riskRegression (version 2020.02.05)

transformCIBP: Compute Confidence Intervals/Bands and P-values After a Transformation

Description

Compute confidence intervals/bands and p-values after a transformation

Usage

transformCIBP(
  estimate,
  se,
  iid,
  null,
  conf.level,
  nsim.band,
  seed,
  type,
  min.value,
  max.value,
  ci,
  band,
  p.value
)

Arguments

estimate

[numeric matrix] the estimate value before transformation.

se

[numeric matrix] the standard error before transformation.

iid

[numeric array] the iid decomposition before transformation.

null

[numeric] the value of the estimate (before transformation) under the null hypothesis.

conf.level

[numeric, 0-1] Level of confidence.

nsim.band

[integer, >0] the number of simulations used to compute the quantiles for the confidence bands.

seed

[integer, >0] seed number set before performing simulations for the confidence bands.

type

[character] the transforamtion. Can be "log", "loglog", "cloglog", or "atanh" (Fisher transform).

min.value

[numeric] if not NULL and the lower bound of the confidence interval is below min, it will be set at min.

max.value

[numeric] if not NULL and the lower bound of the confidence interval is below max, it will be set at max.

ci

[logical] should confidence intervals be computed.

band

[logical] should confidence bands be computed.

p.value

[logical] should p-values be computed.

The iid decomposition must have dimensions [n.prediction,time,n.obs] while estimate and se must have dimensions [n.prediction,time].