simBaS: Compute Simultaneous Band Scores (SimBaS)
In drkowal/FDLM: A Bayesian Multivariate Functional Dynamic Linear Model

Compute simultaneous band scores (SimBaS) from Meyer et al. (2015, Biometrics). SimBaS uses MC(MC) simulations of a function of interest to compute the minimum alpha such that the joint credible bands at the alpha level do not include zero. This quantity is computed for each grid point (or observation point) in the domain of the function.

1	simBaS(sampFuns)

sampFuns

Nsims x m matrix of Nsims MCMC samples and m points along the curve

m x 1 vector of simBaS

The input needs not be curves: the simBaS may be computed for vectors to achieve a multiplicity adjustment.

The minimum of the returned value, PsimBaS_t, over the domain t is the Global Bayesian P-Value (GBPV) for testing whether the function is zero everywhere.

drkowal/FDLM documentation built on May 20, 2019, 5:20 p.m.