Nothing
waldConfidenceInterval_ir_stageOne <-
function(explanatory, response, Y_0, level=NA) {
if (is.na(level)) {
level <- 0.95
}
alpha <- 1 - level
## Import previously computed Chernoff quantiles, provided by Groeneboom and Wellner
# realizations <- read.table("results_chernoff", header=TRUE)
chernoff_realizations <- NULL; rm(chernoff_realizations); # Dummy to trick R CMD check
data("chernoff_realizations", envir =environment())
ind <- min(which(chernoff_realizations$DF - (1-alpha/2) >= 0))
q <- chernoff_realizations$xcoor[ind]
n <- length(response)
fit <- threshold_estimate_ir(explanatory, response, Y_0)
sigmaSq <- estimateSigmaSq(explanatory, response)$sigmaSq
deriv_d0 <- estimateDeriv(explanatory, response, fit$threshold_estimate_explanatory, sigmaSq)
g_d0 <- 1/n
n <- length(explanatory)
C_di <- (4*sigmaSq / (deriv_d0^2) )^(1.0/3.0)
band <- n^(-1.0/3.0) * C_di * g_d0^(-1.0/3.0) * q
return(list(estimate=fit$threshold_estimate_explanatory,lower=max(min(explanatory),fit$threshold_estimate_explanatory - band), upper=min(max(explanatory),fit$threshold_estimate_explanatory + band), C_1 =as.numeric(C_di * g_d0^(-1.0/3.0) * q), sigmaSq=sigmaSq, deriv_d0=deriv_d0 ))
}
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