calc_mcse: Calculate performance criteria and MCSE.

In meghapsimatrix/MeghaMCSE: Performance criteria and monte carlo simulation error

Description

Calculate performance criteria and MCSE.

Usage

calc_mcse(
  estimates,
  true_param,
  alpha = 0.05,
  K,
  lower_bound = NULL,
  upper_bound = NULL,
  perfm_criteria = c("bias", "variance", "mse", "rmse", "relative bias",
    "relative mcse", "rejection rate", "coverage", "width")
)

Arguments

estimates	A numeric vector including the estimates.
alpha	A number indicating the nominal alpha level.
K	A number indicating number of simulation iterations.
lower_bound	A numeric vector indicating the lower bound for confidence interval coverage and width calculations.
upper_bound	A numeric vector indicating the upper bound for confidence interval coverage and width calculations.
perfm_criteria	A character or a character vector indicating the performance criteria to be calculated.
true_parameter	A number indicating the true parameter.

Value

The performance criteria estimate and the associated MCSE.

meghapsimatrix/MeghaMCSE documentation built on Jan. 2, 2020, 2:56 a.m.