acid (version 1.1)

confband.pw: Pointwise Confidence Bands

Description

This function computes pointwise confidence bands for samples of the presumed distribution of the parameter estimator.

Usage

confband.pw(samples, level = 0.95)

Arguments

samples

matrix containing samples of the presumed distribution of the parameter estimator.

level

the desired confidence level.

Value

lower

a vector containing the lower bound of the confidence band.

upper

a vector containing the lower bound of the confidence band.

References

T. Krivobokova, T. Kneib, G. Claeskens (2010): Simultaneous Confidence Bands for Penalized Spline Estimators, in: Journal of the American Statistical Association, Vol. 105(490), pp.852-863.

Examples

mu<-1:20
n<-1000
mcmc<-matrix(NA,n,20)
for(i in 1:20){
  mcmc[,i]<- rnorm(n,mu[i],sqrt(i))
}

plot(mu,type="l",ylim=c(-10,30),lwd=3)
lines(confband.pw(mcmc)$lower,lty=2)
lines(confband.pw(mcmc)$upper,lty=2)
lines(confband.kneib(mcmc)$lower,lty=3)
lines(confband.kneib(mcmc)$upper,lty=3)