sup_t_Band.LL: 'sup_t_Band.LL' constructs the sup-t uniform band following...

In estsyawo/bayesprdopt: Useful Functions and Algorithms

sup_t_Band.LL constructs the sup-t uniform band following Li & Liao (2020)

Description

sup_t_Band.LL constructs the sup-t uniform band following Li & Liao (2020)

Usage

sup_t_Band.LL(
  reg.objs,
  lambda,
  L = NULL,
  norm.mat = NULL,
  n,
  alpha = 0.05,
  seed = NULL
)

Arguments

reg.objs	G-length list of regression objects
lambda	\lambda'\beta is the functional of interest
L	the number of variates to use in simulating the distribution of sup-t. Should be supplied or norm.mat should be supplied
norm.mat	k \times L matrix of standard normal variates used in computing the bands
n	sample size of the data used to compute reg.objs
alpha	significance level
seed	seed specified if norm.mat=NULL

Value

Fn: G-length vector of the function estimate

LB.Fn: G-length lower Uniform Confidence band

UB.Fn: G-length upper Uniform Confidence band

Examples

set.seed(1); X = rnorm(250,mean=(1:250)/250)
reg.objs = lapply(seq(0.2,0.8,by=0.05), function(t) lm(I(X+t)~1))
sup_t_Band.LL(reg.objs,lambda=1,L=500,n=250,seed=1)

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