## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.width = 7,
  fig.height = 4.5
)
options(hcinfer.use_emoji = FALSE)

## ----residual-compression-plot, fig.alt = "Line plot showing that the fraction of local variance captured by the squared OLS residual decreases from 1 to 0 as leverage increases from 0 to 1."----
compression <- data.frame(
  leverage = seq(0, 0.9, length.out = 100)
)
compression$fraction <- 1 - compression$leverage

high_leverage_point <- data.frame(
  leverage = 0.65,
  fraction = 0.35
)

ggplot2::ggplot(compression, ggplot2::aes(x = leverage, y = fraction)) +
  ggplot2::geom_line(color = "#2c5f8a", linewidth = 1) +
  ggplot2::geom_point(
    data = high_leverage_point,
    color = "#c0392b",
    size = 2.6
  ) +
  ggplot2::annotate(
    "text",
    x = 0.65,
    y = 0.42,
    label = "h[t] == 0.65",
    parse = TRUE,
    hjust = 0.5,
    color = "#7f1d1d"
  ) +
  ggplot2::scale_x_continuous(limits = c(0, 0.9)) +
  ggplot2::scale_y_continuous(limits = c(0, 1)) +
  ggplot2::labs(
    x = expression(h[t]),
    y = expression("Approximate fraction captured, " * 1 - h[t])
  ) +
  ggplot2::theme_minimal(base_size = 12)

## ----available-methods--------------------------------------------------------
library(hcinfer)

hc_methods()

## ----weight-comparison-plot, fig.alt = "Faceted scatterplot comparing HC adjustment factors against leverage for HC3, HC4, HC4m, and HCbeta in the public schools model."----
schools <- PublicSchools
schools$income_scaled <- schools$income / 10000
schools$income_scaled_sq <- schools$income_scaled^2

fit <- lm(expenditure ~ income_scaled + income_scaled_sq, data = schools)
methods <- c("hc3", "hc4", "hc4m", "hcbeta")

weight_data <- purrr::map(methods, function(method) {
  cov <- vcov_hc(fit, type = method)

  data.frame(
    method = cov$label,
    leverage = unname(cov$leverage),
    weight = unname(cov$weights)
  )
})
weight_data <- do.call(rbind, weight_data)
weight_data$method <- factor(
  weight_data$method,
  levels = c("HC3", "HC4", "HC4m", "HCbeta")
)

ggplot2::ggplot(weight_data, ggplot2::aes(x = leverage, y = weight)) +
  ggplot2::geom_point(color = "#2c5f8a", alpha = 0.85, size = 1.8) +
  ggplot2::facet_wrap(~method, scales = "free_y", ncol = 2) +
  ggplot2::labs(
    x = expression(h[t]),
    y = expression(g[t])
  ) +
  ggplot2::theme_minimal(base_size = 12) +
  ggplot2::theme(
    panel.grid.minor = ggplot2::element_blank(),
    strip.text = ggplot2::element_text(face = "bold")
  )

