ebci_cutoff: Cutoff Value Finder for the AKP Procedure

In koohyun-kwon/OptACI: Methods to Construct Optimal Average Coverage Confidence Intervals

Description

Cutoff Value Finder for the AKP Procedure

Usage

ebci_cutoff(
  n,
  cutoff_len,
  m_len,
  w_len,
  m_max = 1,
  m_min = 0.1,
  cutoff_max = 0.1,
  cutoff_min = 0.01,
  w_min = 0.1,
  alpha = 0.05,
  eps = NULL
)

Arguments

n	a sample size.
cutoff_len	a grid length for cutoff values to be tested.
m_len	a grid length for spread values to be tested.
w_len	a grid length for skewness values to be tested.
m_max	the largest spread value; the default is 1.
m_min	the smallest spread value, the default is 0.1.
cutoff_max	the largest cutoff value; the default is 0.1.
cutoff_min	the smallest cutoff value; the default is 0.01.
w_min	the smallest skeweness value; the default is 0.1.
alpha	the desired average non-coverage probability; the default is 0.05.
eps	fixed error term; added for a simulation purpose.

Value

a m_len * w_len * cutoff_len dimensional vector, containing average coverage probability for each specification.

Examples

ebci_cutoff(500, 2, 2, 2)
ebci_cutoff(500, 3, 4, 1)

koohyun-kwon/OptACI documentation built on Oct. 6, 2020, 8:09 a.m.