mcmodelr: monte carlo simulation function for use with mcr and...

In alexmitrani/humblr: Provides a few humble tools for R.

monte carlo simulation function for use with mcr and model_ols_gpm

Description

takes model_ols_gpm, passes it input data produced with mcr, and passes back key results

Usage

mcmodelr(
  nsims = NULL,
  myinputspreadsheet = NULL,
  myinputdatasheet = NULL,
  mypredictiondf = NULL,
  myresponse_ols = NULL,
  myresponse_gpm = NULL,
  myterms = NULL,
  sigmafrom = NULL,
  sigmato = NULL,
  sigmaby = NULL,
  myfolds = NULL,
  myseed1 = NULL,
  myseed2 = NULL,
  mygraphsize = 1000,
  mygraphtextsize = 10,
  mytag = NULL
)

Arguments

nsims	the desired number of Monte Carlo simulations
myinputspreadsheet	is the name of the spreadsheet with the input data.
myinputdatasheet	the name of the sheet with the input data.
mypredictiondf	(optional) a dataframe to be used as a basis for predictions
myresponse_ols	the name of the dependent variable for the OLS model
myresponse_gpm	the name of the dependent variable for the GPM model. This will normally be the residuals of the OLS model: "residuals".
myterms	a character vector containing the names of the independent variables.
sigmafrom	the lower limit of the test range for sigma
sigmato	the upper limit of the test range for sigma
sigmaby	the increment of the test values for sigma
myfolds	the number of folds for k-fold cross-validation
myseed1	the first random number seed
myseed2	the second random number seed
mygraphsize	the pixel dimension for the output graphs
mygraphtextsize	the size of all text elements on the graph.
mytag	a character string that will be used in the output file names. #'

Examples

nsims <- 1000

myinputfile <- system.file("extdata", "risk_variable_distributions.xlsx", package = "humblr")
mytest1 <- mcr(myinputfile, nsims = nsims, myseed = 12345L)
mytest1

mycorrmatfile <- system.file("extdata", "correlation_matrix.xlsx", package = "humblr")
mytest2 <- mcr(myinputfile, mycorrmatfilename = mycorrmatfile, nsims = nsims, myseed = 12345L)
mytest2

myinputfile <- system.file("extdata", "model_ols_gpm_test.xlsx", package = "humblr")
mymodel_results <- mcmodelr(nsims = nsims, myinputspreadsheet = myinputfile, myinputdatasheet = "data", mypredictiondf = mytest2, myresponse_ols = "depvar", myresponse_gpm = "residuals", myterms = c("var2",	"var3",	"var4",	"var5",	"var6",	"var7",	"var8",	"var9",	"var10"), sigmafrom = 1, sigmato= 10, sigmaby = 1, myfolds = 10, myseed1 = 123, myseed2 = 456, mygraphsize = 1000, mygraphtextsize = 20, mytag = "mymodel")

alexmitrani/humblr documentation built on April 4, 2022, 8:29 a.m.