Displaying 1 result from an estimated 1 matches for "abs_ratio".
2013 Apr 20
0
Calculate confidence intervals in mgcv for unconditional on the, smoothing parameters
...stdv_f_x <- sqrt(diag(sigma_2_epsilon * smooth_matrix))
set.seed(123)
R_sim <- 100000
mean_val <- rep(0, nrow(cov_beta_diff))
coef_diff <- mvrnorm(n = R_sim, mu = mean_val , Sigma = cov_beta_diff)
Xp <- predict(gam_fit, type = "lpmatrix")
sim_bet <- Xp %*% t(coef_diff)
abs_ratio <- abs(sim_bet / stdv_f_x)
ratio_max <- apply(abs_ratio, 2, max)
cv <- quantile(ratio_max, probs = 0.95)
So everything is fine until this point. My problem is:everything has
been presented conditional on the smoothing parameter estimated in
gam_fit. How can I "calculate" a cr...