R: Quantile Crossing Detection

is.crossing {VGAM} | R Documentation

## Quantile Crossing Detection

### Description

Returns a logical from testing whether an object such as an extlogF1() VGLM object has crossing quantiles.

### Usage

    is.crossing.vglm(object, ...)

### Arguments

`object` | an object such as a `vglm` object with family function `extlogF1`.
`...` | additional optional arguments. Currently unused.

### Details

This function was specifically written for a `vglm` with family function `extlogF1`. It examines the fitted quantiles to see if any cross. Note that if one uses regression splines such as `bs` and `ns` then it is possible that they cross at values of the covariate space that are not represented by actual data. One could use linear interpolation between fitted values to get around this problem.

### Value

A logical. If `TRUE` then one can try fit a similar model by combining columns of the constraint matrices so that crossing no longer holds; see `fix.crossing`. For LMS-Box-Cox type quantile regression models it is impossible for the quantiles to cross, by definition, hence `FALSE` is returned; see `lms.bcn`.

### See Also

`extlogF1`, `fix.crossing`, `lms.bcn`. `vglm`.

### Examples

    ## Not run:  ooo <- with(bmi.nz, order(age))
    bmi.nz <- bmi.nz[ooo, ]  # Sort by age
    with(bmi.nz, plot(age, BMI, col = "blue"))
    mytau <- c(50, 93, 95, 97) / 100  # Some quantiles are quite close
    fit1 <- vglm(BMI ~ ns(age, 7), extlogF1(mytau), bmi.nz, trace = TRUE)
    plot(BMI ~ age, bmi.nz, col = "blue", las = 1,
         main = "Partially parallel (darkgreen) & nonparallel quantiles",
         sub = "Crossing quantiles are orange")
    is.crossing(fit1)
    matlines(with(bmi.nz, age), fitted(fit1), lty = 1, col = "orange")
    ## End(Not run)

[Package VGAM version 1.1-3 Index]