Description Usage Arguments Details Value Note Author(s) References See Also Examples
Compute the shortest probability interval (spin) using an optimal weighting strategy.
1 |
x |
A vector of samples from the distribution. |
conf |
Scalar, the confidence level desired. |
bw |
Scalar, the bandwidth of the weighting kernel in terms of sample points. If not specified, sqrt(n) will be used, where n is the sample size. |
lb,ub |
Scalars, the lower and upper bounds of the distribution. If specified, a pseudo-sample point equal to the corresponding bound will be added. |
l,u |
Scalars, weighting centers (if provided). |
SPIn computes the shortest probability interval for a distribution using an optimal weighting strategy. Quadratic programming is used to determine the optimal weights.
SPIn returns an object of class
'SPIn'. An object of class 'SPIn' is a list containing the following components:
spin |
A vector of length 2 with the lower and upper endpoints of the interval. |
conf |
The confidence level. |
x |
A vector of samples from the distribution. |
w.l,w.u |
Vectors of the computed weights. |
l.l,l.u,u.l,u.u |
Endpoints of the weights. |
This function assumes that the distribution is unimodal, and computes only 1 interval, not the set of intervals that are appropriate for multimodal distributions.
Ying Liu yliu@stat.columbia.edu
Simulation efficient shortest probability intervals. (arXiv:1302.2142)
1 2 |
Loading required package: quadprog
$spin
[1] 0.2933806 5.9742295
$conf
[1] 0.95
$x
[1] 0.2933806 0.3485911 0.7415010 0.7634083 0.7694012 0.7694763 0.9556156
[8] 1.1205427 1.1592866 1.1615992 1.1799116 1.2611875 1.3281426 1.3838270
[15] 1.3907733 1.4288182 1.4310369 1.5271968 1.5330393 1.5547128 1.5783302
[22] 1.5996157 1.6562046 1.7051711 1.7450177 1.7616346 1.7767946 1.7781777
[29] 1.7846513 1.8412842 1.8907984 1.9381865 1.9384494 2.0218090 2.0570562
[36] 2.1200397 2.1287980 2.2047718 2.2218065 2.2737837 2.3331989 2.3623842
[43] 2.3734601 2.4310775 2.4316440 2.4369964 2.4522400 2.4534747 2.4813414
[50] 2.4971950 2.5602084 2.6256629 2.6766900 2.7285126 2.7874975 2.8658699
[57] 2.8683657 2.8713209 2.9258665 2.9582580 2.9819862 3.0208198 3.0440925
[64] 3.0727895 3.2078849 3.2095308 3.2548720 3.2734187 3.3076861 3.3358902
[71] 3.4246774 3.4713158 3.5194713 3.6182669 3.6554772 3.7834751 3.7974750
[78] 4.1328766 4.2972266 4.2992561 4.3042960 4.4937605 4.5704219 4.5856807
[85] 4.6027198 4.6317146 4.6843149 4.6946458 4.7527710 4.7952631 5.0794101
[92] 5.2879296 5.3970868 5.4082599 5.7919276 6.1045459 6.3941511 6.5815453
[99] 7.7232092 8.4660350
$w.l
[1] 1
$w.u
[1] 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111 0.1111111
[8] 0.1111111 0.1111111
$l.l
[1] 1
$l.u
[1] 1
$u.l
[1] 91
$u.u
[1] 99
attr(,"class")
[1] "SPIn"
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