asymcnfB: Asymmetric simultaneous bayesian confidence bands

In estsyawo/bayesdistreg: Bayesian Distribution Regression

Asymmetric simultaneous bayesian confidence bands

Description

asymcnfB obtains asymmetric bayesian confidence bands on a target function

Usage

asymcnfB(DF, DFmat, alpha = 0.05, scale = FALSE)

Arguments

DF	the target distribution/quantile function as a vector
DFmat	the matrix of draws of the distribution, rows correspond to elements in DF
alpha	level such that 1-alpha is the desired probability of coverage
scale	logical for scaling using the inter-quartile range

Value

a list containing

• cmin - constant to subtract from DF for the lower confidence band

• cmax - constant to add to DF for the upper confidence band

Examples

set.seed(14); m=matrix(rbeta(500,1,4),nrow = 5) + 1:5
DF = apply(m,1,mean); plot(1:5,DF,type="l",ylim = c(min(m),max(m)), xlab = "Index")
asyCB<- asymcnfB(DF,DFmat = m)
lines(1:5,DF-asyCB$cmin,lty=2); lines(1:5,DF+asyCB$cmax,lty=2)

estsyawo/bayesdistreg documentation built on Jan. 28, 2024, 12:13 p.m.