fabtzCI: z-optimal FAB t-interval

In FABInference: FAB p-Values and Confidence Intervals

Description

Computation of a 1-alpha FAB t-interval using z-optimal spending function

Usage

fabtzCI(y, s, dof, alpha = 0.05, psi = list(mu = 0, tau2 = 1e+05,
  sigma2 = 1))

Arguments

y	a numeric scalar, a normally distributed statistic
s	a numeric scalar, the standard error of y
dof	positive integer, degrees of freedom for s
alpha	the type I error rate, so 1-alpha is the coverage rate
psi	a list of parameters for the spending function, including mu, the prior expectation of E[y] tau2, the prior variance of E[y] sigma2 the variance of y

Value

a two-dimensional vector of the left and right endpoints of the interval

Author(s)

Peter Hoff

Examples

n<-10 
y<-rnorm(n) 
fabtzCI(mean(y),sqrt(var(y)/n),n-1)  
t.test(y)$conf.int 

FABInference documentation built on Jan. 9, 2020, 5:08 p.m.