earth (version 5.3.0)

# 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

```# S3 method for varmod
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

```# NOT RUN {
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)
# }
```