Description Usage Arguments Details Value Examples
Calculates the true optimal average coverage CIs, and tuning parameters associated with those CIs.
1 | ACI_orc(th_vec, sig_vec, alpha, x_vec, min_lam = 0.01)
|
th_vec |
the true mean vector |
sig_vec |
a vector of individual standard deviations. |
alpha |
a desired level of non-coverage. |
x_vec |
a vector of observed values; it can be unspecified if only the shrinkage factor and the half-length are calculated. |
min_lam |
the minimum value of the shrinkage factor to be used in optimization; default is 0.01. |
This function was created for the purpose of simulations.
a list with four components; lam_opt
gives the value of the
optimal shrinkage factor, chi_opt
gives the value of the normalized half-length
associated with the optimal shrinkage factor, and CI_l
and CI_u
gives the vector of
lower and upper ends of the confidence intervals, respectively.
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