#' Conditional mean for Lomax distribution
#'
#' lomax_flexpredict returns the conditional mean E(Y|X) of a model fitted via the function lomax_flexfit; where λ has been specified to be a function of covariates the required value should be specified using the ‘features’ parameter. lomax_flexpredict also allows for the correlation of estimated parameters via the Cholesky decomposition of the variance-covariance matrix.
#'@param model An object of class "mle2" produced using the function lomax_flexfit.
#'@param features A numeric vector specifying the value of covriates at which the conditional mean 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 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 same parametrization of the Lomax distribution as is used in Kleiber and Kotz (2003). The probability probability density function is used is:
#'@details f(y) = (α/λ) [1 + (x/λ)]^-(α+1)
#'@details The function returns:
#'@details E(Y|X) = λ/(α-1)
#'@details λ may be a function of covariates; in which case, the cannonical log link function is used.
#'@references Kleiber, Christian, and Samuel Kotz. Statistical Size Distributions In Economics And Actuarial Sciences. pp. 107-147. John Wiley & Sons, 2003. Print.
lomax_flexpredict <- function(model, features, draws = 5) {
mod <- as.data.frame(tidy(model))
#================================================================#
# linear predictor has intercept and is a function of covariates #
#================================================================#
if (isTRUE("Intercept" %in% mod[,1])) {
alpha <- -1
while(isTRUE(alpha<0)) {
params <- auto_cholesky(model = model, draws = draws)
alpha <- params[1]
Intercept <- params[2]
betas <- params[3:length(params)]
}
lambda <- exp(Intercept + sum(betas*features))
return(as.numeric(lambda/(alpha -1)))
#=====================================#
# mu is not a function of covariates #
#=====================================#
} else if (!isTRUE("beta1" %in% mod[,1])) {
alpha <- -1
lambda <- -1
while(isTRUE(alpha<0) | isTRUE(lambda<0)) {
params <- auto_cholesky(model = model, draws = draws)
alpha <- params[1]
lambda <- params[2]
}
return(as.numeric(lambda/(alpha -1)))
#====================================================================#
# linear predictor has no intercept but is a function of covariates #
#====================================================================#
} else {
alpha <- -1
while(isTRUE(alpha<0)) {
params <- auto_cholesky(model = model, draws = draws)
alpha <- params[1]
betas <- params[2:length(params)]
}
lambda <- exp(sum(betas*features))
return(as.numeric(lambda/(alpha -1)))
}
}
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