varmod: Variance models for estimating prediction intervals

Description Usage Arguments Note See Also Examples

View source: R/varmod.R

Description

A variance model estimates the variance of predicted values. It can be used to estimate prediction intervals. See the interval argument of predict.earth.

A variance model is built by earth if earth's varmod.method argument is specified. Results are stored in the $varmod field of the earth model. See the vignette “Variance models in earth” for details.

You probably won't need to directly call print.varmod or summary.varmod. They get called internally by summary.earth.

Usage

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## S3 method for class 'varmod'
summary(
    object  = stop("no 'object' argument"),
    level   = .95,
    style   = "standard",
    digits  = 2,
    newdata = NULL,
    ...)

Arguments

object

A varmod object. This is the only required argument.

level

Same as predict.earth's level argument.

style

Determines how the coefficients of the varmod are printed by summary.varmod:
"standard" (default)
"unit" for easy comparison normalize the coefficients by dividing by the first coefficient.

digits

Number of digits to print. Default is 2.

newdata

Default NULL.
Else print the interval coverage table for the new data.

...

Dots are passed on.

Note

A "varmod" object has the following fields:

See Also

plot.varmod, predict.varmod

Examples

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data(ozone1)

set.seed(1) # optional, for cross validation reproducibility

# note: should really use ncross=30 below but for a quick demo we don't

earth.mod <- earth(O3~temp, data=ozone1, nfold=10, ncross=3, varmod.method="lm")

print(summary(earth.mod)) # note additional info on the variance model

old.mfrow <- par(mfrow=c(2,2), mar=c(3, 3, 3, 1), mgp=c(1.5, 0.5, 0))

plotmo(earth.mod, do.par=FALSE, response.col=1, level=.90, main="earth model: O3~temp")

plot(earth.mod, which=3, level=.90) # residual plot: note 90% pred and darker conf intervals

par(par=old.mfrow)

Example output

Loading required package: plotmo
Loading required package: plotrix
Loading required package: TeachingDemos
Call: earth(formula=O3~temp, data=ozone1, nfold=10, ncross=3,
            varmod.method="lm")

            coefficients
(Intercept)    7.5768304
h(58-temp)    -0.1572930
h(temp-58)     0.6090229

Selected 3 of 4 terms, and 1 of 1 predictors
Termination condition: RSq changed by less than 0.001 at 4 terms
Importance: temp
Number of terms at each degree of interaction: 1 2 (additive model)
GCV 22.43818  RSS 7181.917  GRSq 0.6514492  RSq 0.6598731  CVRSq 0.6168999

Note: the cross-validation sd's below are standard deviations across folds

Cross validation:   nterms 3.37 sd 0.89    nvars 1.00 sd 0.00

     CVRSq    sd     MaxErr   sd
     0.617 0.107       17.2 11.1

varmod: method "lm"    min.sd 0.465    iter.rsq 0.141

stddev of predictions:
            coefficients iter.stderr iter.stderr%
(Intercept)    1.5386899    0.340864           22
O3             0.2645253   0.0361091           14

                              mean   smallest    largest      ratio
95% prediction interval   18.24207   8.505812   35.99091   4.231331

                                         68%    80%    90%    95% 
response values in prediction interval   70     82     92     97  

earth documentation built on Oct. 23, 2020, 5:08 p.m.

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