assist (version 2.0)

intervals.nnr: Calculate Predictions and Approximate Posterior Standard Deviations for Spline Estimates From a nnr Object

Description

Approximate posterior standard deviations are calculated for the spline estimate of nonparametric functions from a nnr object, based on which approximate Bayesian confidence intervals may be constructed.

Usage

intervals.nnr(object,level=0.95, newdata=NULL, terms, pstd=TRUE, ...)

Arguments

object

an object inheriting from class nnr, representing a nonlinear nonparametric regression model fit.

newdata

a data frame on which the fitted spline estimates are to be evaluated. Only those predictors, referred in func of nnr fitting, have to be present. The variable names of the data frame should correspond to the function(s)' argum

terms

an optional named list of vectors or matrices containing 0's and 1's collecting one or several combinations of the components of spline estimates in the fitted snr object. The length and names of the list shall match those of the unknown functions appe

pstd

an optional logic value. If TRUE (the default), the posterior standard deviations are calculated. Orelse, only the predictions are calculated. Computation required for posterior standard deviations could be intensive.

level

a numeric value set as 0.95.

...

other arguments, currently unused.

Value

• an object of class bCI is returned, which is a list of length 2. Its first element is a matrix which contains predictions for combinations specified by terms, and second element is a matrix which contains corresponding posterior standard deviations.

Details

The standard deviation returned is based on approximate Bayesian confidence intervals as formulated in Ke and Wang (2002).

References

Ke, C. and Wang, Y. (2002). Nonlinear Nonparametric Regression Models. Submitted.

See Also

nnr, plot.bCI

Examples

## fit a generalized varying coefficient models
data(Arosa)
Arosa$csmonth <- (Arosa$month-0.5)/12
Arosa$csyear <- (Arosa$year-1)/45
ozone.fit <- nnr(thick~f1(csyear)+exp(f2(csyear))*f3(csmonth),
        func=list(f1(x)~list(~I(x-.5),cubic(x)), f2(x)~list(~I(x-.5)-1,cubic(x)),
        f3(x)~list(~sin(2*pi*x)+cos(2*pi*x)-1,lspline(x,type="sine0"))),
        data=Arosa[Arosa$year%%2==1,], spar="m", start=list(f1=mean(thick),f2=0,f3=sin(csmonth)),
	control=list(backfit=1))

x <- seq(0,1,len=50)
u <- seq(0,1,len=50)

## calculate Bayesian confidence limits for all components of all functions
p.ozone.fit <- intervals(ozone.fit, newdata=list(csyear=x,csmonth=u),
                 terms=list(f1=matrix(c(1,1,1,1,1,0,0,0,1),nrow=3,byrow=TRUE),
	                    f2=matrix(c(1,1,1,0,0,1),nrow=3,byrow=TRUE),
                            f3=matrix(c(1,1,1,1,1,0,0,0,1),nrow=3,byrow=TRUE)))	
plot(p.ozone.fit, x.val=x)