cr: Confidence Region for the Changepoint

In blmr: Broken Line Model Regression

Description

Joint confidence region for ( theta, alpha ), the changepoint's (x,y)-coordinates.

Usage

## S4 method for signature 'Cblmr'
cr(  CL =0.95 ,  method ="clr",  incr =0.2 )

Arguments

CL	confidence level, between 0 and 1
method	"clr" or "af" which stand for conditional likelihood-ratio (exact) or approximate-F (fast)
incr	increment of theta values in the confidence region printout

Details

This subroutine scans to determine the postulate values of (theta,alpha) that have significance levels greater than 1-CL. It scans first along the (theta, alpha-MLE) ridge to determine theta boundaries.

Examples

##  Data for Patient B from Smith and Cook (1980):
y = c(37.3, 47.1, 51.5, 67.6, 75.9, 73.3, 69.4, 61.5, 31.8, 19.4)
x = 1:10
sc <- blmr(y,x)
sc$cr()
sc$cr(.9,"clr",0.1)
sc$cr(.99,"af")

blmr documentation built on May 2, 2019, 6:36 p.m.