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#Internal Functions
two.sided <- function (x, alpha, P){
n <- length(x)
x <- sort(x)
gamma <- 1-alpha
out <- nptol.int(1:n, alpha = alpha, P = P, side = 2,method = "HM")[,3:4]
r <- as.numeric(out[,1])
s <- as.numeric(out[,2])
if(nrow(out) == 2){
X1.L <- x[c(r[1],r[1]+1)]
X2.L <- x[c(r[2],r[2]+1)]
X1.U <- x[c(s[1],s[1]-1)]
X2.U <- x[c(s[2],s[2]-1)]
g <- c(pbinom(s[1]-r[1]-1,n,P),pbinom(s[1]-(r[1]+1)-1,n,P))
out1.L <- as.numeric(predict(lm(X1.L~g),newdata=list(g=gamma)))
out2.L <- as.numeric(predict(lm(X2.L~g),newdata=list(g=gamma)))
out1.U <- as.numeric(predict(lm(X1.U~g),newdata=list(g=gamma)))
out2.U <- as.numeric(predict(lm(X2.U~g),newdata=list(g=gamma)))
temp <- cbind(c(out1.L,out2.L,x[r[1]],x[r[2]]),c(x[s[1]],x[s[2]],out1.U,out2.U))
temp <- cbind(temp,apply(temp,1,diff))
if(pbinom(s[1]-r[1]-1,n,P)>=gamma){
ind <- which.max(temp[,3])
temp <- temp[ind,1:2]
if(ind==1|ind==3) ord <- 1 else ord <- 2
} else{
ind <- which.max(temp[,3])
temp <- temp[ind,1:2]
if(ind==1|ind==3) ord <- 1 else ord <- 2
}
temp <- matrix(temp,nrow=1)
} else{
X.L <- x[c(r,r+1)]
X.U <- x[c(s,s-1)]
g <- c(pbinom(s-r-1,n,P),pbinom(s-(r+1)-1,n,P))
out.L <- as.numeric(predict(lm(X.L~g),newdata=list(g=gamma)))
out.U <- as.numeric(predict(lm(X.U~g),newdata=list(g=gamma)))
temp <- cbind(c(out.L,x[r]),c(x[s],out.U))
temp <- cbind(temp,apply(temp,1,diff))
if(pbinom(s[1]-r[1]-1,n,P)>=gamma){
temp <- temp[which.min(temp[,3]),1:2]
} else{
temp <- cbind(out.L,out.U) #Extrapolates both sides.
}
temp <- matrix(temp,nrow=1)
}
temp <- cbind(alpha,P,temp)
colnames(temp) <- c("alpha","P","2-sided.lower","2-sided.upper")
rownames(temp) <- "OS-Based"
temp
}
interp <- function (x, alpha, P){
n <- length(x)
x <- sort(x)
gamma <- 1-alpha
out <- as.numeric(nptol.int(1:n,alpha=alpha,P=P,side=1)[3:4])
s <- as.numeric(out[1])
r <- as.numeric(out[2])
###Beran-Hall
pi.l <- (gamma-pbinom(n-s-1,n,P))/dbinom(n-s,n,P)
pi.u <- (gamma-pbinom(r-2,n,P))/dbinom(r-1,n,P)
Q.l <- ifelse(s==n,x[s],pi.l * x[s + 1] + (1 - pi.l) * x[s])
Q.u <- ifelse(r==1,x[r],pi.u * x[r] + (1 - pi.u) * x[r - 1])
###Hutson
f.l <- function(u1,u,n,alpha) pbeta(u,(n+1)*u1,(n+1)*(1-u1))-1+alpha
f.u <- function(u2,u,n,alpha) pbeta(u,(n+1)*u2,(n+1)*(1-u2))-alpha
u1 <- uniroot(f.l,interval=c(0.00001,0.99999),u=1-P,n=n,alpha=alpha)$root
u2 <- uniroot(f.u,interval=c(0.00001,0.99999),u=P,n=n,alpha=alpha)$root
eps <- function(u,n) (n+1)*u-floor((n+1)*u)
Qh.l <- ifelse(s==n,x[s],(1 - eps(u1, n)) * x[s] + eps(u1, n) * x[s + 1])
Qh.u <- ifelse(r==1,x[r],(1 - eps(u2, n)) * x[r - 1] + eps(u2, n) * x[r])
temp <- data.frame(rbind(c(alpha,P,Q.l,Q.u),c(alpha,P,Qh.l,Qh.u)))
colnames(temp) <- c("alpha","P","1-sided.lower","1-sided.upper")
rownames(temp) <- c("OS-Based","FOS-Based")
temp
}
extrap <- function (x, alpha, P){
n <- length(x)
x <- sort(x)
gamma <- 1-alpha
out.exp <- as.numeric(nptol.int(x,alpha=alpha,P=P,side=1)[3:4])
###Beran-Hall
pi.b <- -(gamma-pbinom(n-1,n,P))/dbinom(n-1,n,P)
Qexp.l <- pi.b*x[2]+(1-pi.b)*x[1]
Qexp.u <- pi.b*x[n-1]+(1-pi.b)*x[n]
###Hutson
f.lb <- function(u1,u,n,alpha) pbeta(u,(n+1)*u1,(n+1)*(1-u1))-1+alpha
f.ub <- function(u2,u,n,alpha) pbeta(u,(n+1)*u2,(n+1)*(1-u2))-alpha
u1.b <- uniroot(f.lb,interval=c(0.00001,0.99999),u=1-P,n=n,alpha=alpha)$root
u2.b <- uniroot(f.ub,interval=c(0.00001,0.99999),u=P,n=n,alpha=alpha)$root
eps <- function(u,n) -((n+1)*u-floor((n+1)*u))
Qhexp.l <- (1-eps(u1.b,n))*x[1]+eps(u1.b,n)*x[2]
Qhexp.u <- (1-eps(u2.b,n))*x[n]+eps(u2.b,n)*x[n-1]
temp <- data.frame(rbind(c(alpha,P,Qexp.l,Qexp.u),c(alpha,P,Qhexp.l,Qhexp.u)))
colnames(temp) <- c("alpha","P","1-sided.lower","1-sided.upper")
rownames(temp) <- c("OS-Based","FOS-Based")
temp
}
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