Description Usage Arguments Details Value Note Author(s) References See Also Examples
Creates graphs of (simultaneous) confidence regions for the mean and variance of a normal distribution using different methods.
1 2 |
dat |
A vector of numeric values assumed to follow a normal distribution. Not required for |
n |
A numeric value giving the sample size. Only required for |
method |
A character string specifying the method to be used. See details for available |
alpha |
A numeric value giving the type I error level to be controlled. Default is |
scale |
A character string specifying whether the variance ( |
axnames |
A vector of two character strings giving the x and y axis labels. |
main |
A character string giving the plot title. |
col |
A character string specifying the colour of the plotted region or intervals. |
steps |
An integer setting the initial number of steps for the search algorithm. |
searchwidth |
A numeric specifying the step width for the search algorithm. |
xxx
Available method
s are: mood
for the classical region described in Mood (1950); large
for the large-sample approximation region described in section 4.1 of Arnold & Shavelle (1998); plugin
for a plug-in variant of the large-sample approximation region described in section 4.2 of Arnold & Shavelle (1998); pluginF
for the plug-in variant of the large-sample approximation region described in section 4.3 of Arnold & Shavelle (1998) using an asymptotic F distribution as in Douglas (1993); lrt
for the likelihood ratio test region described in section 4.4 of Arnold & Shavelle (1998); cheng.iles
for the xxxxx described in Cheng & Iles (1983); min.area
for the minimum-area region described in Frey et al. (2009).
A graphical display of a (simultaneous) confidence set in two dimensions.
x
Philip Pallmann (p.pallmann@lancaster.ac.uk) using code from xxxxx
Barry C. Arnold & Robert M. Shaville (1998) Joint confidence sets for the mean and variance of a normal distribution. The American Statistician, 52(2), 133–140.
R. C. H. Cheng & T. C. Iles (1983) Confidence bands for cumulative distribution functions of continuous random variables. Technometrics, 25(1), 77–86.
J. B. Douglas (1993) Confidence regions for parameter pairs. The American Statistician, 47(1), 43–45.
Jesse Frey, Osvaldo Marrero, Douglas Norton (2009) Minimum-area confidence sets for a normal distribution. Journal of Statistical Planning and Inference, 139(3), 1023–1032.
Alexander M. Mood (1950) Introduction to the Theory of Statistics. McGraw-Hill, New York, NY.
x
1 2 3 4 5 6 7 8 9 10 11 12 13 | # Generate normal data
mydata <- rnorm(n=50)
# Plot simultaneous 90% confidence regions
#plotMV2D(dat=mydata, method="mood", alpha=0.1, main="Mood")
#plotMV2D(dat=mydata, method="large", alpha=0.1, main="Large-sample")
#plotMV2D(dat=mydata, method="plugin", alpha=0.1, main="Plug-in")
#plotMV2D(dat=mydata, method="pluginF", alpha=0.1, main="Plug-in (F distribution)")
#plotMV2D(dat=mydata, method="lrt", alpha=0.1, main="Likelihood ratio test")
# more examples with cheng.iles and min.area
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.