bounds.logconc.internal: Computes upper identification interval under the assumption...

Description Usage Arguments Value

Description

Computes upper identification interval under the assumption that F is log-concave.

Usage

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bounds.logconc.internal(X, sampling.ratio = 5, xmin = NULL, xmax = NULL,
  buckets = 1000, alpha = 1/sqrt(length(X)))

Arguments

X

The observed data.

sampling.ratio

Bound on the sampling weights gamma.

xmin

Used to construct histogram representation.

xmax

Used to construct histogram representation.

buckets

Used to construct histogram representation.

alpha

Significance level used for KS bounds.

Value

mu.bound The upper bound for mu(x).

Xhat Unweighted empirical CDF of the data.

xvals Points at which Xhat is evaluated.

Xhat.upper KS bound for Xhat.

Lhat.upper Lhat function from paper.

Weighted version of Xhat that maximizes mu, subject to log-concavity


jrzubizarreta/scbounds documentation built on May 20, 2019, 5:26 p.m.