#' @export
pima_hts <- function(y, sigma, alpha = 0.05) {
# initial check
util_check_num(y)
util_check_nonneg(sigma)
util_check_inrange(alpha, 0.0, 1.0)
if (length(sigma) != length(y)) {
stop("'y' and 'sigma' should have the same length.")
}
# estimation
k <- length(y)
tau2h <- tau2h_dl(y = y, se = sigma)$tau2h
w <- (sigma^2 + tau2h)^-1
muhat <- sum(y*w) / sum(w)
vmuhat <- 1/sum(w)
lpi <- muhat - stats::qt(1 - alpha*0.5, k - 2)*sqrt(tau2h + vmuhat)
upi <- muhat + stats::qt(1 - alpha*0.5, k - 2)*sqrt(tau2h + vmuhat)
lci <- muhat - stats::qt(1 - alpha*0.5, k - 1)*sqrt(vmuhat)
uci <- muhat + stats::qt(1 - alpha*0.5, k - 1)*sqrt(vmuhat)
res <- list(muhat = muhat, lpi = lpi, upi = upi, lci = lci, uci = uci,
tau2h = tau2h, vmuhat = vmuhat, nup = k - 2, nuc = k - 1,
method = "HTS", y = y, se = sigma, alpha = alpha)
return(res)
}
#' @export
htsdl <- pima_hts
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