create.constraints {CLME} | R Documentation |
Automatically generates the constraints in the format used by clme
. Allowed orders are simple, simple tree, and umbrella orders.
create.constraints(P1, constraints)
P1 |
the length of theta_1, the vector constrained coefficients. |
constraints |
List with the elements |
The elements of constraints
are:
order
: string. Currently “simple”, “simple.tree” and “umbrella” are supported.
node
: numeric, the node of the coefficients (unnecessary for simple orders).
decreasing
: logical. For simple orders, is the trend decreasing? For umbrella and simple tree, does the nodal parameter have the greatest value (e.g., the peak, instead of the valley)?
See clme
for more information and a depiction of these three elements.
The function returns a list containing the elements of input argument constraints
as well as
A
matrix of dimension r x 2 containing the order constraints, where r is the number of linear constraints.
B
matrix containing the contrasts necessary for computation of the Williams' type test statistic (may be identical to A
).
Anull
matrix similar to A
which defines all possible constraints. Used to obtain parameter estimates under the null hypothesis.
order
the input argument for constraints\$order
.
node
the input argument for constraints\$node
.
decreasing
the input argument for constraints\$decreasing
See w.stat
for more information on B
The function clme
also utilizes the argument constraints
. For clme
, this argument may either be identical to the argument of this function, or may be the output of create.constraints
(that is, a list containing appropriate matrices A
, Anull
, and if necessary, B
).
An example the the A
matrix might be:
[1,] | [,1] | [,2] |
[2,] | 1 | 2 |
[3,] | 2 | 3 |
[4,] | 4 | 3 |
[5,] | 5 | 4 |
[6,] | 6 | 5 |
This matrix defines what CLME describes as a decreasing umbrella order. The first row defines the constraint that theta_1 <= theta_2, the second row defined the constraint theta_2 <= theta_3, the third row defines theta_4 <= theta_3, and so on. The values are indexes, and the left column is the index of the parameter constrained to be smaller.
## Not run: # For simple order, the node does not matter create.constraints( P1 = 5, constraints = list( order='simple' , decreasing=FALSE )) # Compare constraints against decreasing=TRUE create.constraints( P1 = 5, constraints=list( order='simple' , decreasing=TRUE )) # Umbrella order create.constraints( P1 = 5, constraints=list( order='umbrella' , node=3 , decreasing=FALSE )) ## End(Not run)