## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----echo=FALSE,eval=TRUE,message=FALSE--------------------------------------- library(GCEstim) load("GCEstim_Quick_start.RData") ## ----echo=FALSE,eval=TRUE----------------------------------------------------- summary(dataThesis) ## ----echo=FALSE,eval=TRUE, fig.width=5,fig.height=5,fig.align='center'-------- panel.hist <- function(x, ...) { usr <- par("usr") on.exit(par(usr = usr)) par(usr = c(usr[1:2], 0, 1.5)) h <- hist(x, plot = FALSE) y <- h$counts / max(h$counts) rect( h$breaks[-length(h$breaks)], 0, h$breaks[-1], y, col = "lightgray", border = "white" ) } pairs( dataThesis, upper.panel = NULL, diag.panel = panel.hist, lower.panel = panel.smooth ) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v01 <- lmgce( formula = y ~ X001 + X002 + X003 + X004, data = dataThesis) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v01 ## ----echo=TRUE,eval=TRUE------------------------------------------------------ summary(res.lmgce.v01) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ (coef.res.lmgce.v01 <- coef(res.lmgce.v01)) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v01$error.measure ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v01$error.measure.cv.mean ## ----echo=TRUE,eval=TRUE------------------------------------------------------ confint(res.lmgce.v01, level = 0.95) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- plot(res.lmgce.v01, which = 1)$p1 ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.lmgce.v01.confint <- # confint( # res.lmgce.v01, # level = 0.95, # method = "basic", # boot.B = 100, # boot.method = "residuals" # ) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v01.confint ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v02 <- update(res.lmgce.v01, boot.B = 100, boot.method = "residuals") ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v02.confint <- confint( res.lmgce.v02, level = 0.95, method = "basic" ) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.v02.confint ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.v02, which = 1, ci.method = "basic")$p1 ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01$support.stdUL ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01$support.signal.1se ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01$support.matrix #original scale ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.v01, which = 2)$p2 ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.v01, which = 3)$p3 ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01$p0 res.lmgce.v01$w0[1:5, ] # for the first 5 lines ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.v01, which = 6)$p6 ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01$p res.lmgce.v01$w[1:5, ] ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # lmgce(y ~ X001 + X002 + X003 + X004, # data = dataThesis, # errormeasure.which = "min") # #or # update(res.lmgce.v01, errormeasure.which = "min") ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.v01.min <- changesupport(res.lmgce.v01, "min") ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- summary(res.lmgce.v01.min) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- plot(res.lmgce.v01.min) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- data.frame("Supp_1se" = coef(res.lmgce.v01), "Supp_min" = coef(res.lmgce.v01.min), "OLS" = coef(res.lmgce.v01$results$OLS$res), "TRUE" = coef.dataThesis) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- fitted(res.lmgce.v01)[1:5] ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- predict(res.lmgce.v01, dataGCE[1,]) ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # lmgceAddin() ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.cv.lmgce <- # cv.lmgce( # y ~ X001 + X002 + X003 + X004, # data = dataThesis, # support.signal.points = c(3, 5, 7), # support.noise.points = c(3, 5, 7), # weight = c(0.1, 0.5, 0.9)) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.cv.lmgce ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.cv.lmgce$results[order(res.cv.lmgce$results$error.measure.cv.mean),][1:10,-6] ## ----echo=TRUE,eval=TRUE------------------------------------------------------ summary(res.cv.lmgce$best) ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=4,fig.align='center'---------- plot(res.cv.lmgce, which = 1, ncol = 3)$p1 + ggplot2::ylim(0.96, 1.08) ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=6,fig.align='center'---------- plot(moz_ts) ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.tsbootgce <- # tsbootgce( # formula = CO2 ~ 1 + L(EPC, 1) + L(EUS, 2) + L(GDP, 0), # data = moz_ts # ) ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=4,fig.align='center'---------- plot(res.tsbootgce, which = 1)$p1 ## ----echo=TRUE,eval=TRUE,fig.width=8,fig.height=5,fig.align='center'---------- res.tsbootgce ## ----echo=TRUE,eval=TRUE,fig.width=8,fig.height=5,fig.align='center'---------- coef(res.tsbootgce) ## ----echo=TRUE,eval=TRUE,fig.width=8,fig.height=5,fig.align='center'---------- confint(res.tsbootgce) ## ----echo=TRUE,eval=TRUE,fig.width=8,fig.height=5,fig.align='center'---------- plot(res.tsbootgce, which = 2, ci.levels = c(0.90, 0.95, 0.99), ci.method = c("hdr" #,"basic" #,"percentile" ))$p2 ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.neagging.lmgce <- neagging(res.lmgce.v02) ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=4,fig.align='center'---------- plot(res.neagging.lmgce) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ which.min(res.neagging.lmgce$error)[[1]] ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=4,fig.align='center'---------- plot(res.neagging.lmgce, which = 2) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ coef(res.neagging.lmgce) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ coef(res.neagging.lmgce, which = ncol(res.neagging.lmgce$matrix)) ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.neagging.tsbootgce <- neagging(res.tsbootgce) ## ----echo=TRUE,eval=TRUE,fig.width=6,fig.height=4,fig.align='center'---------- plot(res.neagging.tsbootgce)