computeCI: compute selective confidence intervals

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function computes the selective confidence intervals.

Usage

computeCI(v, y, sigma, truncation, alpha)

Arguments

v,	the contrast vector.
y,	the response.
sigma,	the noise level σ.
truncation,	the truncation set for the Z-statistic.
alpha,	the significance level.

Value

This function returns a vector of lower and upper confidence limits.

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.