get_lims: Upper and lower limits for goodness of fit.

In athowes/multi.utils: Utility functions for multi-agyw

Upper and lower limits for goodness of fit.

Description

This function simulates upper and lower limits 'lims$lower' and 'lims$upper' such that:

P({lims$lower[i] <= sum(unif(n) < 1/i) <= lims$upper[i]} for any i = 1, \ldots, K - 1) = 1 - alpha

For more information see "Graphical Test for Discrete Uniformity and its Applications in Goodness of Fit Evaluation and Multiple Sample Comparison" (Säilynoja, Bürkner, Vehtari).

Usage

get_lims(alpha, n, K)

Arguments

alpha	Confidence level between 0 and 1.
n	Sample size.
K	Granularity of the uniform partition of the unit interval.

Value

List containing the upper and lower simultaneous confidence bands evaluated at z_i = i / K for i = 1, \ldots, K - 1.

Source

https://github.com/TeemuSailynoja/simultaneous-confidence-bands

athowes/multi.utils documentation built on July 20, 2024, 10:57 p.m.