mono_chi: Test of Monotonicity

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

Description

Tests whether the average coverage probability function estimated by the series approximation is monotone in χ.

Usage

mono_chi(lam, xvec, Jn, alpha, chilen = 50)

Arguments

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.
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.

Value

a vector of logical values, each value taking TRUE if monotone, with each value corresponding to each value of λ in lam.

Examples

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

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