EL_confint: Empirical likelihood pointwise confidence bands for...

Description Usage Arguments Value See Also

Description

Returns EL confidence bands.

Usage

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EL_confint(NOIS_fit, conf_level = 0.05, fit_type = "NOIS",
  bias_correct = T, parallel = F, calib_type = "F", left = 0,
  right = 20, maxit = 50)

Arguments

NOIS_fit

A NOIS_fit.

conf_level

The significance level.

fit_type

The type of fit to use for confidence bands. Valid types are c('NOIS', 'regular'), where regular is the non-robust fit..

bias_correct

A logical indicating usage of bias correction.

parallel

A logical indicating parallel computation. A backend must be registered first.

calib_type

The distribution for calibrating Wilks' theorem. Valid types are c('F', 'chisq').

left

The left summand for the root finding procedure.

right

The right summand for the root finding procedure.

maxit

The maximum number of iterations for each root finding procedure.

Value

A list with the following components.

up_predicted

The upper band.

low_predicted

The lower band.

time

Elapsed time.

up_iter

Number of iterations for the upper band.

low_iter

Number of iterations for the lower band.

See Also

Other NOIS confidence bands: NOIS_confint, pred_resid_BS_confint, resid_BS_confint


hoangtt1989/NOIS documentation built on May 20, 2019, 2:08 p.m.