fun.testreg: Compare coverage of confidence intervals from various...
In kolassa-dev/NonparametricHeuristic: Heuristic Tools for Nonparametric Statistics
fun.testreg R Documentation
Compare coverage of confidence intervals from various regression techniques. Intervals are nominal coverage .1.
Description
Compare coverage of confidence intervals from various regression techniques. Intervals are nominal coverage .1.
Usage
fun.testreg(dists = "rnorm", npergp = 10, mcsamp = 10000)
Arguments
dists
vector of names of random number generators for sample. Defaults to normal.
npergp
Number of observations per sample; defaults to 10
mcsamp
Number of Monte Carlo samples.
Value
A matrix of coverage levels. Dimensions are distribution and confidence interval technique.
A list with two components. The first is a two-dimensional array of average interval lengths. The second is coverage levels. Dimensions of both are technique and distribution.
Examples
library(VGAM)
fun.testreg(mcsamp=100,dists=c("rnorm","rcauchy","rlaplace","runif","rexp"))
kolassa-dev/NonparametricHeuristic documentation built on Nov. 14, 2022, 11:25 p.m.
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| fun.testreg | R Documentation |
Compare coverage of confidence intervals from various regression techniques. Intervals are nominal coverage .1.
Description
Compare coverage of confidence intervals from various regression techniques. Intervals are nominal coverage .1.
Usage
fun.testreg(dists = "rnorm", npergp = 10, mcsamp = 10000)
Arguments
dists |
vector of names of random number generators for sample. Defaults to normal. |
npergp |
Number of observations per sample; defaults to 10 |
mcsamp |
Number of Monte Carlo samples. |
Value
A matrix of coverage levels. Dimensions are distribution and confidence interval technique.
A list with two components. The first is a two-dimensional array of average interval lengths. The second is coverage levels. Dimensions of both are technique and distribution.
Examples
library(VGAM)
fun.testreg(mcsamp=100,dists=c("rnorm","rcauchy","rlaplace","runif","rexp"))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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