Confidence Interval for the Changepoint

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Description

Confidence interval for 'theta', the changepoint's x-coordinate.

Usage

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## S4 method for signature 'Cpp_Clmbr'
ci(  CL =0.95, method ="CLR" )

Arguments

CL

confidence level, between 0 and 1.

method

"CLR" or "AF" which stand for conditional likelihood-ratio or approximate-F, see sl for details.

Details

This subroutine scans to determine the postulate values of 'theta' that have significance level greater than 1-CL.

Examples

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#  Data for Patient B from Smith and Cook (1980)
y <- c(37.3, 47.1, 51.5, 67.6, 75.9, 73.3, 69.4, 61.5, 31.8, 19.4)
x <- 1:10
sc <- lm.br( y ~ x )
sc$ci()
sc $ ci( 0.90 )
sc $ ci( .99, 'af' )