Automated build.

.setup/pkgdown/_pkgdown.yml

@@ -15,6 +15,9 @@ reference:
 - title: Differences of Standardized Regression Coefficients
   contents:
   - has_keyword("diff")
+- title: Delta Method (Generic)
+  contents:
+  - has_keyword("deltaMethod")
 - title: Methods
   contents:
   - has_keyword("methods")

.setup/r-dependencies/deltaMethod/deltaMethod-delta-generic.R

@@ -0,0 +1,104 @@
+#' Delta Method Confidence Intervals (Generic)
+#'
+#' @author Ivan Jacob Agaloos Pesigan
+#'
+#' @return Returns a numeric matrix with the following variables:
+#'   \describe{
+#'     \item{est}{Estimates}
+#'     \item{se}{Standard errors}
+#'     \item{t or z}{Test statistics}
+#'     \item{p}{p value}
+#'     \item{ci}{Confidence intervals}
+#'   }
+#'   Note that if `test = TRUE`, the `ci` columns are omitted.
+#'
+#' @param func An R function the input of which is `mu`.
+#'   The function should return a vector of any length.
+#'
+#' @param mu Numeric vector.
+#'   Input of `func`.
+#' @param sigmacap Numeric vector or matrix.
+#'   Asymptotic covariance matrix of `mu`.
+#' @param n Sample size.
+#' @param theta Numeric vector.
+#'   Parameter values when the null hypothesis is true.
+#' @param alpha Numeric vector.
+#'   Significance level/s.
+#' @param z Logical.
+#'   If `z = TRUE`,
+#'   use the standard normal distribution.
+#'   If `z = FALSE`,
+#'   use the t distribution.
+#' @param df Numeric.
+#'   Degrees of freedom if `z = FALSE`.
+#' @param test Logical.
+#'   If `TRUE`,
+#'   return only the results of hypothesis tests.
+#'   If `FALSE`,
+#'   return both results of hypothesis tests and confidence intervals.
+#'
+#' @examples
+#' g <- function(x) {
+#'   1 / x
+#' }
+#' mu <- 100
+#' sigmasq <- 225
+#' n <- 30
+#' DeltaGeneric(
+#'   func = g,
+#'   mu = mu,
+#'   sigmacap = sigmasq,
+#'   n = n
+#' )
+#' @importFrom numDeriv jacobian
+#' @export
+#' @family Delta Method Functions
+#' @keywords deltaMethod
+DeltaGeneric <- function(func,
+                         mu,
+                         sigmacap,
+                         n,
+                         theta = 0,
+                         alpha = c(0.05, 0.01, 0.001),
+                         z = TRUE,
+                         df,
+                         test = FALSE) {
+  stopifnot(
+    is.vector(mu)
+  )
+  stopifnot(
+    is.vector(sigmacap) | is.matrix(sigmacap)
+  )
+  k <- length(mu)
+  j <- numDeriv::jacobian(
+    func = func,
+    x = mu
+  )
+  if (k == 1) {
+    # univariate
+    sigmacap <- as.vector(sigmacap)
+    stopifnot(length(sigmacap) == 1)
+    vcov <- j^2 * (sigmacap / n)
+    se <- as.vector(sqrt(vcov))
+  } else {
+    # multivariate
+    stopifnot(
+      sigmacap == t(sigmacap),
+      dim(sigmacap)[1] == k
+    )
+    vcov <- j %*% (sigmacap / n) %*% t(j)
+    se <- as.vector(sqrt(diag(vcov)))
+  }
+  est <- func(mu)
+  return(
+    .CIWald(
+      est = est,
+      se = se,
+      theta = theta,
+      alpha = alpha,
+      z = z,
+      df = df,
+      test = test
+    )
+  )
+}

.setup/scripts/project.R

@@ -20,7 +20,8 @@ project <- "betaDelta"
 pkg_cran <- c(
   "lavaan",
   "mice",
-  "betaSandwich"
+  "betaSandwich",
+  "numDeriv"
 )
 
 pkg_github <- c()

DESCRIPTION

@@ -20,9 +20,10 @@ Encoding: UTF-8
 LazyData: true
 Roxygen: list(markdown = TRUE)
 Depends: R (>= 3.5.0)
+Imports:
+    numDeriv
 Suggests:
     knitr,
     rmarkdown,
     testthat,
     betaSandwich
-RoxygenNote: 7.2.3

NEWS.md

@@ -1,7 +1,8 @@
 # betaDelta 1.0.3.9000
 
 * Latest development version.
-* 
+* Added the `DeltaGeneric()` function.
+
 # betaDelta 1.0.3
 
 ## Patch