confint.gam: Point-wise and simultaneous confidence intervals for smooths

In gavinsimpson/schoenberg: Ggplot-based graphics and other useful functions for GAMs fitted using mgcv

Description

Calculates point-wise confidence or simultaneous intervals for the smooth terms of a fitted GAM.

Usage

## S3 method for class 'gam'
confint(object, parm, level = 0.95, newdata = NULL, n = 200,
  type = c("confidence", "simultaneous"), nsim = 10000, shift = FALSE,
  transform = FALSE, unconditional = FALSE, ...)

## S3 method for class 'gamm'
confint(object, ...)

Arguments

object	an object of class "gam" or "gamm".
parm	which parameters (smooth terms) are to be given intervals as a vector of terms. If missing, all parameters are considered, although this is not currently implemented.
level	numeric, 0 < level < 1; the confidence level of the point-wise or simultaneous interval. The default is 0.95 for a 95% interval.
newdata	data frame; containing new values of the covariates used in the model fit. The selected smooth(s) wil be evaluated at the supplied values.
n	numeric; the number of points to evaluate smooths at.
type	character; the type of interval to compute. One of "confidence" for point-wise intervals, or "simultaneous" for simultaneous intervals.
nsim	integer; the number of simulations used in computing the simultaneous intervals.
shift	logical; should the constant term be add to the smooth?
transform	logical; should the smooth be evaluated on a transformed scale? For generalised models, this involves applying the inverse of the link function used to fit the model. Alternatively, the name of, or an actual, function can be supplied to transform the smooth and it's confidence interval.
unconditional	logical; if TRUE (and freq == FALSE) then the Bayesian smoothing parameter uncertainty corrected covariance matrix is returned, if available.
...	additional arguments for methods

Value

a data frame with components:

1. term; factor indicating to which term each row relates,

2. x; the vector of values at which the smooth was evaluated,

3. lower; lower limit of the confidence or simultaneous interval,

4. est; estimated value of the smooth

5. upper; upper limit of the confidence or simultaneous interval,

6. crit; critical value for the 100 * level

Author(s)

Gavin L. Simpson

Examples

library("mgcv")
set.seed(2)
dat <- gamSim(1, n = 400, dist = "normal", scale = 2)
mod <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = dat, method = "REML")
##'
## point-wise interval
ci <- confint(mod, parm = "x1", type = "confidence")
head(ci)
##'
## simultaneous interval for smooth term of x1
set.seed(42)
si <- confint(mod, parm = "x1", type = "simultaneous", nsim = 100)
head(si)

gavinsimpson/schoenberg documentation built on May 28, 2019, 8:43 a.m.