UBand.Fn: 'UBand.Fn' constructs Chernozhukov et al. 2013 Uniform...

In estsyawo/bayesprdopt: Useful Functions and Algorithms

UBand.Fn constructs Chernozhukov et al. 2013 Uniform Confidence Bands using output from Band.Fn.objs

Description

UBand.Fn constructs Chernozhukov et al. 2013 Uniform Confidence Bands using output from Band.Fn.objs

Usage

UBand.Fn(Fn, BDobjs, n, alpha = 0.05)

Arguments

Fn	G-length vector of the function of interest
BDobjs	output object from Band.Fn.objs
n	sample size of the data used to compute Fn
alpha	significance level

Value

LB.Fn: G-length lower Uniform Confidence band

UB.Fn: G-length upper Uniform Confidence band

Examples

set.seed(1); 
BDobjs=Band.Fn.objs(Fn=rep(0,5),Boot.Fn=matrix(rnorm(1000),nrow=5),n=100)
UBand.Fn(Fn=rep(0,5),BDobjs=BDobjs,n=100)

estsyawo/bayesprdopt documentation built on April 2, 2024, 2:18 p.m.