gldrmPIT {gldrm} | R Documentation |
Confidence intervals for gldrm coefficients
Description
Plots and returns the randomized probability inverse transform of a fitted gldrm.
Usage
gldrmPIT(
gldrmFit,
nbreaks = 7,
cex.main = NULL,
cex.lab = NULL,
cex.axis = NULL
)
Arguments
gldrmFit |
A gldrm model fit. Must be an S3 object of class "gldrm",
returned from the |
nbreaks |
Number of breaks in the histogram. |
cex.main |
Text size for main titles. |
cex.lab |
Text size for axis labels. |
cex.axis |
Text size for axis numbers. |
Details
The probability inverse transform is defined generally as \hat{F}(y|x)
,
which is the fitted conditional cdf of each observation evaluated at the
observed response value. In the case of gldrm, the fitted cdf is descrete, so
we draw a random value from a uniform distribution on the interval
(\hat{F}(y|x)
, \hat{F}(y-|x)
), where y-
is the next largest
observed support less than y
(or -Infinity if y
is the minimum
support value). The output and plots generated by this function will vary
slightly each time it is called (unless the random number generator seed is
set beforehand).
Value
Randomized robability inverse transform as a vector. Also plots the histogram and uniform QQ plot.
Examples
data(iris, package="datasets")
### Fit gldrm and return fTiltMatrix
fit <- gldrm(Sepal.Length ~ Sepal.Width + Petal.Length + Petal.Width + Species,
data=iris, link="log")
# Probability inverse transform plot
gldrmPIT(fit)