#' A Reference Class for computing Linear Regression using OLS
#'
#'
#' This class has a varied methods.
#'
#' Package Description
#'
#'
#'
#' @param formula A Formula.
#'
#' @param data A Data frame.
#'
#' @field regco to find regression coefficients
#' @field yf for the fitted values
#' @field e for residuals
#' @field dfreedom for degrees of freedom
#' @field Sigma_square for residual variance
#' @field Var_Beta for Variance of regression coefficients
#' @field t_Beta for t-values for each coefficient
#' @field pvalue for p-values for each coefficient
#' @field parse to parse the input data
#' @field stand_res for standardised residuals for plot2
#' @field variance for variance values
#' @return nothing
#'
#'
#'
#' @exportClass linreg
#'
#'
#' @export linreg
#0.5 0.1 0.0
linreg <- setRefClass(Class = "linreg",
fields = list(formula="formula", data="data.frame", regco="matrix",
yf="matrix", e="matrix", dfreedom="numeric",
Sigma_square="numeric", Var_Beta="matrix", t_Beta="matrix",
pvalue="matrix",parse="character", stand_res="matrix",
variance="numeric"),
methods = list(
initialize =function (formula,data)
{
c<-colnames(data)
d<-all.vars(formula)
stopifnot(d %in% c)
stopifnot (is.data.frame(data))
formula <<- formula
data <<- data
X <- model.matrix(formula,data)
dep_y <- all.vars(formula)[1]
y <- as.matrix(data[dep_y])
parse <<- deparse(substitute(data))
#Regressions coefficients
regco <<- solve((t(X)%*%X))%*%t(X)%*%y
#X <- QR
#Beta <- solve(R)%*%t(Q)%*%y
#Fitted values
yf <<- X%*%regco
#Residuals
e <<- y-yf
#Degrees of freedom
dfreedom <<- nrow(X)-ncol(X)
#Residual variance
Sigma_square <<- as.numeric((t(e)%*%e) / dfreedom)
#Variance of regression coefficients
Var_Beta <<- Sigma_square * solve((t(X)%*%X))
#t-values for each coefficient
t_Beta <<- regco / sqrt(diag(Var_Beta))
#p values for reg coefficients
pvalue <<- pt(abs(t_Beta),dfreedom)
#variance value
variance <<- round(sqrt(Sigma_square),2)
#standardised residual for plot2
stand_res <<- sqrt(abs((e-mean(e)) / sqrt(Sigma_square)))
},
#print coefficients and coefficient names
print = function(){
cat(paste0("linreg(formula = ", format(formula), ", data = ", parse , ")\n\n ", sep = ""),
rownames(regco),round(regco[1:nrow(regco)],2))
},
#plot()
plot = function(){
library(ggplot2)
library(ggThemeAssist)
# Liu theme
LiU_theme <- theme(
axis.title.x = element_text(color = "#38ccd6", size = 14,
face = "bold"),
axis.title.y = element_text(color = "#38ccd6", size = 14,
face = "bold"),
axis.text = element_text(color = "#1c1c19", size = 6),
axis.line = element_line(color = "#1c1c19", size = 0.5),
axis.ticks = element_line(color = "#38ccd6", size = 0.5),
axis.text.x = element_text(size = 8),
axis.text.y = element_text(size = 8),
panel.background = element_rect(fill = "white", color = NA),
panel.grid.major = element_line(color = "#1c1c19", size = 0.5),
panel.grid.major.x = element_blank(),
panel.grid.minor.x = element_blank(),
panel.grid.major.y = element_blank(),
panel.grid.minor.y = element_blank(),
panel.grid.minor = element_line(color = "#1c1c19", size = 5),
plot.background = element_rect(color = "black"),
plot.title = element_text(color = "#38ccd6", size = 20,
face = "bold",hjust = 0.5),
plot.caption = element_text(size = 10,hjust=0.5),
plot.margin = unit(c(1.2,1.2,1.2,1.2), "cm")
)
title <- paste("Fitted values linreg(", formula[2]," ", formula[1], " ",
formula[3], ")")
#plotting yf and e
data_frame1 <- data.frame(Fitted_values=yf,Residuals=e)
p1 <- ggplot(data_frame1,aes(Fitted_values,Residuals))+
geom_point(shape = 21, colour = "black", fill = "white", size = 2.8,
stroke = 1.3)+
geom_smooth(method = "loess",color = "red", se = FALSE)+
ggtitle("Residuals vs Fitted")+
xlab(title)+
ylab("Residuals")+
xlim(1,6)+
ylim(-1.5,1.5)+
LiU_theme
data_frame2 <- data.frame(Fitted_values=yf,Residuals=stand_res)
p2 <- ggplot(data_frame2,aes(Fitted_values,Residuals))+
geom_point(shape = 21, colour = "black", fill = "white", size = 2.8,
stroke = 1.3)+
geom_smooth(method = "loess",color = "red", se = FALSE)+
ggtitle("Scale-Location")+
xlab(title)+
ylab(expression(bold(sqrt("Standardized Residuals"))))+
xlim(1,6)+
ylim(0.0,1.5)+
LiU_theme
return(list(p1,p2))
},
#vector of residuals e
resid = function(){
cat("Returning vector of residuals e:", "\n")
return(as.vector(round(e,2)))
},
#predicted values y_hat
pred = function(){
cat("Returning predicted values yf:", "\n")
return(as.vector(round(yf,2)))
},
#coefficients as a named vector
coef = function(){
cat("Returning coefficients as a vector:", "\n")
return(as.vector(round(regco,2)))
},
#summary()
summary = function(){
parse2<- as.character(substitute(data))
cat("Call:\n")
cat("linreg(formula", format(formula), ", data =",parse2,") :\n\n ", sep="")
cat("\nCoefficients:\n")
std <- sqrt(diag(Var_Beta))
summary.data <- cbind(regco,std,t_Beta,pvalue)
cols <- colnames(summary.data)[1:3]
summary.data[,cols] = round(summary.data[,cols],4)
estim <- "***"
summary.data <- cbind(summary.data,estim)
print.data.frame(as.data.frame(summary.data))
cat("\nResidual standard error: ")
sd.res <- sqrt(Sigma_square)
#print_custom(x)
cat("\n\n Residual standard error: ", sqrt(Sigma_square), " on ", dfreedom, " degrees of freedom ", sep = "")
}
))
#' print_custom
#'
#' prints
#'
#' @param x An object
#' @return nothing
print_custom <- function(x){
print(x)
}
p_cal = function(p_val) {
x <- ifelse(p_val > 0.1, " ",
(ifelse(p_val > 0.05, " . ",
(ifelse(p_val > 0.01, "*",
(ifelse(p_val > 0.001, "**","***")))))))
return(x)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.