Revision 936fa1723eb80b0f9d4b12a1e50e5c542b549b35 authored by Mark Clements on 03 March 2021, 16:10:02 UTC, committed by cran-robot on 03 March 2021, 16:10:02 UTC
1 parent 3344f17
numDeltaMethod.Rd
\name{numDeltaMethod}
\Rdversion{1.1}
\alias{numDeltaMethod}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
Calculate numerical delta method for non-linear predictions.
}
\description{
Given a regression object and an independent prediction function (as a
function of the coefficients), calculate the point estimate and
standard errors
}
\usage{
numDeltaMethod(object, fun, gd=NULL, ...)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
\item{object}{
A regression object with methods \code{coef} and \code{vcov}.
}
\item{fun}{
An independent prediction function with signature
\code{function(coef, ...)}.
}
\item{gd}{
Specified gradients
}
\item{\dots}{
Other arguments passed to \code{fun}.
}
}
\details{
A more user-friendly interface is provided by \code{predictnl}.
}
\value{
\item{Estimate}{Point estimates}
\item{SE}{Standard errors}
}
%% \references{
%% %% ~put references to the literature/web site here ~
%% }
%% \author{
%% %% ~~who you are~~
%% }
%% \note{
%% %% ~~further notes~~
%% }
%% ~Make other sections like Warning with \section{Warning }{....} ~
\seealso{
See Also \code{\link{predictnl}}.
}
\examples{
##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (object, fun, ...)
{
coef <- coef(object)
est <- fun(coef, ...)
Sigma <- vcov(object)
gd <- grad(fun, coef, ...)
se.est <- as.vector(sqrt(colSums(gd * (Sigma \%*\% gd))))
data.frame(Estimate = est, SE = se.est)
}
}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
%% \keyword{ ~kwd1 }
%% \keyword{ ~kwd2 }% __ONLY ONE__ keyword per line
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