plot.logit.spike.fit.summary {BoomSpikeSlab} | R Documentation |
Two plots can be accessed by this function. The first is a time series plot of the "deviance R-square" statistic, by MCMC iteration. The second is a Hosmer-Lemeshow plot in which the data is divided into 10 groups based on predicted probabilities, and the empirical success probabilities for that group are plotted against the expected probabilities from the model.
PlotLogitSpikeFitSummary( model, burn = 0, which.summary = c("both", "r2", "bucket"), scale = c("logit", "probability"), cutpoint.basis = c("sample.size", "equal.range"), number.of.buckets = 10, ...) PlotProbitSpikeFitSummary( model, burn = 0, which.summary = c("both", "r2", "bucket"), scale = c("probit", "probability"), cutpoint.basis = c("sample.size", "equal.range"), number.of.buckets = 10, ...)
model |
A model object inheriting from |
burn |
The number of MCMC iterations in the object to be
discarded as burn-in. Note that this only affects the deviance
R-square plot. The fit summaries in the Hosmer-Lemeshow plot are
constructed by |
which.summary |
Which plot is desired? |
scale |
The scale to use for the predicted probabilities in the Hosmer-Lemeshow plot. |
cutpoint.basis |
How should cutpoints be determined for the
Hosmer-Lemeshow plot? If |
number.of.buckets |
The number of buckets to use in the Hosmer-Lemeshow plot. |
... |
Additional arguments to be passed to |
Steven L. Scott
lm.spike
SpikeSlabPrior
summary.lm.spike
predict.lm.spike
simulate.logit.spike <- function(n = 100, p = 10, ngood = 3, niter=1000){ x <- cbind(1, matrix(rnorm(n * (p-1)), nrow=n)) beta <- c(rnorm(ngood), rep(0, p - ngood)) prob <- plogis(x %*% beta) y <- runif(n) < prob x <- x[,-1] draws <- logit.spike(y ~ x, niter=niter) plot.ts(draws$beta) return(invisible(draws)) } model <- simulate.logit.spike() plot(model, "fit") plot(model, "fit", scale = "probability", number.of.buckets = 15)