gnB: ACP Estimation by Polynomial Approximation

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

Description

Estimates average coverage probability using polynomial approximation of the ACP function when λ < 1/2.

Usage

gnB(chi, lam, xvec, Jn)

Arguments

chi	a scalar half-length value χ.
lam	a vector of shrinkage factors λ.
xvec	normalized observed outcome vector, corresponding to z_i in the paper.
Jn	the order of polynomial approximation.

Value

vector of estimated average coverage probability values, corresponding to each value of λ in lam.

Examples

xvec <- rnorm(50)
gnB(1, c(0.3, 0.4), xvec, 2)

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