README.md

SIMfilter

The goal of SIMfilter is to provide an R package for our SIM paper; see the link for detials: https://projecteuclid.org/euclid.aos/1403715201

Installation

You can install the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("dulilun/SIMfilter")

Example

This is a basic example which shows you how to solve a simple problem:

library(SIMfilter)
## basic example code
p_1 = rnorm(100)
p_1[1:10]=p_1[1:10]+2
p_1 = 1-pnorm(p_1)
p_2 = rnorm(100)
p_2[1:10]=p_2[1:10]+2
p_2 = 1-pnorm(p_2)
out = SIM(p_1, p_2, alpha = 0.1, SIM_F_0_method=1, method_lambda=1, method_t=2)


dulilun/SIMfilter documentation built on Sept. 25, 2020, 12:04 a.m.