#' Conditional probability for Exponential distribution
#'
#'exp_flexprob returns the conditional probability P(Y<k | X) of a model fitted via the function exp_flexfit; where λ has been specified to be a function of covariates the required value should be specified using the ‘features’ parameter. The function includes a procedure for visualizing the conditional probability. exp_flexprob also allows for the correlation of estimated parameters via the Cholesky decomposition of the variance-covariance matrix.
#'@param K Value for which P(Y<k | X) is computed.
#'@param model An object of class "mle2" produced using the function exp_flexfit.
#'@param features A numeric vector specifying the value of covriates at which the conditional probability should be evaluated; the covariates in the vector should appear in the same order as they do in the model. Where a model does not depend on covariates the argument may be left blank.
#'@param visualise Logical. If TRUE (the default) the conditional distribution is plotted at P(Y<k | x) is shaded.
#'@param xlim Numeric vectors of length 2, giving the coordinate range of the dependent variable.
#'@param draws The number of random draws from multivariate random normal representing correlated parameters. If parameter correlation is not required draws should be set to zero.
#'@details This function uses the most common parametrization of the Exponential distribution. The probability probability density function is used is:
#'@details f(y) = λexp(-λy)
#'@details The function returns:
#'@details P(Y<k | X) = 1-exp(-kλ)
#'@details λ may be a function of covariates; in which case, the canonical log link function is used.
#'@export
exp_flexprob <- function(K, model, features, visualise = TRUE, xlim, draws = 5) {
mod <- as.data.frame(tidy(model))
#================================================================#
# linear predictor has intercept and is a function of covariates #
#================================================================#
if (isTRUE("Intercept" %in% mod[,1])) {
params <- auto_cholesky(model = model, draws = draws)
Intercept <- params[1]
betas <- params[2:length(params)]
lambda <- exp(Intercept + sum(features*betas))
if(isTRUE(visualise)) {
preview <<- function(x) {
dexp(x, rate = lambda)
}
plot(preview, xlim = xlim, ylab = "Density", xlab = "", lwd = 3)
Shade(preview, breaks = c(0,K), xlim = xlim)
abline(a = 0, b = 0)
return(as.numeric(pexp(K, rate = lambda)))
} else {
return(as.numeric(pexp(K, rate = lambda)))
}
#=====================================#
# mu is not a function of covariates #
#=====================================#
} else if (!isTRUE("beta1" %in% mod[,1])) {
lambda <- -1
while(isTRUE(lambda<0)) {
lambda <- auto_cholesky(model = model, draws = draws)
}
if(isTRUE(visualise)) {
preview <<- function(x) {
dexp(x, rate = lambda)
}
plot(preview, xlim = xlim, ylab = "Density", xlab = "", lwd = 3)
Shade(preview, breaks = c(0,K), xlim = xlim)
abline(a = 0, b = 0)
return(as.numeric(pexp(K, rate = lambda)))
} else {
return(as.numeric(pexp(K, rate = lambda)))
}
#====================================================================#
# linear predictor has no intercept but is a function of covariates #
#====================================================================#
} else {
betas <- auto_cholesky(model = model, draws = draws)
lambda <- exp(sum(betas*features))
if(isTRUE(visualise)) {
preview <<- function(x) {
dexp(x, rate = lambda)
}
plot(preview, xlim = xlim, ylab = "Density", xlab = "", lwd = 3)
Shade(preview, breaks = c(0,K), xlim = xlim)
abline(a = 0, b = 0)
return(as.numeric(pexp(K, rate = lambda)))
} else {
return(as.numeric(pexp(K, rate = lambda)))
}
}
}
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