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Last data update: 2014.03.03

R: Auxiliary function for controlling computation of r*-based...

rstar.ci.control

R Documentation

Auxiliary function for controlling computation of r*-based confidence intervals

Description

Auxiliary function for rstar.ci.

Usage

rstar.ci.control(npoints=10, away=0.3, stepsizefac=3, maxstep=50, trace=TRUE)

Arguments

`npoints`	Integer giving the number of points at which the r* and r statistics will be evaluated away from the MLE in each direction when both `lower` and `upper` are not null. When either `lower` or `upper` are `NULL`, such value is only roughly proportional to the number of evaluation points. Default is `10`.
`away`	Positive value indicating how far from the MLE the computation of the r* and r statistics will be started, expressed in units of standard error of the scalar function of interest. Default is `0.3`.
`stepsizefac`	Positive value used to determine the stepsize of the confidence interval algorithm when either `lower` or `upper` are null. In particular, the stepsize is given by `stepsizefac/npoints` times the standard error of the scalar function of interest. Default is `3`.
`maxstep`	Integer giving the maximum number of steps that will be taken for crossing the normal quantiles for a 99 confidence interval for the r* statistic. Default is `50`.
`trace`	Logical indicating if output should be produced during the computation. Default is `TRUE`.

Value

A list with components named as the arguments.

Examples

# A variation on example(rstar.ci):
## Not run: 
obj <- rstar.ci(quinedata, thetainit=c(coef(quine.nb1),quine.nb1$theta),  floglik=logLikNbin, 
                datagen=genDataNbin, fscore=gradLikNbin, fpsi=function(theta) theta[2], R=1000, 
                psidesc="Coefficient of EthN", npoints=5, away=0.1)
plot(obj)

## End(Not run)