lam_adj: Shrinkage Factor Adjustment

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

Description

Determines the minimum shrinkage factor to be used using tests for monotonicity and large bias. If no other value of shrinkage factor passes the tests, returns λ = 1/2.

Usage

lam_adj(lam, xvec, Jn, alpha, chilen = 50, tol = alpha/2)

Arguments

lam	a grid of shrinkage factors, smaller than 1/2.
xvec	normalized observed outcome vector, corresponding to z_i in the paper.
Jn	the order of polynomial approximation.
alpha	the desired level of non-coverage probability
chilen	the number of grid points of χ to be used in the test; the default is 50.
tol	a threshold value to test for the large bias; the default is alpha/2.

Details

The tests are conducted using functions mono_chi and bias_test in the package OptACI.

Value

the value of adjusted minimum value of shrinkage factor.

Examples

xvec <- rnorm(50)
lam <- c(0.3, 0.35, 0.4, 0.45)
lam_adj(lam, xvec, 2, 0.05)

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