f_prediction_intervall: calculate raw prediction intervalls

Description Usage Arguments Details Value See Also Examples

Description

uses an empirical approach to calculate prediction intervalls for each predicted vs. observed value pair. The calculated raw prediction intervalls represent a quite flexible fit which can be used to build a less felxible model of the intervalls.

Usage

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f_prediction_intervall_raw(df, pred_col, obs_col, intervall = 0.95,
  n_neighbours = 500, rm_outliers = T, bootstrap = F, steps = T,
  verbose = T)

Arguments

df

a dataframe containing predictions and obsvervation pairs

pred_col

character vector denoting column with predictions

obs_col

character vector denoting column with observed values

intervall

double, denoting intervall decision boundary Default: 0.95

n_neighbours

integer, denoting the number of neighbouring values to be considered for the intervall calculation, Default: 500

rm_outliers

logical, remove outlier based on boxstats definition, Default: T

bootstrap

logical, if TRUE intervall decision boundary will be calculated by bootstrapping the population of neighbouring values, if FALSE a normal distribution will be assumed and decision boundary will be calculated based on the mean, Default: F

steps

logical, if TRUE predictions will be binned instead of considering the neighbouhood of each point, Default: T

verbose

logical

Details

DETAILS

Value

OUTPUT_DESCRIPTION

See Also

arrange

Examples

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## Not run: 

m = lm(price ~ carat + depth, ggplot2::diamonds)

df = tibble( obs = ggplot2::diamonds$price
           , pred = predict(m, newdata = ggplot2::diamonds) ) %>%
   f_prediction_intervall_raw( 'pred','obs', intervall = 0.975) %>%
   f_prediction_intervall_raw( 'pred','obs', intervall = 0.025)

df

ggplot2::ggplot(df) +
  geom_point( aes( x = pred, y = obs), data = dplyr::sample_n(df, 500)
              , alpha = 0.5 ) +
  geom_line( aes(x = pred, y = pred_PI2.5_raw ), size = 1, color = 'darkgreen' ) +
  geom_line( aes(x = pred, y = pred_PI97.5_raw ), size = 1, color = 'darkgreen'  ) +
  geom_line( aes(x = pred, y = pred_mean_raw ), size = 1, color = 'tomato'  )


## End(Not run)

erblast/oetteR documentation built on May 27, 2019, 12:11 p.m.