\documentclass[nojss]{jss}

% \VignetteIndexEntry{GET: Quantile regression}
% \VignetteKeywords{global envelope test, Monte Carlo test, R, quantile regression}
% \VignettePackage{GET}
% \VignetteEngine{R.rsp::rsp}

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\newcommand{\class}[1]{`\code{#1}'}
\newcommand{\fct}[1]{\code{#1()}}
\newcommand{\TT}{\mathbf{T}}
\newcommand{\lo}{\mathrm{low}}
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\newtheorem{definition}{Definition}[section]
\newtheorem{remark}{Remark}[section]

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\setkeys{Gin}{width=\Gin@nat@width}
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%% - \author{} with primary affiliation
%% - \Plainauthor{} without affiliations
%% - Separate authors by \And or \AND (in \author) or by comma (in \Plainauthor).
%% - \AND starts a new line, \And does not.
\author{Mari Myllym{\"a}ki
and Mikko Kuronen\\Natural Resources Institute Finland (Luke)}
\Plainauthor{Mari Myllym{\"a}ki and Mikko Kuronen}

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\title{\pkg{GET}: Quantile regression}
\Plaintitle{GET: Quantile regression}
\Shorttitle{\pkg{GET}: Quantile regression}

%% - \Abstract{} almost as usual
\Abstract{
This vignette gives examples of global quantile regression, as proposed in
\citet{MrkvickaEtal2023b} and as implemented in the \proglang{R} package
\pkg{GET}.
When citing the vignette and package please cite \citet{MyllymakiMrkvicka2023}
and \citet{MrkvickaEtal2023b}, and further relevant references given by typing
\code{citation("GET")} in \proglang{R}.
}

%% - \Keywords{} with LaTeX markup, at least one required
%% - \Plainkeywords{} without LaTeX markup (if necessary)
%% - Should be comma-separated and in sentence case.
\Keywords{global envelope test, goodness-of-fit, Monte Carlo test, \proglang{R}, quantile regression}
\Plainkeywords{global envelope test, goodness-of-fit, Monte Carlo test, R, quantile regression}

%% - \Address{} of at least one author
%% - May contain multiple affiliations for each author
%%   (in extra lines, separated by \emph{and}\\).
%% - May contain multiple authors for the same affiliation
%%   (in the same first line, separated by comma).
\Address{
  Mari Myllym{\"a}ki\\
  Natural Resources Institute Finland (Luke)\\
  Latokartanonkaari 9\\
  FI-00790 Helsinki, Finland\\
  E-mail: \email{mari.myllymaki@luke.fi}\\
  URL: \url{https://www.luke.fi/en/experts/mari-myllymaki/} \\
\emph{and}\\
  Mikko Kuronen\\
  Natural Resources Institute Finland (Luke)\\
  Latokartanonkaari 9\\
  FI-00790 Helsinki, Finland\\
  E-mail: \email{mikko.kuronen@luke.fi}\\
  URL: \url{https://www.luke.fi/en/experts/mikko-kuronen/}
}

\begin{document}

\section{Introduction}

This vignette gives examples of the use of global quantile regression \citep{MrkvickaEtal2023b}.
The examples utilize the \proglang{R} \citep{R2023} package \pkg{quantreg} \citep{quantreg} in addition to the \pkg{GET} package \citep{MyllymakiMrkvicka2023}. The plots are produced by the use of the \pkg{ggplot2} package \citep{Wickham2016}, where we utilize the theme \code{theme_bw} for this document.
%
\begin{Schunk}
\begin{Sinput}
R> library("GET")
R> library("quantreg")
R> library("ggplot2")
R> theme_set(theme_bw(base_size = 9))
\end{Sinput}
\end{Schunk}
%

\section{Data}

The \pkg{GET} package contains \emph{simulated} data which mimics the example of
distribution comparison of natural, near-natural and non-natural forests of
\citet{MrkvickaEtal2023b} \citep[see also][]{MyllymakiEtal2023}.
The simulated data is available in the data object \code{naturalness}.
The data contains simulated stand ages in the three groups of categorical
variables \code{Naturalness} and \code{DominantSpecies}.

%
\begin{Schunk}
\begin{Sinput}
R> data("naturalness")
R> str(naturalness)
\end{Sinput}
\begin{Soutput}
'data.frame':	773 obs. of  3 variables:
 $ DominantSpecies: Factor w/ 3 levels "Conifer","Mixed",..: 3 1 2 1 1 1 3 2 3 1 ...
 $ Naturalness    : Factor w/ 3 levels "Non-natural",..: 1 3 1 1 1 1 1 1 1 1 ...
 $ Age            : int  37 223 64 68 82 68 48 58 33 67 ...
\end{Soutput}
\end{Schunk}
%

We use this simulated data to show the workflow of global quantile regression.
Let us specify the quantiles, which we will inspect below. We use 100 quantiles,
which are equidistant from each other, with the smallest quantile equal to 0.051
and the largest quantile equal to 0.949.

The number of permutations we set to 2499. For experimenting only, you may like
to use a smaller value though.

%
\begin{Schunk}
\begin{Sinput}
R> taus <- seq(0.051, 0.949, length=100)
R> nperm <- 2499
\end{Sinput}
\end{Schunk}
%

\section{Quantile regression}

Our interest is first in the naturalness, while the dominant species is the nuisance.
The quantile regression model is
$$
Age \sim constant + naturalness + species.
$$

We first fit the quantile regression model.
We use the \fct{rq} to fit the quantile regression model for each quantile, and
the function \fct{summary} to compute the 95\% pointwise confidence intervals.

%

%
\begin{Schunk}
\begin{Sinput}
R> r1 <- rq(Age ~ DominantSpecies + Naturalness, data=naturalness, tau = taus)
R> s1 <- summary(r1)
R> plot(s1)
\end{Sinput}
\end{Schunk}
\includegraphics{QuantileRegression-workflow_rq}
%

According to the quantile regression fit, the effect of the nuisance effect,
i.e., dominant species, appears to be location-scale shift, since the estimated
coefficients of the mixed and broadleaf stands appear to be linear in $\tau$.
Therefore, to test for the differences between the distributions of stand age
in the natural, near-natural and non-natural forests, we choose the permutation
algorithm "remove location scale" (RLS) \citep{MrkvickaEtal2023b}.
We use the function \fct{global\_rq} for the global quantile regression to test
the difference between the three naturalness groups.

%
\begin{Schunk}
\begin{Sinput}
R> res <- global_rq(nperm,
+           formula.full = Age ~ DominantSpecies + Naturalness,
+           formula.reduced = Age ~ DominantSpecies,
+           data = naturalness,
+           typeone = "fwer",
+           permutationstrategy = "remove location scale",
+           taus = taus)
\end{Sinput}
\end{Schunk}
%
We can directly plot the result.
%
\begin{Schunk}
\begin{Sinput}
R> plot(res)
\end{Sinput}
\end{Schunk}
\includegraphics{QuantileRegression-workflow_res}
%

The grey zone shows the global envelope, while the estimated coefficients are
shown by a black solid line, overlaid with red dots when outside the envelope.
Note here that the global test of naturalness contains both functional coefficients
shown in the plot.
The test identifies both the significant quantiles and the corresponding coefficient
under the global test. Here, the coefficients of near-natural and natural stands
show the difference to non-natural reference group for all quantiles:
both the near-natural and natural stands are uniformly (for all quantiles) older
than non-natural stands.

Secondly, we change the role of naturalness and dominant species,
keeping now the dominant species as the interesting factor.
Because the effect of the naturalness groups does not seem to be linear (see the
plot of the quantile regression above), the location-scale shift can not be assumed
and we choose the "remove quantile" (RQ) permutation strategy.
The test for the effect of the dominant species is as follows:

\begin{Schunk}
\begin{Sinput}
R> res2 <- global_rq(nperm,
+           formula.full = Age ~ DominantSpecies + Naturalness,
+           formula.reduced = Age ~ Naturalness,
+           data = naturalness,
+           typeone = "fwer",
+           permutationstrategy = "remove quantile",
+           taus = taus)
R> res2
\end{Sinput}
\begin{Soutput}
Global quantile regression (one-step) (1d):
 * Based on the measure: "erl"
 * 95% global envelope
 * p-value of the global test: 4e-04
 * Significance level of the global test: 0.05
The object contains a list of 2 components
 * each containing: $r $obs $central $lo $hi 
 * Number of r-values with observed function outside the envelope: 3 46 
 * Total number of argument values r                             : 100 100 
\end{Soutput}
\begin{Sinput}
R> plot(res2)
\end{Sinput}
\end{Schunk}
\includegraphics{QuantileRegression-workflow_test2}

Here we observe differences between the groups for specific quantiles.
The negative coefficient suggest that the stand age distribution of broadleaf
dominated forests is more skewed to the left than the distribution of conifer
dominated forests, but the ranges of stand ages are equal in the different categories.
The difference of mixed and broadleaf stands is similar, but the significant
effect occurs for smaller number of quantiles.

%% -- Bibliography -------------------------------------------------------------

\bibliography{GETbibfile}


\end{document}
