CCRM: Constrained Center and Range Method for Interval-Valued Data...

Description Usage Arguments Details Value Note References See Also Examples

Description

CCRM() is used to fit a linear regression model based on the inequality constraints over the range variables.(Lima Neto and De Carvalho, 2010)

Usage

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Arguments

formula

an object of class formula, a symbolic description of the model to be fitted.

data

an data frame containing the variables in the model.

Details

The disadvantages of the CRM model is that the predicted valu of the range model may be negative. Similar to Center and Range Method(CRM), but adds constraint condition that all estimative of the parameters of the range's model are positive.(based on inequality constraints) There is no constraints over the parameters estimates for the center point regression equation.

Value

coefficients.Center

Coefficients for the Center variable.

coefficeints.Range

Coefficients for the Range variable.

fitted.values

The fitted values for the lower and upper interval bound.

residuals

The residuals for the lower and upper interval bound.

Note

In dataset, a pair of the interval variables should always be composed in order from lower to upper bound. In order to apply this function, the data should be composed as follows:

y_L y_U x1_L x1_U x2_L x2_U
y_L1 y_U1 x_L11 x_U11 x_L12 x_U12
y_L2 y_U2 x_L21 x_U21 x_L22 x_U22
y_L3 y_U3 x_L31 x_U31 x_L32 x_U32
y_L4 y_U4 x_L41 x_U41 x_L42 x_U42
y_L5 y_U5 x_L51 x_U51 x_L52 x_U52

The upper limit value of the variable should be unconditionally greater than the lower limit value. Otherwise, it will be output as NA or NAN, and the value can not be generated.

References

Lima Neto, E.A. and De Carvalho, F.A.T(2010), Constrained linear regression models for symbolic interval-valued variables Computational Statistics and Data Analysis, 54, 333-347

See Also

RMSE symbolic.r

Examples

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data(example3)
m1 <- CCRM(cbind(Sepal.Length_L, Sepal.Length_U) ~ Sepal.Width_L + Sepal.Width_U + Petal.Length_L + Petal.Length_U + Petal.Length_L + Petal.Length_U, data = example3)
m1
m1$coefficients

jjt7549/intervalreg documentation built on May 19, 2019, 11:40 a.m.