ci: Confidence Interval

In xinxuyale/HDCI: High Dimensional Confidence Interval Based on Lasso and Bootstrap

Description

Gets bootstrap confidence intervals for each of the coefficients of variables/predictors.

Usage

ci(Beta, Beta_bootstrap, alpha = 0.05, type = c("basic", "quantile", "bca", "basic2"), 
   a, Beta2)

Arguments

Beta	An estimate of the coefficients.
Beta_bootstrap	Bootstrap estimates of the coefficients – a B by p matrix, where B is the number of replications in the bootstrap and p is number of variables/predictors.
alpha	Significance level – default is 0.05.
type	Different type of confidence interval: basic, quantile, bca (adjusted bootstrap confidence intervals) and basic2 (a modified basic confidence interval).
a	Parameter in the bca confidence interval.
Beta2	An estimator of the coefficients used in the basic2 confidence interval.

Value

interval

A 2 by p matrix containing the confidence intervals – the first row is the lower bounds of the confidence intervals for each of the coefficients and the second row is the upper bounds of the confidence intervals.

xinxuyale/HDCI documentation built on May 23, 2019, 9:51 a.m.