diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/inverse.predict.lm.R | 3 | ||||
| -rw-r--r-- | R/lod.R | 26 |
2 files changed, 17 insertions, 12 deletions
diff --git a/R/inverse.predict.lm.R b/R/inverse.predict.lm.R index b48c967..2ead9fb 100644 --- a/R/inverse.predict.lm.R +++ b/R/inverse.predict.lm.R @@ -55,11 +55,12 @@ inverse.predict.rlm <- function(object, newdata, ..., yx <- split(object$model$y,object$model$x) n <- length(yx) + df <- n - length(objects$coef) x <- as.numeric(names(yx)) ybar <- sapply(yx,mean) yhatx <- split(object$fitted.values,object$model$x) yhat <- sapply(yhatx,mean) - se <- sqrt(sum(w*(ybar - yhat)^2)/(n-2)) + se <- sqrt(sum(w*(ybar - yhat)^2)/df) if (ss == "auto") { ss <- se } else { @@ -1,23 +1,27 @@ -lod <- function(object, ..., alpha = 0.05, beta = 0.05, n = 1, w = "auto") +lod <- function(object, ..., alpha = 0.05, beta = 0.05) { UseMethod("lod") } -lod.default <- function(object, ..., alpha = 0.05, beta = 0.05, - n = 1, w = "auto") +lod.default <- function(object, ..., alpha = 0.05, beta = 0.05) { stop("lod is only implemented for univariate lm objects.") } -lod.lm <- function(object, ..., alpha = 0.05, beta = 0.05, n = 1, w = "auto") +lod.lm <- function(object, ..., alpha = 0.05, beta = 0.05) { - f <- function(x) { - y1 <- predict(object, data.frame(x = 0), interval="prediction", + y0 <- predict(object, data.frame(x = 0), interval="prediction", level = 1 - alpha) - y2 <- predict(object, data.frame(x = x), interval="prediction", - level = 1 - beta) - (y2[[1,"lwr"]] - y1[[1,"upr"]])^2 + yc <- y0[[1,"upr"]] + xc <- inverse.predict(object,yc)[["Prediction"]] + f <- function(x) + { + # Here I need the variance of y values as a function of x or + # y values + # Strangely, setting the confidence level to 0.5 does not result + # in a zero confidence or prediction interval } - tmp <- optimize(f,interval=c(0,max(object$model$x))) - return(tmp$minimum) + lod.x <- optimize(f,interval=c(0,max(object$model$x)))$minimum + lod.y <- predict(object, data.frame(x = lod.x)) + return(list(x = lod.x, y = lod.y)) } |