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Files changed: A .Rbuildignore A .github/linters/.lintr A .setup/build/betaDelta.pdf A .setup/build/betaDelta_1.0.4.tar.gz A .setup/latex/bib/quarto.bib A .setup/lint/.lintr A CITATION.cff M DESCRIPTION A LICENSE A LICENSE.md A NAMESPACE A R/betaSandwich-jacobian-diff-beta-star-wrt-beta-star-dot.R A R/dataSets-nas1982.R A R/deltaMethod-acov-delta.R A R/deltaMethod-delta-ci-dot.R A R/deltaMethod-delta-generic.R A R/deltaMethod-delta.R A R/deltaMethod-methods.R A R/gammaADF-gamma-adf-consistent-dot.R A R/gammaADF-gamma-adf-unbiased-dot.R A R/gammaN-gamma-mvn-dot.R A R/linearAlgebra-d-mat-dot.R A R/linearAlgebra-d-of-mat-dot.R A R/linearAlgebra-diag-of-vech-dot.R A R/linearAlgebra-pinv-of-d-mat-dot.R A R/linearAlgebra-vec-dot.R A R/linearAlgebra-vech-dot.R A R/linearAlgebra-vech-names-dot.R A R/processLM-dif-dot.R A R/processLM-process-lm-dot.R A R/rhoMatrix-rho-of-sigma-dot.R A R/strRegression-beta-star-of-rho-dot.R A R/strRegression-jacobian-beta-star-wrt-vech-sigma-dot.R A R/strRegression-moments-index-dot.R A R/strRegression-p-cor-sq-dot.R A R/strRegression-r-sq-bar-dot.R A R/strRegression-r-sq-of-sigma-dot.R A R/strRegression-s-p-cor-dot.R A R/wald-ci-wald-dot.R A R/wald-probs-of-alpha-dot.R A README.md M data/nas1982.rda A man/BetaDelta.Rd A man/Delta.Rd A man/DeltaGeneric.Rd A man/DiffBetaDelta.Rd A man/betaDelta-package.Rd A man/coef.betadelta.Rd A man/coef.deltamethod.Rd A man/coef.diffbetadelta.Rd A man/confint.betadelta.Rd A man/confint.deltamethod.Rd A man/confint.diffbetadelta.Rd A man/nas1982.Rd A man/print.betadelta.Rd A man/print.deltamethod.Rd A man/print.diffbetadelta.Rd A man/summary.betadelta.Rd A man/summary.deltamethod.Rd A man/summary.diffbetadelta.Rd A man/vcov.betadelta.Rd A man/vcov.deltamethod.Rd A man/vcov.diffbetadelta.Rd M project.Rproj A vignettes/example-beta-delta.Rmd A vignettes/example-delta-generic.Rmd A vignettes/example-delta.Rmd A vignettes/example-diff-beta-delta.Rmd A vignettes/vignettes.bib
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diff --git a/.Rbuildignore b/.Rbuildignore
@@ -0,0 +1,19 @@
+.*\.Rcheck$
+.*\.Rproj$
+^CITATION\.cff$
+^LICENSE\.md$
+^Makefile$
+^README\.Rmd$
+^README\.md$
+^\.Rproj\.user$
+^\.devcontainer$
+^\.git.*$
+^\.library$
+^\.setup$
+^\.sim$
+^detritus$
+^index\.qmd$
+^pkgdown$
+^quarto$
+^scripts$
+^vignettes$
diff --git a/.github/linters/.lintr b/.github/linters/.lintr
@@ -0,0 +1,6 @@
+linters: lintr::linters_with_defaults(lintr::object_name_linter(styles = c("CamelCase", "snake_case", "symbols")))
+exclusions: list("R/RcppExports.R")
+exclude: "# Exclude Linting"
+exclude_start: "# Begin Exclude Linting"
+exclude_end: "# End Exclude Linting"
+
diff --git a/.setup/build/betaDelta.pdf b/.setup/build/betaDelta.pdf
diff --git a/.setup/build/betaDelta_1.0.4.tar.gz b/.setup/build/betaDelta_1.0.4.tar.gz
diff --git a/.setup/latex/bib/quarto.bib b/.setup/latex/bib/quarto.bib
@@ -0,0 +1,11 @@
+@Article{Wright-1918,
+  author = {Sewall Wright},
+  date = {1918-07},
+  journaltitle = {Genetics},
+  title = {On the nature of size factors},
+  doi = {10.1093/genetics/3.4.367},
+  number = {4},
+  pages = {367--374},
+  volume = {3},
+  publisher = {Oxford University Press ({OUP})},
+}
diff --git a/.setup/lint/.lintr b/.setup/lint/.lintr
@@ -0,0 +1,6 @@
+linters: lintr::linters_with_defaults(lintr::object_name_linter(styles = c("CamelCase", "snake_case", "symbols")))
+exclusions: list("R/RcppExports.R")
+exclude: "# Exclude Linting"
+exclude_start: "# Begin Exclude Linting"
+exclude_end: "# End Exclude Linting"
+
diff --git a/CITATION.cff b/CITATION.cff
@@ -0,0 +1,57 @@
+# -----------------------------------------------------------
+# CITATION file created with {cffr} R package, v0.5.0
+# See also: https://docs.ropensci.org/cffr/
+# -----------------------------------------------------------
+
+cff-version: 1.2.0
+message: 'To cite package "betaDelta" in publications use:'
+type: software
+license: MIT
+title: 'betaDelta: Confidence Intervals for Standardized Regression Coefficients'
+version: 1.0.4
+doi: 10.1080/00273171.2023.2201277
+abstract: Generates confidence intervals for standardized regression coefficients
+  using delta method standard errors for models fitted by lm() as described in Yuan
+  and Chan (2011) <doi:10.1007/s11336-011-9224-6> and Jones and Waller (2015) <doi:10.1007/s11336-013-9380-y>.
+  A description of the package and code examples are presented in Pesigan, Sun, and
+  Cheung (2023) <doi:10.1080/00273171.2023.2201277>.
+authors:
+- family-names: Pesigan
+  given-names: Ivan Jacob Agaloos
+  email: r.jeksterslab@gmail.com
+  orcid: https://orcid.org/0000-0003-4818-8420
+preferred-citation:
+  type: article
+  title: 'betaDelta and betaSandwich: Confidence intervals for standardized regression
+    coefficients in R'
+  authors:
+  - family-names: Pesigan
+    given-names: Ivan Jacob Agaloos
+    email: r.jeksterslab@gmail.com
+    orcid: https://orcid.org/0000-0003-4818-8420
+  - family-names: Sun
+    given-names: Rongwei
+    email: irissun_s@hotmail.com
+    orcid: https://orcid.org/0000-0003-0034-1422
+  - family-names: Cheung
+    given-names: Shu Fai
+    email: shufai.cheung@gmail.com
+    orcid: https://orcid.org/0000-0002-9871-9448
+  year: '2023'
+  doi: 10.1080/00273171.2023.2201277
+  journal: Multivariate Behavioral Research
+  notes: R package version 1.0.4
+repository: https://packagemanager.rstudio.com/all/__linux__/jammy/latest/
+repository-code: https://github.com/jeksterslab/betaDelta
+url: https://jeksterslab.github.io/betaDelta/
+contact:
+- family-names: Pesigan
+  given-names: Ivan Jacob Agaloos
+  email: r.jeksterslab@gmail.com
+  orcid: https://orcid.org/0000-0003-4818-8420
+keywords:
+- confidence-intervals
+- delta-method-standard-errors
+- r
+- r-package
+- standardized-regression-coefficients
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -27,3 +27,4 @@ Suggests:
     rmarkdown,
     testthat,
     betaSandwich
+RoxygenNote: 7.2.3
diff --git a/LICENSE b/LICENSE
@@ -0,0 +1,2 @@
+YEAR: 2023
+COPYRIGHT HOLDER: Ivan Jacob Agaloos Pesigan
diff --git a/LICENSE.md b/LICENSE.md
@@ -0,0 +1,21 @@
+# MIT License
+
+Copyright (c) 2023 Ivan Jacob Agaloos Pesigan
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
diff --git a/NAMESPACE b/NAMESPACE
@@ -0,0 +1,21 @@
+# Generated by roxygen2: do not edit by hand
+
+S3method(coef,betadelta)
+S3method(coef,deltamethod)
+S3method(coef,diffbetadelta)
+S3method(confint,betadelta)
+S3method(confint,deltamethod)
+S3method(confint,diffbetadelta)
+S3method(print,betadelta)
+S3method(print,deltamethod)
+S3method(print,diffbetadelta)
+S3method(summary,betadelta)
+S3method(summary,deltamethod)
+S3method(summary,diffbetadelta)
+S3method(vcov,betadelta)
+S3method(vcov,deltamethod)
+S3method(vcov,diffbetadelta)
+export(BetaDelta)
+export(Delta)
+export(DeltaGeneric)
+export(DiffBetaDelta)
diff --git a/R/betaSandwich-jacobian-diff-beta-star-wrt-beta-star-dot.R b/R/betaSandwich-jacobian-diff-beta-star-wrt-beta-star-dot.R
@@ -0,0 +1,26 @@
+#' Jacobian Matrix of Differences of Standardized Regression Slopes
+#' with Respect to the Standardized Regression Slopes
+#'
+#' @author Ivan Jacob Agaloos Pesigan
+#'
+#' @param p positive integer.
+#'   Number of regressors.
+#'
+#' @family Beta Sandwich Functions
+#' @keywords betaSandwich derivatives internal
+#' @noRd
+.JacobianDiffBetaStar <- function(p) {
+  idx <- utils::combn(seq_len(p), 2)
+  q <- dim(idx)[2]
+  out <- matrix(
+    data = 0,
+    nrow = q,
+    ncol = p
+  )
+  for (i in seq_len(q)) {
+    j <- idx[, i]
+    out[i, j[1]] <- 1
+    out[i, j[2]] <- -1
+  }
+  return(out)
+}
diff --git a/R/dataSets-nas1982.R b/R/dataSets-nas1982.R
@@ -0,0 +1,23 @@
+#' 1982 National Academy of Sciences Doctoral Programs Data
+#'
+#' @format Ratings of 46 doctoral programs in psychology in the USA
+#'   with the following variables:
+#'   \describe{
+#'     \item{QUALITY}{Program quality ratings.}
+#'     \item{NFACUL}{Number of faculty members in the program.}
+#'     \item{NGRADS}{Number of program graduates.}
+#'     \item{PCTSUPP}{Percentage of program graduates who received support.}
+#'     \item{PCTGRT}{Percent of faculty members holding research grants.}
+#'     \item{NARTIC}{Number of published articles
+#'                   attributed to program faculty member.}
+#'     \item{PCTPUB}{Percent of faculty with one or more published article.}
+#'   }
+#' @references
+#' National Research Council. (1982).
+#' *An assessment of research-doctorate programs in the United States:
+#' Social and behavioral sciences*.
+#' \doi{10.17226/9781}.
+#' Reproduced with permission from the National Academy of Sciences,
+#' Courtesy of the National Academies Press, Washington, D.C.
+#' @keywords data
+"nas1982"
diff --git a/R/deltaMethod-acov-delta.R b/R/deltaMethod-acov-delta.R
@@ -0,0 +1,20 @@
+#' Delta Method Asymptotic Covariance Matrix
+#'
+#' @author Ivan Jacob Agaloos Pesigan
+#'
+#' @param jcap Numeric matrix.
+#'   Jacobian matrix.
+#' @param acov Numeric matrix.
+#'   Asymptotic covariance matrix.
+#' @family Delta Method Functions
+#' @keywords deltaMethod acov internal
+#' @noRd
+.ACovDelta <- function(jcap,
+                       acov) {
+  return(
+    jcap %*% tcrossprod(
+      acov,
+      jcap
+    )
+  )
+}
diff --git a/R/deltaMethod-delta-ci-dot.R b/R/deltaMethod-delta-ci-dot.R
@@ -0,0 +1,45 @@
+#' Confidence Intervals for
+#' Deltma Method
+#'
+#' @author Ivan Jacob Agaloos Pesigan
+#'
+#' @return Returns a matrix of
+#'   estimates,
+#'   standard errors,
+#'   test statistics,
+#'   p-values,
+#'   and
+#'   confidence intervals.
+#'
+#' @param object Object of class `deltamethod`.
+#' @param alpha Numeric vector.
+#'   Significance level \eqn{\alpha}.
+#'
+#' @family Delta Method Functions
+#' @keywords deltaMethod ci internal
+#' @noRd
+.DeltaCI <- function(object,
+                     alpha) {
+  stopifnot(
+    inherits(
+      object,
+      "deltamethod"
+    )
+  )
+  if (is.null(alpha)) {
+    alpha <- object$args$alpha
+  }
+  stopifnot(
+    all(alpha > 0 & alpha < 1)
+  )
+  return(
+    .CIWald(
+      est = object$est,
+      se = sqrt(diag(object$vcov)),
+      theta = object$args$theta,
+      alpha = alpha,
+      z = object$args$z,
+      df = object$args$df
+    )
+  )
+}