showfieller: Diagram the construction of Fieller's confidence interval,...

View source: R/showfieller.R

showfiellerR Documentation

Diagram the construction of Fieller's confidence interval, for the ratio of expectations of barw and bary.

Description

Diagram the construction of Fieller's confidence interval, for the ratio of expectations of barw and bary.

Usage

showfieller(barw, bary, tau, sigma, rho = 0, alpha = 0.05, npts = 60)

Arguments

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.

Examples

# 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)


kolassa-dev/NonparametricHeuristic documentation built on Nov. 14, 2022, 11:25 p.m.