Description Usage Arguments Details Value Examples
Joint confidence region for ( theta, alpha ), the changepoint's (x,y)-coordinates.
1 2 | ## S4 method for signature 'Cpp_Clmbr'
cr( CL =0.95 , method ="CLR", incr, output ="G" )
|
CL |
confidence level, between 0 and 1. |
method |
"CLR" or "AF" which stand for conditional likelihood-ratio or approximate-F (rapid), see |
incr |
increment of theta values for the confidence region's boundary-points. |
output |
"G", "T" or "V" which stand for graph, text or value. |
This subroutine scans to determine the postulate values of (theta, alpha) that have significance level greater than 1-CL. It scans first along the (theta, alpha-MLE) ridge to determine the 'theta' boundary limits.
If 'output' is "G" or "T" then 'cr' graphs or prints-out the confidence region but does not return a value. If 'output' is "V" then 'cr' returns an N x 3 matrix of boundary points ( theta, min-alpha, max-alpha ).
1 2 3 4 5 6 |
Loading required package: Rcpp
lm.br version 2.9.3, '?lm.br' starts help
getting theta-boundaries...
getting alpha-boundaries...
90-percent joint confidence region for (theta, alpha) by AF
theta min. alpha max. alpha
1, -1.99948, -1.99948
1.00001, -2.00968, -1.98928
1.1, -1.80937, -1.78965
1.2, -1.60904, -1.59
1.3, -1.40872, -1.39034
1.4, -1.2084, -1.19068
1.5, -1.00808, -0.99102
1.6, -0.807767, -0.791353
1.7, -0.607459, -0.591681
1.8, -0.407155, -0.392005
1.9, -0.206857, -0.192323
2, -0.00656491, 0.00736491
2.00391, -0.00268575, -0.00268575
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