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FABInference (version 0.1)

FAB p-Values and Confidence Intervals

Description

Frequentist assisted by Bayes (FAB) p-values and confidence interval construction. See Hoff (2019) "Smaller p-values via indirect information", Hoff and Yu (2019) "Exact adaptive confidence intervals for linear regression coefficients", and Yu and Hoff (2018) "Adaptive multigroup confidence intervals with constant coverage".

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Version

Install

install.packages('FABInference')

Monthly Downloads

156

Version

0.1

License

GPL-3

Maintainer

Peter Hoff

Last Published

January 9th, 2020

Functions in FABInference (0.1)

summary.lmFAB

Summarizing Linear Model Fits with FAB Inference
lmFAB

FAB inference for linear models
rssSplit

Residual sum of squares split
qr.lmFAB

QR decomposition
fabzCI

FAB z-interval
fabtzCI

z-optimal FAB t-interval
glmFAB

FAB inference for generalized linear models
mmleFH

Marginal MLEs for the Fay-Herriot model
mmleFHP

Marginal MLEs for the Fay-Herriot model with known covariance
summary.glmFAB

Summarizing Generalized Linear Model Fits with FAB Inference
sfabz

Bayes-optimal spending function