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cf_diff
2013 Apr 20
0
Calculate confidence intervals in mgcv for unconditional on the, smoothing parameters
...a_squared <- gam.vcomp(gam_fit)
sigma_2_epsilon <- reml_sigma_squared[2,1]^2
smooth_matrix <-
basis_matrix%*%vcov(gam_fit,dispersion=1)%*%t(basis_matrix)
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 fin...