npregfast: Nonparametric Estimation of
Regression Models with Factor-by-Curve Interactions.npregfast is designed along lines similar to those of other R
regression packages. The main function of the library is frfast
which, by default, fits a nonparametric regression model based on local
polynomial kernel smoothers. Note that through the argument formula
users can decide to fit a model by taking or not taking the interaction
into account. Numerical and graphical summaries of the fitted object can be
obtained by using the generic functions, print.frfast,
summary.frfast and plot.frfast. Another of these generic
functions is predict.frfast, which takes a fitted model of the
frfast class and, given a new data set of values of the covariate,
produces predictions.
As mentioned above, this package can be used to fit models taking into
account factor-by-curve interactions. In this framework, it will be
necessary to ascertain if the factor produces an effect on the response
and thus, there is a interaction or, in contrast, the estimated regression
curves are equal. To this end, the package provides the globaltest
function which answers this question through a bootstrap-based test.
If the factor results significant, then plotdiff() enables the user
to obtain a graphical representation that shows the differences between
the estimated curves (estimate, first or second derivative) for any set of
two levels of the factor. Additionally, with critical() it is possible
to obtain the value of the covariate that maximises the estimate and
first derivative of the function and the value of the covariate that equals
the second derivative to zero, for each of these levels. Again, to test if
these estimated points are equal for all levels, the package provides the
localtest function. Note that, to compare these points between
any set of two levels, a confidence interval for the difference can be
obtained by applying criticaldiff().
For a listing of all routines in the NPRegfast package type:
library(help="npregfast").
View a
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