earth (version 4.4.4)

varmod: Variance models for estimating prediction intervals

Description

A variance model estimates the variance of predicted values. It can be used to estimate prediction intervals. See the interval argument of predict.earth.

A variance model is built by earth if earth's varmod.method argument is specified. Results are stored in the $varmod field of the earth model. See the vignette “Variance models in earth” for details.

You probably won't need to directly call print.varmod or summary.varmod. They get called internally by summary.earth.

Usage

"summary"( object  = stop("no 'object' argument"), level   = .95, style   = "standard", digits  = 2, newdata = NULL, ...)

Arguments

object

A varmod object. This is the only required argument.

level

Same as predict.earth's level argument.

style

Determines how the coefficients of the varmod are printed by summary.varmod: "standard" (default) "unit" for easy comparison normalize the coefficients by dividing by the first coefficient.

digits

Number of digits to print. Default is 2.

newdata

Default NULL. Else print the interval coverage table for the new data.

...

Dots are passed on.

See Also

plot.varmod, predict.varmod

Examples

data(ozone1)

set.seed(1) # optional, for cross validation reproducibility

# note: should really use ncross=30 below but for a quick demo we don't

earth.mod <- earth(O3~temp, data=ozone1, nfold=10, ncross=3, varmod.method="lm")

print(summary(earth.mod)) # note additional info on the variance model

old.mfrow <- par(mfrow=c(2,2), mar=c(3, 3, 3, 1), mgp=c(1.5, 0.5, 0))

plotmo(earth.mod, do.par=FALSE, response.col=1, level=.90, main="earth model: O3~temp")

plot(earth.mod, which=3, level=.90) # residual plot: note 90% pred and darker conf intervals

par(par=old.mfrow)

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