coverage_prob: Calculate the empirical coverage probability of a matrix of...

In fditraglia/fmscr:

Description

Calculate the empirical coverage probability of a matrix of confidence intervals.

Usage

coverage_prob(conf_intervals, truth)

Arguments

conf_intervals	Matrix of confidence intervals in which each row is a CI, the first column is the lower confidence limit, and the second column is the upper confidence limit.
truth	True value of the parameter for which the CIs were constructed.

Value

Empirical coverage probability.

Examples

xbar <- replicate(1000, mean(rnorm(25)))
ME <- qnorm(0.975) / 5
CIs <- cbind(xbar - ME, xbar + ME)
coverage_prob(CIs, 0)

fditraglia/fmscr documentation built on May 16, 2019, 12:10 p.m.