interval_gRcpp: Estimate confidence intervals/bands for a STAR process

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Estimate confidence intervals/bands for a STAR process

Description

Compute confidence intervals/bands for the expected value of the count-valued STAR process y based on intervals/bands for the Gaussian process mu.

Usage

interval_gRcpp(g_a_j, g_a_jp1, L_mu, U_mu, sigma, Jmax)

Arguments

g_a_j	Jmax x 1 vector of g(a(j))
g_a_jp1	Jmax x 1 vector of g(a(j + 1))
L_mu	m x 1 vector of lower intervals for mu
U_mu	m x 1 vector of upper intervals for mu
sigma	m x 1 vector of conditional standard deviations
Jmax	m x 1 vector of maximum integer values to consider

Value

LU_y m x 2 vector of intervals for y.

Note

This function uses Rcpp for computational efficiency.

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.