migpdCoefs: Change values of parameters in a migpd object

In texmex: Statistical Modelling of Extreme Values

Description

Change the values of parameters in a migpd object. You might want to do this after modelling marginal distributions as functions of covariates.

Usage

migpdCoefs(object, which, coefs)

Arguments

object	An object of class migpd.
which	Which models in the migpd object you want to change.
coefs	The coefficients that you want to change to. If which has length 1, coefs can be a vector of parameters. Otherwise, it should be a list of vectors, and the list should have the same length as which

Value

A migpd object. See the help for migpd.

Author(s)

Harry Southworth

See Also

migpd

Examples

library(MASS)
liver <- liver
liver$ndose <- as.numeric(liver$dose)
d <- data.frame(alt = resid(rlm(log(ALT.M) ~ log(ALT.B) + ndose, data=liver)),
                ast = resid(rlm(log(AST.M) ~ log(AST.B) + ndose, data=liver)),
                alp = resid(rlm(log(ALP.M) ~ log(ALP.B) + ndose, data=liver)),
                tbl = resid(rlm(log(TBL.M) ~ log(TBL.B) + ndose, data=liver)))

Dgpds <- migpd(d[liver$dose == "D", 1:4], mqu=.7)

d$ndose <- liver$ndose
galt <- evm(alt, data=d, qu=.7, xi = ~ ndose)
gast <- evm(ast, data=d, qu=.7, xi = ~ ndose)
galp <- evm(alp, data=d, qu=.7, xi = ~ ndose)

altco <- predict(galt,type="lp",newdata=data.frame(ndose=4))$obj$link[1:2]
astco <- predict(gast,type="lp",newdata=data.frame(ndose=4))$obj$link[1:2]
alpco <- predict(galp,type="lp",newdata=data.frame(ndose=4))$obj$link[1:2]

Dgpd <- migpdCoefs(Dgpds, which=c("alt", "ast", "alp"),
                   coefs=list(altco, astco, alpco))

summary(Dgpd)
summary(Dgpds)

texmex documentation built on Dec. 4, 2020, 5:08 p.m.