Description Details Author(s) References Examples
This package implements a variety of nonparametric methods for computing one-stage and two-stage confidence intervals and point estimates of threshold values.
Package: | twostageTE |
Type: | Package |
Version: | 1.0 |
Date: | 2013-05-23 |
License: | GPL-2 |
The user interacts with the package by utilizing two functions: stageOneAnalysis and stageTwoAnalysis. These functions take the sampled explanatory variable and corresponding responses at the first and second stage, respectively, and outputs point estimate and confidence intervals based on different user specific procedures.
Shawn Mankad Maintainer: Shawn Mankad <smankad@umich.edu>
Shawn Mankad, George Michailidis, Moulinath Banerjee (2015). Threshold Value Estimation Using Adaptive Two-Stage Plans in R. Journal of Statistical Software, 67(3), 1-19. doi:10.18637/jss.v067.i03
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 | ## Simulating the (wiggly) isotonic Sine function ##
sampleData=function(n, lower, upper) {
x=runif(n, lower, upper)
y=(1/40)*sin(6*pi*x) + 1/4 + x/2 + (1/4)*x^2
+ rnorm(n=length(x), sd=0.1)
return(list(X=x, Y=y))
}
Budget=100
d0=0.5
threshold = (1/40)*sin(6*pi*d0) + 1/4 + d0/2 + (1/4)*d0^2
n1=floor(Budget*0.25)
n2=Budget - n1
samp = sampleData(n1, lower=0, upper=1)
X = samp$X
Y = samp$Y
## Two Stage IR+IR ##
stageOne_IR=stageOneAnalysis(X, Y, threshold, type="IR-wald", 0.99)
samp2 = sampleData(n2, lower=stageOne_IR$L1, upper=stageOne_IR$U1)
X2 = samp2$X
Y2 = samp2$Y
twoStageIR = stageTwoAnalysis(stageOne_IR, X2, Y2, type="IR-wald", 0.95)
## Two Stage LR+LR ##
stageOne_LR=stageOneAnalysis(X, Y, threshold, type="IR-likelihood", 0.99)
samp2 = sampleData(n2, lower=stageOne_LR$L1, upper=stageOne_LR$U1)
X2 = samp2$X
Y2 = samp2$Y
twoStageLR = stageTwoAnalysis(stageOne_LR, X2, Y2,
type="IR-likelihood", 0.95)
## Two Stage IR+Local Linear ##
X2 = c(rep(stageOne_IR$L1,37),rep(stageOne_IR$U1,38))
Y2=X2^2+rnorm(n=length(X2), sd=0.1)
twoStageLinear=stageTwoAnalysis(stageOne_IR, explanatory = X2, response = Y2,
type = "locLinear", level = 0.95)
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