Area: Area under the curves in the Phi(DeltaT)-plot

In rebeccakuiper/CTmeta: Continuous-time meta-analysis (CTmeta) on standarized lagged effects taking into account the various time-intervals used in the primary studies

Area under the curves in the Phi(DeltaT)-plot

Description

Area under the curves in the Phi(DeltaT)-plot, for time-intervals from 0 to infinity and optionally for a user-specified range. The interactive web application 'Phi-and-Psi-Plots and Find DeltaT' also contains this functionality, you can find it on my website: https://www.uu.nl/staff/RMKuiper/Websites%20%2F%20Shiny%20apps.

Usage

Area(DeltaT = 1, Phi = NULL, Drift = NULL, t_min = 0, t_max = "inf")

Arguments

DeltaT	Optional. The time interval used (only of interest if Phi is part of input). By default, DeltaT = 1.
Phi	Matrix of size q times q of (un)standardized lagged effects. It also takes a fitted object from the classes "varest" (from the VAR() function in vars package) and "ctsemFit" (from the ctFit() function in the ctsem package); see example below. From such an object, the (standardized) Drift matrix is calculated/extracted.
Drift	Optional (either Phi or Drift). Matrix of size q times q of (un)standardized continuous-time lagged effects, called drift matrix. Note that Phi(DeltaT) = expm(Drift*DeltaT). By default, input for Phi is used; only when Phi = NULL, Drift will be used.

Value

The output renders, per element (i,j), the area under the curve for Phi_ij.

Examples

# library(CTmeta)

## Example 1 ##

##################################################################################################
# Input needed in examples below with q=2 variables.
# I will use the example matrices stored in the package:
DeltaT <- 1
Phi <- myPhi[1:2, 1:2]
# or: Drift
DeltaT <- 1
Drift <- myDrift
##################################################################################################

Area(DeltaT = DeltaT, Phi = Phi)
# or
Area(DeltaT, Phi)
# or, since DeltaT = 1
Area(Phi = Phi)

# If you would use the drift matrix Drift as input, then use:
Area(DeltaT, Drift = Drift)

# If, for instance, the time-interval range from 1 to 2 should be inspected (and not 0 to infinity), then use:
Area(DeltaT, Phi, t_min = 1, t_max = 2)


# Note that the function 'PhiPlot' can help for visualization of the curves in the Phi(DeltaT)-plot.
PhiPlot(DeltaT, Phi)


## Example 2: input from fitted object of class "varest" ##
#
data <- myData
if (!require("vars")) install.packages("vars")
library(vars)
out_VAR <- VAR(data, p = 1)
DeltaT <- 1
Area(DeltaT, out_VAR)

rebeccakuiper/CTmeta documentation built on Oct. 17, 2023, 7:01 a.m.