example_sim: Calculate expected coverage of several alternative intervals...

In jean997/rccSims: Replicate simulations in "Rank conditional coverage and confidence intervals in high dimensional problems" by Jean Morrison and Noah Simon.

Description

This function can be used to generate the example shown in figure 1.

Usage

example_sim(theta, n = 200, use.abs = TRUE)

Arguments

theta	Vector of parameter values (length p)
n	Number of simulations to run.
use.abs	Rank estimates by absolute value for bootstrapping methods.

Value

A list with elements:

COVERAGE

A 5 by p by n array giving the coverage at each simulation. COVERAGE[i, j, k] is either 0 or 1 indicating weather the interval formed using method i for rank j in simulation k covered its respective parameter

WIDTH

A 5 by p by n array giving the width of each interval in each simulation.

Z

A p by n matrix of all of the simulated data

simnames

Name of each type of the 5 types of confidence intervals

jean997/rccSims documentation built on May 18, 2019, 11:45 p.m.