R package intame: Interval-based Marginal Effects

Tame your model output with INTerval-bAsed Marginal Effects.

Installation of the package

Install the development version from GitHub (using devtools):

devtools::install_github("bodoburger/intame")

Example

library(intame)
library(nnet)
set.seed(4219)
n = 200
x = runif(n, min = 0, max = 1)
x1 = runif(n, min=0, max=1) + .5*x
x2 = runif(n, min=0, max=1) + .5*x
y2 = function(x) -4 * cos(4*pi*x) * x + 4
y = 4*x1 + y2(x2) + rnorm(n, 0, .5)
df = data.frame(y, x1, x2)
nnet.mod = nnet(y ~ ., df, size = 20, linout = TRUE,
  decay = 0.0001, maxit = 1000, trace = FALSE)
AME.x1 = intame(nnet.mod, df, "x1")
AME.x1

## [0.007, 1.413) 
##       4.054118

plot(AME.x1)

AME.x2 = intame(nnet.mod, df, "x2")
AME.x2

## [0.064, 0.237) [0.237, 0.516) [0.516, 0.736) [0.736, 1.027) [1.027, 1.255) 
##       11.69899      -12.78246       25.51410      -27.39529       43.89440 
## [1.255, 1.446] 
##      -52.06151

plot(AME.x2)

Documentation

See Rmarkdown files.