stageOneAnalysis: Stage one analysis

In twostageTE: Two-Stage Threshold Estimation

Description

Wrapper function for twoStageTE that users can directly call on their data.

Usage

stageOneAnalysis(explanatory, response, threshold, 
    type = "IR-wald", level = 0.99)

Arguments

explanatory	Explanatory sample points
response	Observed responses at the explanatory sample points
threshold	Threshold of interest
type	String input of either "IR-wald" (default) or "IR-likelihood"
level	Desired confidence level (defaults to 0.99)

Value

List:

L1	Lower bound of CI
U1	Upper bound of CI
estimate	Threshold estimate
level	Confidence level
X1	First stage explanatory variable
Y1	First stage response variable
X2	NA
Y2	NA
L2	NA
U2	NA
call	Method call
sigmaSq	Estimate of variance
deriv_d0	Derivative estimate
class	twostageTE

Author(s)

Shawn Mankad

See Also

See Also as stageTwoAnalysis, ~~~

Examples

X=runif(25, 0,1)
Y=X^2+rnorm(n=length(X), sd=0.1)
oneStage_IR=stageOneAnalysis(X, Y, 0.25, type="IR-wald", 0.99)

## The function is currently defined as
function (explanatory, response, threshold, type = "IR-wald", 
    level = 0.99) 
{
    cl1 <- match.call(expand.dots = TRUE)
    if (type == "IR-wald") {
        CI = waldConfidenceInterval_ir_stageOne(explanatory, 
            response, threshold, level = level)
        return(structure(list(L1 = CI$lower, U1 = CI$upper, estimate = CI$estimate, 
            C_1 = CI$C_1, threshold = threshold, level = level, 
            X1 = explanatory, Y1 = response, X2 = NA, Y2 = NA, 
            L2 = NA, U2 = NA, call = cl1, sigmaSq = CI$sigmaSq, 
            deriv_d0 = CI$deriv_d0), class = "twostageTE"))
    }
    else if (type == "IR-likelihood") {
        CI = likelihoodConfidenceInterval(explanatory, response, 
            threshold, level = level)
        return(structure(list(L1 = CI$lower, U1 = CI$upper, estimate = CI$estimate, 
            threshold = threshold, level = level, X1 = explanatory, 
            Y1 = response, X2 = NA, Y2 = NA, L2 = NA, U2 = NA, 
            call = cl1, sigmaSq = CI$sigmaSq, deriv_d0 = CI$deriv_d0), 
            class = "twostageTE"))
    }
    else if (type == "SIR") {
        CI = waldConfidenceInterval_sir_stageOne(explanatory, 
            response, threshold, level = level)
        return(structure(list(L1 = CI$lower, U1 = CI$upper, estimate = CI$estimate, 
            threshold = threshold, level = level, X1 = explanatory, 
            Y1 = response, X2 = NA, Y2 = NA, L2 = NA, U2 = NA, 
            call = cl1, sigmaSq = CI$sigmaSq, deriv_d0 = CI$deriv_d0), 
            class = "twostageTE"))
    }
    else error("stageOneAnalysis: type should be either 'IR-wald',
        'IR-likelihood' or 'SIR'")
  }

twostageTE documentation built on May 1, 2019, 9:18 p.m.