Description Usage Arguments Value Examples
Solves for the half-length corresponding to a shrinkage factor, using the function
gnB_norm
.
1 | chilam_norm(lam, xvec, alpha, Jn, Jn2)
|
lam |
a scalar shrinkage factor λ. |
xvec |
normalized observed outcome vector, corresponding to z_i in the paper. |
alpha |
desired level of non-coverage probability. |
Jn |
the order of polynomial approximation to be used for series estimation. |
Jn2 |
the total order of polynomial approximation. |
the estimated value of the half-length χ which gives the correct coverage
given the value of lam
.
1 2 3 4 | thvec <- rnorm(50)
xvec <- rnorm(50, thvec)
chilam_norm(0.6, xvec, 0.05, 2, 4)
chilam_norm(0.4, xvec, 0.05, 2, 4)
|
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