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new and revised vignettes, print bug fix
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Package: rloadest | ||
Type: Package | ||
Title: River Load Estimation | ||
Version: 0.4.2 | ||
Date: 2015-07-20 | ||
Version: 0.4.3 | ||
Date: 2015-12-03 | ||
Author: Dave Lorenz, Rob Runkel, Laura De Cicco | ||
Maintainer: Dave Lorenz <[email protected]> | ||
Description: Collection of functions to make constituent load estimations | ||
|
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#' Jackknife Statistics | ||
#' | ||
#' Compute selected jackknife statistics for a rating-curve load-estimation model. | ||
#' | ||
#' @param fit an object of class "loadReg"---output from \code{loadReg}. Can also | ||
#'be an object of class "censReg." | ||
#' @param which a character string indicating the "load" or | ||
#'"concentration" model for an object of class "loadReg" or "censReg" for | ||
#'an object of class "censReg." | ||
#' @return An object of class "jackStats" containing these components: | ||
#'coef, the table of coefficient estimates, the jackknife bias and standard errors\cr | ||
#'coefficients, the jackknifed coefficients\cr | ||
#'pctcens, the percentage of left-censored values. \cr | ||
#'The PRESS statistic and individual jackknife differences are also returned | ||
#'when the percentage of censoring is 0. | ||
#' @note The \code{jackStats} function can only be used when the analysis is AMLE. | ||
#' | ||
#'Abdi and Williams (2010) describe the jackknife as refering to two related techniques: the first | ||
#'estimates the parameters, their bias and standard errors and the second evaluates the | ||
#'predictive performance of the model. The second technique is the PRESS statistic (Helsel | ||
#'and Hirsch, 2002), but can only be used on uncensored data; it is computed by \code{jackStats} | ||
#'when no data are censored. The first technique can be used to assess the coefficients of the | ||
#'regression---the bias should be small and the jackknife standard errors should not be much | ||
#'different from the standard errors reported for the regression. Efron and Tibshirani (1993) | ||
#'suggest that the bias is small if the relative bias (biuas divided by the jackknife standard | ||
#'error) is less than 0.25. | ||
#' @seealso \code{\link{loadReg}} | ||
#' @keywords utilities | ||
#' @references | ||
#' Abdi, H. and Williams, L.J., 2010, Jackknife, in encyclopedia of research design, | ||
#'Salkind, N.J., editor: Thousand Oaks, Calif., SAGE Publications, 1719 p. | ||
#' | ||
#'Efron, B. and Tibshirani, R.J., 1993, An introduction to the bootstrap: Boca Raton, | ||
#'Fla., Chapman and Hall/CRC, 436 p. | ||
#' | ||
#' Helsel, D.R. and Hirsch, R.M., 2002, Statistical methods in water resources: | ||
#'U.S. Geological Survey Techniques of Water-Resources Investigations, book 4, | ||
#'chap. A3, 522 p. | ||
#'Salkind, | ||
#' @examples | ||
#'# From application 1 in the vignettes | ||
#'data(app1.calib) | ||
#'app1.lr <- loadReg(Phosphorus ~ model(1), data = app1.calib, | ||
#' flow = "FLOW", dates = "DATES", conc.units="mg/L", | ||
#' station="Illinois River at Marseilles, Ill.") | ||
#'jackStats(app1.lr) | ||
#' @export | ||
jackStats <- function(fit, which="load") { | ||
## Compute some stats | ||
which <- match.arg(which, c("load", "concentration", "censReg")) | ||
if(which == "load") { | ||
# Verify AMLE | ||
if(fit$method != "AMLE") { | ||
stop("The analysis method must be AMLE") | ||
} | ||
# initial stuff | ||
NPAR <- fit$lfit$NPAR | ||
NOBS <- fit$lfit$NOBSC | ||
# Get the repsonse, X, and Yeff | ||
Y <- as.lcens(exp(fit$lfit$YLCAL), exp(fit$lfit$YD), fit$lfit$CENSFLAG) | ||
X <- fit$lfit$XLCAL | ||
Yeff <- fit$lfit$YLCAL | ||
## The code below computes an effective value for left-censored values | ||
## by computing the expected value from the prediction | ||
## provided if the method is ever published. No plans for now | ||
#Yeff[fit$lfit$CENSFLAG] <- fit$lfit$XLCAL[fit$lfit$CENSFLAG, ,drop=FALSE] %*% | ||
# fit$lfit$PARAML[seq(NPAR)] + fit$lfit$RESID[fit$lfit$CENSFLAG] | ||
# | ||
# Other Info | ||
dist <- "lognormal" | ||
parms <- fit$lfit$PARAML[seq(fit$lfit$NPAR)] | ||
parnames <- colnames(fit$lfit$XLCAL) | ||
} else if(which == "concentration") { | ||
# Verify AMLE | ||
if(fit$method != "AMLE") { | ||
stop("The analysis method must be AMLE") | ||
} | ||
# initial stuff | ||
NPAR <- fit$cfit$NPAR | ||
NOBS <- fit$cfit$NOBSC | ||
# Get the repsonse, X, and Yeff | ||
Y <- as.lcens(exp(fit$cfit$YLCAL), exp(fit$cfit$YD), fit$cfit$CENSFLAG) | ||
X <- fit$cfit$XLCAL | ||
Yeff <- fit$cfit$YLCAL | ||
## See comment above | ||
#Yeff[fit$cfit$CENSFLAG] <- fit$cfit$XLCAL[fit$cfit$CENSFLAG, ,drop=FALSE] %*% | ||
# fit$cfit$PARAML[seq(NPAR)] + fit$cfit$RESID[fit$cfit$CENSFLAG] | ||
# | ||
# Other Info | ||
dist <- "lognormal" | ||
parms <- fit$cfit$PARAML[seq(fit$cfit$NPAR)] | ||
parnames <- colnames(fit$cfit$XLCAL) | ||
} else { # must be censReg | ||
# Verify AMLE | ||
if(fit$method != "AMLE") { | ||
stop("The analysis method must be AMLE") | ||
} | ||
# initial stuff | ||
NPAR <- fit$NPAR | ||
NOBS <- fit$NOBSC | ||
dist <- fit$dist | ||
# Get the repsonse, X, and Yeff | ||
if(dist == "lognormal") { | ||
Y <- as.lcens(exp(fit$YLCAL), exp(fit$YD), fit$CENSFLAG) | ||
} else { | ||
Y <- as.lcens(fit$YLCAL, fit$YD, fit$CENSFLAG) | ||
} | ||
X <- fit$XLCAL | ||
Yeff <- fit$YLCAL | ||
## See comment above | ||
#Yeff[fit$CENSFLAG] <- fit$XLCAL[fit$CENSFLAG, ,drop=FALSE] %*% | ||
# fit$PARAML[seq(NPAR)] + fit$RESID[fit$CENSFLAG] | ||
# | ||
# Other Info | ||
parms <- fit$PARAML[seq(fit$NPAR)] | ||
parnames <- colnames(fit$XLCAL) | ||
} | ||
# do it | ||
# set up res and coeff storage | ||
pre <- numeric(NOBS) | ||
coeff <- matrix(0, nrow=NOBS, ncol=NPAR) | ||
for(i in seq(NOBS)) { | ||
tmp <- censReg_AMLE.fit(Y[-i], X[-i,], dist) | ||
coeff[i,] <- tmp$PARAML[-(NPAR + 1L)] | ||
pre[i] <- Yeff[i] - coeff[i,, drop=FALSE] %*% t(X[i,,drop=FALSE]) | ||
} | ||
# Compute the jackknife bias and variance of coeffs | ||
out <- (NOBS - 1)*(rep(parms, each=NOBS) - coeff) | ||
bias <- -1/NOBS*colSums(out) | ||
var <- 1/(NOBS*(NOBS-1)) * (colSums(out^2) - NOBS * bias^2) | ||
coef <- cbind(est=parms, bias=bias, stderr=sqrt(var)) | ||
rownames(coef) <- parnames | ||
retval <- list(coef=coef, coefficients=coeff, | ||
pctcens=pctCens(Y)) | ||
# Include press if no censoring | ||
if(retval$pctcens == 0) { | ||
retval$press <- sum(pre^2) | ||
retval$pre <- pre | ||
} | ||
class(retval) <- "jackStats" | ||
return(retval) | ||
} |
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#' Print Results | ||
#' | ||
#' Print the results of a jackknife analysis of a censored regression. | ||
#' | ||
#' @param x an object of class "jackStats"---output from \code{jackStats}. | ||
#' @param digits the number of significant digits to print. | ||
#' @param \dots further arguments passed to or from other methods. | ||
#' @return The object \code{x} is returned invisibly. | ||
#' @note The printed output includes the original original estimate, | ||
#'the jackknife bias and standard error and the relative bias for | ||
#'each parameter in the regression model. | ||
#' | ||
#' @seealso \code{\link{loadReg}} | ||
#' @keywords utilities | ||
#' @export | ||
#' @method print jackStats | ||
print.jackStats <- function(x, digits=4, ...) { | ||
## | ||
if(x$pctcens == 0) { | ||
cat("jackknife estimates:\n\n", | ||
"PRESS: ", signif(x$press, digits), "\nCoefficients:\n", sep="") | ||
} else { | ||
cat("jackknife estimates:\n\nCoefficients:\n", sep="") | ||
} | ||
coef <- x$coef | ||
# compute the relative bias | ||
coef <- cbind(coef, abs(coef[,2L]/coef[,3L])) | ||
colnames(coef) <- c("Estimate", "Bias", "Std. Error", "Rel. Bias") | ||
print(coef, digits=digits) | ||
invisible(x) | ||
} |
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