lm.br (version 2.9.8)

ci: Confidence Interval for the Changepoint

Description

Confidence interval for 'theta', the changepoint's x-coordinate.

Usage

# S4 method for Cpp_Clmbr
ci(  CL =0.95, method ="CLR", output ="T" )

Value

'ci' prints-out the confidence interval for 'theta' but does not return a value if 'output' is "T". 'sl' returns a numeric vector of boudaries for the contiguous segments of the confidence interval if 'output' is "V" or "B".

Arguments

CL

confidence level, between 0 and 1.

method

"CLR" or "AF" which stand for conditional likelihood-ratio or approximate-F, see sl for details.

output

"T", "V" or "B" which stand for text, value or both.

Details

This subroutine scans to determine the postulate values of 'theta' that have significance level greater than 1-CL.

Examples

#  Data for Patient B from Smith and Cook (1980)
y <- c(37.3, 47.1, 51.5, 67.6, 75.9, 73.3, 69.4, 61.5, 31.8, 19.4)
x <- 1:10
sc <- lm.br( y ~ x )
sc$ci()
sc $ ci( 0.90 )
sc $ ci( .99, 'af' )
sc $ ci( out= 'v' )