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.
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
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.
summary produce the corresponding graphics and summaries.
Insights into the conservativeness of the two one-sided test procedure can be obtained with
Confidence levels of a joint ellipse and marginal intervals can be "translated" back and forth with
Philip Pallmann ([email protected])
Philip Pallmann (2017) Joint confidence regions with the R package jocre. In preparation.
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