sety: Set y-Values

In blmr: Broken Line Model Regression

Description

Set the y-values in a Cblmr object.

Usage

## S4 method for signature 'Cblmr'
sety( irWy )

Arguments

irWy	vector of y-values, pre-multiplied by the inverse of the square-root of 'weights'

Note

The pre-multiplied vector is more convenient as input during simulation tests. This vector is simply the y-vector if 'weights' is the default identity-matrix. The square-root of a matrix 'W' here is the matrix 'rW' such that rW*rW = W (not such that rW*transpose(rW) = W).

Examples

##  Data for Patient B from Smith and Cook (1980):
y= c(36.0, 45.5, 50.0, 60.0, 73.3, 71.0, 66.7, 60.0, 30.5, 18.3)
x= 1:10
sc <- blmr(y,x)
sc$ci()
newy= c(37.3, 47.1, 51.5, 67.6, 75.9, 73.3, 69.4, 61.5, 31.8, 19.4)
sc$sety(newy)
sc$ci()


## An example simulation test:

simtest <- function( x, theta, alpha, Bp, B, var, N =10000) {

   y <- x
   mod <- blmr(y,x)     ## construct a 'blmr' object with arbitrary y values.

   cat("\n   Monte Carlo simulation test:\n")
   cat("for model   theta=",theta," alpha=",alpha," B'=",Bp," B=",B," var=",var,"\n")
   cat("with observations at  x=",x,"\n\n")
   cat("     no. of     coverage frequency of the 0.95-confidence interval by\n")
   cat("   iterations               CLR                    AF\n")
   flush.console()

   sigma = sqrt(var)
   n = length(x)
   countCLR = countAF = 0

   for( i in seq(1,N) ) {
      err <- rnorm(n,0,sigma)
      for( j in seq(1,n) )
         y[j] = alpha + Bp*min(x[j]-theta,0) + B*max(x[j]-theta,0) + err[j]
      mod$sety(y)
      stest = mod$sl(theta,"clr",.0001,FALSE)
      if(stest>0.05) countCLR = countCLR + 1
      stest = mod$sl(theta,"af",.0001,FALSE)
      if(stest>0.05) countAF = countAF + 1

      if(i/1000 - floor(i/1000) == 0) {
         cat( format(i,width=10),
              format(countCLR/i,digits=4,nsmall=4,width=22),
              format(countAF/i,digits=4,nsmall=4,width=22), "\n" )
         flush.console()
      }
   }
   cat("\n")
}


x = c( 1.0, 1.1, 1.3, 1.7, 2.4, 3.9, 5.7, 7.6, 8.4, 8.6 )
simtest(x,3,0,-1,0.5,1)

blmr documentation built on May 2, 2019, 6:36 p.m.