avlm (version 0.1.0)

confint.avlm: Confidence Intervals for Anytime-Valid lm (avlm) Objects

Description

Computes confidence intervals for the coefficients of an avlm object by adjusting the standard errors using the precision parameter g and an anytime-valid approach.

Usage

# S3 method for avlm
confint(object, parm, level = 0.95, ...)

Value

A matrix with the lower and upper confidence limits for the specified parameters.

Arguments

object

An avlm object.

parm

A specification of which parameters are to be given confidence intervals; can be a vector of numbers or names.

level

The confidence level required for the intervals. Defaults to 0.95.

...

Additional arguments passed to or from other methods.

Examples

# Fit a simple linear model using the mtcars dataset
fit <- lm(mpg ~ wt + hp, data = mtcars)

# Convert the standard lm object to an anytime-valid avlm object with precision parameter g = 1
av_fit <- av(fit, g = 1)

# Calculate and print confidence intervals for the coefficients
conf_intervals <- confint(av_fit)
print(conf_intervals)