confidenceSet: Computation of a confidence set for the parameter theta in a...

In szugat/predfat: What the package does (short line)

Description

Computation of a confidence set for the parameter theta in a two dimensional linear model based on grid search

Usage

confidenceSet(candidates, theta, method = c("depth", "chisquared", "LR"), x,
  t = NULL, alpha = 0.05, lambda, gradient, type, depthType, ...)

Arguments

candidates	grid of candidates for confidence set
theta	two-dimensional parameter of linear model
x	values of influental variable for the link function
alpha	value in (0,1) defining the level of the test
lambda	[function(theta, x)] link function for exponential distribution
gradient	[function(x, theta, ...)] gradient of link function
type	[integer] if link function is not given a collection of given link function is available, see linkfun
...	further arguments passed to generateCandidates
y	value of dependent variable

Value

confidence set for the two-dimensional parameter

szugat/predfat documentation built on May 31, 2019, 12:50 a.m.