ExProb function

Function Generator For Exceedance Probabilities

Function Generator For Exceedance Probabilities

For an orm object generates a function for computing the estimates of the function Prob(Y>=y) given one or more values of the linear predictor using the reference (median) intercept. This function can optionally be evaluated at only a set of user-specified y values, otherwise a right-step function is returned. There is a plot method for plotting the step functions, and if more than one linear predictor was evaluated multiple step functions are drawn. ExProb is especially useful for nomogram.

Optionally a normal approximation for a confidence interval for exceedance probabilities will be computed using the delta method, if conf.int > 0 is specified to the function generated from calling ExProb. In that case, a "lims" attribute is included in the result computed by the derived cumulative probability function.

ExProb(object, ...) ## S3 method for class 'orm' ExProb(object, codes = FALSE, ...) ## S3 method for class 'ExProb' plot(x, ..., data=NULL, xlim=NULL, xlab=x$yname, ylab=expression(Prob(Y>=y)), col=par('col'), col.vert='gray85', pch=20, pch.data=21, lwd=par('lwd'), lwd.data=lwd, lty.data=2, key=TRUE)

Arguments

  • object: a fit object from orm

  • codes: if TRUE, ExProb use the integer codes 1,2,,k1,2,\ldots,k for the kk-level response instead of its original unique values

  • ...: ignored for ExProb. Passed to plot for plot.ExProb

  • data: Specify data if you want to add stratified empirical probabilities to the graph. If data is a numeric vector, it is assumed that no groups are present. Otherwise data must be a list or data frame where the first variable is the grouping variable (corresponding to what made the linear predictor vary) and the second variable is the data vector for the y variable. The rows of data should be sorted to be in order of the linear predictor argument.

  • x: an object created by running the function created by ExProb

  • xlim: limits for x-axis; default is range of observed y

  • xlab: x-axis label

  • ylab: y-axis label

  • col: color for horizontal lines and points

  • col.vert: color for vertical discontinuities

  • pch: plotting symbol for predicted curves

  • lwd: line width for predicted curves

  • pch.data,lwd.data,lty.data: plotting parameters for data

  • key: set to FALSE to suppress key in plot if data

    is given

Returns

ExProb returns an R function. Running the function returns an object of class "ExProb".

Author(s)

Frank Harrell and Shengxin Tu

See Also

orm, Quantile.orm

Examples

set.seed(1) x1 <- runif(200) yvar <- x1 + runif(200) f <- orm(yvar ~ x1) d <- ExProb(f) lp <- predict(f, newdata=data.frame(x1=c(.2,.8))) w <- d(lp) s1 <- abs(x1 - .2) < .1 s2 <- abs(x1 - .8) < .1 plot(w, data=data.frame(x1=c(rep(.2, sum(s1)), rep(.8, sum(s2))), yvar=c(yvar[s1], yvar[s2]))) qu <- Quantile(f) abline(h=c(.1,.5), col='gray80') abline(v=qu(.5, lp), col='gray80') abline(v=qu(.9, lp), col='green')
  • Maintainer: Frank E Harrell Jr
  • License: GPL (>= 2)
  • Last published: 2025-01-17