rconint: Rearrangement of Simultaneous Confidence Intervals

In Rearrangement: Monotonize Point and Interval Functional Estimates by Rearrangement

Description

Uses rearrangement to apply the rearrangement operator to objects of class conint.

Usage

rconint(x, n = 100, stochastic = FALSE, avg = TRUE)

Arguments

x	object of class conint
n	an integer denoting the number of sample points desired
stochastic	logical. If TRUE, stochastic sampling will be used
avg	logical. If TRUE, the average rearrangement will be computed and outputed

Details

Implements the rearrangement operator of rearrangement on simultaneous confidence intervals. Intended for use on output of simconboot.

Value

An object of class conint with the following elements:

x	the original x data
y	the original y data
sortedx	the original x data, sorted with repeated elements removed
Lower	the rearranged lower end-point function. Represented as a vector of values corresponding to sortedx
Upper	the rearranged upper end-point function. Represented as a vector of values corresponding to sortedx
cef	the corresponding estimates

Author(s)

Wesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon

References

Chernozhukov, V., I. Fernandez-Val, and a. Galichon. 2009. Improving point and interval estimators of monotone functions by rearrangement. Biometrika 96 (3): 559-575.

Chernozhukov, V., I. Fernandez-Val, and a. Galichon. 2010. Quantile and Probability Curves Without Crossing. Econometrica 78(3): 1093-1125.

See Also

simconboot, rearrangement

Examples

## Not run: 
data(GrowthChart)
attach(GrowthChart)

nage <- 2 * pi * (age - min(age)) / (max(age) - min(age))
formula <- height ~ I(sin(nage))+I(cos(nage))+I(sin(2*nage))+I(cos(2*nage))+
            I(sin(3*nage))+I(cos(3*nage))+I(sin(4*nage))+I(cos(4*nage))
j <- simconboot(nage,height,lm,formula)
k <- rconint(j)
plot(k, border=NA, col='darkgray',xlab = 'Age (years)',ylab = 'Height (cms)',xaxt = "n")
axis(1, at = seq(-2*pi*min(age)/(max(age)-min(age)), 
        2*pi+1,by=5*2*pi/(max(age)-min(age))), label = seq(0, max(age)+1, by=5))
polygon.conint(j, border=NA, col='lightgray')
polygon.conint(k, border=NA, col='darkgray', density=50)
points(nage,height,col='gray80')
legend(min(nage),max(height),c("95% CI Original",
       "95% CI  Rearranged"),lty=c(1,1),lwd=c(2,2),
       col=c("lightgray","darkgray"),bty="n");
detach(GrowthChart)

## End(Not run)

Rearrangement documentation built on May 1, 2019, 11:29 p.m.