Package ‘rsm’

June 10, 2024

Type Package
Version 2.10.5
Date 2024-06-09
Title Response-Surface Analysis
Description Provides functions to generate response-surface designs,
fit first- and second-order response-surface models,
make surface plots, obtain the path of steepest ascent,
and do canonical analysis. A good reference on these methods
is Chapter 10 of Wu, C-F J and Hamada, M (2009)
``Experiments: Planning, Analysis, and Parameter Design Optimization''
ISBN 978-0-471-69946-0. An early version of the package is
documented in Journal of Statistical Software <doi:10.18637/jss.v032.i07>.

URL https://github.com/rvlenth/rsm,https://rvlenth.github.io/rsm/

BugReports https://github.com/rvlenth/rsm/issues
Suggests emmeans (> 1.3.5.1), Vdgraph, conf.design, DoE.base, FrF2,
knitr, rmarkdown
Imports estimability
License GPL (>= 2)
LazyLoad yes
ByteCompile yes
VignetteBuilder knitr
NeedsCompilation no
Author Russell Lenth [aut, cre]
Maintainer Russell Lenth <russell-lenth@uiowa.edu>
Repository CRAN
Date/Publication 2024-06-09 22:30:02 UTC

1
2 rsm-package

Contents
rsm-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
bbd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
ccd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
ccd.pick . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
ChemReact . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
codata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
coded.data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
contour.lm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
djoin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
FO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
heli . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
model.data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
rsm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
steepest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
varfcn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

Index 32

rsm-package Response-surface analysis

Description
The rsm package provides functions useful for designing and analyzing experiments that are done
sequentially in hopes of optimizing a response surface.
The function ccd can generate (and randomize) a central-composite design; it allows the user to
specify an aliasing or fractional blocking structure. The function bbd generates and randomizes a
Box-Behnken design. The function ccd.pick is useful for identifying good parameter choices in
central-composite designs. Functions cube, star, foldover, dupe, and djoin are also provided to
build-up designs from individual blocks. The function varfcn allows the experimenter to examine
the predictive capabilities of a design before collecting data.
The function rsm is an enhancement of lm that provides for additional analyses peculiar to response
surfaces. It requires a model formula that contains a call to FO or SO to specify a first- or second-
order model. Once the model is fitted, the steepest function may be used to obtain the direction
of steepest ascent (or descent). canonical.path is an alternative to steepest for second-order
response surfaces.
In RSM methods, appropriate coding of data is important not only for numerical stability, but for
proper scaling of results; the function coded.data and its relatives facilitate this coding require-
ment.
Finally, a few more functions are provided that may be useful beyond response-surface applica-
tions. contour.lm, persp.lm, and image.lm aids in visualizing a response surface, or of any other
lm object where a surface is fitted. model.data recovers the data used in a lm call, but unlike
model.frame, no polynomials, factors, etc. are expanded.
For more information and examples, use ‘vignette("rsm")’ and ‘vignette("rs-illus")’. Ad-
ditionally, ‘vignette("rsm-plots")’ provides some illustrations of the graphics functions.
bbd 3

Author(s)

Russell V. Lenth
Maintainer: Russell V. Lenth <russell-lenth@uiowa.edu>

References

Box, GEP, Hunter, JS, and Hunter, WG (2005) Statistics for Experimenters (2nd ed.), Wiley-
Interscience.
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07
Myers, RH, Montgomery, DC, and Anderson-Cook, CM (2009), Response Surface Methodology
(3rd ed.), Wiley.

bbd Generate a Box-Behnken design

Description

This function can generate a Box-Behnken design in 3 to 7 factors, and optionally will block it
orthogonally if there are 4 or 5 factors. It can also randomize the design.

Usage

bbd(k, n0 = 4, block = (k == 4 | k == 5), randomize = TRUE, coding)

Arguments

k A formula, or an integer giving the number of variables. If the formula has a left-
hand side, the variables named there are appended to the design and initialized
to NA.
n0 Number of center points in each block.
block Logical value specifying whether or not to block the design; or a character string
(taken as TRUE) giving the desired name for the blocking factor. Only BBDs with
4 or 5 factors can be blocked. A 4-factor BBD has three orthogonal blocks, and
a 5-factor BBD has two.
randomize Logical value determining whether or not to randomize the design. If block is
TRUE, each block is randomized separately.
coding Optional list of formulas. If this is provided, it overrides the default coding
formulas.
4 bbd

Details
Box-Behnken designs (BBDs) are useful designs for fitting second-order response-surface models.
They use only three levels of each factor (compared with 5 for central-composite designs) and
sometimes fewer runs are required than a CCD. This function uses an internal table of BBDs; it
only works for 3 to 7 factors.
If k is specified as a formula, the names in the formula determine the names of the factors in the
generated design. Otherwise, the names will be x1, x2, .... If coding is not specified, default
codings are created in the form ‘x ~ x.as.is’.

Value
A coded.data object with the generated design and the additional valiables run.order and std.order.
The blocking variable, if present, will be a factor; all other variables will be numeric.

Note
To avoid aliasing the pure-quadratic terms, you must use a positive value of n0.
The non-exported function rsm:::.bbd.1.41 is provided in case it is needed by other packages for
compatibility with old versions of rsm (version 1.41 or earlier). Given the same seed, it will also
reproduce the randomization as a previously generated design from an old version.

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07
Myers, RH, Montgomery, DC, and Anderson-Cook, CM (2009) Response Surface Methodology
(3rd ed.), Wiley.

See Also
ccd, coded.data

Examples
library(rsm)

### Simple 3-factor case, not randomized so structure is evident

bbd(3, randomize=FALSE)

### 5-factor BBD, divided between two plants

bbd(y1 + y2 ~ A + B + C + D + E, n0 = 5, block = "Plant")
ccd 5

ccd Generate central-composite designs and associated building blocks

Description
These functions generate central-composite designs, or building blocks thereof. They allow for
flexible choices of replications, aliasing of predictors and fractional blocks, and choices of axis or
‘star’ points.

Usage
cube(basis, generators, n0 = 4, reps = 1, coding, randomize = TRUE,
blockgen, bid = 1, inscribed = FALSE)
star(basis, n0 = 4, alpha = "orthogonal", reps = 1, randomize = TRUE)
dupe(design, randomize = TRUE, coding)
foldover(basis, variables, bid, randomize = TRUE)
ccd(basis, generators, blocks = "Block", n0 = 4, alpha = "orthogonal",
wbreps = 1, bbreps = 1, randomize = TRUE, inscribed = FALSE,
coding, oneblock = FALSE)

Arguments
basis In cube and ccd, a formula, or an integer giving the number of variables. If the
formula has a left-hand side, the variables named there are appended to the de-
sign and initialized to NA. In star, dupe, and foldover, basis is a coded.data
object to use as a reference.
generators Optional formula or list of formulas to generate aliased variables
n0 Integer giving the number of center points. In ccd, this can be a vector of two
numbers for the numbers of center points in the cube blocks and the star blocks,
respectively.
reps Integer number of replications of the cube or the star. (This does not create
replicate blocks; use djoin to do that.)
coding List of coding formulas for the design variables (those in basis and generators).
In dupe, coding may be used to change the coding formulas, e.g. in a situation
where we want to use the same design as before but center it elsewhere.
randomize Logical value determining whether or not to randomize the design. In ccd, each
block is randomized separately.
blockgen A formula, string, or list thereof. Each element is evaluated, and the distinct
combinations define fractional blocks for the design. Unlike ccd, cube returns
only one of these blocks.
bid (For block ID.) An integer index (from 1 to number of blocks) of the fractional
block to return. The indexes are defined by the standard ordering of the block
generators; e.g. if blockgen is of length 2, the bid values of (1, 2, 3, 4) corre-
spond to generated levels of (--, +-, -+, ++) respectively.
6 ccd

inscribed Logical value; if FALSE, the cube points are at +/- 1 in each variable. If TRUE,
the entire desgn is scaled down so that the axis points are at +/- 1 and the cube
points are at interior positions. In cube only, inscribed may be given a numeric
value: use the value of alpha anticipated when axis points are added; or use
‘inscribed = TRUE’ to scale in anticipation of ‘alpha = "spherical"’.
alpha If numeric, the position of the ‘star’ points. May also be a character string that
matches or partially matches one of these:
"orthogonal" the star points are positioned to block the design orthogonally
"rotatable" the star points are chosen to make the design rotatable
"spherical" the star points are the same distance as the corners of the design
cube (alpha is the square root of the number of design factors)
"faces" the star points are face-centered (same as ‘alpha = 1’)
The user may specify a vector value of alpha if it is desired to vary them on
different axes. The values are rotated cyclically as needed.
design A coded.data object to be duplicated.
blocks A string or a formula. If a character string, it is the name of the blocking factor;
if a formula, the left-hand side is used as the name of the blocking factor. The
formula(s) on the right-hand side are used to generate separate fractional blocks.
variables Character vector of names of variables to fold over.
wbreps Number(s) of within-block replications. If this is a vector of length 2, then
separate numbers are used for the ‘cube’ and the ‘star’ blocks respectively.
bbreps Number(s) of between-block replications (i.e., number of repeats of each block).
If this is a vector of length 2, then separate numbers are used for the ‘cube’ and
the ‘star’ blocks respectively.
oneblock Logical. If TRUE, the blocking factor is removed and the whole design is ran-
domized as a single block. Note that the default number of center points may be
larger than you anticipated because they are combined.

Details
Central-composite designs (CCDs) are popular designs for use in response-surface exploration.
They are blocked designs consisting of at least one ‘cube’ block (two-level factorial or fractional
factorial, plus center points), and at least one ‘star’ block (points along each axis at positions -alpha
and +alpha), plus center points. Everything is put on a coded scale, where the cube portion of the
design has values of -1 and 1 for each variable, and the center points are 0.
The ccd function creates an entire CCD design; however, in practice, we often start with just the
cube portion and build from there. Therefore, the functions cube, star, dupe, and foldover are
provided, and one may use djoin to combine them.
In cube and ccd, the basis argument determines a basic design used to create cube blocks. For
example, ‘cube(basis = ~ A + B + C)’ would generate a basic design of 8 factorial points plus cen-
ter points. Use generators if you want additional variables in a fractional design; for example,
‘generators = c(D ~ -A*B, E ~ B*C)’ added to the above would generate a 5-factor design with
defining relation I = -ABD = BCE = -ACDE. For convenience, basis may be an integer instead of a
formula, in which case default variable names of x1, x2, ... are used; for example, ‘cube(3, ~
-x1*x2*x3)’ generates a 1/2 fraction design with added center points.
ccd 7

If you want the cube points divided into fractional blocks, give the formula(s) in the blockgen
argument of cube, or the blocks argument of ccd. For instance, suppose we call ‘cube(basis =
A+B+C+D+E’, ‘generators = F~-A*C*D)’. This design has 32 runs; but adding the argument ‘blockgen
= c("A*B*C","C*D*E")’ will create a fractional block of 32/4 = 8 runs. (cube is flexible; we could
have used a formula instead, either ‘blockgen = ~ c(A*B*C, C*D*E)’ or ‘blockgen = c(~A*B*C,
~C*D*E)’.) Center points are added to each block as specified. In a call to ccd with the same basis
and generators, adding ‘blocks = Day ~ c(A*B*C, C*D*E)’ would do the same thing, only all 4
blocks will be included, and a factor named Day distinguishes the blocks.

The functions star, dupe, and foldover provide for creating new design blocks based on an ex-
isting design. They also provide for delayed evaluation: if the basis argument is missing, these
functions simply return the call, djoin will fill-in ‘basis = design1’ and evaluate it.

dupe simply makes a copy of the design, and re-randomizes it. Therefore it is also a convenient
way to re-randomize a design. If coding is provided, the coding formulas are replaced as well – for
example, to re-center the design.

Use star to generate star (axis) points, which consist of center points plus points at +/- alpha on
each coordinate axis. You may specify the alpha you want, or a character argument to spec-
ify a certain criterion be met. For example, using delayed evaluation, ‘ccd1 = djoin(cube1,
star(alpha="sph"))’ will return a CCD with cube1 as the cube block, and with axis points at
the same distance as the corners of the cube. Conditions for the criteria on alpha are described in
detail in references such as Myers et al. (2009).

In star, determinations of orthogonality and rotatability are based on computed design moments
of basis, rather than any assumptions about the structure of the design being augmented. Thus, it
may be possible to augment an unusual design to obtain a rotatable design. Also, if an orthogonal
star block is requested, the value of alpha may vary from axis to axis if that is required to satisfy
the condition.

foldover reverses the levels of one or more design variables (i.e., those that are coded). By de-
fault, it reverses them all. However, if the bid argument is supplied, it instead returns the bidth
fractional block that cube would have generated. That is, ‘foldover(des, bid=3)’ is equivalent
to ‘cube(<arguments that created des>, bid=3)’ – only it does so much more efficiently by
folding on the appropriate factors.

In cases where there are constraints on the region of operability, you may want to specify inscribed
= TRUE. This will scale-down the design so that no coded value exceeds 1. If using a building-
block approach starting with a first-order design from cube, call cube with inscribed set to the
anticipated value of alpha, or use ‘inscribed = TRUE’, and then use ‘alpha = "spherical"’ in the
subsequent call to star.

ccd generates an entire CCD. In practice, the building-block approach with cube, star, etc. is usu-
ally preferable, but ccd exists for convenience and backward compatibility with pre-2.00 versions
of rsm. Many of the arguments are the same as those in cube; however, n0, wbreps, bbreps may be
single values or vectors; if vectors, the first element is for the cube portions and the second element
is for the star portions. In ccd, specifying wbreps is equivalent to specifying reps in a call to cube
or star. bbreps refers to replicate blocks in the experiment, so that ‘bbreps = c(2,3)’ specifies
that we join two cube blocks and three blocks of star points.

If coding is not specified in a new design, default identity codings are created, e.g. ‘x1 ~ x1.as.is’.
8 ccd

Value
A coded.data object with the generated design, with additional variables run.order and std.order.
If a multi-block design, the generated blocking variable will be a factor; all other variables will
be numeric. The designs are sorted by blocks and run.order within blocks; and (unlike pre-1.41
versions of rsm) the row.names will be integers corresponding to this ordering. The user may sort
by block and std.order within block to display the designs in their pre-randomized order.

Note
Poor choices of generators and/or blocks can alias or partially alias some effects needed to es-
timate a second-order response surface. It is a good idea to run varfcn before collecting data to
examine the prediction capabilities of the design and to ensure that the desired model can be fitted.
The function ccd.pick is available to help determine good choices for arguments to cube, star,
and ccd.
An alternative to a CCD when you want to go straight to second-order modeling is a Box-Behnken
design, generated by bbd. These designs are not as various or flexible as CCDs, but they can require
fewer runs.
The non-exported function rsm:::.ccd.1.41 is provided in case it is needed by other packages for
compatibility with old versions of rsm (version 1.41 or earlier). Given the same seed, it will also
reproduce the randomization as a previously generated design from an old version.

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07
Myers, RH, Montgomery, DC, and Anderson-Cook, CM (2009) Response Surface Methodology
(3rd ed.), Wiley.

See Also
ccd.pick, coded.data, varfcn, bbd

Examples
library(rsm)

### Generate a standard 3-variable first-order design with 8 corner points and 4 center points
( FOdes <- cube (3, n0 = 4, coding = list (
x1 ~ (Temp - 150)/10, x2 ~ (Pres - 50)/5, x3 ~ Feedrate - 4)) )

### Add an orthodonal star block with 12 runs to create a second-order CCD
( SOdes <- djoin(FOdes, star(n0=6)) )

### Same as above, except make the whole CCD at once; and make it rotatable
### and inscribed so that no coded value exceeds 1
ccd.pick 9

SOdes2 <- ccd (3, n0 = c(4,6), alpha = "rotatable", inscribed = TRUE, coding = list (
x1 ~ (Temp - 150)/10, x2 ~ (Pres - 50)/5, x3 ~ Feedrate - 4))

### Make two replicate blocks of FOdes (2nd one randomized differently)
djoin(FOdes, dupe(FOdes))

### Fractional blocking illustration (with no center points)

# Basic design (bid = 1 ---> block generators b1 = -1, b2 = -1)
block1 <- cube (~ x1 + x2 + x3 + x4, generators = x5 ~ x1 * x2 * x3 * x4,
n0 = 0, blockgen = ~ c(x1 * x2, x1 * x3), bid = 1)
block1

# The foldover (on all variables) of block1, in the same order

foldover(block1, randomize=FALSE)

# The 4th fractional block:

( block4 <- foldover(block1, bid = 4) )

ccd.pick Find a good central-composite design

Description
This function looks at all combinations of specified design parameters for central-composite de-
signs, calculates other quantities such as the alpha values for rotatability and orthogonal blocking,
imposes specified restrictions, and outputs the best combinations in a specified order. This serves as
an aid in identifying good designs. The design itself can then be generated using ccd, or in pieces
using cube, star, etc.

Usage
ccd.pick(k, n.c = 2^k, n0.c = 1:10, blks.c = 1, n0.s = 1:10, bbr.c = 1,
wbr.s = 1, bbr.s = 1, best = 10, sortby = c("agreement", "N"),
restrict)

Arguments
k Number of factors in the design
n.c Number(s) of factorial points in each cube block
n0.c Numbers(s) of center points in each cube block
blks.c Number(s) of cube blocks that together comprise one rep of the cube portion
n0.s Numbers(s) of center points in each star (axis-point) block
bbr.c Number(s) of copies of each cube block
wbr.s Number(s) of replications of each star poit within a block
bbr.s Number(s) of copies of each star block
10 ccd.pick

best How many designs to list. Use best=NULL to list them all
sortby String(s) containing numeric expressions that are each evaluated and used as
sorting key(s). Specify sortby=NULL if no sorting is desired.
restrict Optional string(s) containing Boolean expressions that are each evaluated. Only
combinations where all expressions are TRUE are retained.

Details
A grid is created with all combinations of n.c, n0.c, . . . , bbr.s. Then for each row of the grid,
several additional variables are computed:

n.s The total number of axis points in each star block

N The total number of observations in the design
alpha.rot The position of axis points that make the design rotatable. Rotatability is achieved
when design moment [iiii] = 3[iijj] for i and j unequal.
alpha.orth The position of axis points that make the blocks mutually orthogonal. This is achieved
when design moments [ii] within each block are proprtional to the number of observations
within the block.
agreement The absolute value of the log of the ratio of alpha.rot and alpha.orth. This mea-
sures agreement between the two alphas.

If restrict is provided, only the cases where the expressions are all TRUE are kept. (Regardless
of restrict, rows are eliminated where there are insufficient degrees of freedom to estimate all
needed effects for a second-order model.) The rows are sorted according to the expressions in
sortby; the default is to sort by agreement and N, which is suitable for finding designs that are
both rotatable and orthogonally blocked.

Value
A data.frame containing best or fewer rows, and variables n.c, n0.c, blks.c, n.s, n0.s, bbr.c,
wbr.s, bbr.s, N, alpha.rot, and alpha.orth, as described above.

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07
Myers, RH, Montgomery, DC, and Anderson-Cook, CM (2009) Response Surface Methodology
(3rd ed.), Wiley.

See Also
ccd
ChemReact 11

Examples
library(rsm)

### List CCDs in 3 factors with between 10 and 14 runs per block
ccd.pick(3, n0.c=2:6, n0.s=2:8)
# (Generate the design that is listed first:)
# ccd(3, n0=c(6,4))

### Find designs in 5 factors containing 1, 2, or 4 cube blocks

### of 8 or 16 runs, 1 or 2 reps of each axis point,
### and no more than 70 runs altogether
ccd.pick(5, n.c=c(8,16), blks.c=c(1,2,4), wbr.s=1:2, restrict="N<=70")

ChemReact Chemical Reaction Data

Description
These data are from a central composite design with 2 factors in 2 blocks. The design variables are
in actual, not coded, form.

Usage
ChemReact
ChemReact1
ChemReact2

Format
A data frame with 14 observations on the following 4 variables.

Time a numeric vector; design variable with settings of 80, 85, and 90.
Temp a numeric vector; design variable with settings of 170, 175, and 180.
Block a factor with levels B1 B2. Block B1 is a first-order design with 3 center points. Block B2
consists of axis points and 3 more center points.
Yield a numeric vector; response variable: yield of the chemical process.

ChemReact1 and ChemReact2 are the separate blocks. Each has 7 runs and three variables (Block
is excluded from these).

Source
Table 7.6 of Myers, RH, Montgomery, DC, and Anderson-Cook, CM (2009), Response Surface
Methodology (3rd ed.), Wiley.
12 coded.data

codata Automobile emissions data

Description

This is a replicated 3^2 experiment reported in Box, Hunter, and Hunter (2005), Table 10.17.

Usage

codata

Format

A data frame with 18 observations on the following 3 variables.

x1 a numeric vector, coded design variable for ethanol concentration

x2 a numeric vector, coded design variable for air-to-fuel ratio
y a numeric vector, the response (CO concentration, in micrograms per cubic meter)

Details

This example, when fitted with a second-order response surface, is an example of a rising ridge.
The dataset is duscussed again one chapter later in the source text; Figure 11.17 of BH^2 suggests
the coding formulas used in the example below.

Source

Box, GEP, Hunter, JS, and Hunter, WG (2005) Statistics for Experimenters (2nd ed), Wiley.

Examples
# Create a coded dataset based on info in BH^2 Fig 11.17
CO <- as.coded.data(codata, x1 ~ (Ethanol - 0.2)/0.1, x2 ~ A.F.ratio - 15)
names(CO)[3] <- "CO.conc"

coded.data Functions for coded data

Description

These functions facilitate the use of coded data in response-surface analysis.

coded.data 13

Usage
coded.data(data, ..., formulas = list(...), block = "block")
as.coded.data(data, ..., formulas = list(...), block = "block")
decode.data(data)
recode.data(data, ..., formulas = list(...))

val2code(X, codings)
code2val(X, codings)

## S3 method for class 'coded.data'

print(x, ..., decode = TRUE)

### --- Methods for managing coded data ---

is.coded.data(x)

## S3 method for class 'coded.data'

x[...]

codings(object)
## S3 method for class 'coded.data'
codings(object)
codings(object) <- value

## S3 replacement method for class 'coded.data'

names(x) <- value

## Generic method for true variable names (i.e. decoded names)

truenames(x)
## S3 method for class 'coded.data'
truenames(x)
## Generic replacement method for truenames
truenames(x) <- value
## S3 replacement method for class 'coded.data'
truenames(x) <- value

Arguments
data A data.frame
formulas List of coding formulas; see details
block Name(s) of blocking variable(s). It is pmatched (case insensitively) with names
in data to identify blocking factorss
X A vector, matrix, or data.frame to be coded or decoded.
codings A list of formulas; see Details
decode Logical. If TRUE, the decoded values are displayed; if FALSE, the codings are
displayed.
object A coded.data object
14 coded.data

x A coded.data object
value Replacement value for <- methods
... In coded.data, as.coded.data, and recode.data, ... allows specifying for-
mulas as arguments rather than as a list. In other functions, ... is passed to the
parent methods.

Details
Typically, coding formulas are of the form x ~ (var - center) / halfwd where x and var are vari-
able names, and center and halfwd are numbers. The left-hand side gives the name of the coded
variable, and the right-hand side should be a linear expression in the uncoded variable (linearity
is not explicitly checked, but nonlinear expressions will not decode correctly.) If coded.data is
called without formulas, automatic codings are created (along with a warning message). Automatic
codings are based on transforming all non-block variables having five or fewer unique values to the
interval [-1,1]. If no formulas are provided in as.coded.data, default coding formulas like those
for cube are created all numeric variables with mean zero – again with a warning message.
An S3 print method is provided for the coded.data class; it displays the data.frame in either coded
or decoded form, along with the coding formulas. Some users may prefer print.data.frame
or as.data.frame in lieu of print with ‘decode=FALSE’; they produce the same output without
displaying the coding formulas.
Use coded.data to convert a data.frame in which the variables are on their original scales. The
variables named in the formulas are coded and replaced with their coded versions (and also re-
named).
In contrast, as.coded.data does not modify any of the data; it assumes the variables are already
coded, and the coding information is simply added. In addition, if data is already a coded.data
object from a pre-1.41 version of rsm, it is converted to be compatible with new capabilities such
as djoin (no formulas argument is needed in this case). Any blocking factors should be specified
in the blocks argument.
decode.data converts a dataset of class coded.data and returns a data.frame containing the
original variables.
recode.data is used to convert a coded.data object to new codings. Important: this changes the
coded values to match the new coding formulas. If you want to keep the coded values the same, but
change the levels they represent, use ‘codings(object) <- \dots’ or dupe.
code2val converts coded values to the original scale using the codings provided, and returns an ob-
ject of the same class as X. val2code converts the other direction. When using these functions, it is
essential that the names (or column names in the case of matrices) match those of the corresponding
coded or uncoded variables.
codings is a generic function for accessing codings. It returns the list of coding formulas from
a coded.data object. One may use an expression like ‘codings(object) <- list(\dots)’ to
change the codings (without changing the coded values themselves). See also codings.rsm.
is.coded.data(x) returns TRUE if x inherits from coded.data, and FALSE otherwise.
The extraction function x[...] and the naming functions names<-, truenames, and truenames<-
are provided to preserve the integrity of codings. For example, if x[, 1:3] excludes any coded
columns, their coding formulas are also excluded. If all coded columns are excluded, the return
value is unclassed from coded.data. When variable names are changed using names(x) <- ...,
coded.data 15

the coding formulas are updated accordingly. The truenames function returns the names of the
variables in the decoded dataset. We can change the decoded names using truenames(x) <- ...,
and the coding formulas are updated. Note that truenames and truenames<- work the same as
names and names<- for unencoded variables in the object.
Another convenient way to copy and change the coding formulas a coded dataset (and optionally
re-randomize it) is to use the dupe function with a coding argument.
When a design is created in another package, some of the variables may be factors, in which case
they are converted using as.numeric (values of 1, 2, ...). These levels may be regarded as a yet
different coding of the variables, and so it may take two steps to get it in the desired form: one to
convert the supplied levels to the desired range (often -1 to 1), and the other to replace the coding
formulas to correspond to the real values of the variables to be used. See the examples.

Value
coded.data, as.coded.data, and recode.data return an object of class coded.data, which in-
herits from data.frame. A coded.data object is stored in coded form, and its names attribute
contains the coded names, where they apply. Thus, when fitting models in rsm or lm with coded
data as the data argument, the model formula should be given in terms of the coded variables.

Note
Starting with rsm version 2.00, the coded.data class involves additional attributes to serve broader
needs in design-generation. Because of this, old coded.data objects may need to be updated using
as.coded.data if they are to be used with the newer functions such as djoin.

Author(s)
Russell V. Lenth

References
Lenth RV (2009). “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07

See Also
data.frame, djoin, dupe, rsm

Examples
library(rsm)

### Existing dataset with variables on actual scale

CR <- coded.data (ChemReact, x1 ~ (Time - 85)/5, x2 ~ (Temp - 175)/5)
CR # same as print(CR, decode = TRUE)
print(CR, decode = FALSE) # similar to as.data.frame(CR)
code2val (c(x1=.5, x2=-1), codings = codings(CR))

### Existing dataset, already in coded form

CO <- as.coded.data(codata, x1 ~ (Ethanol - 0.2)/0.1, x2 ~ A.F.ratio - 15)
16 contour.lm

truenames(CO)
names(CO)

# revert x2 to an uncoded variable

codings(CO)[2] <- NULL
truenames(CO)

### Import a design that is coded in a different way

if (require(conf.design)) { # ----- This example requires conf.design -----

# First, generate a 3^3 in blocks and import it via coded.data

des3 <- coded.data(conf.design(p=3, G=c(1,1,2)))
# NOTE: This returns a warning message but does the right thing --
# It generates these names and coding formulas automatically:
# x1 ~ (T1 - 2)/1
# x2 ~ (T2 - 2)/1
# x3 ~ (T3 - 2)/1
# Now randomize and change the codings and variable names for the real situation:
mydes <- dupe(des3, coding = c(x1 ~ (Dose - 20)/5, x2 ~ (Conc - 40)/10,
x3 ~ (Time - 60)/15))

} # ----- end of example requiring package conf.design -----

contour.lm Surface plot(s) of a fitted linear model

Description
contour, image, and persp methods that display the fitted surface for an lm object involving two
or more numerical predictors.

Usage
## S3 method for class 'lm'
contour(x, form, at, bounds, zlim, xlabs, hook,
plot.it = TRUE, atpos = 1, decode = TRUE, image = FALSE,
img.col = terrain.colors(50), ...)

## S3 method for class 'lm'

image(x, form, at, bounds, zlim, xlabs, hook,
atpos = 1, decode = TRUE, ...)

## S3 method for class 'lm'

persp(x, form, at, bounds, zlim, zlab, xlabs,
col = "white", contours = NULL, hook, atpos = 3, decode = TRUE,
theta = -25, phi = 20, r = 4, border = NULL, box = TRUE,
ticktype = "detailed", ...)
contour.lm 17

Arguments
x A lm object.
form A formula, or a list of formulas.
at Optional named list of fixed values to use for surface slices. For example, if the
predictor variables are x1, x2, and x3, the contour plot of x2 versus x1 would be
based on the fitted surface sliced at the x3 value specified in at; the contour plot
of x3 versus x1 would be sliced at the at value for x2; etc. If not provided, at
defaults to the mean value of each numeric variable.
bounds Optional named list of bounds or grid values to use for the variables having the
same names. See details.
zlim zlim setting passed to parent methods contour, image, or persp. The same
zlim is used in all plots when several are produced. If not provided, the range
of values across all plotted surfaces is used.
zlab Optional label for the vertical axis.
xlabs Alternate labels for predictor axes (see Details).
hook Optional list that can contain functions pre.plot and post.plot. May be used
to add annotations or to re-route the graphs to separate files (see Details).
atpos Determines where at values are displayed. A value of 1 (or 2) displays it as part
of the x (or y) axis label. A value of 3 displays it as a subtitle below the plot.
A value of 0 suppresses it. Any other nonzero value will cause the label to be
generated but not displayed; it can be accessed via a hook function.
decode This has an effect only if x is an rsm object or other model object that supports
coded.data. In such cases, if decode is TRUE, the coordinate axes are trans-
formed to their decoded values.
image Set to TRUE if you want an image plot overlaid by contours.
img.col Color map to use when image=TRUE.
plot.it If TRUE, no plot is produced, just the return value.
col Color or colors used for facets in the perspective plot (see details).
contours If non-NULL, specifications for added contour lines in perspective plot.
theta, phi Viewing angles passed to persp (different defaults).
r Viewing distance passed to persp (different default).
border, box Options passed to persp.
ticktype Option passed to persp (different default).
... Additional arguments passed to contour, image, or persp. Note, however, that
a ylab is ignored, with a message to Use xlabs instead.

Details
form may be a single formula or a list of formulas. A simple formula like x2 ~ x1 will produce a
contour plot of the fitted regression surface for combinations of x2 (vertical axis) and x1 (horizontal
axis). A list of several such simple formulas will produce a contour plot for each formula. A two-
sided formula produces contour plots for each left-hand variable versus each right-hand variable
18 contour.lm

(except when they are the same); for example, x1+x3 ~ x2+x3 is equivalent to list(x1~x2, x3~x2,
x1~x3). A one-sided formula produces contour plots for each pair of variables. For example, ~
x1+x2+x3 is equivalent to list(x2~x1, x3~x1, x3~x2).
For any variables not in the bounds argument, a grid of 26 equally-spaced values in the observed
range of that variable is used. If you specify a vector of length 2, it is interpreted as the desired
range for that variable and a grid of 26 equally-spaced points is generated. If it is a vector of length
3, the first two elements are used as the range, and the third as the number of grid points. If it is a
vector of length 4 or more, those values are used directly as the grid values.
The results are based on the predicted values of the linear model over the specified grid. If there are
factors among the predictors, the predictions are made over all levels (or combinations of levels)
of those factors, and then averaged together. (However, the user may include factors in at to restrict
this behavior.)
By default, the predictor axes are labeled using the variable names in form, unless x is an rsm
or other object that supports coded.data, in which case either the decoded variable names or the
variable-coding formulas are used to generate axis labels, depending on whether decode is TRUE
or FALSE. These axis labels are replaced by the entries in xlabs if provided. One must be careful
using this to make sure that the names are mapped correctly. The entries in xlabs should match the
respective unique variable names in form, after sorting them in (case-insensitive) alphabetical order
(not necessarily in order of appearance). Note that if form is changed, it may also be necessary to
change xlabs.
Please note that with models fitted to coded data, coded values should be used in at or bounds,
regardless of whether decode is TRUE or FALSE. However, any elements that are added afterward
via points, lines, etc., must be specified in terms of whatever coordinate system is present in the
plots.
In persp, contour lines may be added via the contours argument. It may be a boolean or character
value, or a list. If boolean and TRUE, default black contour lines are added to the bottom surface
of the box. Character values of "top", "bottom" add black contour lines to the specified surface
of the box. contours = "colors" puts contour lines on the bottom using the same colors as those
at the same height on the surface. Other character values of contours are taken to be the desired
color of the contour lines, plotted at the bottom. If contours is a named list, its elements (all are
optional) are used as follows:
z Height where the contour lines are plotted. May be "bottom" (default), "top", or a numeric
value.
col Color of the lines. If not specified, they will be black. May be integer color values, color
names, or "colors" to match the surface colors.
lwd Line width; default is 1.
Since these functions often produce several plots, the hook argument is provided if special setups
or annotations are needed for each plot. It should be a list that defines one or both of the functions
pre.plot and post.plot. Both of these functions have one argument, the character vector labs
for that plot (see Value documentation).
Additional examples and discussion of these plotting functions is available via vignette("rsm-plots").

Value
A list containing information that is plotted. Each list item is itself a list with the following
components:
contour.lm 19

x, y The values used for the x and y axes

z The matrix of fitted response values
labs Character vector of length 5: Elements 1 and 2 are the x and y axis labels,
elements 3 and 4 are their original variable names, and element 5 is the slice
label (empty if atpos is 0)
zlim The computed or provided zlim values
transf (persp only) The 3D transformation for trans3d

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07

See Also
contour

Examples
### Basic example with a linear model:
mpg.lm <- lm(mpg ~ poly(hp, disp, degree = 3), data = mtcars)
contour(mpg.lm, hp ~ disp, image = TRUE)

### Extended example with an rsm model...

heli.rsm <- rsm (ave ~ block + SO(x1, x2, x3, x4), data = heli)

# Plain contour plots

par (mfrow = c(2,3))
contour (heli.rsm, ~x1+x2+x3+x4, at = xs(heli.rsm))

# Same but with image overlay, slices at origin and block 2,

# and no slice labeling
contour (heli.rsm, ~x1+x2+x3+x4, at = list(block="2"),
atpos = 0, image = TRUE)

# Default perspective views

persp (heli.rsm, ~x1+x2+x3+x4, at = xs(heli.rsm))

# Same plots, souped-up with facet coloring and axis labeling

persp (heli.rsm, ~x1+x2+x3+x4, at = xs(heli.rsm),
contours = "col", col = rainbow(40), zlab = "Flight time",
xlabs = c("Wing area", "Wing length", "Body width", "Body length"))

## Not run:
### Hints for creating graphics files for use in publications...
20 djoin

# Save perspective plots in one PDF file (will be six pages long)
pdf(file = "heli-plots.pdf")
persp (heli.rsm, ~x1+x2+x3+x4, at = xs(heli.rsm))
dev.off()

# Save perspective plots in six separate PNG files

png.hook = list(
pre.plot = function(lab)
png(file = paste(lab[3], lab[4], ".png", sep = "")),
post.plot = function(lab)
dev.off())
persp (heli.rsm, ~x1+x2+x3+x4, at = xs(heli.rsm), hook = png.hook)

## End(Not run)

djoin Join designs together into a blocked design

Description
This implements the rsm package’s building-block provisions for handling sequences of experi-
ments. We often want to join two or more designs into one blocked design for purposes of analysis.

Usage
djoin(design1, design2, ..., blkname = "Block", blocklev)
stdorder(design)

Arguments
design1 A coded.data object (must have been created by rsm 2.00 or higher).
design2 A data.frame (or coded.data) to be appended; or a call to a function that will
create a design
... Additional designs to be appended
blkname Name to give to the blocking variable that distinguishes the designs that are
joined
blocklev Label to use in the blocking variable for the added design
design A coded.data object to be displayed.

Details
djoin may be used to augment a design with all manner of other designs, including regular designs
generated by cube and its relatives, data.frames, and other coded.data objects. The underlying
paradigm is that each design joined is a separate block, and the order in which they are joined could
matter.
It tries to do this in a smart way: The first design, design1, is required to be a coded.data object.
If design2 is a data.frame, and variables with the coded names are not present, it is automatically
FO 21

coded according to design1’s coding formulas. If design2 is a coded.data object, and its coding
formulas differ from those of design1, then design1 is recoded with design2’s codings before the
designs are joined. In both cases, any variables in design2 not matched in design1 are excluded,
and any design1 variables absent in design2 are added with values of NA.

Value
djoin returns a coded.data object with the combined designs, and coding formulas from the last
coded.data object added. The generated blocking variable will be a factor. The designs are
sorted by blocks and run.order within blocks; and its row.names will be integers corresponding
to this ordering.
The function stdorder sorts such data by block and std.order within block to display the designs
in their pre-randomized order.

Author(s)
Russell V. Lenth

See Also
cube, coded.data, bbd

Examples
# Some existing data
CR1 <- coded.data(ChemReact1, x1 ~ (Time - 85)/5, x2 ~ (Temp - 175)/5)
# add the second part of the experiment; it gets coded automagically
djoin(CR1, ChemReact2)

# A new experiment in a different part of the design space

newdes <- cube(Yield ~ x1 + x2, n0 = 3,
coding = c(x1 ~ (Time - 70)/10, x2 ~ (Temp - 180)/5))
# Time passes ... we do the experiment and plug-in the observed Yield values
newdes$Yield <- rnorm(7, 75, 3) # these are our pretend results
combined <- djoin(CR1, newdes)
# Observe that the combined dataset is recoded to the new formulas
print(combined, decode = FALSE)

# List the new design in standard order

stdorder(newdes)

FO Response-surface model components

Description
Use of one of these functions in a model is how you specify the portion of the model that is to be
regarded as a response-surface component.
22 FO

Usage

FO (...)
TWI (..., formula)
PQ (...)
SO (...)
PE (...)

Arguments

... The numerical predictors for the response surface, separated by commas.
formula Alternative way to specify two-way interactions. Use formula or ..., never
both.

Details

Use FO() in the model formula in rsm to specify a first-order response surface (i.e., a linear function)
in its arguments. Use TWI() to generate two-way interactions, and PQ() to generate pure quadratic
terms (squares of the FO() terms). A call to SO() creates all terms in FO(), TWI(), and PQ() (in that
order) for those variables. However, specifying SO() in a model formula in rsm will be replaced
by the explicit sum of model terms, so that the anova table shows separate sums of squares. Other
variables (such as blocks or factors) may be included in the model but should never be included in
the arguments to FO or SO.
PE is used for fitting pure-error models. It should not be used in response-surface models. This
function exists primarily for use by loftest, but could be useful in other linear-model contexts for
fitting a model that interpolates the means at each distinct combination of argument values.
The formula argument in TWI can simplify specifying models where only certain interactions are in-
cluded. For example, ‘TWI(formula = ~x1:(x2+x3))’ is equivalent to ‘TWI(x1,x2) + TWI(x1,x3)’.
The formula is expanded using terms, and then only the second-order terms are retained. If this
results in only one term, an error condition is raised. This is necessary to prevent rsm from getting
confused in identifying second-order terms.

Value

The functions FO, TWI, PQ, and SO return a matrix whose columns are the required predictors.
PE returns a factor whose levels are all the distinct combinations of arguments provided to the
function.

Author(s)

Russell V. Lenth

References

Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,

32(7), 1–17. doi:10.18637/jss.v032.i07
heli 23

See Also
rsm

Examples
### See 'rsm' help for examples of FO, TWI, etc

library(rsm)
### Test LOF for a regression model
ChemReact.lm <- lm(Yield ~ Time*Temp, data = ChemReact1)
PureError.lm <- update (ChemReact.lm, . ~ PE(Time,Temp))
anova (ChemReact.lm, PureError.lm)

heli Paper Helicopter Data

Description
A central composite design with 4 factors in 2 blocks. These data comprise a coded.data object.

Usage
heli

Format
A data frame with 30 observations on the following 7 variables. Each observation reflects the results
of 10 replicated flights under the same experimental conditions.

block a factor with levels 1 2. Block 1 consists of 18 observations (a full factorial plus two center
points). Block 2 consists of 12 observations – 8 axis points and 4 center points.
x1 a numeric vector. Coded wing area, x1 ~ (A - 12.4)/.6
x2 a numeric vector. Coded length ratio, x2 ~ (R - 2.52)/.26
x3 a numeric vector. Coded body width, x3 ~ (W - 1.25)/.25
x4 a numeric vector. Coded body length, x4 ~ (L - 2)/.5
ave a numeric vector. Average flight time, in csec.
logSD a numeric vector. 100*log(SD of times).

Source
Table 12.5 of Box, GEP, Hunter, JS, and Hunter, WG (2005) Statistics for Experimenters (2nd ed.),
Wiley.
24 model.data

model.data Reconstruct data from a linear model

Description
Create a data frame with just the variables in the formula in a lm object. This is comparable to
model.matrix or model.frame except that factors, polynomials, transformations, etc. are not ex-
panded.

Usage
model.data(lmobj, lhs = FALSE)

Arguments
lmobj An object returned by lm or one of its relatives.
lhs Boolean indicator of whether or not to include the variable(s) on the left-hand
side of the model formula.

Details
This is an easy-to-use substitute for get_all_vars. The formula, data, and subset arguments, if
present in lmobj’s call, affect the result appropriately.

Value
A data frame containing each of the variables referenced in the model formula.

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07

See Also
model.matrix, model.frame

Examples
library(rsm)
trees.lm <- lm(log(Volume) ~ poly(log(Girth),3), data = trees, subset = 1:20)
model.frame(trees.lm)
model.data(trees.lm)
rsm 25

rsm Response-surface regression

Description
Fit a linear model with a response-surface component, and produce appropriate analyses and sum-
maries.

Usage
rsm (formula, data, ...)

## S3 method for class 'rsm'

summary(object, adjust = rev(p.adjust.methods), ...)
## S3 method for class 'summary.rsm'
print(x, ...)

## S3 method for class 'rsm'

codings(object)

loftest (object)

canonical (object, threshold = 0.1*max.eigen)

xs (object, ...)

Arguments
formula Formula to pass to lm. The model must include at least one FO(), SO(), TWI(),
or PQ() term to define the response-surface portion of the model.
data data argument to pass to lm.
... In rsm, arguments that are passed to lm, summary.lm, or canonical, as appro-
priate. In summary, and print, additional arguments are passed to their generic
methods.
object An object of class rsm
adjust Adjustment to apply to the P values in the coefficient matrix, chosen from among
the available p.adjust methods in the stats package. The default is "none".
threshold Threshold for canonical analysis – see "Canonical analysis" below.
x An object produced by summary

Details
In rsm, the model formula must contain at least an FO term; optionally, you can add one or more
TWI() terms and/or a PQ() term. All variables that appear in TWI or PQ must be included in FO.
For convenience, specifying SO() is the same as including FO(), TWI(), and PQ(), and is the safe,
preferred way of specifying a full second-order model.
26 rsm

The variables in FO comprise the variables to consider in response-surface methods. They need not
all appear in TWI and PQ terms; and more than one TWI term is allowed. For example, the following
two model formulas are equivalent:

resp ~ Oper + FO(x1,x2,x3,x4) + TWI(x1,x2,x3) + TWI(x2,x3,x4) + PQ(x1,x3,x4)

resp ~ Oper + FO(x1,x2,x3,x4) + TWI(formula = ~x1*x2*x3 + x2*x3*x4) + PQ(x1,x3,x4)

The first version, however, creates duplicate x2:x3 terms – which rsm can handle but there may be
warning messages if it is subsequently used for predictions or plotted in contour.lm.
In summary.rsm, any ... arguments are passed to summary.lm, except for threshold, which is
passed to canonical.

Value
rsm returns an rsm object, which is a lm object with additional members as follows:

order The order of the model: 1 for first-order, 1.5 for first-order plus interactions, or
2 for a model that contains square terms.
b The first-order response-surface coefficients.
B The matrix of second-order response-surface coefficients, if present.
labels Labels for the response-surface terms. These make the summary much more
readable.
coding Coding formulas, if provided in the codings argument or if the data argument
passed to lm is a coded.data object.

Summary and print methods

The print method for rsm objects just shows the call and the regression coefficints.
The summarymethod for rsm objects returns an object of class summary.rsm, which is an extension
of the summary.lm class with these additional list elements:

sa Unit-length vector of the path of steepest ascent (first-order models only).

canonical Canonical analysis (second-order models only) from canonical
lof ANOVA table including lack-of-fit test.
coding Coding formulas in parent rsm object. Its print method shows the regression summary,
followed by an ANOVA and lack-of-fit test. For first-order models, it shows the direction of
steepest ascent (see steepest), and for second-order models, it shows the canonical analysis
of the response surface.

Canonical analysis and stationary point

canonical returns a list with elements xs, the stationary point, and eigen, the eigenanalysis of
the matrix B of second-order coefficients. Any eigenvalues less than threshold are taken to be
zero, and a message is displayed. If this happens, the stationary point is determined using only the
surviving eigenvectors, and stationary ridges or valleys are assumed to exist in their corresponding
canonical directions. The default threshold is one tenth of the maximum eigenvalue, internally
rsm 27

named max.eigen. Setting a small threshold may move the stationary point much farther from
the origin.
When uncoded data are used, the canonical analysis and stationary point are not very meaningful
and those results should probably be ignored. See ‘vignette("rsm")’ for more details.
The function xs returns just the stationary point.

Other functions
loftest returns an anova object that tests the fitted model against a model that interpolates the
means of the response-surface-variable combinations.
codings returns a list of coding formulas if the model was fitted to coded.data, or NULL other-
wise.

emmeans support
Support is provided for the emmeans package: its emmeans and related functions work with spe-
cial provisions for models fitted to coded data. The optional mode argument can have values of
"asis" (the default), "coded", or "decoded". The first two are equivalent and simply return LS
means based on the original model formula and the variables therein (raw or coded), without any
conversion. When coded data were used and the user specifies mode = "decoded", the user must
specify results in terms of the decoded variables rather than the coded ones. See the illustration in
the Examples section.

Author(s)
Russell V. Lenth

References
Lenth RV (2009) “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07

See Also
FO, SO, lm, summary, coded.data

Examples
library(rsm)
CR <- coded.data (ChemReact, x1~(Time-85)/5, x2~(Temp-175)/5)

### 1st-order model, using only the first block

CR.rs1 <- rsm (Yield ~ FO(x1,x2), data=CR, subset=1:7)
summary(CR.rs1)

### 2nd-order model, using both blocks

CR.rs2 <- rsm (Yield ~ Block + SO(x1,x2), data=CR)
summary(CR.rs2)

### Example of a rising-ridge situation from Montgomery et al, Table 6.2

28 steepest

RRex <- ccd(Response ~ A + B, n0 = c(0, 3), alpha = "face",

randomize = FALSE, oneblock = TRUE)
RRex$Response <- c(52.3, 5.3, 46.7, 44.2, 58.5, 33.5, 32.8, 49.2, 49.3, 50.2, 51.6)
RRex.rsm <- rsm(Response ~ SO(A,B), data = RRex)
canonical(RRex.rsm) # rising ridge is detected
canonical(RRex.rsm, threshold = 0) # xs is far outside of the experimental region

## Not run:
# Illustration of emmeans support
emmeans::emmeans(CR.rs2, ~ x1 * x2, mode = "coded",
at = list(x1 = c(-1, 0, 1), x2 = c(-2, 2)))

# The following will yield the same results, but based on the decoded data
emmeans::emmeans(CR.rs2, ~ Time * Temp, mode = "decoded",
at = list(Time = c(80, 85, 90), Temp = c(165, 185)))

## End(Not run)

steepest Steepest-ascent methods for response surfaces

Description

These functions provide the path of steepest ascent (or descent) for a fitted response surface pro-
duced by rsm.

Usage

steepest (object, dist = seq(0, 5, by = .5), descent = FALSE)

canonical.path(object, which = ifelse(descent, length(object$b), 1),
dist = seq(-5, 5, by = 0.5), descent = FALSE, ...)

Arguments

object rsm object to be analyzed.

dist Vector of desired distances along the path of steepest ascent or descent. In
steepest, these must all be non-negative; in canonical.path, you may want
both positive and negative values, which specify opposite directions from the
stationary point.
descent Set this to TRUE to obtain the path of steepest descent, or FALSE to obtain the
path of steepest ascent. This value is ignored in canonical.path if which is
specified.
which Which canonical direction (eigenvector) to use.
... Optional arguments passed to canonical. Currently this includes only threshold.
steepest 29

Details
steepest returns the linear path of steepest ascent for first-order models, or a path obtained by
ridge analysis (see Draper 1963) for second-order models. In either case, the path begins at the
origin.
canonical.path applies only to second-order models (at least a TWI term present). It determines a
linear path along one of the canonical variables, originating at the stationary point (not the origin).
We need to specify which canonical variable to use. The eigenvalues obtained in the canaonical
analysis are always in decreasing order, so the first canonical direction will be the path of steepest
ascent (or slowest descent, if all eigenvalues are negative) from the stationary point, and the last one
will be the path of steepest descent (or slowest ascent, if all eigenvalues are positive). These are the
defaults for which when descent=FALSE and descent=TRUE respectively.
All eigenvalues less (in absolute value than) threshold are taken to be zero. Increasing this thresh-
old may bring the stationary point, and hence the canonical path, much closer to the design center,
and thus less extrapolation.
With either function, the path in uncoded units depends on how the data are coded. Accordingly, it
is important to code the predictor variables appropriately before fitting the response-surface model.
See coded.data and its relatives for more information.

Value
A data.frame of points along the path of steepest ascent (or descent). For steepest, this path
originates from the center of the experiment; for canonical.path, it starts at the stationary point.
If coding information is available, the data frame also includes the uncoded values of the variables.
For first-order response surfaces, only steepest may be used; the path is linear in that case. For
second-order surfaces, steepest uses ridge analysis, and the path may be curved.

Note
Take careful note of the fitted values along the outputted path (labeled yhat). For example, if
the stationary point is a maximum (all eigenvalues negative), the fitted values from steepest will
increase as far as the stationary point, then they will decrease as we proceed along what is now the
path of slowest descent.

Author(s)
Russell V. Lenth

References
Draper, NR (1963), “Ridge analysis of response surfaces”, Technometrics, 5, 469–479.
Lenth RV (2009). “Response-Surface Methods in R, Using rsm”, Journal of Statistical Software,
32(7), 1–17. doi:10.18637/jss.v032.i07

See Also
rsm, coded.data
30 varfcn

Examples
library(rsm)
heli.rsm = rsm (ave ~ block + SO(x1, x2, x3, x4), data = heli)

steepest(heli.rsm)

canonical.path(heli.rsm)

varfcn Display the scaled variance function for a design

Description
This function computes the scaled variance function for a design, based on a specified model. Op-
tions include plotting separate curves for each of several directions from the center, or a contour
plot for two of the design factors.

Usage
varfcn(design, formula, dist = seq(0, 2, by = 0.1), vectors, contour = FALSE,
plot = TRUE, main, ...)

Arguments
design A data.frame or coded.data object
formula The model formula for which to compute the variance function
dist Vector of distances from the origin at which to compute the scaled variance
vectors A data.frame of design variables. Each nonzero row specifies a direction in
which to calculate the scaled variance.
contour A logical variable. If TRUE, a contour plot is produced; if FALSE, curves are
plotted for each direction in vectors.
plot A logical variable. If TRUE, a plot is produced.
main Title for the plot. The default is constructed based on the name of design and
formula.
... Other arguments passed to the plot or contour functions.

Details
The scaled prediction variance at a particular design point is the variance of the predicted value,
multiplied by the sample size N, and divided by the error variance. (See, for example, Montgomery
et al., Section 8.2.1). It depends on the design point, but for a symmetric design, it depends only on
the distance from the origin and the direction. This function provides a simple way to examine the
variance function directly. (There are other more sophisticated methods available that integrate-out
the direction, for example Vdgraph in the Vdgraph package.)
varfcn 31

If vectors is not specified and contour==FALSE, the function generates default directions along
one axis, and on a diagonal through a corner in each dimension. For example, with four design
variables, the default directions are (1,0,0,0), (1,1,0,0), (1,1,1,0), and (1,1,1,1). The graph produced
shows how the scaled variance changes along each of these vectors, for the distances provided. In a
rotatable design, these curves will all be the same.
When countour==TRUE, only the ordering of columns in vectors matters. A grid is constructed
over the distance range for the first two variables in vectors. The design points are also plotted
for reference, with different symbol sizes depending on replications. When there are more than
two response-surface predictors, the contour plot may be misleading, as it does not display what
happens as one simultaneously varies three or more variables.

Value
The function invisibly returns a data.frame containing the data that was (or would have been)
plotted.

Author(s)
Russell V. Lenth

References
Myers, RH Montgomery DC, and Anderson-Cook CM (2009) Response Surface Methodology (3rd
ed.), Wiley.

See Also
Vdgraph

Examples
des = ccd(~ x1 + x2 + x3, alpha = 1.5, block = Phase ~ x1*x2*x3, randomize=FALSE)
varfcn(des, ~ Phase + SO(x1, x2, x3))
varfcn(des, ~ Phase + SO(x1, x2, x3), contour=TRUE)

# 10 random directions
dirs = data.frame(x3=rnorm(10), x2=rnorm(10), x1=rnorm(10))
varfcn(des, ~ Phase + SO(x1, x2, x3), vectors = dirs)

# exclude some points to make it more interesting

lost = c(1,2,3,5,8,13,21)
varfcn(des[-lost, ], ~ Phase + SO(x1, x2, x3), contour=TRUE)

# different plot due to order of columns

varfcn(des[-lost, ], ~ Phase + SO(x1, x2, x3), vectors = dirs, contour=TRUE)
Index

∗ datasets codata, 12
ChemReact, 11 code2val (coded.data), 12
codata, 12 coded.data, 2, 4, 8, 12, 17, 18, 20, 21, 23, 26,
heli, 23 27, 29
∗ design codings (coded.data), 12
bbd, 3 codings.rsm, 14
ccd, 5 codings.rsm (rsm), 25
ccd.pick, 9 codings<- (coded.data), 12
codata, 12 contour, 17, 19, 30
coded.data, 12 contour.lm, 2, 16, 26
djoin, 20 cube, 9, 14, 20, 21
varfcn, 30 cube (ccd), 5
∗ hplot
contour.lm, 16 data.frame, 15, 20
∗ package decode.data (coded.data), 12
rsm-package, 2 djoin, 5–7, 14, 15, 20
∗ regression dupe, 14, 15
coded.data, 12 dupe (ccd), 5
contour.lm, 16
FO, 21 emm_basis.rsm (rsm), 25
model.data, 24 emmeans, 27
rsm, 25
factor, 4, 8, 21
rsm-package, 2
FO, 2, 21, 27
steepest, 28
foldover (ccd), 5
[.coded.data (coded.data), 12
get_all_vars, 24
anova, 27
as.coded.data (coded.data), 12 heli, 23
bbd, 2, 3, 8, 21 image, 17
image.lm, 2
canonical, 28 image.lm (contour.lm), 16
canonical (rsm), 25 is.coded.data (coded.data), 12
canonical.path, 2
canonical.path (steepest), 28 lines, 18
ccd, 2, 4, 5, 9, 10 lm, 2, 15, 24–27
ccd.pick, 2, 8, 9 loftest, 22
ChemReact, 11 loftest (rsm), 25
ChemReact1 (ChemReact), 11
ChemReact2 (ChemReact), 11 model.data, 2, 24

32
INDEX 33

model.frame, 24
model.matrix, 24

names<-.coded.data (coded.data), 12

p.adjust, 25
PE (FO), 21
persp, 17
persp.lm, 2
persp.lm (contour.lm), 16
plot, 30
points, 18
PQ (FO), 21
print.coded.data (coded.data), 12
print.summary.rsm (rsm), 25

recode.data (coded.data), 12
recover_data.rsm (rsm), 25
rsm, 2, 15, 17, 18, 22, 23, 25, 28, 29
rsm-package, 2

SO, 2, 27
SO (FO), 21
star, 9
star (ccd), 5
stdorder (djoin), 20
steepest, 2, 26, 28
summary, 27
summary.lm, 25
summary.rsm, 26
summary.rsm (rsm), 25

terms, 22
trans3d, 19
truenames (coded.data), 12
truenames<- (coded.data), 12
TWI (FO), 21

val2code (coded.data), 12
varfcn, 8, 30
Vdgraph, 30, 31

xs (rsm), 25