gnZ_cond: Simple ACP Estimation with Lower Variance
In koohyun-kwon/OptACI: Methods to Construct Optimal Average Coverage Confidence Intervals

Estimates average coverage probability using conditional mean of the estimator with auxiliary randomization when λ ≥ 1/2.

1	gnZ_cond(chi, lam, xvec)

`chi`	a scalar half-length value χ.
`lam`	a scalar shrinkage factor λ.
`xvec`	normalized observed outcome vector.

estimated average coverage probability value.

1
2
3

xvec <- stats::rnorm(50)
gnZ_cond(1.5, 0.7, xvec)
gnZ_cond(1, 0.5, xvec)

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

koohyun-kwon/OptACI index

rdrr.io home R language documentation Run R code online

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description