R/confint-gamlss-29-06-22.R

In gamlss: Generalized Additive Models for Location Scale and Shape

# this function provides CI for a GAMLSS model
# it relies on the vcov() working which I hope is the case for parameteric models
# TO DO 
# i) worth inversigating the function profile.glm() in MASS MASS profile.glm
# since it is the function  used for glm models and used in confint.glm()
# ------------------------------------------------------------------------------
# confint.gamlss  <- function (object, parm, level = 0.95, 
#                          what = c("mu", "sigma", "nu", "tau"), 
#                          parameter = NULL, robust = FALSE, ...) 
# {
# #local function from stats	
# format.perc <- function (probs, digits) 
# paste(format(100 * probs, trim = TRUE, scientific = FALSE, digits = digits), 
#     "%")	
# #--------------------------	
#  what <- if (!is.null(parameter))  {
#     match.arg(parameter, choices=c("mu", "sigma", "nu", "tau"))} else  match.arg(what)
#   cf <- coef(object, what)
#   pnames <- names(cf)
#   if (missing(parm))
#     parm <- pnames
#   else if (is.numeric(parm)) 
#     parm <- pnames[parm]
#   a <- (1 - level)/2
#   a <- c(a, 1 - a)
#   pct <- format.perc(a, 3)
#   fac <- qnorm(a)
#   ci <- array(NA, dim = c(length(parm), 2L), dimnames = list(parm, 
#                                                              pct))
#   ses <- sqrt(diag(vcov(object, robust=robust)))[parm] # this needs checking
#   ci[] <- cf[parm] + ses %o% fac
#   ci
# }
##########################################################################
# this this the latest function 
confint.gamlss  <- function (object, parm,
                      level = 0.95, 
                       what = c("all", "mu", "sigma", "nu", "tau"), 
                  parameter = NULL, 
                     robust = FALSE, ...) 
{
################################################################################  
  #local function from stats	
  format.perc <- function(probs, digits) 
    paste(format(100 * probs, trim = TRUE, scientific = FALSE, digits = digits), 
          "%")	
################################################################################
     what <- if (!is.null(parameter))
       { 
           match.arg(parameter, choices = c("all","mu", "sigma", "nu", "tau"))
       } 
            else  match.arg(what)
       cf <- unlist(coefAll(object))
       cf <- cf[!is.na(cf)]
   pnames <-  names(cf)
if (!missing(parm)) warning("The option parm is not used in the function confint.gamlss()")
        a <- (1 - level)/2
        a <- c(a, 1 - a)
      pct <- format.perc(a, 3)
      fac <- qnorm(a)
       ci <- array(NA, dim = c(length(cf), 2L), dimnames = list(pnames,  pct))
      ses <- sqrt(diag( vcov(object, robust = robust)))
     ci[] <- cf + ses %o% fac
switch(what, "all" = ci,
         "mu" = ci[grepl("mu.", pnames),],
         "sigma" = ci[grepl("sigma.", pnames),],
         "nu" = ci[grepl("nu.", pnames),],
         "tau" = ci[grepl("tau.", pnames),],)
}
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