showfieller | R Documentation |
Diagram the construction of Fieller's confidence interval, for the ratio of expectations of barw and bary.
showfieller(barw, bary, tau, sigma, rho = 0, alpha = 0.05, npts = 60)
barw |
Denominator of method of moments estimator. |
bary |
Numerator of method of moments estimator. |
tau |
Standard deviation of Denominator |
sigma |
Standard deviation of Numerator |
rho |
Correlation of numerator and denominator |
alpha |
test level |
npts |
number of points for plot. |
# Standard case with confidence region as an interval. showfieller(1, 1, 0.70, 0.70) # Problematic case with confidence region as complement of interval showfieller(1, 1, 0.20, 0.20) # Problematic case with confidence region as entire real line. showfieller(1, 1, 0.75, 0.75)
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