get_IC: Title

In Marie-PerrotDockes/sanssouci.hmm: Confindence bound on the FDP after post-selection under an HMM

Title

Description

Title

Usage

get_IC(sel, li0, Pis, f0x, f1x, alpha)

Arguments

sel	an ordered vector of selected indexes.
li0
Pis
f0x
f1x

Examples

 m <-  100
 Pi <- c(0.8,0.2)
 A <- matrix(c(0.95, 0.05, 0.2, 0.80), 2, 2, byrow = T)
   rdata <- sim_hmm_2states(m, Pi, A, f0 = c(0,1), f1= c(2,1))
  x <- rdata$x
  f0x <- dnorm(x)
  f1x <- dnorm(x, 1,2)
   mod <- for_back(m, A, f0x, f1x, Pi)
     Pis_est <- lapply(2:m, function(i){
  get_A( m,alpha = mod$alpha, beta = mod$beta, A, f0x, 
         f1x, i = i)
  })
  alpha <- 0.1
  sel <- sample(1:m, m/2)
  sel <- sel[order(sel)]
 get_IC(sel = sel, li0 = mod$gamma[, 1], 
  Pis = Pis_est, f0x = f0x, f1x = f1x, alpha)
 quant <- get_quantiles(sel = sel, li0 = mod$gamma[, 1], 
  Pis = Pis_est, f0x = f0x, f1x = f1x)
  borne(type_borne = "HMM", sel = sel, a = quant, alpha )
  borne(type_borne = "HMM_small", sel = sel, a = quant, alpha)

Marie-PerrotDockes/sanssouci.hmm documentation built on Oct. 26, 2023, 10:36 a.m.