Joint confidence regions

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Description

This package provides functions for computing and plotting joint confidence regions as well as (simultaneous) confidence intervals, with a focus on multivariate normal parameter vectors and parameters of the normal distribution i.e., mean and variance.

Details

Package: jocre
Type: Package
Version: 0.1
Date: 2016-09-27
License: GPL-2

plot2D generates plots of joint confidence regions or (simultaneous) confidence intervals in two dimensions and allows for fine tuning e.g., shading of an equivalence region. The confidence region's boundaries can be found with confset, whereas confints computes (simultaneous) confidence intervals.

plotMV2D produces graphics of joint confidence regions for the mean and variance (or standard deviation) of a normal distribution.

Insights into the conservativeness of the two one-sided test procedure can be obtained with iutsize.

CIGE ...

Author(s)

Philip Pallmann (p.pallmann@lancaster.ac.uk)

References

Philip Pallmann (2016) Joint confidence regions with the R package jocre. In preparation.

Examples

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data("marzo")
#plot2D()

data("wires")
#plotMV2D()