covind_gen: Coverage indicator generation

Description Usage Arguments Value

View source: R/sim_funs.R

Description

Coverage indicator generation

Usage

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covind_gen(
  eval,
  cb.l,
  cb.u,
  reg.name = c("AK", "AK.bin", "custom"),
  reg.spec,
  M,
  cvar.spec = NULL,
  scale = NULL,
  custom.fx = NULL
)

Arguments

eval

a vector of evaluation points in the support of the regressor

cb.l

a vector of lower confidence band values

cb.u

a vector of upper confidence band values

reg.name

class of regression functions to be used; "AK" denotes regression functions in Section 5 of Armstrong and Kolesár (2020); "AK.bin" denotes denotes the case where y = 1(f(x) + u > 0), using regression functions in Section 5 of Armstrong and Kolesár (2020), where u is a normal random variable.

reg.spec

a number denoting the type of regression function among the class of functions chosen in reg.name.

M

bound on the second derivative

cvar.spec

specification for conditional variance function, one of c("homo", "het.AK").

scale

scale parameter, a positive constant multiplied to the noise.

custom.fx

a vector of custom f(x) values

Value

a value of either 1 or 0, indicating coverage or non-coverage, respectively.


koohyun-kwon/HTEBandSim documentation built on Dec. 21, 2021, 7:43 a.m.