AdaptFitOS-package {AdaptFitOS} | R Documentation |

Based on package `AdaptFit`

, fits semiparametric regression models with spatially adaptive penalized splines and computes simultaneous confidence bands and associated specification (lack-of-fit) tests.
For computation of the critical value for simultaneous confidence bands based on Hotelling's volume-of-tube formula, some functions of the `libtube`

library by Catherine Loader (see package `locfit`

) are used.
See the references for details on the construction of the confidence bands.

The DESCRIPTION file:

Package: | AdaptFitOS |

Title: | Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests |

Version: | 0.67 |

Date: | 2018-05-16 |

Author: | Manuel Wiesenfarth and Tatyana Krivobokova |

Maintainer: | Manuel Wiesenfarth <m.wiesenfarth@dkfz.de> |

Imports: | mgcv, SemiPar |

Depends: | nlme, MASS, splines |

Description: | Fits semiparametric additive regression models with spatially adaptive penalized splines and computes simultaneous confidence bands and associated specification (lack-of-fit) tests. Simultaneous confidence bands cover the entire curve with a prescribed level of confidence and allow us to assess the estimation uncertainty for the whole curve. In contrast to pointwise confidence bands, they permit statements about the statistical significance of certain features (e.g. bumps) in the underlying curve.The method allows for handling of spatially heterogeneous functions and their derivatives as well as heteroscedasticity in the data. See Wiesenfarth et al (2012) <doi:10.1080/01621459.2012.682809>. |

License: | GPL (>=2) |

Index of help topics:

AdaptFitOS-package Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests asp2 Fit a semiparametric regression model with spatially adaptive penalized splines aspFormula An asp formula aspHetero Estimate varying residual variance default.knots Compute default knots for a given x vector fitted.asp Fitted values for semiparametric regression. plot.asp Plots fitted curves or their derivatives predict.asp Semiparametric regression prediction. residuals.asp Residuals for semiparametric regression. scbM Calculate simultaneous confidence bands for penalized splines sigma Extract estimated varying residual variance summary.asp Summaries and hypothesis tests

Model estimation using the mixed model representation of penalized splines in combination with simultaneous probability calculations based on the volume-of-tube formula enable the simultaneous inference directly, that is, without resampling methods.

The function `asp2()`

is used to fit the model. Using the resulting `asp`

object, fitted curves or their derivatives can be plotted with `plot.asp`

and information on the parametric effects as well as specification tests for the nonparametric effects can be printed using `summary.asp`

.

See Wiesenfarth et al (2012) for technical details and Wiesenfarth (2012, Chapter 5.1) for some more details on the use of the package (including a demonstration on how plots in Wiesenfarth et al are obtained).

Manuel Wiesenfarth and Tatyana Krivobokova

Maintainer: Manuel Wiesenfarth <m.wiesenfarth at dkfz de>

Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008)

Fast Adaptive Penalized Splines.
* Journal of Computational and Graphical Statistics*, 17(1):1-20.

Krivobokova, T., Kneib, T., and Claeskens, G. (2010)

Simultaneous confidence bands for penalized spline estimators.
*Journal of the American Statistical Association*, 105(490):852-863.

Wiesenfarth, M., Krivobokova, T., Klasen, S., Sperlich, S. (2012).

Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition.
*Journal of the American Statistical Association*, 107(500): 1286-1296.

Wiesenfarth, M. (2012). Estimation and Inference in Special Nonparametric Models. *Doctoral dissertation, Goettingen, Georg-August Universitaet, Diss., 2012*. *http://d-nb.info/104297182X/34*

`spm`

(package SemiPar),
`asp`

(package AdaptFit)

[Package *AdaptFitOS* version 0.67 Index]