confint.fderiv: Point-wise and simultaneous confidence intervals for...

In gavinsimpson/tsgam: Utilities for Working with GAMs Fitted to Time Series

Description

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

Usage

## S3 method for class 'fderiv'
confint(object, parm, level = 0.95, type = c("confidence",
  "simultaneous"), nsim = 10000, ...)

Arguments

object	an object of class "fderiv" containing the estimated derivatives.
parm	which parameters (smooth terms) are to be given intervals as a vector of terms. If missing, all parameters are considered.
level	numeric, 0 < level < 1; the confidence level of the point-wise or simultaneous interval. The default is 0.95 for a 95% interval.
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.
...	additional arguments for methods

Value

a data frame with components:

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

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

3. est; estimated derivative

4. upper; upper limit of the confidence or simultaneous interval.

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")

## first derivatives of all smooths...
fd <- fderiv(mod)

## point-wise interval
ci <- confint(fd, type = "confidence")
head(ci)

## simultaneous interval for smooth term of x1
set.seed(42)
x1.sint <- confint(fd, parm = "x1", type = "simultaneous", nsim = 1000)
head(x1.sint)

gavinsimpson/tsgam documentation built on May 16, 2019, 10:11 p.m.