gnB_bias: Bias Upper Bound Estimation

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

Description

Calculates the bias upper bound estimate for the average coverage probability function estimator using the series approximation.

Usage

gnB_bias(lam, xvec, Jn)

Arguments

lam	a vector of shrinkage factors λ.
xvec	normalized observed outcome vector, corresponding to z_i in the paper.
Jn	an odd number.

Details

Even if an even Jn is used in the actual estimation, we can plug in Jn + 1 in this function, as described in the paper.

Value

the value of the bias upper bound estimate.

Examples

xvec <- rnorm(50)
lam <- c(0.3, 0.35, 0.4, 0.45)
gnB_bias(lam, xvec, 3)

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