stageTwoAnalysis: Stage two analysis

In twostageTE: Two-Stage Threshold Estimation

Description

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

Usage

stageTwoAnalysis(stageOne, explanatory, response, type = "IR-wald", 
    level = 0.95, combineData=FALSE)

Arguments

stageOne	Object returned from calling the function stageOneAnalysis
explanatory	Explanatory sample points
response	Observed responses at the explanatory sample points
type	String input of either "IR-wald" (default), "IR-likelihood" or "locLinear"
level	Confidence level (defaults to 0.95)
combineData	Optional boolean input on whether to combine data from both stages. Default is FALSE.

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	Second stage explanatory variable
Y2	Second stage response variable
L2	Ssecond stage lower bound of CI
U2	Second stage upper bound of CI
call	Method Call
sigmaSq	Estimate of variance
deriv_d0	Derivative estimate
class	twostageTE

Author(s)

Shawn Mankad

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)
X2=runif(75,oneStage_IR$L1 ,oneStage_IR$U1)
Y2=X2^2+rnorm(n=length(X2), sd=0.1)
twoStage_IR = stageTwoAnalysis(oneStage_IR, X2, Y2, type="IR-wald", 0.95)

## The function is currently defined as
function (stageOne, explanatory, response, type = "IR-wald", 
    level = 0.95, combineData = FALSE) 
{
    cl1 <- match.call(expand.dots = TRUE)
    Y_0 = stageOne$threshold
    C_1 = stageOne$C_1
    gamma1=1/3
    if (combineData) {
	explanatory = c(explanatory , 
	    stageOne$X1[stageOne$X1 > stageOne$L1 & stageOne$X1 < stageOne$U1])
	response = c(response , 
	    stageOne$Y1[stageOne$X1 > stageOne$L1 & stageOne$X1 < stageOne$U1])		
    }
    if (type == "IR-wald") {
        CI = waldConfidenceInterval_ir_stageTwo(explanatory, 
            response, Y_0, level = level, gamma1 = gamma1, C_1 = C_1, 
            n1 = length(stageOne$X1))
        return(structure(list(L2 = CI$lower, U2 = CI$upper, estimate = CI$estimate, 
            threshold = Y_0, level = level, X1 = stageOne$X1, 
            Y1 = stageOne$Y1, X2 = explanatory, Y2 = response, 
            L1 = stageOne$L1, U1 = stageOne$U1, call = cl1, sigmaSq = CI$sigmaSq, 
            deriv_d0 = CI$deriv_d0), class = "twostageTE"))
    }
    else if (type == "IR-likelihood") {
        CI = likelihoodConfidenceInterval(explanatory, response, 
            Y_0, level = level)
        return(structure(list(L2 = CI$lower, U2 = CI$upper, estimate = CI$estimate, 
            threshold = Y_0, level = level, X1 = stageOne$X1, 
            Y1 = stageOne$Y1, X2 = explanatory, Y2 = response, 
            L1 = stageOne$L1, U1 = stageOne$U1, call = cl1, sigmaSq = CI$sigmaSq, 
            deriv_d0 = CI$deriv_d0), class = "twostageTE"))
    }
    else if (type == "SIR") {
        CI = waldConfidenceInterval_sir_stageTwo(explanatory = explanatory, 
            response = response, Y_0 = Y_0, gamma1 = gamma1, 
            C_1 = C_1, level = level)
        return(structure(list(L2 = CI$lower, U2 = CI$upper, estimate = CI$estimate, 
            threshold = Y_0, level = level, X1 = stageOne$X1, 
            Y1 = stageOne$Y1, X2 = explanatory, Y2 = response, 
            L1 = stageOne$L1, U1 = stageOne$U1, call = cl1, sigmaSq = CI$sigmaSq, 
            deriv_d0 = CI$deriv_d0), class = "twostageTE"))
    }
    else if (type == "locLinear") {
        CI = linearBootstrapConfidenceInterval_stageTwo(explanatory = explanatory, 
            response = response, Y_0 = Y_0, level = level)
        return(structure(list(L2 = CI$lower, U2 = CI$upper, estimate = CI$estimate, 
            threshold = Y_0, level = level, X1 = stageOne$X1, 
            Y1 = stageOne$Y1, X2 = explanatory, Y2 = response, 
            L1 = stageOne$L1, U1 = stageOne$U1, call = cl1, sigmaSq = CI$sigmaSq, 
            deriv_d0 = CI$deriv_d0), class = "twostageTE"))
    }
    else error("stageOneAnalysis: type should be either 
        'IR-wald','IR-likelihood', 'SIR', or 'locLinear'")
  }

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