1 | regYci(x, y, regfun = tsreg, pts = unique(x), nboot = 100, ADJ = FALSE, xout = FALSE, outfun = out, SEED = TRUE, alpha = 0.05, crit = NULL, null.value = 0, plotPV = FALSE, scale = TRUE, span = 0.75, xlab = "X", xlab1 = "X1", xlab2 = "X2", ylab = "p-values", zlab = "p-values", theta = 50, phi = 25, MC = FALSE, nreps = 1000, SM = FALSE, pch = "*", ...)
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x |
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y |
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regfun |
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pts |
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nboot |
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ADJ |
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xout |
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outfun |
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SEED |
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alpha |
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crit |
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null.value |
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plotPV |
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scale |
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span |
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xlab |
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xlab1 |
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xlab2 |
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ylab |
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zlab |
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theta |
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phi |
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MC |
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nreps |
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SM |
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pch |
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... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, regfun = tsreg, pts = unique(x), nboot = 100,
ADJ = FALSE, xout = FALSE, outfun = out, SEED = TRUE, alpha = 0.05,
crit = NULL, null.value = 0, plotPV = FALSE, scale = TRUE,
span = 0.75, xlab = "X", xlab1 = "X1", xlab2 = "X2", ylab = "p-values",
zlab = "p-values", theta = 50, phi = 25, MC = FALSE, nreps = 1000,
SM = FALSE, pch = "*", ...)
{
xy = elimna(cbind(x, y))
x <- as.matrix(x)
p = ncol(x)
p1 = p + 1
vals = NA
x <- xy[, 1:p]
y <- xy[, p1]
x <- as.matrix(x)
if (xout) {
m <- cbind(x, y)
flag <- outfun(x, plotit = FALSE, ...)$keep
m <- m[flag, ]
n = nrow(m)
x <- m[, 1:p]
y <- m[, p1]
x = as.matrix(x)
}
if (ADJ) {
if (n < 10)
stop("Should have a sample size of at least 10")
if (alpha == 0.05) {
alpha = 0.01
if (identical(regfun, ols)) {
nv = c(10, 20, 50, 100, 400)
pval = c(0.001, 0.004, 0.008, 0.008, 0.01)
ipos = sum(nv <= n)
alpha = pval[ipos]
}
if (identical(regfun, tshdreg))
alpha = 0.009
if (identical(regfun, qreg))
alpha = 0.009
crit = qnorm(1 - alpha/2)
}
}
if (SEED)
set.seed(2)
if (is.null(crit)) {
if (!ADJ)
crit = qnorm(1 - alpha/2)
if (ADJ) {
padj = regYciCV(n, nboot = nreps, regfun = regfun,
MC = MC, SEED = FALSE, null.value = 0, ...)
crit = qnorm(1 - padj/2)
}
}
sqsd = regYvar(x, y, regfun = regfun, pts = pts, nboot = nboot,
SEED = SEED)
sd = sqrt(sqsd)
est = regYhat(x, y, regfun = regfun, xr = pts, ...)
pv = 2 * (1 - pnorm(abs(est - null.value)/sd))
est = cbind(est, est - crit * sd, est + crit * sd, pv)
dimnames(est) = list(NULL, c("Pred. Y", "Lower.ci", "Upper.ci",
"p.value"))
if (plotPV) {
if (ncol(x) > 2)
stop("Can plot only with one or two independent variables")
if (ncol(x) == 1)
plot(pts, pv, xlab = xlab, ylab = ylab, pch = pch)
if (ncol(x) == 2) {
if (SM)
lplot(pts, pv, xlab = xlab1, ylab = xlab2, zlab = zlab,
span = span, ticktype = "detail", scale = scale,
theta = theta, phi = phi)
if (!SM)
scatterplot3d(pts[, 1], pts[, 2], pv, xlab = xlab1,
ylab = xlab2, zlab = zlab)
}
}
if (p == 1) {
xord = order(pts)
outp = cbind(pts[xord], est[xord, ])
dimnames(outp) = list(NULL, c("X", "Pred. Y", "Lower.ci",
"Upper.ci", "p.value"))
est = outp
}
est
}
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