我有时间序列数据,使用正弦曲线很好地建模。我想用自举来想象拟合模型中的不确定性。
我改编了here.的方法我也对此approach感兴趣,使用nlsBoot
。我可以得到第一种方法,但结果图包含的曲线不是连续的,而是锯齿状的。
library(dplyr)
library(broom)
library(ggplot2)
xdata <- c(-35.98, -34.74, -33.46, -32.04, -30.86, -29.64, -28.50, -27.29, -26.00,
-24.77, -23.57, -22.21, -21.19, -20.16, -18.77, -17.57, -16.47, -15.35,
-14.40, -13.09, -11.90, -10.47, -9.95,-8.90,-7.77,-6.80, -5.99,
-5.17, -4.21, -3.06, -2.29, -1.04)
ydata <- c(-4.425, -4.134, -5.145, -5.411, -6.711, -7.725, -8.087, -9.059, -10.657,
-11.734, NA, -12.803, -12.906, -12.460, -12.128, -11.667, -10.947, -10.294,
-9.185, -8.620, -8.025, -7.493, -6.713, -6.503, -6.316, -5.662, -5.734, -4.984,
-4.723, -4.753, -4.503, -4.200)
data <- data.frame(xdata,ydata)
bootnls_aug <- data %>% bootstrap(100) %>%
do(augment(nls(ydata ~ A*cos(2*pi*((xdata-x_0)/z))+M, ., start=list(A=4,M=-7,x_0=-10,z=30),.)))
ggplot(bootnls_aug, aes(xdata, ydata)) +
geom_line(aes(y=.fitted, group=replicate), alpha=.1, color="blue") +
geom_point(size=3) +
theme_bw()
有人可以提供帮助吗?为什么显示的曲线不平滑?有没有更好的实施方式?
答案 0 :(得分:3)
broom::augment
仅返回每个可用数据点的拟合值。因此,x
的分辨率仅限于数据的分辨率。您可以使用更高分辨率的模型中的predict
值:
x_range <- seq(min(xdata), max(xdata), length.out = 1000)
fitted_boot <- data %>%
bootstrap(100) %>%
do({
m <- nls(ydata ~ A*cos(2*pi*((xdata-x_0)/z))+M, ., start=list(A=4,M=-7,x_0=-10,z=30))
f <- predict(m, newdata = list(xdata = x_range))
data.frame(xdata = x_range, .fitted = f)
} )
ggplot(data, aes(xdata, ydata)) +
geom_line(aes(y=.fitted, group=replicate), fitted_boot, alpha=.1, color="blue") +
geom_point(size=3) +
theme_bw()
需要做一些工作来增加平均值和95%置信区间:
quants <- fitted_boot %>%
group_by(xdata) %>%
summarise(mean = mean(.fitted),
lower = quantile(.fitted, 0.025),
upper = quantile(.fitted, 0.975)) %>%
tidyr::gather(stat, value, -xdata)
ggplot(mapping = aes(xdata)) +
geom_line(aes(y = .fitted, group = replicate), fitted_boot, alpha=.05) +
geom_line(aes(y = value, lty = stat), col = 'red', quants, size = 1) +
geom_point(aes(y = ydata), data, size=3) +
scale_linetype_manual(values = c(lower = 2, mean = 1, upper = 2)) +
theme_bw()