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ref_derivative

man/ref_derivative.Rd

Usage

ref_derivative(
reference,
newdata,
with_respect_to,
centiles = c(0.05, 0.25, 0.5, 0.75, 0.95),
h = 0.01,
outcomes = NULL
)

Estimates $\partial Q_t(p)/\partial t$ of the modeled quantile curves by central finite differences, with a delta-method standard error from the fitted coefficient covariance (Vp) applied to the finite-difference of the linear-predictor matrix. This is a population-chart derivative, not an individual longitudinal estimate.

Argument Description
reference A ref_fit.
newdata Grid of covariate values.
with_respect_to The time covariate, as a bare column name or a
string.
centiles Probability levels.
h Finite-difference step.
outcomes Optional subset of outcomes (default: all).

chart_velocity_se is the sampling error of the fitted coefficients. It does not cover the bias of the spline itself, which is the larger error whenever the basis of the with_respect_to smooth is too small to represent the trajectory. That case is detectable – the smooth’s effective degrees of freedom saturate its basis – so it is warned about; refit with a larger k and compare.

A ref_derivative tibble with columns .outcome, time, centile, chart_velocity, and chart_velocity_se (NA when the engine does not expose a coefficient covariance).

ref <- ref_simulate(150, seed = 1)
fit <- ref_fit(ref_spec(ref_gaussian(), ~ s(age, k = 5) + sex), ref, "y")
grid <- data.frame(age = c(30, 50, 70), sex = factor("F", levels = c("F", "M")))
ref_derivative(fit, grid, with_respect_to = age, centiles = c(0.1, 0.5, 0.9))
# A tibble: 9 × 5
.outcome time centile chart_velocity chart_velocity_se
* <chr> <dbl> <dbl> <dbl> <dbl>
1 y 30 0.1 0.134 0.0259
2 y 50 0.1 0.0686 0.0151
3 y 70 0.1 0.0156 0.0239
4 y 30 0.5 0.134 0.0259
5 y 50 0.5 0.0686 0.0151
6 y 70 0.5 0.0156 0.0239
7 y 30 0.9 0.134 0.0259
8 y 50 0.9 0.0686 0.0151
9 y 70 0.9 0.0156 0.0239