compdist: Comparison Distribution Descriptives

Description Usage Arguments Details Note

View source: R/compdist.R

Description

calculate a comparison distribution and associated descriptive statisics.

Usage

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

Arguments

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.

Details

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).

Note

For details of returned values and examples see compare.


apricom documentation built on May 19, 2017, 6:10 p.m.

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