R: Function Generator For Exceedance Probabilities

ExProb {rms} | R Documentation

## Function Generator For Exceedance Probabilities

### Description

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`.

### Usage

    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,…,k for the k-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

### Value

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

### Author(s)

Frank Harrell

### 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')

[Package rms version 5.1-1 Index]