aconfint: Asymptotic confidence intervals for a fitted Cyclops model...

In Cyclops: Cyclic Coordinate Descent for Logistic, Poisson and Survival Analysis

Asymptotic confidence intervals for a fitted Cyclops model object

Description

aconfinit constructs confidence intervals of arbitrary level using asymptotic standard error estimates.

Usage

aconfint(
  object,
  parm,
  level = 0.95,
  control,
  overrideNoRegularization = FALSE,
  ...
)

Arguments

object	A fitted Cyclops model object
parm	A specification of which parameters require confidence intervals, either a vector of numbers of covariateId names
level	Numeric: confidence level required
control	A "cyclopsControl" object constructed by createControl
overrideNoRegularization	Logical: Enable confidence interval estimation for regularized parameters
...	Additional argument(s) for methods

Value

A matrix with columns reporting lower and upper confidence limits for each parameter. These columns are labelled as (1-level) / 2 and 1 - (1 - level) / 2 in % (by default 2.5% and 97.5%)

Cyclops documentation built on Nov. 2, 2023, 6:03 p.m.