Learn R Programming

qape (version 2.1)

Quantile of Absolute Prediction Errors

Description

Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added. Y pop is defined.

Copy Link

Version

Install

install.packages('qape')

Monthly Downloads

260

Version

2.1

License

GPL-2

Maintainer

Alicja Wolny-Dominiak

Last Published

August 21st, 2023

Functions in qape (2.1)

Zfun

Matrix Z creator
EmpCM

Empirical covariance matrix of predicted random effects
bootParMis

Parametric bootstrap estimators of prediction accuracy under the misspecified model
EBLUP

Empirical Best Linear Unbiased Predictor
bootResFuture

Residual bootstrap estimators of prediction accuracy - parallel computing
bootParFutureCor

Parametric bootstrap estimators of prediction accuracy - parallel computing using corrected covariance matrices
bootParFuture

Parametric bootstrap estimators of prediction accuracy - parallel computing.
EstCM

Estimated covariance matrix of predicted random effects
invData

Population data - investments in Poland at NUTS 4 level
bootResMis

Residual bootstrap estimators of prediction accuracy under the misspecified model
doubleBoot

Double bootstrap estimators of prediction accuracy
doubleBootMis

Double bootstrap estimators of prediction accuracy under the misspecified model
mcBootMis

Monte Carlo simulation study of accuracy of estimators of accuracy measures
ebpLMMne

Empirical Best Predictor based on the nested error linear mixed model
corrRancomp

Correction of predicted random components
doubleBootFuture

Double bootstrap estimators of prediction accuracy - parallel computing
corrRanef

Correction of predicted random effects
correction

Correction term for predicted random effects
modifyDataset

Modification of the values of the variables in the dataset
print.plugInLMM

print the value of plugInLMM predictor
print.EBLUP

print the value of EBLUP predictor
print.ebpLMMne

print the value of ebpLMMne predictor
quantileNaN

quantile NaN
normCholTest

Test of normality of the dependent variable
mcLMMmis

Monte Carlo simuation study of accuracy of predictors under the misspecified model
plugInLMM

PLUG-IN predictor based on the linear mixed model
summary.EBLUP

Summary of EBLUP prediction
summary.ebpLMMne

Summary of ebpLMMne prediction
realestData

Population data - real estate in Poland at NUTS 4 level
srswrRe

Bootstrap sample of predicted random effects
summary.plugInLMM

Summary of plugInLMM prediction
bootRes

Residual bootstrap estimators of prediction accuracy
bootPar

Parametric bootstrap estimators of prediction accuracy