Other packages > Find by keyword >

ciuupi  

Confidence Intervals Utilizing Uncertain Prior Information
View on CRAN: Click here


Download and install ciuupi package within the R console
Install from CRAN:
install.packages("ciuupi")

Install from Github:
library("remotes")
install_github("cran/ciuupi")

Install by package version:
library("remotes")
install_version("ciuupi", "1.2.3")



Attach the package and use:
library("ciuupi")
Maintained by
Paul Kabaila
[Scholar Profile | Author Map]
First Published: 2018-03-20
Latest Update: 2024-06-18
Description:
Computes a confidence interval for a specified linear combination of the regression parameters in a linear regression model with iid normal errors with known variance when there is uncertain prior information that a distinct specified linear combination of the regression parameters takes a given value.This confidence interval, found by numerical nonlinear constrained optimization, has the required minimum coverage and utilizes this uncertain prior information through desirable expected length properties. This confidence interval has the following three practical applications. Firstly, if the error variance has been accurately estimated from previous data then it may be treated as being effectively known. Secondly, for sufficiently large (dimension of the response vector) minus (dimension of regression parameter vector), greater than or equal to 30 (say), if we replace the assumed known value of the error variance by its usual estimator in the formula for the confidence interval then the resulting interval has, to a very good approximation, the same coverage probability and expected length properties as when the error variance is known. Thirdly, some more complicated models can be approximated by the linear regression model with error variance known when certain unknown parameters are replaced by estimates. This confidence interval is described in Mainzer, R. and Kabaila, P. (2019) <doi:10.32614/RJ-2019-026>, and is a member of the family of confidence intervals proposed by Kabaila, P. and Giri, K. (2009) <doi:10.1016/j.jspi.2009.03.018>.
How to cite:
Paul Kabaila (2018). ciuupi: Confidence Intervals Utilizing Uncertain Prior Information. R package version 1.2.3, https://cran.r-project.org/web/packages/ciuupi. Accessed 17 Feb. 2025.
Previous versions and publish date:
1.0.0 (2018-03-20 12:30), 1.1.0 (2019-01-15 06:20)
Other packages that cited ciuupi R package
View ciuupi citation profile
Other R packages that ciuupi depends, imports, suggests or enhances
Complete documentation for ciuupi
Functions, R codes and Examples using the ciuupi R package
Full ciuupi package functions and examples
Downloads during the last 30 days
01/1801/1901/2001/2101/2201/2301/2401/2501/2601/2701/2801/2901/3001/3102/0102/0202/0302/0402/0502/0602/0702/0802/0902/1002/1102/1202/1302/1402/1502/16Downloads for ciuupi0510152025303540455055TrendBars
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

officedown  
Enhanced 'R Markdown' Format for 'Word' and 'PowerPoint'
Allows production of 'Microsoft' corporate documents from 'R Markdown' by reusing formatting define ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
mcmcse  
Monte Carlo Standard Errors for MCMC
Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) ...
Download / Learn more Package Citations See dependency  
vrtest  
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
Acollection of statistical tests for martingale difference hypothesis, including automatic portmante ...
Download / Learn more Package Citations See dependency  
RecordTest  
Inference Tools in Time Series Based on Record Statistics
Statistical tools based on the probabilistic properties of the record occurrence in a sequence of i ...
Download / Learn more Package Citations See dependency  

23,712

R Packages

205,795

Dependencies

64,332

Author Associations

23,631

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA