npregtol.int {tolerance} | R Documentation |
Nonparametric Regression Tolerance Bounds
Description
Provides 1-sided or 2-sided nonparametric regression tolerance bounds.
Usage
npregtol.int(x, y, y.hat, side = 1, alpha = 0.05, P = 0.99,
method = c("WILKS", "WALD", "HM"), upper = NULL,
lower = NULL)
Arguments
x |
A vector of values for the predictor variable. Currently, this function is only capable of handling
a single predictor. |
y |
A vector of values for the response variable. |
y.hat |
A vector of fitted values extracted from a nonparametric smoothing routine. |
side |
Whether a 1-sided or 2-sided tolerance bound is required (determined by side = 1 or side = 2 ,
respectively). |
alpha |
The level chosen such that 1-alpha is the confidence level. |
P |
The proportion of the population to be covered by the tolerance bound(s). |
method |
The method for determining which indices of the ordered residuals will be used for the tolerance bounds.
"WILKS" , "WALD" , and "HM" are each described in link{nptol.int} . However, since only one tolerance
bound can actually be reported for this procedure, only the first tolerance bound will be returned. Note that this is not
an issue when method = "WILKS" is used as it only produces one set of tolerance bounds. |
upper |
The upper bound of the data. When NULL , then the maximum of x is used. |
lower |
The lower bound of the data. When NULL , then the minimum of x is used. |
Value
npregtol.int
returns a data frame with items:
alpha |
The specified significance level. |
P |
The proportion of the population covered by the tolerance bound(s). |
x |
The values of the predictor variable. |
y |
The values of the response variable. |
y.hat |
The predicted value of the response for the fitted nonparametric smoothing routine. |
1-sided.lower |
The 1-sided lower tolerance bound. This is given only if side = 1 . |
1-sided.upper |
The 1-sided upper tolerance bound. This is given only if side = 1 . |
2-sided.lower |
The 2-sided lower tolerance bound. This is given only if side = 2 . |
2-sided.upper |
The 2-sided upper tolerance bound. This is given only if side = 2 . |
See Also
loess
, nptol.int
, spline
Examples
## 95%/95% 2-sided nonparametric regression tolerance bounds
## for a sample of size 50.
set.seed(100)
x <- runif(50, 5, 45)
f1 <- function(x, b1, b2) b1 + (0.49 - b1)*exp(-b2*(x - 8)) +
rnorm(50, sd = 0.01)
y <- f1(x, 0.39, 0.11)
y.hat <- loess(y~x)$fit
out <- npregtol.int(x = x, y = y, y.hat = y.hat, side = 2,
alpha = 0.05, P = 0.95, method = "WILKS")
out
plottol(out, x = x, y = y, y.hat = y.hat, side = "two",
x.lab = "X", y.lab = "Y")
[Package
tolerance version 0.1.0
Index]