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-rw-r--r-- | inst/doc/chemCal.tex | 338 | ||||
-rw-r--r-- | man/calplot.lm.Rd | 6 | ||||
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-rw-r--r-- | tests/massart97.R | 6 | ||||
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extended mode **chemCal.tex (./chemCal.tex @@ -359,4 +359,4 @@ en/tc/tctt1000.600pk></usr/share/texmf-tetex/fonts/type1/bluesky/cm/cmsltt10.pf b></usr/share/texmf-tetex/fonts/type1/bluesky/cm/cmtt10.pfb></usr/share/texmf-t etex/fonts/type1/bluesky/cm/cmr10.pfb></usr/share/texmf-tetex/fonts/type1/blues ky/cm/cmr12.pfb></usr/share/texmf-tetex/fonts/type1/bluesky/cm/cmr17.pfb> -Output written on chemCal.pdf (5 pages, 123693 bytes). +Output written on chemCal.pdf (5 pages, 123694 bytes). diff --git a/inst/doc/chemCal.pdf b/inst/doc/chemCal.pdf Binary files differindex 799fe9b..c7a01d7 100644 --- a/inst/doc/chemCal.pdf +++ b/inst/doc/chemCal.pdf diff --git a/inst/doc/chemCal.tex b/inst/doc/chemCal.tex index 32c5143..9617cda 100644 --- a/inst/doc/chemCal.tex +++ b/inst/doc/chemCal.tex @@ -1,169 +1,169 @@ -\documentclass[a4paper]{article}
-%\VignetteIndexEntry{Short manual for the chemCal package}
-\usepackage{hyperref}
-
-\title{Basic calibration functions for analytical chemistry}
-\author{Johannes Ranke}
-
-\usepackage{d:/Programme/R/R-2.3.1/share/texmf/Sweave}
-\begin{document}
-\maketitle
-
-The \texttt{chemCal} package was first designed in the course of a lecture and lab
-course on "analytics of organic trace contaminants" at the University of Bremen
-from October to December 2004. In the fall 2005, an email exchange with
-Ron Wehrens led to the belief that it would be desirable to implement the
-inverse prediction method given in \cite{massart97} since it also covers the
-case of weighted regression. Studies of the IUPAC orange book and of DIN 32645
-as well as publications by Currie and the Analytical Method Committee of the
-Royal Society of Chemistry and a nice paper by Castillo and Castells provided
-further understanding of the matter.
-
-At the moment, the package consists of four functions, working on univariate
-linear models of class \texttt{lm} or \texttt{rlm}, plus to datasets for
-validation.
-
-A \href{http://bugs.r-project.org/cgi-bin/R/wishlst-fulfilled?id=8877;user=guest}{bug
-report (PR\#8877)} and the following e-mail exchange on the r-devel mailing list about
-prediction intervals from weighted regression entailed some further studies
-on this subject. However, I did not encounter any proof or explanation of the
-formula cited below yet, so I can't really confirm that Massart's method is correct.
-
-When calibrating an analytical method, the first task is to generate a suitable
-model. If we want to use the \texttt{chemCal} functions, we will have to restrict
-ourselves to univariate, possibly weighted, linear regression so far.
-
-Once such a model has been created, the calibration can be graphically
-shown by using the \texttt{calplot} function:
-
-\begin{Schunk}
-\begin{Sinput}
-> library(chemCal)
-> data(massart97ex3)
-> m0 <- lm(y ~ x, data = massart97ex3)
-> calplot(m0)
-\end{Sinput}
-\end{Schunk}
-\includegraphics{chemCal-001}
-
-As we can see, the scatter increases with increasing x. This is also
-illustrated by one of the diagnostic plots for linear models
-provided by R:
-
-\begin{Schunk}
-\begin{Sinput}
-> plot(m0, which = 3)
-\end{Sinput}
-\end{Schunk}
-\includegraphics{chemCal-002}
-
-Therefore, in Example 8 in \cite{massart97} weighted regression
-is proposed which can be reproduced by
-
-\begin{Schunk}
-\begin{Sinput}
-> attach(massart97ex3)
-> yx <- split(y, x)
-> ybar <- sapply(yx, mean)
-> s <- round(sapply(yx, sd), digits = 2)
-> w <- round(1/(s^2), digits = 3)
-> weights <- w[factor(x)]
-> m <- lm(y ~ x, w = weights)
-\end{Sinput}
-\end{Schunk}
-
-If we now want to predict a new x value from measured y values,
-we use the \texttt{inverse.predict} function:
-
-\begin{Schunk}
-\begin{Sinput}
-> inverse.predict(m, 15, ws = 1.67)
-\end{Sinput}
-\begin{Soutput}
-$Prediction
-[1] 5.865367
-
-$`Standard Error`
-[1] 0.892611
-
-$Confidence
-[1] 2.478285
-
-$`Confidence Limits`
-[1] 3.387082 8.343652
-\end{Soutput}
-\begin{Sinput}
-> inverse.predict(m, 90, ws = 0.145)
-\end{Sinput}
-\begin{Soutput}
-$Prediction
-[1] 44.06025
-
-$`Standard Error`
-[1] 2.829162
-
-$Confidence
-[1] 7.855012
-
-$`Confidence Limits`
-[1] 36.20523 51.91526
-\end{Soutput}
-\end{Schunk}
-
-The weight \texttt{ws} assigned to the measured y value has to be
-given by the user in the case of weighted regression, or alternatively,
-the approximate variance \texttt{var.s} at this location.
-
-\section*{Theory for \texttt{inverse.predict}}
-Equation 8.28 in \cite{massart97} gives a general equation for predicting the
-standard error $s_{\hat{x_s}}$ for an x value predicted from measurements of y
-according to the linear calibration function $ y = b_0 + b_1 \cdot x$:
-
-\begin{equation}
-s_{\hat{x_s}} = \frac{s_e}{b_1} \sqrt{\frac{1}{w_s m} + \frac{1}{\sum{w_i}} +
- \frac{(\bar{y_s} - \bar{y_w})^2 \sum{w_i}}
- {{b_1}^2 \left( \sum{w_i} \sum{w_i {x_i}^2} -
- {\left( \sum{ w_i x_i } \right)}^2 \right) }}
-\end{equation}
-
-with
-
-\begin{equation}
-s_e = \sqrt{ \frac{\sum w_i (y_i - \hat{y_i})^2}{n - 2}}
-\end{equation}
-
-where $w_i$ is the weight for calibration standard $i$, $y_i$ is the mean $y$
-value (!) observed for standard $i$, $\hat{y_i}$ is the estimated value for
-standard $i$, $n$ is the number calibration standards, $w_s$ is the weight
-attributed to the sample $s$, $m$ is the number of replicate measurements of
-sample $s$, $\bar{y_s}$ is the mean response for the sample,
-$\bar{y_w} = \frac{\sum{w_i y_i}}{\sum{w_i}}$ is the weighted mean of responses
-$y_i$, and $x_i$ is the given $x$ value for standard $i$.
-
-The weight $w_s$ for the sample should be estimated or calculated in accordance
-to the weights used in the linear regression.
-
-I adjusted the above equation in order to be able to take a different
-precisions in standards and samples into account. In analogy to Equation 8.26
-from \cite{massart97} we get
-
-\begin{equation}
-s_{\hat{x_s}} = \frac{1}{b_1} \sqrt{\frac{{s_s}^2}{w_s m} +
- {s_e}^2 \left( \frac{1}{\sum{w_i}} +
- \frac{(\bar{y_s} - \bar{y_w})^2 \sum{w_i}}
- {{b_1}^2 \left( \sum{w_i} \sum{w_i {x_i}^2} - {\left( \sum{ w_i x_i } \right)}^2 \right) } \right) }
-\end{equation}
-
-where I interpret $\frac{{s_s}^2}{w_s}$ as an estimator of the variance at location
-$\hat{x_s}$, which can be replaced by a user-specified value using the argument
-\texttt{var.s} of the function \texttt{inverse.predict}.
-
-\begin{thebibliography}{1}
-\bibitem{massart97}
-Massart, L.M, Vandenginste, B.G.M., Buydens, L.M.C., De Jong, S., Lewi, P.J.,
-Smeyers-Verbeke, J.
-\newblock Handbook of Chemometrics and Qualimetrics: Part A,
-\newblock Elsevier, Amsterdam, 1997
-\end{thebibliography}
-
-\end{document}
+\documentclass[a4paper]{article} +%\VignetteIndexEntry{Short manual for the chemCal package} +\usepackage{hyperref} + +\title{Basic calibration functions for analytical chemistry} +\author{Johannes Ranke} + +\usepackage{/usr/share/R/share/texmf/Sweave} +\begin{document} +\maketitle + +The \texttt{chemCal} package was first designed in the course of a lecture and lab +course on "analytics of organic trace contaminants" at the University of Bremen +from October to December 2004. In the fall 2005, an email exchange with +Ron Wehrens led to the belief that it would be desirable to implement the +inverse prediction method given in \cite{massart97} since it also covers the +case of weighted regression. Studies of the IUPAC orange book and of DIN 32645 +as well as publications by Currie and the Analytical Method Committee of the +Royal Society of Chemistry and a nice paper by Castillo and Castells provided +further understanding of the matter. + +At the moment, the package consists of four functions, working on univariate +linear models of class \texttt{lm} or \texttt{rlm}, plus to datasets for +validation. + +A \href{http://bugs.r-project.org/cgi-bin/R/wishlst-fulfilled?id=8877;user=guest}{bug +report (PR\#8877)} and the following e-mail exchange on the r-devel mailing list about +prediction intervals from weighted regression entailed some further studies +on this subject. However, I did not encounter any proof or explanation of the +formula cited below yet, so I can't really confirm that Massart's method is correct. + +When calibrating an analytical method, the first task is to generate a suitable +model. If we want to use the \texttt{chemCal} functions, we will have to restrict +ourselves to univariate, possibly weighted, linear regression so far. + +Once such a model has been created, the calibration can be graphically +shown by using the \texttt{calplot} function: + +\begin{Schunk} +\begin{Sinput} +> library(chemCal) +> data(massart97ex3) +> m0 <- lm(y ~ x, data = massart97ex3) +> calplot(m0) +\end{Sinput} +\end{Schunk} +\includegraphics{chemCal-001} + +As we can see, the scatter increases with increasing x. This is also +illustrated by one of the diagnostic plots for linear models +provided by R: + +\begin{Schunk} +\begin{Sinput} +> plot(m0, which = 3) +\end{Sinput} +\end{Schunk} +\includegraphics{chemCal-002} + +Therefore, in Example 8 in \cite{massart97} weighted regression +is proposed which can be reproduced by + +\begin{Schunk} +\begin{Sinput} +> attach(massart97ex3) +> yx <- split(y, x) +> ybar <- sapply(yx, mean) +> s <- round(sapply(yx, sd), digits = 2) +> w <- round(1/(s^2), digits = 3) +> weights <- w[factor(x)] +> m <- lm(y ~ x, w = weights) +\end{Sinput} +\end{Schunk} + +If we now want to predict a new x value from measured y values, +we use the \texttt{inverse.predict} function: + +\begin{Schunk} +\begin{Sinput} +> inverse.predict(m, 15, ws = 1.67) +\end{Sinput} +\begin{Soutput} +$Prediction +[1] 5.865367 + +$`Standard Error` +[1] 0.892611 + +$Confidence +[1] 2.478285 + +$`Confidence Limits` +[1] 3.387082 8.343652 +\end{Soutput} +\begin{Sinput} +> inverse.predict(m, 90, ws = 0.145) +\end{Sinput} +\begin{Soutput} +$Prediction +[1] 44.06025 + +$`Standard Error` +[1] 2.829162 + +$Confidence +[1] 7.855012 + +$`Confidence Limits` +[1] 36.20523 51.91526 +\end{Soutput} +\end{Schunk} + +The weight \texttt{ws} assigned to the measured y value has to be +given by the user in the case of weighted regression, or alternatively, +the approximate variance \texttt{var.s} at this location. + +\section*{Theory for \texttt{inverse.predict}} +Equation 8.28 in \cite{massart97} gives a general equation for predicting the +standard error $s_{\hat{x_s}}$ for an x value predicted from measurements of y +according to the linear calibration function $ y = b_0 + b_1 \cdot x$: + +\begin{equation} +s_{\hat{x_s}} = \frac{s_e}{b_1} \sqrt{\frac{1}{w_s m} + \frac{1}{\sum{w_i}} + + \frac{(\bar{y_s} - \bar{y_w})^2 \sum{w_i}} + {{b_1}^2 \left( \sum{w_i} \sum{w_i {x_i}^2} - + {\left( \sum{ w_i x_i } \right)}^2 \right) }} +\end{equation} + +with + +\begin{equation} +s_e = \sqrt{ \frac{\sum w_i (y_i - \hat{y_i})^2}{n - 2}} +\end{equation} + +where $w_i$ is the weight for calibration standard $i$, $y_i$ is the mean $y$ +value (!) observed for standard $i$, $\hat{y_i}$ is the estimated value for +standard $i$, $n$ is the number calibration standards, $w_s$ is the weight +attributed to the sample $s$, $m$ is the number of replicate measurements of +sample $s$, $\bar{y_s}$ is the mean response for the sample, +$\bar{y_w} = \frac{\sum{w_i y_i}}{\sum{w_i}}$ is the weighted mean of responses +$y_i$, and $x_i$ is the given $x$ value for standard $i$. + +The weight $w_s$ for the sample should be estimated or calculated in accordance +to the weights used in the linear regression. + +I adjusted the above equation in order to be able to take a different +precisions in standards and samples into account. In analogy to Equation 8.26 +from \cite{massart97} we get + +\begin{equation} +s_{\hat{x_s}} = \frac{1}{b_1} \sqrt{\frac{{s_s}^2}{w_s m} + + {s_e}^2 \left( \frac{1}{\sum{w_i}} + + \frac{(\bar{y_s} - \bar{y_w})^2 \sum{w_i}} + {{b_1}^2 \left( \sum{w_i} \sum{w_i {x_i}^2} - {\left( \sum{ w_i x_i } \right)}^2 \right) } \right) } +\end{equation} + +where I interpret $\frac{{s_s}^2}{w_s}$ as an estimator of the variance at location +$\hat{x_s}$, which can be replaced by a user-specified value using the argument +\texttt{var.s} of the function \texttt{inverse.predict}. + +\begin{thebibliography}{1} +\bibitem{massart97} +Massart, L.M, Vandenginste, B.G.M., Buydens, L.M.C., De Jong, S., Lewi, P.J., +Smeyers-Verbeke, J. +\newblock Handbook of Chemometrics and Qualimetrics: Part A, +\newblock Elsevier, Amsterdam, 1997 +\end{thebibliography} + +\end{document} diff --git a/man/calplot.lm.Rd b/man/calplot.lm.Rd index bf3f616..6f6d584 100644 --- a/man/calplot.lm.Rd +++ b/man/calplot.lm.Rd @@ -45,9 +45,9 @@ \note{ Prediction bands for models from weighted linear regression require weights for the data, for which responses should be predicted. Prediction intervals - for weighted models are not currently supported by the internally used - function \code{\link{predict.lm}}, therefore, \code{calplot} refuses to work - for such models. + using weights e.g. from a variance function are currently not supported by + the internally used function \code{\link{predict.lm}}, therefore, + \code{calplot} does not draw prediction bands for such models. } \examples{ data(massart97ex3) diff --git a/man/inverse.predict.Rd b/man/inverse.predict.Rd index 6bea72c..347d670 100644 --- a/man/inverse.predict.Rd +++ b/man/inverse.predict.Rd @@ -59,15 +59,11 @@ p. 200 } \examples{ -data(massart97ex3) -attach(massart97ex3) -yx <- split(y, x) -ybar <- sapply(yx, mean) -s <- round(sapply(yx, sd), digits = 2) -w <- round(1 / (s^2), digits = 3) -weights <- w[factor(x)] -m <- lm(y ~ x, w = weights) - -inverse.predict(m, 15, ws = 1.67) # 5.9 +- 2.5 +# This is example 7 from Chapter 8 in Massart et al. (1997) +data(massart97ex1) +m <- lm(y ~ x, data = massart97ex1) +inverse.predict(m, 15) # 6.1 +- 4.9 +inverse.predict(m, 90) # 43.9 +- 4.9 +inverse.predict(m, rep(90,5)) # 43.9 +- 3.2 } \keyword{manip} diff --git a/man/massart97ex1.Rd b/man/massart97ex1.Rd new file mode 100644 index 0000000..44e1b85 --- /dev/null +++ b/man/massart97ex1.Rd @@ -0,0 +1,17 @@ +\name{massart97ex1} +\docType{data} +\alias{massart97ex1} +\title{Calibration data from Massart et al. (1997), example 1} +\description{ + Sample dataset from p. 175 to test the package. +} +\usage{data(massart97ex1)} +\format{ + A dataframe containing 6 observations of x and y data. +} +\source{ + Massart, L.M, Vandenginste, B.G.M., Buydens, L.M.C., De Jong, S., Lewi, P.J., + Smeyers-Verbeke, J. (1997) Handbook of Chemometrics and Qualimetrics: Part A, + Chapter 8. +} +\keyword{datasets} diff --git a/tests/massart97.R b/tests/massart97.R index 58119d9..00f837f 100644 --- a/tests/massart97.R +++ b/tests/massart97.R @@ -1,4 +1,10 @@ require(chemCal) +data(massart97ex1) +m <- lm(y ~ x, data = massart97ex1) +inverse.predict(m, 15) # 6.1 +- 4.9 +inverse.predict(m, 90) # 43.9 +- 4.9 +inverse.predict(m, rep(90,5)) # 43.9 +- 3.2 + data(massart97ex3) attach(massart97ex3) yx <- split(y, x) diff --git a/tests/massart97.Rout.save b/tests/massart97.Rout.save index 9386a11..cb113d0 100644 --- a/tests/massart97.Rout.save +++ b/tests/massart97.Rout.save @@ -18,6 +18,48 @@ Type 'q()' to quit R. > require(chemCal) Loading required package: chemCal [1] TRUE +> data(massart97ex1) +> m <- lm(y ~ x, data = massart97ex1) +> inverse.predict(m, 15) # 6.1 +- 4.9 +$Prediction +[1] 6.09381 + +$`Standard Error` +[1] 1.767278 + +$Confidence +[1] 4.906751 + +$`Confidence Limits` +[1] 1.187059 11.000561 + +> inverse.predict(m, 90) # 43.9 +- 4.9 +$Prediction +[1] 43.93983 + +$`Standard Error` +[1] 1.767747 + +$Confidence +[1] 4.908053 + +$`Confidence Limits` +[1] 39.03178 48.84788 + +> inverse.predict(m, rep(90,5)) # 43.9 +- 3.2 +$Prediction +[1] 43.93983 + +$`Standard Error` +[1] 1.141204 + +$Confidence +[1] 3.168489 + +$`Confidence Limits` +[1] 40.77134 47.10832 + +> > data(massart97ex3) > attach(massart97ex3) > yx <- split(y, x) |