Nothing
# Internal function
# Confidence bands for a given x, optimization with csdp().
# Author: Gwenael G.R. Leday
.respCI <- function(newx, object, alpha){
# Test including intercept
cov.mat <- object@test$unconstr@QP$vcov/object@test$unconstr@QP$S2
x <- rep(0, length(coef(object)))
newstat <- as.numeric(t(coef(object)-x) %*% solve(cov.mat, coef(object)-x))
newstat <- newstat/(object@test$unconstr@QP$df.error*object@test$unconstr@QP$S2+newstat)
qbetabar <- .quantileBetabar(df.bar=object@test$df.bar+1, df.error=object@test$unconstr@QP$df.error, wt.bar=object@test$wt.bar, alpha=alpha)
lambda <- (object@test$unconstr@QP$df.error*object@test$unconstr@QP$S2)*(qbetabar/(1-qbetabar))
R <- solve(cov.mat)
M <- chol(R)
ML <- coef(object)
bb <- -M%*%ML
constr <- t(object@QP$Amat)
npar <- length(ML)
# myC
myC <- list(
-1*rbind(cbind(diag(npar), bb), cbind(t(bb), lambda)),
matrix(0, npar-1, npar-1)
)
# myA
A11 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,1],npar,1)), cbind(matrix(M[,1],1,npar),0))
A12 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,2],npar,1)), cbind(matrix(M[,2],1,npar),0))
if(npar>2) A13 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,3],npar,1)), cbind(matrix(M[,3],1,npar),0))
if(npar>2) A14 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,4],npar,1)), cbind(matrix(M[,4],1,npar),0))
if(npar>4) A15 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,5],npar,1)), cbind(matrix(M[,5],1,npar),0))
if(npar>4) A16 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,6],npar,1)), cbind(matrix(M[,6],1,npar),0))
if(npar>6) A17 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,7],npar,1)), cbind(matrix(M[,7],1,npar),0))
if(npar>6) A18 <- rbind(cbind(matrix(0,npar,npar), matrix(M[,8],npar,1)), cbind(matrix(M[,8],1,npar),0))
if(npar==2){
A21 <- constr[,1]
A22 <- constr[,2]
}
else{
A21 <- diag(constr[,1])
A22 <- diag(constr[,2])
}
if(npar>2) A23 <- diag(constr[,3])
if(npar>2) A24 <- diag(constr[,4])
if(npar>4) A25 <- diag(constr[,5])
if(npar>4) A26 <- diag(constr[,6])
if(npar>6) A27 <- diag(constr[,7])
if(npar>6) A28 <- diag(constr[,8])
myA <- NULL
for(i in 1:npar){
myA <- c(myA, list(list(get(paste("A1",i,sep="")), get(paste("A2",i,sep="")))))
}
#myK
if(npar!=2){
myK <- list(type=c("s","s"), size=c(npar+1,npar-1))
}
else{
myK <- list(type=c("s","l"), size=c(npar+1,npar-1))
}
#myb
myb <- as.vector(.Bmat(newx, knots=knots(object), object@call.arg$continuous, TRUE))
# Semidefinite prog for inf
res <- csdp(myC,myA,myb,myK)
parinf <- res$y
inf <- res$dobj
#myb
myb <- -as.vector(.Bmat(newx, knots=knots(object), object@call.arg$continuous, TRUE))
# Semidefinite prog for sup
res <- csdp(myC,myA,myb,myK)
parsup <- res$y
sup <- -res$dobj
out <- c(inf,sup)
names(out) <- c("inf","sup")
return(out)
}
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