lyapunov_asympcs: Lyapunov-style AsympCS

In WannabeSmith/sequential.causal: Confidence sequences for the average treatment effect

Lyapunov-style AsympCS

Description

Lyapunov-style AsympCS

Usage

lyapunov_asympcs(x, rho2, alpha = 0.05, var_t = NULL, return_all_times = TRUE)

Arguments

x	The observed data points (a real vector).
alpha	The significance level (a (0, 1)-valued real).
return_all_times	Should the CS be returned at every time point? (boolean)
rho	The time for which the confidence sequence should be tightest.
var	The known or estimated variance of the observations, 'x'. If left 'NULL', then the empirical variance of 'x' will be taken (positive real-valued vector or 'NULL').

Value

A list containing the following vectors:

l	The lower confidence sequence (a real vector).
u	The upper confidence sequence (a real vector).

WannabeSmith/sequential.causal documentation built on Sept. 12, 2023, 3:10 p.m.