jocre-package: Joint confidence regions

Description Details Author(s) References Examples

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: 0.3.3
Date: 2017-05-12
License: GPL-2

cset computes joint confidence regions and (simultaneous) confidence intervals around multivariate normal means. The parameter estimates and interval bounds (in the case of confidence regions their boundaries are projected onto the axes) are displayed with print or summary, and plot generates a graph of the estimate and region or intervals and allows for some fine tuning e.g., shading of an equivalence region.

csetMV computes joint confidence regions for the mean and variance (or standard deviation) of a normal distribution. plot, print, and summary produce the corresponding graphics and summaries.

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

Confidence levels of a joint ellipse and marginal intervals can be "translated" back and forth with translate.

Author(s)

Philip Pallmann ([email protected])

References

Philip Pallmann (2017) Joint confidence regions with the R package jocre. In preparation.

Examples

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## Not run: 
data("marzo")
plot(cset(dat=marzo, method="limacon"))

data("wires")
plot(csetMV(dat=wires, method="mood"))

## End(Not run)

jocre documentation built on May 30, 2017, 6:48 a.m.