Description Usage Arguments Value Examples
This is the main function of the package. It takes as inputs the predictor/response matrix appended together, which can be either a data frame or a matrix, along with the desired coverage and other settings, and outputs marginal confidence intervals for each of the predictors, including the intercept.
1 | perccal_interval(Xy, alpha, G = 20, B = 999, B2 = 999)
|
Xy |
[n by (p+1)] matrix: X in columns 1 to p, y in column p+1. X is the design matrix, and is assumed to not include a vector of one's. |
alpha |
Target coverage desired. |
G |
Number of grid points to evaluate calibrated percentile method on each side over. |
B |
Number of 1st stage bootstrap samples. |
B2 |
Number of 2nd stage double bootstrap samples. |
Return a (p+1)x2 matrix containing confidence intervals for all regression coefficients, estimated via the perc-cal method.
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