gnZ: Simple ACP Estimation

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

Description

Estimates average coverage probability using auxiliary randomization when λ ≥ 1/2.

Usage

gnZ(chi, lam, xvec, Z = NULL)

Arguments

chi	a scalar half-length value χ.
lam	a scalar shrinkage factor λ.
xvec	normalized observed outcome vector.
Z	a vector of the length length(xvec), to be used as auxiliary random variables; Z can be left unspecified.

Value

estimated average coverage probability value.

Examples

xvec <- stats::rnorm(50)
gnZ(1.5, 0.7, xvec)
Z <- stats::rnorm(50)
gnZ(1.5, 0.7, xvec, Z)

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