Scalar, the bandwidth of the weighting kernel in terms of sample points. If not specified, sqrt(n) will be used, where n is the sample size.
lb,ub
Scalars, the lower and upper bounds of the distribution. If specified, a pseudo-sample point equal to the corresponding bound will be added.
l,u
Scalars, weighting centers (if provided).
Value
SPIn returns an object of class 'SPIn'. An object of class 'SPIn' is a list containing the following components:
spinA vector of length 2 with the lower and upper endpoints of the interval.
confThe confidence level.
xA vector of samples from the distribution.
w.l,w.uVectors of the computed weights.
l.l,l.u,u.l,u.uEndpoints of the weights.
Details
SPIn computes the shortest probability interval for a distribution using an optimal weighting strategy. Quadratic programming is used to determine the optimal weights.
References
Simulation efficient shortest probability intervals. (arXiv:1302.2142)