TRICEP_glm_beta_profiler: Profile a CEL confidence interval for one component of the...

In hoangtt1989/BICEP: Bi-linear algorithm for composite empirical likelihood

Description

Profile a CEL confidence interval for one component of the coefficient vector.

Usage

TRICEP_glm_beta_profiler(fix_index, X, y = NULL, family = c("gaussian",
  "binomial", "poisson", "mean"), conf_level = 0.05, test_thresh = "chisq",
  upper_break = NULL, lower_break = 1e-06, upper_divide = 2,
  upper_increase = 0.1, algorithm = c("TRICEP", "nested"), ...,
  verbose = F)

Arguments

fix_index	a vector indicating the indices to be tested.
X	a design matrix with observations in rows and variables in columns.
y	a vector of the responses. Default is NULL in case family = "mean" (test a vector mean).
family	either the GLM family or "mean" for a vector mean.
conf_level	the confidence level.
test_thresh	either a string specifying the chi-square approximation or a double (such as a statistic calculated from the bootstrap).
upper_break	the initial guess for the upper limit for root finding. Default uses a value based on the magnitude of the MLE.
lower_break	the initial guess for the lower limit for root finding.
upper_divide	divide the MLE by this much for upper_break.
upper_increase	increase the initial guess for the upper limit by this amount.
algorithm	a string indicating the algorithm to be used. "nested" is only compatible when family = "gaussian".
...	additional arguments passed to TRICEP_glm.
verbose	a boolean to allow console output.

Value

A list with confidence interval attributes.

hoangtt1989/BICEP documentation built on May 28, 2019, 3:37 p.m.