R/relativeErrorModSE.R

In simMetric: Metrics (with Uncertainty) for Simulation Studies that Evaluate Statistical Methods

#' Calculates the relative (%) error in model standard error
#'
#' Calculates the relative (%) error in model standard error and the (approximate) Monte Carlo standard error of this estimate.
#'
#' @param se A numeric vector containing the standard errors from the model(s).
#' @param estimates A numeric vector containing the estimates from the model(s).
#' @param get A character vector containing the values returned by the function.
#' @param na.rm A logical value indicating whether NA values for `se` and `estimates` should be removed before modSE and empSE calculation.
#' @param ... Additional arguments to be ignored.
#'
#' @return A named vector containing the estimate and the Monte Carlo standard error for the relative (%) error in model standard error.
#' @export
#'
#' @examples relativeErrorModSE(se = rnorm(n = 1000, mean = 10, sd = 0.5), estimates = rnorm(n = 1000))
relativeErrorModSE <- function(se, estimates, get = c("relativeErrorModSE", "relativeErrorModSE_mcse"), na.rm = FALSE, ...) {
  assertthat::assert_that(length(!is.na(se)) == length(!is.na(estimates)))
  n <- length(!is.na(se))

  if (any(is.na(c(se, estimates))) & na.rm == FALSE) {
    x["relativeErrorModSE"] <- NA
    x["relativeErrorModSE_mcse"] <- NA
    return(x[get])
  }

  x <- c()
  empSE_est <- empSE(estimates = estimates, get = "empSE", na.rm = na.rm)
  modSE_est <- modSE(se = se, get = "modSE", na.rm = na.rm)

  x["relativeErrorModSE"] <- 100 * ((modSE_est / empSE_est) - 1)
  numerator <- (1 / (n - 1)) * sum((se^2 - modSE_est^2)^2)
  x["relativeErrorModSE_mcse"] <- 100 * (modSE_est / empSE_est) * sqrt(numerator / (4 * n * (modSE_est^4)) + (1 / (2 * (n - 1))))


  return(x[get])
}