df_confint_pvalue: Confidence interval and p-values for estimates
In abichat/zazou: Z-Scores As Ornstein-Uhlenbeck

Description Usage Arguments Details Value

From a vector of estimates computes the lower and upper bound and a p-value.

df_confint_pvalue(estimate, sigma, tau, alpha_conf = 0.05)

df_conf_leaves(
  shifts,
  covariance_noise_mat,
  mat_incidence,
  sigma,
  alpha_conf = 0.05
)

`estimate`	Shift estimate from `shiftpunct` object. Eventually named.
`sigma`	Associated standard error, length `1`.
`tau`	Noise factor, same length as `estimate`.
`alpha_conf`	Confidence level.
`shifts`	Punctual shift estimation from desparsified procedure.
`covariance_noise_mat`	Covariance noise matrix.
`mat_incidence`	Incidence matrix

The confidence interval is bivariate whereas the p-value and q-values are univariate. q-values are threshold-dependent and need to be recomputed when alpha_conf changes.

A dataframe with 4 (or 5 if estimate has names) columns.

abichat/zazou documentation built on Sept. 8, 2021, 6:53 a.m.