slseKnots {causalSLSE}

Knots Creator for Basis Functions

Description

The function creates an object of class slseKnots for semiparametric least squares models. It returns an object of class slseKnots.

Usage

slseKnots(form, data, X, nbasis = function(n) n^0.3, 
          knots)

Arguments

form

A formula that determines the covariates to include in the regression. It is a regular formula and only the right hand side is considered.

data

A data.frame with all variables included in form. It is required when X is missing.

nbasis

A function to determine the number of basis functions. It has to be a function of one argument, the sample size.

knots

An optional list of knots. Each element of the list (one for each covariate) is either a vector of numeric knots or it is NULL. The latter implies that the number of knots is set to 0. If missing (the default), the knots are automatically generated (see the details below).

X

An optional matrix of covariates. When provided, form is not needed.

Details

The automatic selection is as follows. It is applied to each variable created by the model.matrix of form except for the intercept:

The number of knots is the ceiling of what the nbasis function returns minus 1. Let p-1 be the number of knots. Then, we compute the p+1 empirical quantiles of the variable for equally spaced probabilities going from 0 to 1 and drop the first and last ones. This is done using the function quantile with type=1. We then remove the duplicated values and the ones equal to either the min or the max of the variable. if the number of remaining knots is equal to 0, the set of knots for this variable is set to NULL.

For manual selection, see the vignette.

Value

It returns an object of class slseKnots. It is a list for which the length and names are respectively the number of columns and the column names of the model.matrix of form after the intercept has been removed. Each element is a numeric vector of knots, unless the number of knots is set to 0, in which case it is NULL.

Examples

data(simDat3)
k <- slseKnots(Y ~ X1 * X2, data = simDat3)
k

## We can extract the set for one variable

k$X1