OptRegionQuad: Confidence region for optima of quadratic polynomial models...

In pfc5098/OptimaRegion: Confidence Regions for Optima

Confidence region for optima of quadratic polynomial models (2 regressors)

Description

Computes and displays an approximated (1 - alpha) confidence region (CR) for the linear-constrained maximum of a quadratic polynomial regression model in 2 controllable factors \insertCiteDelCastilloCROptimaRegion. Grey region on output plot is the approximate CR. The CR is computed as the convex hull of the coordinates of the optima found from simulating nosim quadratic polynomial regressions to the data (therefore, it is an approximate CR). The mean value of the optimum is shown as a red point, and a smoothed contour plot of the X,y data obtained via thin plate splines is shown as well.

Usage

OptRegionQuad(
  X,
  y,
  nosim = 200,
  alpha = 0.05,
  LB,
  UB,
  triangularRegion = FALSE,
  vertex1 = NULL,
  vertex2 = NULL,
  maximization = TRUE,
  xlab = "Protein eaten, mg",
  ylab = "Carbohydrates eaten, mg",
  outputPDFFile = "CRplot.pdf"
)

Arguments

X	nx2 matrix with the values of the 2 regressors (experimental factors) in the n observations. Note: this can have replicates. They will be eliminated by the program and the corresponding y-values averaged
y	nx1 vector of response value observations, in the same order corresponding to the rows of X
nosim	number of simulations (default = 200)
alpha	confidence level (0 < alpha < 1; default = 0.05)
LB	vector of lower bounds for x (2x1 vector) above which the maximum is sought
UB	vector of upper bounds for x (2x1 vector) below which the maximum is sought
triangularRegion	logical: if TRUE it will constrain the maximum points to lie inside a triangle defined by the coordinates (0,0), and those in 'vertex1', and 'vertex2', see below (in addition to being constrained to lie inside the region defined by LB and UB). NOTE: use TRUE when the treatments form a triangular experimental region in shape. If FALSE, maxima will only be constrained to lie inside the rectangular region defined by LB and UB. Default is FALSE.
vertex1	2 times 1 vector with coordinates defining one of the 3 vertices of a triangular region. Must be provided if triangularRegion is TRUE (NOTE: vertices numbered clockwise)
vertex2	2 times 1 vector with coordinates defining a second vertex of a triangular region (third vertex is (0,0) by default). Must be provided if triangularRegion is TRUE (NOTE: vertices numbered clockwise)
maximization	logical: if TRUE (default) it maximizes it FALSE it minimizes
xlab	text label for x axis in confidence region plot (default: "Protein eaten (mg)")
ylab	text label for y axis in confidence region plot (default: "Carbohydrates eaten (mg)")
outputPDFFile	name of the PDF file where the CR plot is saved (default: "CR_plot.pdf")

Details

This program approximates the confidence region (CR) of the location of the optimum of a regression function in 2 regressors x constrained inside a rectangular region defined by LB and UB. If triangularRegion = TRUE it will also contrain the optimum to lie inside the experimental region assumed to be well approximated by a triangle. The CR is generated pointwise by simulating from the posterior of the regression parameters (theta) and solving the corresponding constrained maximization problem. The confidence region is approximated by the convex hull of all the solutions found. The simulation approach is based on the "CS" bootstrapping approach for building a confidence set described in \insertCiteWoutersenHam2013;textualOptimaRegion. This version of the program uses nonparamteric bootstrapping confidence regions to get the posteazrior of the parameters of the regression equation using the notion of data depth according to \insertCiteyeh1997balanced;textualOptimaRegion. Hence, this version does not rely on any normality assumption on the data.

Value

Upon completion, a PDF file containing the CR plot with name as set in ouputPDFFile is created and the function also returns a list containing the following 2 components:

meanPoint

a 2x1 vector with the coordinates of the mean optimum point (displayed as a red dot in the CR plot in output PDF file)

xin

an mx2 matrix with the x,y coordinates of all simulated points that belong to the confidence region (dim(m) is (1-alpha)*nosim)

Author(s)

Enrique del Castillo [e-mail], Peng Chen [e-mail], Adam Meyers [e-mail], John Hunt [e-mail] and James Rapkin [e-mail].

References

\insertAllCited

Examples

## Not run: 
# Example 1: randomly generated 2-variable response surface data
X <- cbind(runif(100, -2, 2), runif(100, -2, 2))
y <- as.matrix(72 - 11.78 * X[, 1] + 0.74 * X[, 2] - 7.25 * X[, 1]^2 - 7.55 * X[, 2]^2 -
  4.85 * X[, 1] * X[, 2] + rnorm(100, 0, 8))
# Find a 95 percent confidence region for the maximum of a quadratic polynomial
# fitted to these data
out <- OptRegionQuad(
  X = X, y = y, nosim = 200, LB = c(-2, -2), UB = c(2, 2),
  xlab = "X1", ylab = "X2"
)

# Example 2: a mixture-amount experiment in two components (Drug dataset) with
# non-normal data. Note triangular experimental region. Resulting 95%
# confidence region is pushed against the constraint and results in a
# "thin line"
out <- OptRegionQuad(
  X = Drug[, 1:2], y = Drug[, 3], nosim = 500,
  LB = c(0, 0), UB = c(0.08, 11), xlab = "Component 1 (mg.)",
  ylab = "Component 2 (mg.)", triangularRegion = TRUE,
  vertex1 = c(0.02, 11), vertex2 = c(0.08, 1.8), outputPDFFile = "Mixture_plot.pdf"
)

## End(Not run)

pfc5098/OptimaRegion documentation built on May 5, 2022, 4 p.m.