For details of returned values and examples see compare.

apricom documentation built on May 2, 2019, 6:21 a.m.