fabCI (version 0.2)

FAB Confidence Intervals

Description

Frequentist assisted by Bayes (FAB) confidence interval construction. See 'Adaptive multigroup confidence intervals with constant coverage' by Yu and Hoff and 'Exact adaptive confidence intervals for linear regression coefficients' by Hoff and Yu .

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Version

Install

install.packages('fabCI')

Monthly Downloads

170

Version

0.2

License

GPL-3

Maintainer

Peter Hoff

Last Published

January 7th, 2021

Functions in fabCI (0.2)

hhetmodel

Hierarchical heteroscedastic model estimates

fabtzCI

z-optimal FAB t-interval

ebayes_est

Empirical Bayes estimation of hyperparameters

multifabCIhom

Multigroup FAB t-intervals for the homoscedastic model

fabtwzCI

FAB t-interval with z-optimal w-function

multifabCI

Multigroup FAB t-intervals

fabzCI

FAB z-interval

hhommodel

Hierarchical homoscedastic model estimates

pppaccept

Prior predictive acceptance probability

fabtCI

FAB t-interval

wfabt

Bayes-optimal w-function

fabregCI

FAB regression coefficient intervals

sfabz

Bayes-optimal spending function

radon

Minnesota Radon Dataset

umauregCI

UMAU regression coefficient intervals