chilam_orc: Oracle Half-length Solver
In koohyun-kwon/OptACI: Methods to Construct Optimal Average Coverage Confidence Intervals
Description
Usage
Arguments
Details
Value
Examples
Description
Solves for the half-length corresponding to a shrinkage factor,
when the true mean vector is known.
Usage
1
chilam_orc(lam, th_vec, alpha)
Arguments
lam
a scalar shrinkage factor λ.
th_vec
a normalized mean vector.
alpha
desired level of non-coverage probability.
Details
This function was created for the purpose of simulations.
Value
the value of the half-length χ which gives the correct coverage
given the value of lam.
Examples
1
2
th_vec <- rnorm(50)
chilam_orc(0.4, th_vec, 0.05)
koohyun-kwon/OptACI documentation built on Oct. 6, 2020, 8:09 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Examples
Description
Solves for the half-length corresponding to a shrinkage factor, when the true mean vector is known.
Usage
1 | chilam_orc(lam, th_vec, alpha)
|
Arguments
lam |
a scalar shrinkage factor λ. |
th_vec |
a normalized mean vector. |
alpha |
desired level of non-coverage probability. |
Details
This function was created for the purpose of simulations.
Value
the value of the half-length χ which gives the correct coverage
given the value of lam.
Examples
1 2 | th_vec <- rnorm(50)
chilam_orc(0.4, th_vec, 0.05)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.