compute.Ubands: 'compute.Ubands' is a high-level function for computing...

In estsyawo/bayesprdopt: Useful Functions and Algorithms

compute.Ubands is a high-level function for computing uniform confidence bands according to Chernozhukov et al. 2013

Description

compute.Ubands is a high-level function for computing uniform confidence bands according to Chernozhukov et al. 2013

Usage

compute.Ubands(Fn, Boot.Fn, n, alpha = 0.05)

Arguments

Fn	G-length vector of the function of interest
Boot.Fn	a G \times L matrix of samples of the function Fn
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); 
Ubands=compute.Ubands(Fn=rep(0,5),Boot.Fn=matrix(rnorm(1000),nrow=5),n=100)

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