bootstrap.beran.conf: Simultaneous Confidence Functions via Bootstrapping.
In ddarmon/clp: R Package for Computing Confidence Functions to Accompany CLP

Description Usage Arguments Value References Examples

Confidence functions via bootstrapping based on the percentile confidence interval, with balancing across parameters with Beran's method for simultaneous confidence sets.

1	bootstrap.beran.conf(bc, which = NULL, interval.type = "bca")

`bc`	an object returned by either bcaboot or percboot
`which`	the indices for the parameters to include
`interval.type`	which interval to use in constructing the confidence curve, one of 'percentile' or 'bca'

A list containing the confidence functions pconf, dconf, cconf, and qconf for each parameter with balanced correction for multiple comparisons.

Tore Schweder and Nils Lid Hjort. Confidence, Likelihood, Probability. Vol. 41. Cambridge University Press, 2016.

Tore Schweder. "Confidence nets for curves." Advances In Statistical Modeling And Inference: Essays in Honor of Kjell A Doksum. 2007. 593-609.

Rudolf Beran. "Balanced simultaneous confidence sets." Journal of the American Statistical Association 83.403 (1988): 679-686.

data(fat)

formula <- body.fat ~ age + weight + height

statistic <- function(data, id = 1:nrow(data)){
 mod <- lm(formula, data = data[id, ])

 return(coef(mod))
}

bc <- bcaboot(fat, statistic, B = 2000)

beta.conf.simul <- bootstrap.beran.conf(bc, which = 2:4)

for (nam in names(beta.conf.simul)){
 display.cconf(beta.conf.simul[[nam]], xlab = nam)
}